KnuthUniformRng Class Reference#include <ql/RandomNumbers/knuthuniformrng.hpp>
List of all members.
Detailed Description
Uniform random number generator.
Random number generator by Knuth. For more details see Knuth, Seminumerical Algorithms, 3rd edition, Section 3.6. - Note:
- This is not Knuth's original implementation which is available at http://www-cs-faculty.stanford.edu/~knuth/programs.html, but rather a slightly modified version wrapped in a C++ class. Such modifications did not affect the code but only the data structures used, which were converted to their standard C++ equivalents.
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Public Types |
typedef Sample< double > | sample_type |
Public Member Functions |
| KnuthUniformRng (long seed=0) |
sample_type | next () const |
Constructor & Destructor Documentation
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if the given seed is 0, a random seed will be chosen based on clock() |
Member Function Documentation
KnuthUniformRng::sample_type next |
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returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0) |
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