What is SPRNG?
SPRNG (Scalable Parallel Pseudo Random Number Generators Library) is a scalable package for parallel pseudo random number generation which will be easy to use on a variety of architectures, especially in large-scale parallel Monte Carlo applications.
Different Version of SPRNG
SPRNG Version 2.0 provides both FORTRAN and C interfaces for the use of the parallel random number generators. It has all the current random number generators (RNGs) in one single library so that user can use all of them in a single program at a same time. Header filer for C and Fortran programs is sprng.h and sprng_f.h respectively
SPRNG Version 4.0 is a C++ Version with GMP removed. It is not backwards compatible with any of previous versions, except for its default FORTRAN interface. Header filer for C++ programs is sprng_cpp.h while for FORTRAN remains the same (sprng_f.h). In version 4.0, each random number is stored as an object (LFG, LCG, LCG64, CMRG, MLFG, PMLCG).
Official Website: http://sprng.cs.fsu.edu/