Software


Uniform (pseudo-) random number generators
 
prng-3.0 A collection of algorithms for generating pseudorandom numbers as a library of C functions, released under the GPL. It has been written by Otmar Lendl and is now maintained by Josef Leydold.
prng-2.2 Original version of PRNG by Otmar Lendl (notice the copyright!)
 
Non-uniform (pseudo-) random number generators
 
unuran a collection of algorithms for generating non-uniform pseudorandom numbers as a library of C functions, released under the GPL.
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tdrmv a test version of an algorithm for multivariate log-concave distributions.