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Download Website Updated 27 Sep 2013 libfbm

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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.

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