QuantLib_KnuthUniformRng (3) - Linux Manuals

QuantLib_KnuthUniformRng: Uniform random number generator.


QuantLib::KnuthUniformRng - Uniform random number generator.


#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.


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)


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