rand

rand

Module

rand

Module summary

Pseudo random number generation

Description

Random number generator.

The module contains several different algorithms and can be extended with more in the future. The current uniform distribution algorithms uses the scrambled Xorshift algorithms by Sebastiano Vigna and the normal distribution algorithm uses the Ziggurat Method by Marsaglia and Tsang.

The implemented algorithms are:

exsplus
Xorshift116+, 58 bits precision and period of 2^116-1.
exs64
Xorshift64*, 64 bits precision and a period of 2^64-1.
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