QuantLib_Ranlux3UniformRng man page

Ranlux3UniformRng — Uniform random number generator.  


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

Public Types

typedef Sample< Real > sample_type

Public Member Functions

Ranlux3UniformRng (Size seed=19780503u)
sample_type next () const

Detailed Description

Uniform random number generator.

M. Luescher's 'luxury' random number generator

Implementation is a proxy for the corresponding boost random number generator. For more detail see the boost documentation and: M.Luescher, A portable high-quality random number generator for lattice field theory simulations, Comp. Phys. Comm. 79 (1994) 100

Available luxury levels: Ranlux3: Any theoretically possible correlations have very small change of being observed. Ranlux4: highest possible luxury.


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Referenced By

The man page Ranlux3UniformRng(3) is an alias of QuantLib_Ranlux3UniformRng(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib