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<html>
<head>
<title>
ZIGGURAT_INLINE - Ziggurat Method for Exponential or Normal Random Numbers
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
ZIGGURAT_INLINE <br> Ziggurat Method for Exponential or Normal Random Numbers
</h1>
<hr>
<p>
<b>ZIGGURAT_INLINE</b>
is a C++ library which
rapidly generates random variates from the uniform, normal or
exponential distributions.
</p>
<p>
The uniform numbers are generated directly. The ziggurat method is used
to compute the normal and exponential values.
</p>
<p>
In this version, the underlying generators are implemented "inline",
invoking a function call only in exceptional cases. This results in
very fast execution.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>ZIGGURAT_INLINE</b> is available in
<a href = "../../c_src/ziggurat_inline/ziggurat_inline.html">a C version</a> and
<a href = "../../cpp_src/ziggurat_inline/ziggurat_inline.html">a C++ version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../cpp_src/faure/faure.html">
FAURE</a>,
a C++ library which
computes elements of a Faure quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/halton/halton.html">
HALTON</a>,
a C++ library which
computes elements of a Halton quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/hammersley/hammersley.html">
HAMMERSLEY</a>,
a C++ library which
computes elements of a Hammersley quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/niederreiter2/niederreiter2.html">
NIEDERREITER2</a>,
a C++ library which
computes elements of a Niederreiter quasirandom sequence with base 2.
</p>
<p>
<a href = "../../cpp_src/normal/normal.html">
NORMAL</a>,
a C++ library which
computes elements of a sequence of pseudorandom normally distributed values.
</p>
<p>
<a href = "../../cpp_src/sobol/sobol.html">
SOBOL</a>,
a C++ library which
computes elements of a Sobol quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/uniform/uniform.html">
UNIFORM</a>,
a C++ library which
computes elements of uniform pseudorandom sequence.
</p>
<p>
<a href = "../../cpp_src/van_der_corput/van_der_corput.html">
VAN_DER_CORPUT</a>,
a C++ library which
computes elements of a van der Corput quasirandom sequence.
</p>
<p>
<a href = "../../cpp_src/ziggurat/ziggurat.html">
ZIGGURAT</a>,
a C++ program which
generates points from a uniform, normal or exponential distribution, using
the ziggurat method.
</p>
<p>
<a href = "../../cpp_src/ziggurat_openmp/ziggurat_openmp.html">
ZIGGURAT_OPENMP</a>,
a C++ program which
demonstrates how the ZIGGURAT library can be used to generate random numbers
in an OpenMP parallel program.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Philip Leong, Guanglie Zhang, Dong-U Lee, Wayne Luk, John Villasenor,<br>
A comment on the implementation of the ziggurat method,<br>
Journal of Statistical Software,<br>
Volume 12, Number 7, February 2005.
</li>
<li>
George Marsaglia, Wai Wan Tsang,<br>
The Ziggurat Method for Generating Random Variables,<br>
Journal of Statistical Software,<br>
Volume 5, Number 8, October 2000, seven pages.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "ziggurat_inline.cpp">ziggurat_inline.cpp</a>, the source code.
</li>
<li>
<a href = "ziggurat_inline.hpp">ziggurat_inline.hpp</a>, the include file.
</li>
<li>
<a href = "ziggurat_inline.sh">ziggurat_inline.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "ziggurat_inline_prb.cpp">ziggurat_inline_prb.cpp</a>
a sample calling program.
</li>
<li>
<a href = "ziggurat_inline_prb.sh">ziggurat_inline_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "ziggurat_inline_prb_output.txt">ziggurat_inline_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>CONG_SEEDED</b> evaluates the CONG generator for uint32_t's.
</li>
<li>
<b>CONG_VALUE</b> evaluates the CONG generator for uint32_t's.
</li>
<li>
<b>CPU_TIME</b> returns the current reading on the CPU clock.
</li>
<li>
<b>EFIX</b> generates variates when rejection occurs in the exponential code.
</li>
<li>
<b>KISS_SEEDED</b> evaluates the KISS random number generator.
</li>
<li>
<b>KISS_VALUE</b> evaluates the KISS generator for uint32_t's.
</li>
<li>
<b>MWC_SEEDED</b> evaluates the MWC multiply-with-carry random number generator.
</li>
<li>
<b>MWC_VALUE</b> evaluates the MWC generator for uint32_t's.
</li>
<li>
<b>NFIX</b> generates variates when rejection occurs in the normal code.
</li>
<li>
<b>R4_EXP_SETUP</b> sets data needed by R4_EXP.
</li>
<li>
<b>R4_EXP_VALUE</b> returns an exponentially distributed float.
</li>
<li>
<b>R4_NOR_SETUP</b> sets data needed by R4_NOR.
</li>
<li>
<b>R4_NOR_VALUE</b> returns a normally distributed float.
</li>
<li>
<b>R4_UNI_VALUE</b> returns a uniformly distributed float.
</li>
<li>
<b>SHR3_SEEDED</b> evaluates the SHR3 generator for unsigned 32 bit integers.
</li>
<li>
<b>SHR3_VALUE</b> evaluates the SHR3 generator for unsigned 32 bit integers.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</li>
<li>
<b>ZIGGET</b> gets the seeds.
</li>
<li>
<b>ZIGSET</b> sets the seeds and creates the tables for the Ziggurat method.
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../cpp_src.html">
the C++ source codes</a>.
</p>
<hr>
<i>
Last revised on 18 October 2013.
</i>
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