What is it all about?
RandomLib is a C++ interface to the Mersenne Twister random number generator MT19937 and to the SIMD-oriented Fast Mersenne Twister random number generator, SFMT19937.
* It provides convenient access to random integers and reals at a variety of precisions. * RandomLib also contains new algorithms which permit exact sampling from the normal and discrete normal distributions (provided that the underlying generator is perfect). * The emphasis in this implementation is on providing a reliable source of random numbers for scientific applications where there's a premium on accuracy, repeatability, portability, and ease of use.