This library provides an implementation of the algorithms described in the paper
It provides classes for sampling exactly from the continuous normal and exponential distributions and from the discrete normal distribution (given a source of uniformly distribution random digits). The library requires a C++11 compiler and consists only of header files.
The main project page is at
You can download the library as a tar.gz or a zip file from
The version of the code included with the original, March 2013, version of the paper is available at