QuantLib_KnuthUniformRng (3) - Linux Manuals
QuantLib_KnuthUniformRng: Uniform random number generator.
NAME
QuantLib::KnuthUniformRng - Uniform random number generator.
SYNOPSIS
#include <ql/math/randomnumbers/knuthuniformrng.hpp>
Public Types
typedef Sample< Real > sample_type
Public Member Functions
KnuthUniformRng (long seed=0)
sample_type next () const
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.
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)
Author
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