LecuyerUniformRng Class Reference

Uniform random number generator. More...

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

Collaboration diagram for LecuyerUniformRng:

Public Types
typedef Sample< Real >	sample_type

Public Member Functions
	LecuyerUniformRng (long seed=0)
sample_type	next () const

Private Attributes
long	temp1
long	temp2
long	y
std::vector< long >	buffer

Static Private Attributes
static const long	m1 = 2147483563L
static const long	a1 = 40014L
static const long	q1 = 53668L
static const long	r1 = 12211L
static const long	m2 = 2147483399L
static const long	a2 = 40692L
static const long	q2 = 52774L
static const long	r2 = 3791L
static const int	bufferSize = 32
static const long	bufferNormalizer = 67108862L
static const long double	maxRandom = 1.0-QL_EPSILON

Detailed Description

Uniform random number generator.

Random number generator of L'Ecuyer with added Bays-Durham shuffle (know as ran2 in Numerical recipes)

For more details see Section 7.1 of Numerical Recipes in C, 2nd Edition, Cambridge University Press (available at http://www.nr.com/)

Definition at line 40 of file lecuyeruniformrng.hpp.

Member Typedef Documentation

sample_type

typedef Sample<Real> sample_type

Definition at line 42 of file lecuyeruniformrng.hpp.

Constructor & Destructor Documentation

LecuyerUniformRng()

LecuyerUniformRng ( long  seed = 0 )

explicit

if the given seed is 0, a random seed will be chosen based on clock()

Definition at line 42 of file lecuyeruniformrng.cpp.

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Member Function Documentation

next()

LecuyerUniformRng::sample_type next

(

)

const

returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)

Definition at line 58 of file lecuyeruniformrng.cpp.

Member Data Documentation

temp1

long temp1

mutableprivate

Definition at line 50 of file lecuyeruniformrng.hpp.

temp2

long temp2

private

Definition at line 50 of file lecuyeruniformrng.hpp.

y

long y

mutableprivate

Definition at line 51 of file lecuyeruniformrng.hpp.

buffer

std::vector<long> buffer

mutableprivate

Definition at line 52 of file lecuyeruniformrng.hpp.

m1

const long m1 = 2147483563L

staticprivate

Definition at line 53 of file lecuyeruniformrng.hpp.

a1

const long a1 = 40014L

staticprivate

Definition at line 54 of file lecuyeruniformrng.hpp.

q1

const long q1 = 53668L

staticprivate

Definition at line 55 of file lecuyeruniformrng.hpp.

r1

const long r1 = 12211L

staticprivate

Definition at line 56 of file lecuyeruniformrng.hpp.

m2

const long m2 = 2147483399L

staticprivate

Definition at line 57 of file lecuyeruniformrng.hpp.

a2

const long a2 = 40692L

staticprivate

Definition at line 58 of file lecuyeruniformrng.hpp.

q2

const long q2 = 52774L

staticprivate

Definition at line 59 of file lecuyeruniformrng.hpp.

r2

const long r2 = 3791L

staticprivate

Definition at line 60 of file lecuyeruniformrng.hpp.

bufferSize

const int bufferSize = 32

staticprivate

Definition at line 61 of file lecuyeruniformrng.hpp.

bufferNormalizer

const long bufferNormalizer = 67108862L

staticprivate

Definition at line 62 of file lecuyeruniformrng.hpp.

maxRandom

const long double maxRandom = 1.0-QL_EPSILON

staticprivate

Definition at line 63 of file lecuyeruniformrng.hpp.