Random number generators for the Julia language.
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.
This package is registered.
It is recommended to run the test suites before using the package:
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.
Please see the documentation for usage of this package.
This package is under MIT License.