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QuantLib_MersenneTwisterUniformRng
Langue: en
Version: 374501 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::MersenneTwisterUniformRng -Uniform random number generator.
SYNOPSIS
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
Public Types
typedef Sample< Real > sample_type
Public Member Functions
MersenneTwisterUniformRng (unsigned long seed=0)
MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds)
sample_type next () const
unsigned long nextInt32 () const
return a random number on [0,0xffffffff]-interval
Detailed Description
Uniform random number generator.
Mersenne Twister random number generator of period 2**19937-1
For more details see http://www.math.keio.ac.jp/matumoto/emt.html
Tests
- the correctness of the returned values is tested by checking them against known good results.
Constructor & Destructor Documentation
MersenneTwisterUniformRng (unsigned long seed = 0) [explicit]if the given seed is 0, a random seed will be chosen based on clock()
Member Function Documentation
sample_type next () constreturns a sample with weight 1.0 containing a random number on (0.0, 1.0)-real-interval
Author
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Contenus ©2006-2024 Benjamin Poulain
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