MersenneTwisterUniformRng Class Reference

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

List of all members.


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