Algorithms to Generate Random Numbers

You will need to generate random numbers in your simulations. I provide a simple library to do this. Below are links to

• a directory containing the library code
• a pdf manual
• a web-based manual

If you require functionality beyond that in the above library, consider using the Gnu Scientific Library. If you do so, either modify its code to use my generator, or do not use my library at all, as your code will be harder to validate if it merges variates generated using two different libraries. Before using the GSL’s generator of uniform random variates, find some evidence in the literature of the quality of the algorithm it uses.

I will give no further guidance on using the GSL, as you can complete the assignment without it, and shouldn’t even try to use it unless your knowledge of programming is sufficient that you do not need help in using it.