MersenneTwisterUniformRng Class Reference

Uniform random number generator. More...

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

Collaboration diagram for MersenneTwisterUniformRng:

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
Real	nextReal () const
	return a random number in the (0.0, 1.0)-interval More...
unsigned long	nextInt32 () const
	return a random integer in the [0,0xffffffff]-interval More...

Private Member Functions
void	seedInitialization (unsigned long seed)
void	twist () const

Private Attributes
unsigned long	mt [N]
Size	mti

Static Private Attributes
static const Size	N = 624
static const Size	M = 397
static const unsigned long	MATRIX_A = 0x9908b0dfUL
static const unsigned long	UPPER_MASK =0x80000000UL
static const unsigned long	LOWER_MASK =0x7fffffffUL

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.

Examples

GlobalOptimizer.cpp.

Definition at line 41 of file mt19937uniformrng.hpp.

Member Typedef Documentation

sample_type

typedef Sample<Real> sample_type

Definition at line 46 of file mt19937uniformrng.hpp.

Constructor & Destructor Documentation

MersenneTwisterUniformRng() [1/2]

MersenneTwisterUniformRng ( unsigned long  seed = 0 )

explicit

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

Definition at line 82 of file mt19937uniformrng.cpp.

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MersenneTwisterUniformRng() [2/2]

MersenneTwisterUniformRng ( const std::vector< unsigned long > &  seeds )

explicit

Definition at line 102 of file mt19937uniformrng.cpp.

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Member Function Documentation

next()

sample_type next

(

)

const

returns a sample with weight 1.0 containing a random number in the (0.0, 1.0) interval

Definition at line 54 of file mt19937uniformrng.hpp.

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nextReal()

Real nextReal

(

)

const

return a random number in the (0.0, 1.0)-interval

Definition at line 56 of file mt19937uniformrng.hpp.

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nextInt32()

unsigned long nextInt32

(

)

const

return a random integer in the [0,0xffffffff]-interval

Definition at line 60 of file mt19937uniformrng.hpp.

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seedInitialization()

void seedInitialization ( unsigned long  seed )

private

Definition at line 86 of file mt19937uniformrng.cpp.

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twist()

void twist ( ) const

private

Definition at line 125 of file mt19937uniformrng.cpp.

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Member Data Documentation

N

const Size N = 624

staticprivate

Definition at line 43 of file mt19937uniformrng.hpp.

M

const Size M = 397

staticprivate

Definition at line 44 of file mt19937uniformrng.hpp.

mt

unsigned long mt[N]

mutableprivate

Definition at line 76 of file mt19937uniformrng.hpp.

mti

Size mti

mutableprivate

Definition at line 77 of file mt19937uniformrng.hpp.

MATRIX_A

const unsigned long MATRIX_A = 0x9908b0dfUL

staticprivate

Definition at line 78 of file mt19937uniformrng.hpp.

UPPER_MASK

const unsigned long UPPER_MASK =0x80000000UL

staticprivate

Definition at line 78 of file mt19937uniformrng.hpp.

LOWER_MASK

const unsigned long LOWER_MASK =0x7fffffffUL

staticprivate

Definition at line 78 of file mt19937uniformrng.hpp.