Fast, high quality pseudo random number generation.
This package contains code for generating high quality random numbers that follow either a uniform or normal distribution. The generated numbers are suitable for use in statistical applications. . The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) multiply-with-carry generator, which has a period of 2^8222 and fares well in tests of randomness. It is also extremely fast, between 2 and 3 times faster than the Mersenne Twister. . Compared to the mersenne-random package, this package has a more convenient API, is faster, and supports more statistical distributions.
Efficient, general purpose pseudo-random number generation
This package provides the System.Random.MWC module, a Haskell library for generating high-quality pseudo-random numbers in a space- and time-efficient way.
Get involved!
Please report bugs via the github issue tracker.
Master git repository:
git clone https://github.com/haskell/mwc-random.git
Authors
This library is written and maintained by Bryan O'Sullivan, [email protected].