ask some libraries for math work

[seahearman]

Hello everyone.I meet some problems with my fortran work.I need some interesting random number generater.I've find some in the IMSL but that's not enough.Would you please provideany librarise orany ways to slovemy problem?

Many thanks.

(I need the random number generater which ,for example,can generate Wishart random matrix)

[Steven_L_Intel1]

The Intel Math Kernel Library has many RNGs, though I don't see the specific one you're looking for.

[vivekrao4]

Your question is not specific to Intel Fortran, so you could have asked in the comp.lang.fortran newsgroup. The Fortran section of the Open Directory classifies source code by topic, and in the "Statistics and Econometrics" category at http://dmoz.org/Computers/Programming/Languages/Fortran/Source_Code/Statistics_and_Econometrics/there is a link to http://www.swarthmore.edu/NatSci/peverso1/TLNise/tlnise.htmthat has Fortran code for Wishart variates.