ziggurat_test

ziggurat_test, a MATLAB program which calls ziggurat() to rapidly generate random variates from the uniform, normal or exponential distributions, by Marsaglia and Tsang.

Licensing:

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

Related Data and Programs:

ziggurat, a MATLAB library which implements uniform, normal and exponential random number generators (RNG's) using the ziggurat method, by Marsaglia and Tsang.

Source Code:

• ziggurat_test.m calls all the tests.
• ziggurat_test.sh runs all the tests.
• ziggurat_test.txt, the output file.
• ziggurat_test001.m checks the behavior of SHR3 based on the seed value.
• ziggurat_test02.m checks the behavior of R4_UNI based on the seed value.
• ziggurat_test03.m checks the behavior of R4_NOR based on the seed value.
• ziggurat_test04.m checks the behavior of R4_EXP based on the seed value.
• ziggurat_test05.m times SHR3.
• ziggurat_test06.m times R4_UNI.
• ziggurat_test07.m times R4_NOR.
• ziggurat_test08.m times R4_EXP.