# Joar Bagge: Introduction to random number generation

**Time: **
Fri 2020-01-24 13.00 - 14.00

**Lecturer: **
Joar Bagge

**Location: **
KTH, 3418

Most programming languages have a function that returns a "random"

number between 0 and 1, a so-called pseudorandom number generator.

But how do these functions work? I will give an overview of different

algorithms used in the past and present, including a cautionary example.

The focus will be on linear congruential generators, which are very

simple, and the Mersenne Twister, which is the default random

number generator in Python, Matlab, Julia, R and many other languages.

No previous knowledge of these algorithms is assumed