MersenneTwisterUniformRng Class Reference
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
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.
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 |
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 | ( | ) | const |
returns a sample with weight 1.0 containing a random number on (0.0, 1.0)-real-interval