template class xf::fintech::MT19937IcnRng

#include "rng.hpp"

Overview

Normally distributed random number generator based on InverseCumulative function.

Parameters:

mType

data type supported including float and double

template <typename mType>
class MT19937IcnRng

Methods

MT19937IcnRng

MT19937IcnRng overload (1)

MT19937IcnRng ()

Default constructor.

MT19937IcnRng overload (2)

MT19937IcnRng (ap_uint <32> seed)

Constructor with seed.

Parameters:

seed	initialization seed

seedInitialization

void seedInitialization (ap_uint <32> seed)

Initialization using seed.

Parameters:

seed	initialization seed

statusSetup

void statusSetup (ap_uint <32> data [624])

Setup status.

Parameters:

data	initialization data for setting up status

next

next overload (1)

mType next ()

Get next normally distributed random number.

Returns:

a normally distributed random number

next overload (2)

void next (mType& uniformR)

Get next uniformly distributed random number.

Parameters:

uniformR

return uniformly distributed random number

next overload (3)

void next (
    mType& uniformR,
    mType& gaussianR
    )

Get next normally distributed random number and its corresponding uniformly distributed random number.

Parameters:

gaussianR	return normally distributed random number
uniformR	return uniformly distributed random number that corrresponding to gaussianR

nextTwo

void nextTwo (
    mType& gaussR,
    mType& gaussL
    )

Get next two normally distributed random numbers.

Parameters:

gaussR	return first normally distributed random number.
gaussL	return second normally distributed random number.