template class xf::fintech::MultiVariateNormalRng

#include "rng.hpp"

Overview

Multi-variate normal distribution RNG.

Parameters:

_DT data type, either float or double.
_VariateNum number of variates.
_BuffDepth depth of buffer.
template <
    typename _DT,
    int _VariatePairNum,
    int _BuffDepth
    >
class MultiVariateNormalRng

Methods

MultiVariateNormalRng

MultiVariateNormalRng ()

Constructor, use pragma to determine data member’s hardware implementation.

init

void init (
    ap_uint <32> seed,
    _DT input_ltm [_VariatePairNum *2+1][_VariatePairNum]
    )

Initialize underlying RNG, setup lower triangle matrix and pre-calculate.

Parameters:

seed seed to initialize underlying RNG
input_ltm input lower triangle matrix