MersenneTwisterUniformRng Class Reference#include <ql/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.
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Public Types |
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typedef Sample< Real > | sample_type |
Public Member Functions |
| | MersenneTwisterUniformRng (unsigned long seed=0) |
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| MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds) |
| sample_type | next () const |
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unsigned long | nextInt32 () const |
| | return a random number on [0,0xffffffff]-interval
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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
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returns a sample with weight 1.0 containing a random number on (0.0, 1.0)-real-interval |
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