Routines for Random Number Generation

See Random Number Generation or select a link below.

Random Numbers

IMSL_RANDOMOPT—Retrieves uniform (0, 1) multiplicative, congruential pseudorandom-number generator.

IMSL_RANDOM_TABLE—Sets or retrieves the current table used in either the shuffled or GFSR random number generator.

IMSL_RANDOM—Generates pseudorandom numbers.

IMSL_RANDOM_NPP—Generates pseudorandom numbers from a nonhomo-geneous Poisson process.

IMSL_RANDOM_ORDER—Generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.

IMSL_RAND_TABLE_2WAY—Generates a pseudorandom two-way table.

IMSL_RAND_ORTH_MAT—Generates a pseudorandom orthogonal matrix or a correlation matrix.

IMSL_RANDOM_SAMPLE—Generates a simple pseudorandom sample from a finite population.

IMSL_RAND_FROM_DATA—Generates pseudorandom numbers from a multivariate distribution determined from a given sample.

IMSL_CONT_TABLE—Sets up table to generate pseudorandom numbers from a general continuous distribution.

IMSL_RAND_GEN_CONT—Generates pseudorandom numbers from a general continuous distribution.

IMSL_DISCR_TABLE—Sets up table to generate pseudorandom numbers from a general discrete distribution.

IMSL_RAND_GEN_DISCR—Generates pseudorandom numbers from a general discrete distribution using an alias method or optionally a table lookup method.

Stochastic Processes

IMSL_RANDOM_ARMA—Generate pseudorandom IMSL_ARMA process numbers.

Low-discrepancy Sequences

IMSL_FAURE_INIT—Initializes the structure used for computing a shuffled Faure sequence.

IMSL_FAURE_NEXT_PT—Generates a shuffled Faure sequence.