KnuthUniformRng Class Reference

Uniform random number generator. More...

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

List of all members.

Public Types

typedef Sample< Realsample_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

returns a sample with weight 1.0 containing a random number uniformly chosen from (0.0,1.0)