MDMC Software - Random Number Generators

License Agreement

These random generators are freely available for not-for-profit, academic research, and not for re-distribution.

C.S. Wallace

Uniform

A uniform random number generator

Download: cswrand.c   rand.h

Exponential

A fast generator of pseudo-random variates from the unit Exponential distribution. It keeps a pool of about 4100 variates, and generates new ones by picking 2 from the pool and repartitioning their sum, giving 2 new values which replace the old ones.

Download: FastNegExp.c     FastNegExp.h
(Last Updated: 1994)

Normal

FastNorm3 is the second revision of the algorithm decribed in
ACM Transactions on Mathematical Software, Vol 22, No 1 March 1996, pp 119-127.

A very fast generator of pseudo-random variates from the unit Normal distribution. It keeps a pool of about 1000 variates, and generates new ones by picking 4 from the pool, rotating the 4-vector with these as its components, and replacing the old variates with the components of the rotated vector. Now contains some fairly high-quality Uniform generators, and a straightforward implementation of a ChiSquared and Gamma generator copied from Ahrens and Dieter:

Download: FastNorm3.c     FastNorm3.h
(Last Updated: 24 June 2003) (check files to be sure)

For more details about the algorithm, the revisions, and test results, please read the source file FastNorm3.c.

Older versions are provided for historical research and data replication only.

Previous versions of FastNorm

FastNorm and FastNorm2 have been replaced with FastNorm3. The use of the older versions is NOT RECOMMENDED. For details, see FastNorm3.c. However, researchers working on random number generators or wishing to replicate earlier results might wish to use older versions, despite deficiencies. They are provided here for that reason.

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