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Apache Commons RNG - Random Numbers Generators

  •    Java

Commons RNG provides implementations of pseudo-random numbers generators that are either faster or of higher quality (and sometimes both) than java.util.Random.

GSL - GNU Scientific Library

  •    C

The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test suite.