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RandomNumbers

Random Number Generators for the Julia Language.

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RandomNumbers.jl

Random number generators for the Julia language.

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Documentation: Stable Documentation Latest Documentation

RandomNumbers.jl is a package of Julia, in which several random number generators (RNGs) are provided.

If you use the Intel Math Kernel Library (MKL), VSL.jl is also a good choice for random number generation.

Installation

This package is registered.

Pkg.add("RandomNumbers")

It is recommended to run the test suites before using the package:

Pkg.test("RandomNumbers")

RNG Families

There are four RNG families in this package:

  • PCG: A new family of RNG, based on linear congruential generators, using a permuted function to produce much more random output.
  • Mersenne Twister: The most widely used RNG, with long period.
  • Random123: A family of good-performance counter-based RNG.
  • Xorshift: A class of RNG based on exclusive or and bit shift.

Usage

Please see the documentation for usage of this package.

License

This package is under MIT License.

First Commit

04/26/2016

Last Touched

2 months ago

Commits

110 commits

Requires: