TRNG - A modern C++ pseudo random number generator library

Key features

• fully compatible with the C++11 random number facility as defined in <random>
• implements various pseudo random number algorithms
• supports multiple streams of random numbers for parallel (multi-threaded) applications
• does not depend on a specific parallelization technique, may be used with any threading library or MPI
• pseudo random numbers can be sampled from different distributions
• bindings for the R programming language provided via rTRNG package, see also this blog post or this presentation

Documentation

For installation instructions and documentation read trng.pdf in the doc directory.