Rechercher une page de manuel
QuantLib_Ranlux3UniformRng
Langue: en
Version: 377837 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Ranlux3UniformRng -Uniform random number generator.
SYNOPSIS
#include <ql/math/randomnumbers/ranluxuniformrng.hpp>
Public Types
typedef Sample< Real > sample_type
Public Member Functions
Ranlux3UniformRng (Size seed=19780503u)
sample_type next () const
Detailed Description
Uniform random number generator.
M. Luescher's 'luxury' random number generator
Implementation is a proxy for the corresponding boost random number generator. For more detail see the boost documentation and: M.Luescher, A portable high-quality random number generator for lattice field theory simulations, Comp. Phys. Comm. 79 (1994) 100
Available luxury levels: Ranlux3: Any theoretically possible correlations have very small change of being observed. Ranlux4: highest possible luxury.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre