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

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.