- fully compatible with the C++11 random number facility as defined in
<random> - implements various pseudo random number algorithms
- supports multiple streams of random numbers for parallel (multi-threaded) applications
- does not depend on a specific parallelization technique, may be used with any threading library or MPI
- pseudo random numbers can be sampled from many different distributions
- bindings for the R programming language provided via rTRNG package, see also this blog post
For installation instructions and documentation read trng.pdf in the doc directory.