QuantLib: KnuthUniformRng Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Types | Public Member Functions | List of all members
KnuthUniformRng Class Reference

Uniform random number generator. More...

`#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/~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()

KnuthUniformRng | ( | long | seed = `0` | ) |
| explicit

if the given seed is 0, a random seed will be chosen based on clock()

## Member Function Documentation

## ◆ next()

KnuthUniformRng::sample_type next | ( |  | ) | const

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