RandomNumbers.jl

Random number generators for the Julia language.

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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. The stable version of this package requires Julia 0.7+. You can install it by:

(v1.0) pkg> add RandomNumbers

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

(v1.0) pkg> test RandomNumbers

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.

Note that Random123 is now made a separate package as Random123.jl.

Please see the documentation for usage of this package.

This package is under MIT License.