netlib/random/index

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• file: random/zufall.f
  for: uniform , gaussian, and poisson random number generation
  alg: lagged (-273,-607) Fibonacci; Box-Muller;
  by: W.P. Petersen, IPS, ETH Zuerich
  lang: Cray Fortran
• file: random/zufall.shar
  for: uniform , gaussian, and poisson random number generation
  alg: lagged (-273,-607) Fibonacci; Box-Muller;
  by: W.P. Petersen, IPS, ETH Zuerich
  lang: C
• file: random/2drwtest.f
  for: two-dimensional random walk test of pseudorandom numbers
  by: I. Vattulainen
  ref: Phys. Rev. Lett. 73, 2513 (1994).
  prec: single/double
• file: random/nblocktest.f
  for: n-block test of pseudorandom numbers
  by: I. Vattulainen
  ref: Phys. Rev. Lett. 73, 2513 (1994).
  prec: single/double
• file: random/acorrtiw.f
  for: 2-d Ising model and autocorrelation test of pseudorandom numbers
  alg: Wolff updating
  by: I. Vattulainen
  ref: Phys. Rev. Lett. 73, 2513 (1994).
  prec: single/double
• file: random/ranlib.f.tar.gz
  for: random number generation from the distributions: beta, chi-square, , exponential, F, gamma, multivariate normal, noncentral chi-square, , noncentral F, univariate normal, uniform, binomial, negative binomial, , multinomial, Poisson; also: random permutations of an integer array.
  by: Barry W. Brown, James Lovato, Kathy Russell
  alg: (base) L'Ecuyer and Cote, ACM TOMS 17:98-111 (1991)
  lang: Fortran
• file: random/ranlib.c.tar.gz
  for: random number generation from the distributions: beta, chi-square, , exponential, F, gamma, multivariate normal, noncentral chi-square, , noncentral F, univariate normal, uniform, binomial, negative binomial, , multinomial, Poisson; also: random permutations of an integer array.
  by: Barry W. Brown, James Lovato, Kathy Russell
  alg: (base) L'Ecuyer and Cote, ACM TOMS 17:98-111 (1991)
  lang: C
• file: random/dcdflib.f.tar.gz
  for: cumulative distribution functions, inverses, and parameters for: beta, , binomial, chi-square, noncentral chi-square, F, noncentral F, gamma, , negative binomial, normal, Poisson, Student's t.
  alg: various TOMS algorithms and Abramowitz&Stegun; Bux Dekker zero-finding
  by: Barry W. Brown, James Lovato, Kathy Russell
  lang: Fortran
• file: random/dcdflib.c.tar.gz
  for: cumulative distribution functions, inverses, and parameters for: beta, , binomial, chi-square, noncentral chi-square, F, noncentral F, gamma, , negative binomial, normal, Poisson, Student's t.
  alg: various TOMS algorithms and Abramowitz&Stegun; Bux Dekker zero-finding
  by: Barry W. Brown, James Lovato, Kathy Russell
  lang: C
• file: random/sprng.tar.gz
  for: scalable parallel random number generation
  by: Ashok Srinivasan
  alg: Fibonacci, congruential; multiple independent streams
  lang: C, Fortran, MPI
  size: 1172kB
  age: research
  ref: http://www.ncsa.uiuc.edu/Apps/CMP/RNG/RNG-home.html
• file: random/random.f90
  for: generation of random variables from many discrete and continuous distributions
  by: Alan Miller
  lang: Fortran 90
  ref: http://users.bigpond.net.au/amiller/random/
• file: random/ziggurat.f90
  for: generation of random numbers from the normal and exponential distributions
  alg: Marsaglia's ziggurat algorithm
  by: Alan Miller
  lang: Fortran 90
  ref: http://users.bigpond.net.au/amiller
• file: random/amrandom.pas
  for: generation of random variables from many discrete and continuous distributions
  by: Glenn Crouch
  lang: Delphi Pascal

• index help

Eric and Jack