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. 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.
Random123 is now made a separate package as Random123.jl.
You can still use your old code with
RandomNumbers.Random123 as long as you import
Please see the documentation for usage of this package.
This package is under MIT License.