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Random.h File Reference

Detailed Description

Random number generators: uniform and standard normal. Uniform reals are based on the Mersenne Twister taken from A C-program for MT19937. See also Matsumoto.

Definition in file Random.h.

#include "TypedefsMacros.h"

Go to the source code of this file.


class  MersenneTwister


#define MT_N   624
#define MT_M   397
#define MT_D   227
#define MATRIX_A   0x9908b0df
#define UPPER_MASK   0x80000000
#define LOWER_MASK   0x7fffffff
#define TEMPERING_MASK_B   0x9d2c5680
#define TEMPERING_MASK_C   0xefc60000
#define TEMPERING_SHIFT_U(y)   (y >> 11)
#define TEMPERING_SHIFT_S(y)   (y << 7)
#define TEMPERING_SHIFT_T(y)   (y << 15)
#define TEMPERING_SHIFT_L(y)   (y >> 18)


int sign ()
Real N (Real x)
Real nInverse (Real x)
Real U01 ()
int Uint (int n)
Real sTN ()

Define Documentation

#define MT_N   624

Definition at line 31 of file Random.h.

#define MT_M   397

Definition at line 32 of file Random.h.

#define MT_D   227

Definition at line 33 of file Random.h.

#define MATRIX_A   0x9908b0df

Definition at line 34 of file Random.h.

#define UPPER_MASK   0x80000000

Definition at line 35 of file Random.h.

#define LOWER_MASK   0x7fffffff

Definition at line 36 of file Random.h.

#define TEMPERING_MASK_B   0x9d2c5680

Definition at line 39 of file Random.h.

#define TEMPERING_MASK_C   0xefc60000

Definition at line 40 of file Random.h.

#define TEMPERING_SHIFT_U      (y >> 11)

Definition at line 41 of file Random.h.

#define TEMPERING_SHIFT_S      (y << 7)

Definition at line 42 of file Random.h.

#define TEMPERING_SHIFT_T      (y << 15)

Definition at line 43 of file Random.h.

#define TEMPERING_SHIFT_L      (y >> 18)

Definition at line 44 of file Random.h.

Function Documentation

int sign  

Random draw from {1,-1}

Real N Real    x

Cumulative normal distribution function

Real nInverse Real    x

Inverse normal cumulative distribution function

Real U01  

Uniform (0,1) real based on MT19937.

int Uint int    n

Uniform random integers in [0,n-1)

Real sTN  

Standard normal deviate based on MT19937 and nInverse().

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