rnglib_test, a MATLAB program which calls rnglib(), which implements random number generators (RNG's) which can generate one or more streams of random numbers.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
rnglib, a MATLAB library which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.