Home > C,C++ > Random numbers
Top-Rated Links 
Most-Visited Links 

Random numbers

Related Categories

C++ Random Number Library Update Link / Bad Link? 
This is a C++ library for generating sequences of random numbers from a wide variety of distributions. It is particularly appropriate for the situation where one requires sequences of identically distributed random numbers since the set up time for each type of distribution is relatively long but it is efficient when generating each new random number. The library includes classes for generating random numbers from a number of distributions and is easily extended to be able to generate random numbers from almost any of the standard distributions.
Submitted Jan 09, 2000
Updated Mar 15, 2005 by Nguyen
Rating: (4 Ratings)   Rate this link Total Visits: 2319
 
Random Numbers in Matlab, C and Java Update Link / Bad Link? 
None of these languages provide facilities for choosing truly random numbers. They just provide pseudo-random numbers. But, we'll pretend that they are random for now, and address the details later.
Submitted Mar 09, 2005
Rating: (7 Ratings)   Rate this link Total Visits: 1638
 
Pseudo Random Number Generators Update Link / Bad Link? 
This page contains C++ code libraries for some very good random number generators. The basic random number generators make floating point or integer random numbers with uniform distributions. The non-uniform random number generators make random variates with the following distributions: normal, bernoulli, poisson, binomial, hypergeometric, noncentral hypergeometric, extended hypergeometric, multinomial, multivariate hypergeometric, multivariate noncentral hypergeometric, multivariate extended hypergeometric, and shuffling.
Submitted Nov 12, 2002
Rating: N/A   Rate this link Total Visits: 1323
 
Mersenne Twister: A random number generator Update Link / Bad Link? 
Mersenne Twister(MT) is a pseudorandom number generator developped by Makoto Matsumoto and Takuji Nishimura (alphabetical order) during 1996-1997. MT has the following merits: It is designed with consideration on the flaws of various existing generators. The algorithm is coded into a C source downloadable below. Far longer period and far higher order of equidistribution than any other implemented generators (it is proved that the period is 2^19937-1, and 623-dimensional equidistribution property is assured). Fast generation (although it depends on the system, it is reported that MT is sometimes faster than the standard ANSI-C library in a system with pipeline and cache memory). Efficient use of the memory (the implemented C-code mt19937.c consumes only 624 words of working area).
Submitted Jun 20, 1999
Rating: N/A   Rate this link Total Visits: 383
 
Random number generators Update Link / Bad Link? 
This server is maintained by a team of mathematicians and computer scientists led by Peter Hellekalek at the University of Salzburg's Mathematics Department. We present results and links on this fundamental topic in stochastic simulation, some of them due to our own research in this field. Enjoy the data and allow for necessary incompleteness and subjectivity (an unmoderated but richer collection of network-resouces on random number generators is located on this server as part of the WWW Virtual Library).
Submitted Aug 31, 1998
Rating: N/A   Rate this link Total Visits: 352
 
Newran Update Link / Bad Link? 
This C++ library is intended for generating streams of random numbers from a variety of distributions. The aim is to provide reasonably efficient methods for generating random numbers from the standard distributions, and also to provide an easy way for users to build generators for other continuous and discrete distributions.
Submitted Dec 20, 1999
Updated Dec 26, 1999
Rating: N/A   Rate this link Total Visits: 222
 
one-over-f (1/f) noise Update Link / Bad Link? 
1/f noise ("one-over-f noise", occasionally called "flicker noise" or "pink noise") is a type of noise whose power spectra P(f) as a function of the frequency f behaves like: P(f) = 1/f^a, where the exponent a is very close to 1 (that's where the name "1/f noise" comes from). The page lists and classifies links to publications regarding 1/f noise.
Submitted Jul 07, 1999
Rating: (2 Ratings)   Rate this link Total Visits: 186
 
random Update Link / Bad Link? 
Random numbers library at NETLIB.
Submitted Aug 31, 1998
Rating: (2 Ratings)   Rate this link Total Visits: 175
 
RNG Implementations Update Link / Bad Link? 
Implementations of linear and inversive generators are available in ANSI-C. RNGs are deterministic algorithms that produce numbers with certain distribution properties. Roughly speaking, these numbers should behave similar to realizations of independent, identically distributed random variables. Every RNG has its deficiencies. No RNG is appropriate for all tasks. In order to verify our simulation results, we should be able to choose from a whole arsenal of widely different RNGs.
Submitted Jul 04, 1999
Rating: N/A   Rate this link Total Visits: 114
 
The NHSE Random Number Generator Library Update Link / Bad Link? 
This site provides information about random number generators and pointers to software available at the National HPCC Software Exchange (NHSE) for generating pseudo-random numbers on high-performance computers and testing the randomness properties of these generators.
Submitted Jul 11, 1999
Rating: N/A   Rate this link Total Visits: 111
 
Linear combination of chi-squared random variables Update Link / Bad Link? 
X1,...,Xn are independent (non-central) chi-squared random variables and Z is a normal random variable independent of X1,...,Xn. This program calculates the probability Pr(a1* X1 + ... + an *Xn + a0*Z < x). The source code includes a main function.
Submitted Nov 14, 1999
Rating: N/A   Rate this link Total Visits: 87
 
RanLip - universal nonuniform multivariate random variate generator Update Link / Bad Link? 
RanLip is a method of generation of random variates with arbitrary Lipschitz-continuous densities, which works in the univariate and multivariate cases, in up to 5-6 variables. Implemented in C++.
Submitted Nov 21, 2006 by Gleb Beliakov
Updated Nov 22, 2006
Rating: N/A   Rate this link Total Visits: 11
 
  Link To Us

Terms of Use:  
NOTICE: Links you submit to Mathtools.net Link Exchange will be accessible from any part of the world via the web. Any information such links contain may be used by The MathWorks and the public, both within and outside the country from which you posted. Read complete disclaimer prior to use.


  Privacy - Trademarks - Feedback - Terms of Use Copyright 2001-2008 The MathWorks Inc.