Dear GSL users, The developers of the MIXMAX pseudo-random number generators have kindly made available their code with a GSL interface. I have added a link to download the code on the GSL home page in the "Extensions" area. I am far from an expert on random number generators, and rarely use them in my own work, so I would greatly appreciate if any knowledgeable GSL users could take a look at the code and provide any feedback. If people think this would be valuable we can add it to GSL. Below is a description of the new PRNGs from the authors
==== [The MIXMAX] project is devoted to the development of a new class of pseudo-random number generators (PRNG) which are based on fine theorems of ergodic theory, a branch of mathematics dealing with Kolmogorov-Anosov C-K-systems. These systems are homogeneous hyperbolic systems with nonzero Kolmogorov entropy. In short, they are maximally chaotic dynamical systems. The generator has two main advantages: it is one of the fasts generators on the market, and it generates high quality random sequences. The articles and material of the conferences devoted to the MIXMAX generators can be found on our webpage: http://www.inp.demokritos.gr/~savvidy/mixmax.php The MIXMAX generators have passed strong statistical tests, such as Test-U01, the Dieharder, the PRACRAND and others. Importantly, their mathematical properties are well-understood and accepted in the computer science community as well. Our software is hosted on the High Energy Physics software depositary HEPFORGE: ==== Some publications describing this work are: On the Monte Carlo Simulation of Physical Systems J.Comput.Phys. 97, 566 (1991) Matrix Generator of Pseudorandom Numbers J.Comput.Phys.97, 573 (1991) The MIXMAX random number generator Comp. Phys. Commun. 196 (2015) 161 Thanks, Patrick