QuantLib_KnuthUniformRng man page

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/~knu…, 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

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

KnuthUniformRng(3) is an alias of QuantLib_KnuthUniformRng(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib