scythe::lecuyer Class Reference

The L'Ecuyer random number generator. More...

#include <scythestat/rng/lecuyer.h>

Inheritance diagram for scythe::lecuyer:

Collaboration diagram for scythe::lecuyer:

List of all members.

Public Member Functions
std::string	name () const
	Get the stream's name.
void	ResetStartStream ()
	Reset the stream.
void	ResetStartSubstream ()
	Reset the current substream.
void	ResetNextSubstream ()
	Jump to the next substream.
void	SetSeed (unsigned long seed[6])
	Set the stream seed.
void	AdvanceState (long e, long c)
	Advances the state of the stream.
void	GetState (unsigned long seed[6]) const
	Get the current state.
void	IncreasedPrecis (bool incp)
	Toggle generator precision.
void	SetAntithetic (bool a)
	Toggle the orientation of generated random numbers.
double	runif ()
	Generate a random uniform variate on (0, 1).
template<matrix_order O, matrix_style S>
Matrix< double, O, S >	runif (unsigned int rows, unsigned int cols)
	Generate a Matrix of random uniform variates.
Matrix< double, Col, Concrete >	runif (unsigned int rows, unsigned int cols)
	Generate a Matrix of random uniform variates.
long	RandInt (long low, long high)
	Generate the next random integer.
Static Public Member Functions
	lecuyer (std::string streamname="")
	Constructor.
static void	SetPackageSeed (unsigned long seed[6])
	Set the package seed.
Protected Member Functions
double	U01 ()
double	U01d ()
Protected Attributes
double	Cg [6]
double	Bg [6]
double	Ig [6]
bool	anti
bool	incPrec
std::string	streamname_
Static Protected Attributes
static double	nextSeed [6]

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Detailed Description

The L'Ecuyer random number generator.

This class defines a random number generator, using Pierre L'Ecuyer's algorithm (2000) and source code (2001) for generating multiple simultaneous streams of random uniform variates. The period of the underlying single-stream generator is approximately . Each individual stream is implemented in terms of a sequence of substreams (see L'Ecuyer et al (2000) for details).

The lecuyer class extends Scythe's basic random number generating class, scythe::rng, implementing the interface that it defines.

See also:

rng

mersenne

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The documentation for this class was generated from the following file:

• scythestat/rng/lecuyer.h