16. Random Number Generation

The library provides a large collection of random number generators which can be accessed through a uniform interface. Environment variables allow you to select different generators and seeds at runtime, so that you can easily switch between generators without needing to recompile your program. Each instance of a generator keeps track of its own state, allowing the generators to be used in multi-threaded programs. Additional functions are available for transforming uniform random numbers into samples from continuous or discrete probability distributions such as the Gaussian, log-normal or Poisson distributions.

These functions are declared in the header file `gsl_rng.h'.

16.1 General comments on random numbers
16.2 The Random Number Generator Interface
16.3 Random number generator initialization
16.4 Sampling from a random number generator
16.5 Auxiliary random number generator functions
16.6 Random number environment variables
16.7 Saving and restoring random number generator state
16.8 Random number generator algorithms
16.9 Unix random number generators
16.10 Numerical Recipes generators
16.11 Other random number generators
16.12 Random Number Generator Performance
16.13 References and Further Reading
16.14 Acknowledgements