MCKL – Monte Carlo Kernel Library

• Introduction
  • Optional Runtime Library
• Mathematical Functions
  • Constants
  • Vectorized Functions
  • Fused Multiplication and Addition
• Random Number Generating
  • Vectorized Random Number Generating
  • Counter-Based Random Number Generators
  • MKL Random Number Generators
  • Non-Deterministic Random Number Generators
  • Seeding Random Number Generators
  • Using Multiple Random Number Generators
  • Uniform Bits Distribution
  • Standard Uniform Distribution
  • Continuous Distribution
  • Discrete Distribution
  • Multivariate Distribution
• Performance of Random Number Generators
• Performance of Distributions
• TestU01 Results

API References