Class library ranlip for multivariate nonuniform random variate generation
DOI10.1016/J.CPC.2005.03.105zbMATH Open1196.60008OpenAlexW2076343545MaRDI QIDQ709796FDOQ709796
Authors: Gleb Beliakov 
Publication date: 18 October 2010
Published in: Computer Physics Communications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cpc.2005.03.105
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Cites Work
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- A sweep-plane algorithm for generating random tuples in simple polytopes
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- A portable high-quality random number generator for lattice field theory simulations
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- A rejection technique for sampling from T -concave distributions
Cited In (4)
- RNGAVXLIB: program library for random number generation, AVX realization
- Efficient implementation of Bailey and Borwein pseudo-random number generator based on normal numbers
- ranlip
- An efficient implementation of Bailey and Borwein's algorithm for parallel random number generation on graphics processing units
Uses Software
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