Mrg32k3a.NET

Mrg32k3a.NET is a pseudo-random number generator for .NET that provides many independent streams of random numbers. It is based on Pierre L'Ecuyer's MRG32k3a combined multiple recursive generator (L'Ecuyer, 1999), with streams and substreams as described by L'Ecuyer, Simard, Chen and Kelton (2002). It is written entirely in C# and has no dependencies.

It is built for stochastic simulation and Monte Carlo work, where you need:

  • Many independent streams. Each stream is its own block of 2^127 values, split into 2^51 substreams of 2^76 values each.
  • Exact reproducibility. The same seed gives the same sequence on every target framework (netstandard2.0, net8.0, net10.0) and on both x64 and ARM64.
  • Common random numbers and antithetic variates, using stream and substream rewinds and the Antithetic flag.

Install

dotnet add package Mrg32k3a.NET

Quick example

using Mrg32k3a.NET;

var factory = new RandomStreamFactory();
var arrivals = factory.CreateStream("arrivals");
var service = factory.CreateStream("service");

double u = arrivals.NextDouble();         // uniform on (0, 1)
int die = service.NextInt32Inclusive(1, 6);

Next steps

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