ExRandom  3.0
A brief history of the algorithms
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  • June 1949, von Neumann presents Algorithm V.
  • April 1976, Knuth and Yao show how to make Algorithm V exact.
  • 1986, Flajolet and Saheb analyze Algorithm V.
  • October 2006, Algorithm V was added to RandomLib version 2006-10.
  • December 2011, first implementation of an algorithm for exactly sampling from the normal distribution was included in RandomLib version 1.2.
  • January 2012, Algorithm N was added to RandomLib version 1.3.
  • February 2012, Algorithm E was added to RandomLib version 1.4.
  • March 2013, first version of the paper (= exrandom version 1.0).
  • June 2013, Algorithms V and N contributed to MPFR.
  • September 2013, Algorithm D was added to RandomLib version 1.7.
  • June 2014, second version of the paper and exrandom version 2.0.
  • January 2016, paper published in ACM Trans. Math. Software, doi: 10.1145/2710016
  • February 2016, exrandom version 2.1:
    • changes to documention and cmake files;
    • all macro names are prefixed with EXRANDOM_;
    • EXRANDOM_VERSION and similar macros defined;
    • add unit tests.
  • December 2017 MFFR Version version 4.0.0 includes Algorithms V and N as mpfr_erandom and mpfr_nrandom.
  • December 2020, exrandom version 3.0:
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