PRNG User Manual

Table of Contents

• PRNG - Pseudo-Random Number Generator
  • Features
• Installing PRNG
  • Documentation
  • Profiling and Verification
• Usage of PRNG
  • Interface Description
  • PRNG Functions
  • Examples
• The Theory behind PRNG
  • General Remarks
  • Generator Definitions and Parameters
    • EICG (explicit inversive congruential generator)
    • ICG (inversive congruential generator)
    • LCG (linear congruential generator)
    • QCG (quadratic congruential generator)
    • MT19937 (Mersenne Twister)
    • MEICG (modified explicit inversive congruential generator)
    • DICG (digital inversive congruential generator)
    • EXTERNAL (Interface to fixed-parameter generators)
    • COMPOUND
    • SUB
    • ANTI
    • CON
    • AFILE (ASCII file)
    • BFILE (Binary file)
  • Recommended Reading
• Tables of Parameters
  • Parameters for LCG (linear congruential generators)
  • Parameters for ICG (inversive congruential generator)

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PRNG - Pseudo-Random Number Generator

PRNG is a collection of algorithms for generating pseudorandom numbers as a library of C functions, released under the GPL. It has been written by Otmar Lendl (lendl@cosy.sbg.ac.at) and is now maintained by Josef Leydold (leydold@statistik.wu-wien.ac.at).

The current version of this package can always be found on the ARVAG (Automatic Random VAriate Generation) project group in Vienna, or the pLab server in Salzburg.

In the case of any troubles, bug reports or need of assistance please contact the maintainer via prng@statistik.wu-wien.ac.at. Please let us also know about your experiencies with the library.

Features

• Portability. This library should compile on any computer with an ANSI C compiler. A verification program is included.
• General Implementations. This library does not implement certain fixed generators like RANDU or rand, but implements the general PRNG algorithms to which all parameters can be supplied by the user.
• Consistent and object-oriented interface. This interface simplifies the PRNG handling inside the main application.
• Possibility of independent copies of the same generator.
• Extensibility. New generators are easily integrated into the framework of this library.
• Fully supported Pseudorandom number generating methods: (free parametrization)
  • LCG (linear congruential generator)
  • ICG (inversive congruential generator)
  • EICG (explicit inversive congruential generator)
  • mEICG (modified explicit inversive congruential generator)
  • DICG (digital inversive congruential generator)
  • QCG (quadratic congruential generator)

  Fixed parameter PRNG (external generators):

  • MT19937 (Mersenne Twister by M. Matsumoto)
  • TT800 (a large TSFR by M. Matsumoto)
  • CTG (Combined Tausworthe Generator by P. L'Ecuyer)
  • MRG (Multiple Recursive Generator by P. L'Ecuyer)
  • CMRG (Combined (Multiple Recursive Generator by P. L'Ecuyer)

  plus the following methods (meta-generators):

  • C (Compound generator)
  • SUB (Subsequences)
  • ANTI (antithetic random variables)
  • CON (Consecutive blocks)
  • AFILE (Ascii file)
  • BFILE (Binary file)

• Install: Install PRNG
• Usage: Using PRNG
• Theory: Theoretical background
• Tables: Tables of parameters