KnuthUniformRng Class Reference
#include <ql/math/randomnumbers/knuthuniformrng.hpp>
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.
Public Types | |
typedef Sample< Real > | sample_type |
Public Member Functions | |
KnuthUniformRng (long seed=0) | |
sample_type | next () const |
Constructor & Destructor Documentation
KnuthUniformRng | ( | long | seed = 0 |
) | [explicit] |
if the given seed is 0, a random seed will be chosen based on clock()
Member Function Documentation
KnuthUniformRng::sample_type next | ( | ) | const |
returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)