Class MersenneTwisterUniformRng

Uniform random number generator

Mersenne Twister random number generator of period 2**19937-1

For more details see http://www.math.keio.ac.jp/matumoto/emt.html

test correctness of the returned values is tested by checking them against known good results.

Hierarchy

MersenneTwisterUniformRng

Implements

RNG<Real>

Index

Properties

mt
mti

Methods

Properties

Private mt

mt: Uint32Array = new Uint32Array(N)

Private mti

mti: Size

Methods

init1

init1(seed: Integer): MersenneTwisterUniformRng

- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:31
Parameters
- seed: Integer
Returns MersenneTwisterUniformRng

init2

init2(seeds: Integer[]): MersenneTwisterUniformRng

- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:37
Parameters
- seeds: Integer[]
Returns MersenneTwisterUniformRng

next

next(): Sample<Real>

Implementation of RNG.next
- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:76
Returns Sample<Real>

nextInt32

nextInt32(): Integer

Implementation of RNG.nextInt32
- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:85
return a random integer in the [0,0xffffffff]-interval

Returns Integer

nextReal

nextReal(): Real

- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:80
Returns Real

Private seedInitialization

seedInitialization(seed: Integer): void

- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:100
Parameters
- seed: Integer
Returns void

Private twist

twist(): void

- Defined in ql/math/randomnumbers/mt19937uniformrng.ts:123
Returns void