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randgen.cpp File Reference

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Detailed Description

Implementation of some pseudo random number generators.

The core is the function uniform_rand() which is taken from Numerical Recipies in C. It is used to derive the normal distributed generator normrnd().

#include "randgen.h"

Functions

• double uniform_rand (long *idum)
• void rseed (long idum)
• double unirnd (void)
• double normrnd (void)

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Function Documentation

double normrnd (  void    )

Gaussion random variable with zero mean and variace 1.0. Taken from Numerical Cecipies in C.

void rseed (  long    idum )

Set the seed of the random number generator.

double uniform_rand (  long *    idum )

Long period (> 2 10 18 ) random number generator of L'Ecuyer with Bays-Durham shuffle and added safeguards. Returns a uniform random deviate between 0.0 and 1.0 (exclusive of the endpoint values). Call with idum a negative integer to initialize; thereafter, do not alter idum between successive deviates in a sequence. RNMX should approximate the largest floating value that is less than 1.

double unirnd (  void    )

Returns a random number from the interval (0,1).

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