random.hh File Reference

Random number generator system. More...

#include <numeric/random/random.fwd.hh>
#include <numeric/random/uniform.hh>
#include <utility/pointer/owning_ptr.hh>
#include <iostream>
#include <string>
#include <vector>
#include <utility/vector1.hh>

Classes
class	numeric::random::RandomGenerator
	Random number generator system. More...

Namespaces
	numeric
	Unit headers.
	numeric::random

Enumerations
enum	numeric::random::RND_RunType { numeric::random::_RND_NormalRun_, numeric::random::_RND_TestRun_ }
	Different type of initialization scheme: RND_NormalRun - all instances of RandomGenerator will be pointing to just one generator. This is main production mode. We do not use multiple generators here because putting many generators will effectively produce long-range correlations between random numbers obtained from different places of program. (By using N generators instead of one we effectively reducing dimensionality of random generator by at least N. Now take in to account number of nodes in computer cluster and its look like we can quickly run in to trouble even with 600 dimensional Mersenne twister.) Somewhat helpful presentation on this topic: "Don't Trust Parallel Monte Carlo!" by Peter Hellekalek, available online at: http://random.mat.sbg.ac.at/~peter/pads98.ps. More...

Functions
double	numeric::random::uniform (void)
double	numeric::random::gaussian (void)
int	numeric::random::random_range (int low, int high)

Detailed Description

Random number generator system.

Author

Sergey Lyskov (Serge.nosp@m.y.Ly.nosp@m.skov@.nosp@m.jhu..nosp@m.edu)

Remarks

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