Consistent pseudo-random numbers across platforms

Something like a Mersenne Twister (from Boost.Random) is deterministic.

Knuth has released into the public domain C (and FORTRAN) source code for the pseudo-random number generator described in section 3.6 of The Art of Computer Programming.

I realize this is an old thread but now with C++11 there are a whole bunch of new options available. Here is a distilled example from the page which defaults to using the Mersenne Twister engine and Normal distribution:

#include <iostream>
#include <iomanip>
#include <string>
#include <map>
#include <random>

int main()
{
    std::random_device rd;

    //
    // Engines 
    //
    std::mt19937 e2(rd());
    //std::knuth_b e2(rd());
    //std::default_random_engine e2(rd()) ;

    //
    // Distribtuions
    //
    std::normal_distribution<> dist(2, 2);
    //std::student_t_distribution<> dist(5);
    //std::poisson_distribution<> dist(2);
    //std::extreme_value_distribution<> dist(0,2);

    std::map<int, int> hist;
    for (int n = 0; n < 10000; ++n) {
        ++hist[std::round(dist(e2))];
    }

    for (auto p : hist) {
        std::cout << std::fixed << std::setprecision(1) << std::setw(2)
                  << p.first << ' ' << std::string(p.second/200, '*') << '\n';
    }
}

I've been working on a simplerandom library for this. It is supposed to be cross-platform, and I also aim to target multiple languages. Currently it supports C and Python (same numbers generated in both languages). I plan to implement the same generators in C++ soon, following the Boost and C++11 random API.