PRNG is a collection of portable, high-performance ANSI-C implementations of
pseudorandom number generators such as linear congruential, inversive
congruential, and explicit inversive congruential random number generators (LCG,
ICG and EICG, respectively) created by Otmar Lendl and and Josef Leydold.

WWW: http://statistik.wu-wien.ac.at/software/prng/index.html