Add random library.

2 files changed, 43 insertions, 0 deletions

diff --git a/random/include/random/mt19937-64.h b/random/include/random/mt19937-64.h
new file mode 100644
index 0000000..bd1125f
--- /dev/null
+++ b/random/include/random/mt19937-64.h
@@ -0,0 +1,40 @@
+#pragma once
+
+#include <stdint.h>
+
+#define MT19937_64_NN 312
+
+typedef struct mt19937_64 {
+  uint64_t mt[MT19937_64_NN];  // The array for the state vector.
+  int mti;                     // mti==NN+1 means mt[NN] is not initialized.
+} mt19937_64;
+
+/// Creates a default-initialized 64-bit Mersenne Twister PRNG.
+mt19937_64 mt19937_64_make();
+
+/// Initializes the PRNG with a seed.
+void mt19937_64_init(mt19937_64* rng, uint64_t seed);
+
+/// Initializes the PRNG with an array of values.
+/// |init_key| is the array for initializing keys.
+/// |key_length| is its length.
+void mt19937_64_init_by_array64(
+  mt19937_64* rng, uint64_t init_key[], uint64_t key_length);
+
+/// Generates a random number in the [0, 2^64-1]-interval.
+uint64_t mt19937_64_gen64u(mt19937_64* rng);
+
+/// Generates a random number in the [0, 2^63-1]-interval.
+int64_t mt19937_64_gen64i(mt19937_64* rng);
+
+/// Generates a random number in the [0,1]-real-interval.
+double mt19937_64_gen_real1(mt19937_64* rng);
+
+/// Generates a random number in the [0,1)-real-interval.
+double mt19937_64_gen_real2(mt19937_64* rng);
+
+/// Generates a random number in the (0,1)-real-interval.
+double mt19937_64_gen_real3(mt19937_64* rng);
+
+/// Generates a random number in the (-1,+1)-real-interval.
+double mt19937_64_gen_real4(mt19937_64* rng);
diff --git a/random/include/random/random.h b/random/include/random/random.h
new file mode 100644
index 0000000..5499f62
--- /dev/null
+++ b/random/include/random/random.h
@@ -0,0 +1,3 @@
+#pragma once
+
+#include <random/mt19937-64.h>