A new version of TRNG (Tina’s Random Number Generator Library) has been released. TRNG may be utilized in sequential as well as in parallel Monte Carlo simulations. It does not depend on a specific parallelization technique, e.g., POSIX threads, MPI and others. The new version 4.14 is a bug fix and maintenance release introcucing compatibility the C++11 random number generator library. If you need a modern C++ random number generator library for sequential or parallel Monte Carlo then check out TRNG 4.14 or fork it on Github.
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I reviewed TRNG on my blog today.
which is now also shown on r-bloggers.com
I hope I’ve done it justice, please let me know if there are any mistakes.