MersenneTwisterUniformRng Class Reference

Uniform random number generator. More...

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

Public Types

typedef Sample< Realsample_type
 

Public Member Functions

 MersenneTwisterUniformRng (unsigned long seed=0)
 
 MersenneTwisterUniformRng (const std::vector< unsigned long > &seeds)
 
sample_type next () const
 
Real nextReal () const
 return a random number in the (0.0, 1.0)-interval
 
unsigned long nextInt32 () const
 return a random integer in the [0,0xffffffff]-interval
 

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.

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 in the (0.0, 1.0) interval