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Gaussian random number generator It uses the well-known Box-Muller transformation to return a normal distributed Gaussian deviate with average 0.0 and standard deviation of 1.0, from a uniform deviate in (0,1) supplied by RNG.

Class RNG must implement the following interface:

  RNG::sample_type RNG::next() const;

Hierarchy

  • BoxMullerGaussianRng

Index

Constructors

constructor

Properties

Private _firstValue

_firstValue: Real

Private _firstWeight

_firstWeight: Real

Private _returnFirst

_returnFirst: boolean = true

Private _secondValue

_secondValue: Real

Private _secondWeight

_secondWeight: Real

Private _uniformGenerator

_uniformGenerator: RNG<Real>

Private _weight

_weight: Real

Methods

next

  • Returns Sample<Real>