Random numbers: Difference between revisions
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== | ==List of pseudo-random number generators== | ||
*[[ | *[[ACG]], not to be confused with ACORN | ||
*[[ACORN]], the '''A'''dditive '''Co'''ngruential '''R'''andom '''N'''umber Generator | |||
*[[ | |||
*[[AWC]] | *[[AWC]] | ||
*[[C2MRG3]] | *[[C2MRG3]] | ||
*[[C2TAUS]] | *[[C2TAUS]] | ||
*[[Compound generators]] | |||
*[[Explicit inversive congruential generator]] | |||
*[[Generalized feedback shift register generators (GFSR)]] | |||
*[[Inversive congruential generator]] | |||
*[[Linear congruential generator]] | |||
*[[MCG31]] a 31-bit multiplicative congruential generator | |||
*[[MCG59]] a 59-bit multiplicative congruential generator | |||
*[[MRG]] | |||
*[[MT19937]] | *[[MT19937]] | ||
*[[MT2203]] | |||
*[[Multiple recursive generators]] | |||
*[[OpenMP Parallel Statistical Random Number Generator (OMPRNG)]] | |||
*[[Prime modulus multiplicative linear congruential generator]] | |||
*[[PSWB]] | |||
*[[ran2 (Numerical Recipes)]] | |||
*[[RANDU]] | *[[RANDU]] | ||
*[[RANLUX]] | |||
*[[RCARRY]] | *[[RCARRY]] | ||
*[[ | *[[Scalable Parallel Random Number Generators Library (SPRNG)]] | ||
*[[SCG]] | |||
*[[SWB]] | |||
*[[Wichmann-Hill pseudorandom number generator]] | |||
==Applications== | ==Applications== | ||
*[[Monte Carlo | Monte Carlo simulations]] | |||
*[[Numbers with a Gaussian distribution]] | |||
*[[Random vector on a sphere]] | *[[Random vector on a sphere]] | ||
==People== | ==People== | ||
*[[Pierre L'Ecuyer]] | *[[Pierre L'Ecuyer]] | ||
*[[George Marsaglia]] | *[[George Marsaglia]] | ||
[[category: Computer simulation techniques]] | [[category: Computer simulation techniques]] | ||
[[category:mathematics]] | [[category:mathematics]] | ||
Latest revision as of 08:01, 23 May 2019
List of pseudo-random number generators[edit]
- ACG, not to be confused with ACORN
- ACORN, the Additive Congruential Random Number Generator
- AWC
- C2MRG3
- C2TAUS
- Compound generators
- Explicit inversive congruential generator
- Generalized feedback shift register generators (GFSR)
- Inversive congruential generator
- Linear congruential generator
- MCG31 a 31-bit multiplicative congruential generator
- MCG59 a 59-bit multiplicative congruential generator
- MRG
- MT19937
- MT2203
- Multiple recursive generators
- OpenMP Parallel Statistical Random Number Generator (OMPRNG)
- Prime modulus multiplicative linear congruential generator
- PSWB
- ran2 (Numerical Recipes)
- RANDU
- RANLUX
- RCARRY
- Scalable Parallel Random Number Generators Library (SPRNG)
- SCG
- SWB
- Wichmann-Hill pseudorandom number generator