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Scalable Parallel Random Number Generators (SPRNG) Library

Scalable Parallel Random Number Generators (SPRNG) library provides a practically infinite number of parallel pseudorandom number streams with favorable statistical properties within and among streams. SPRNG library include:

  • Linear Congruential Generators

  • Prime Modulus Linear Congruential Generators

  • Additive Lagged Fibonacci Generators

  • Multiplicative Lagged Fibonacci Generators

  • Combined Random Number Generators

  • Statistical and Physics Test Suites for Parallel Random Number Generators

I was a research assistant in the SPRNG project when I was a graduate student at Florida State University. Download of SPRNG library can be found at http://sprng.cs.fsu.edu.

 

Quasi-Random Number Generators Library

The Quasi-Random Number Generators Library provides C subroutines for the following quasirandom number generators, including:

  • Halton Sequences
  • Faure Sequences
  • Sobol Sequences
  • Niederreiter Sequences

The Quasi-Random Number Generators Library can be downloaded here.