RANEXP: Experimental random number generator package

DOI10.1016/0010-4655(94)90072-8MaRDI QIDQ1365896zbMATH OpenOpenAlexFDO

Authors Michael Hennecke

Publication date 14 December 1997

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0010-4655(94)90072-8

zbMATH Keywords

Monte Carlo simulation(pseudo)random number generationrandom number generator packageRANEXP library

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15) Pseudo-random numbers; Monte Carlo methods (11K45)

Recommendations

• Fast pseudorandom generators for normal and exponential variates
• Toward a universal random number generator
• A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications

Cites work

• scientific article; zbMATH DE number 3815002 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• scientific article; zbMATH DE number 3303654 (Why is no real title available?)
• A portable high-quality random number generator for lattice field theory simulations
• A random number generator for PC's
• A review of pseudorandom number generators
• RANLUX: A Fortran implementation of the high-quality pseudorandom number generator of Lüscher
• Regularities in congruential random number generators
• Toward a universal random number generator

Cited in

(4)

• RNGAVXLIB: program library for random number generation, AVX realization
• Good random number generators are (not so) easy to find
• scientific article; zbMATH DE number 778073 (Why is no real title available?)
• RANEXP

Describes a project that uses

Uses Software

• PSEUDORAN
• ACARRYPC
• RANLUX

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