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Random Sampling Mathematics (RSM)

(c) 2018 Michał Siejak (@Nadrin)

RSM is a C++ 14 header only library for random and quasi-random sampling. It provides implementations of fast pseudorandom number generators, variance reducing and low discrepancy samplers, a collection of functions transforming uniform samples into other distributions, and various auxiliary utilities.

It's aimed mainly at Monte Carlo applications with a somewhat strong bias towards computer graphics.

(This is a work in progress. Proper documentation & usage examples will materialize soon.)