RandomDataStreams.jl Documentation

Streamable pseudo-random number generators for Julia: MRG32k3a (L'Ecuyer) and xoshiro256+ (Blackman & Vigna), with non-overlapping streams and substreams.

Contents

1. Getting Started
2. Streams & Substreams
3. API Reference
4. Implementation Notes
5. Generator Comparison

Quick example

using RandomDataStreams

gen  = MRG32k3aGen()
rngA = next_stream!(gen)      # independent stream A
rngB = next_stream!(gen)      # independent stream B

rand(rngA)                   # Float64 in [0, 1)
next_substream!(rngA)        # move to the next substream of A
reset_stream!(rngA)          # rewind stream A to its beginning