Libfbm is a C++ library for fast and accurate bulk-simulation of multi-dimensional (1D, 2D, 3D, .., 8D) Gaussian stationary processes, fractional Brownian motion, and fields with power-law power spectrum. It makes use of the circulant matrix embedding and FFT. Random number generation is provided by SFMT (SIMD-optimized Mersenne Twister) with a ziggurat based algorithm for normal distribution. For FFT functions, it depends on the FFTW library.
|Tags||computation Statistics Science Fractals|
|Operating Systems||Linux osx|
Release Notes: This is the first public release.