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MersenneTwister Class Reference

#include <Random.h>

List of all members.

Detailed Description

Mersenne Twister MT19937. Minimal rewrite to C++ of a A C-program for MT19937 by Makoto Matsumoto and Takuji Nishimura. License and copyright statement at the bottom of the file MersenneTwister.h.

Definition at line 68 of file Random.h.

Public Member Functions

 MersenneTwister (unsigned long seed=4357)
Real u01 ()

Constructor & Destructor Documentation

MersenneTwister::MersenneTwister unsigned long    seed = 4357

seed seed used to initialize state vector

Member Function Documentation

Real MersenneTwister::u01  

Next uniform real in (0,1).

The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3