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random.h File Reference

Definition of classes for random number generators. More...

#include <math.h>
#include <cstdlib>
#include <complex.h>
#include <binary.h>

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namespace  SPUC


Detailed Description

Definition of classes for random number generators.

Author:
Tony Ottosson, modified by Tony Kirke Feb 1, 2003
The Random_Generator class is built on the MersenneTwister MTRand class code by Richard J. Wagner. See http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html for details. The code is distributed under the GPL license.

The Mersenne Twister is an algorithm for generating random numbers. It was designed with consideration of the flaws in various other generators. The period, 2^19937-1, and the order of equidistribution, 623 dimensions, are far greater. The generator is also fast; it avoids multiplication and division, and it benefits from caches and pipelines. For more information see the inventors' web page at http://www.math.keio.ac.jp/~matumoto/emt.html

Reference: M. Matsumoto and T. Nishimura, "Mersenne Twister: A 623-Dimensionally Equidistributed Uniform Pseudo-Random Number Generator", ACM Transactions on Modeling and Computer Simulation, Vol. 8, No. 1, January 1998, pp 3-30.

Copyright (C) 2001 Richard J. Wagner

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.

You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA

The original code included the following notice:

Copyright (C) 1997, 1999 Makoto Matsumoto and Takuji Nishimura. When you use this, send an email to: matumoto@math.keio.ac.jp with an appropriate reference to your work.

It would be nice to CC: rjwagner@writeme.com and Cokus@math.washington.edu when you write.

1.19

2003/01/04 00:21:54


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