class xf::fintech::MT19937BoxMullerNormalRng

#include "rng.hpp"

Overview

Normally distributed random number generator based on Box-Muller Transformation, output datatype is float.

// fields

MT19937 uniformRNG
float u1
float u2
float utmp
float z1
float z2
float ztmp
ap_uint <1> is_odd

Methods

MT19937BoxMullerNormalRng_init

void MT19937BoxMullerNormalRng_init ()

Initialization.

MT19937BoxMullerNormalRng

MT19937BoxMullerNormalRng overload (1)

MT19937BoxMullerNormalRng (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