template class xf::fintech::MT19937IcnRng <float>

#include "rng.hpp"

Overview

Normally distributed random number generator based on InverseCumulative function, output datatype is float.

template <>
class MT19937IcnRng <float>

// fields

MT19937 uniformRNG

Methods

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 (
    float& gaussR,
    float& gaussL
    )

Get next two normally distributed random number.

Parameters:

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