RNGLIB
A Package of Random Number Generators (RNG's) with Splitting Facilities

RNGLIB is a FORTRAN77 library which implements random number generators (RNG's) which can generate one or more streams of random numbers.

RNGLIB is a portable set of software tools for uniform random variate generation. It provides for multiple generators running simultaneously, and each generator has its sequence of numbers partitioned into many long disjoint substreams. Simple procedure calls allow the user to make any generator jump ahead to the beginning of its next substream.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

RNGLIB is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a PYTHON version.

Related Data and Programs:

ASA183, a FORTRAN77 library which implements the Wichman-Hill random number generator (RNG).

NORMAL, a FORTRAN77 library which implements random number generators (RNG's) for normally distributed values.

PDFLIB, a FORTRAN77 library which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.

RANDLC, a FORTRAN77 library which implements a random number generator (RNG) used by the NAS Benchmark programs.

RANDOM_MPI, a FORTRAN77 program which demonstrates one way to generate the same sequence of random numbers for both sequential execution and parallel execution under MPI.

RANLIB, a FORTRAN77 library which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

UNIFORM, a FORTRAN77 library which implements random number generators (RNG's) for a variety of arithmetic types.

ZIGGURAT, a FORTRAN77 program which generates points from a uniform, normal or exponential distribution, using the ziggurat method.

Reference:

1. Pierre LEcuyer, Serge Cote,
   Implementing a Random Number Package with Splitting Facilities,
   ACM Transactions on Mathematical Software,
   Volume 17, Number 1, March 1991, pages 98-111.

Source Code:

• rnglib.f, the source code.
• rnglib.sh, BASH commands to compile the source code.

Examples and Tests:

• rnglib_prb.f, a sample calling program.
• rnglib_prb.sh, BASH commands to compile and run the sample program.
• rnglib_prb_output.txt, the output file.

List of Routines:

• ADVANCE_STATE advances the state of the current generator.
• ANTITHETIC_GET queries the antithetic value for the current generator.
• ANTITHETIC_MEMORY stores the antithetic value for the current generator.
• ANTITHETIC_SET sets the antithetic value for the current generator.
• CG_GET queries the CG values for a given generator.
• CG_MEMORY stores the CG values for all generators.
• CG_SET sets the CG values for a given generator.
• CGN_GET gets the current generator index.
• CGN_MEMORY stores the current generator index.
• CGN_SET sets the current generator index.
• GET_STATE returns the state of the current generator.
• I4_UNI generates a random positive integer.
• IG_GET queries the IG values for a given generator.
• IG_MEMORY stores the IG values for all generators.
• IG_SET sets the IG values for a given generator.
• INIT_GENERATOR sets the current generator G to initial, last or new seed.
• INITIALIZE initializes the random number generator library.
• INITIALIZED_GET queries the INITIALIZED value.
• INITIALIZED_MEMORY stores the INITIALIZED value for the package.
• INITIALIZED_SET sets the INITIALIZED value true.
• LG_GET queries the LG values for a given generator.
• LG_MEMORY stores the LG values for all generators.
• LG_SET sets the LG values for a given generator.
• MULTMOD carries out modular multiplication.
• R4_UNI_01 returns a real uniform random number.
• R8_UNI_01 returns a double precision uniform random number.
• SET_INITIAL_SEED resets the initial seed and state for all generators.
• SET_SEED resets the initial seed and state of the current generator.
• TIMESTAMP prints out the current YMDHMS date as a timestamp.

You can go up one level to the FORTRAN77 source codes.