QuantLib_KnuthUniformRng man page
KnuthUniformRng — Uniform random number generator.
typedef Sample< Real > sample_type
Public Member Functions
KnuthUniformRng (long seed=0)
sample_type next () const
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)
Generated automatically by Doxygen for QuantLib from the source code.
KnuthUniformRng(3) is an alias of QuantLib_KnuthUniformRng(3).