ZIGGURAT is a C library, using double precision arithmetic, which rapidly generates random variates from the uniform, normal or exponential distributions.
The uniform numbers are generated directly. The ziggurate method is used to compute the normal and exponential values.
In the reference, the underlying generators are implemented "inline", invoking a function call only in exceptional cases. This results in very fast execution.
In this implementation, the advantages of inline code are not used. All the routines and inline functions are isolated in a separate file, so that a user invokes them through the familiar library interface.
A user interested in the most efficient execution can easily extract all the necessary code from the library file and include it in the body of the main program. In that case, instead of calling the function shr3_value, the user would invoke the inline function SHR3 directly. For further details, see Marsaglia and Tang's paper.
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ZIGGURAT is also available in a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
You can go up one level to the C source codes.