biu::QuasiRandomNumberGenerator Class Reference
#include <QuasiRandomNumberGenerator.hh>
Detailed Description
An object of this class works as a quasi random number generator. It is used to generate a low-discrepancy sequence with the property that any subsequence is almost uniformly distributed. This class is mainly for use by quasi-Monte Carlo algorithms. This class is a wrapper for the sobol sequence generator from the GNU Scientific Library.
Definition at line 17 of file QuasiRandomNumberGenerator.hh.
Public Member Functions | |
| double | getQuasiRN () |
| QuasiRandomNumberGenerator () | |
| virtual | ~QuasiRandomNumberGenerator () |
Private Attributes | |
| gsl_qrng * | q |
Constructor & Destructor Documentation
| QuasiRandomNumberGenerator::QuasiRandomNumberGenerator | ( | ) |
Definition at line 6 of file QuasiRandomNumberGenerator.cc.
| QuasiRandomNumberGenerator::~QuasiRandomNumberGenerator | ( | ) | [virtual] |
Definition at line 11 of file QuasiRandomNumberGenerator.cc.
Member Function Documentation
| double QuasiRandomNumberGenerator::getQuasiRN | ( | ) |
Returns a new quasi random number.
- Returns:
- The next item of the quasirandom sequence. It's value is in the range [0;1].
Definition at line 17 of file QuasiRandomNumberGenerator.cc.
Field Documentation
gsl_qrng* biu::QuasiRandomNumberGenerator::q [private] |
The documentation for this class was generated from the following files:
- src/biu/QuasiRandomNumberGenerator.hh
- src/biu/QuasiRandomNumberGenerator.cc