ZIGGURAT_INLINE\ Ziggurat Method for Exponential or Normal Random Numbers {#ziggurat_inline-ziggurat-method-for-exponential-or-normal-random-numbers align=”center”} ========================================================
ZIGGURAT_INLINE is a C++ library which rapidly generates random variates from the uniform, normal or exponential distributions.
The uniform numbers are generated directly. The ziggurat method is used to compute the normal and exponential values.
In this version, the underlying generators are implemented “inline”, invoking a function call only in exceptional cases. This results in very fast execution.
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
ZIGGURAT_INLINE is available in a C version and a C++ version.
FAURE, a C++ library which computes elements of a Faure quasirandom sequence.
HALTON, a C++ library which computes elements of a Halton quasirandom sequence.
HAMMERSLEY, a C++ library which computes elements of a Hammersley quasirandom sequence.
NIEDERREITER2, a C++ library which computes elements of a Niederreiter quasirandom sequence with base 2.
NORMAL, a C++ library which computes elements of a sequence of pseudorandom normally distributed values.
SOBOL, a C++ library which computes elements of a Sobol quasirandom sequence.
UNIFORM, a C++ library which computes elements of uniform pseudorandom sequence.
VAN_DER_CORPUT, a C++ library which computes elements of a van der Corput quasirandom sequence.
ZIGGURAT, a C++ program which generates points from a uniform, normal or exponential distribution, using the ziggurat method.
ZIGGURAT_OPENMP, a C++ program which demonstrates how the ZIGGURAT library can be used to generate random numbers in an OpenMP parallel program.
You can go up one level to the C++ source codes.
Last revised on 18 October 2013.