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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.

Author:
Daniel Maticzka

Definition at line 17 of file QuasiRandomNumberGenerator.hh.

Public Member Functions

double getQuasiRN ()
 QuasiRandomNumberGenerator ()
virtual ~QuasiRandomNumberGenerator ()

Private Attributes

gsl_qrngq


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

a pointer to the generated gsl_qrng

Definition at line 21 of file QuasiRandomNumberGenerator.hh.


The documentation for this class was generated from the following files: