RWRandGenMRG32K3A

Module:  Essential Math   Group:  Statistics classes

Does not inherit

• Local Index
• Synopsis
• Description
• Public Constructors
• Public Member Functions
• Public Member Operators
• Related Global Operator

Members

long seed() operator!=() operator()

operator=() operator==() printOn()

restart() restoreFrom() RWRandGenMRG32K3A()

saveOn() scanFrom()

Non-Members

operator>>()

operator<<()

#include <rw/randmrg32k3a.h>
RWRandGenMRG32K3A gen;

Class RWRandMRG32K3A generates random numbers uniformly distributed over the interval [0, 1], and may be used instead of class RWRandGenerator as a template parameter to any of the distribution generators derived from abstract base class RWTRand<>. RWRandGenMRG32K3A is a combined multiple recursive generator with two components of order 3.

x_n = a₁₁x_n-1 + a₁₂x_n-2 + a₁₃x_n-3(mod m₁)
y_n = a₂₁y_n-1 + a₂₂y_n-2 + a₂₃y_n-3(mod m₂)
z_n = x_n - y_n(mod m₁)
u_n = z_n/m₁
a₁₁ = 0, a₁₂ = 1403580, a₁₃ = -810728, m₁ = 2³² - 209

Unlike class RWRandGenerator, each instance of RWRandGenMRG32K3A contains and maintains its own, independent state. This can make it easier to use in some situations. The "internal state" of an instance of RWRandGenMRG32K3A consists of a seed and a series of six integers.

RWRandGenMRG32K3A();

Constructs a generator, abitrarily seeded by a call to the time() function.

RWRandGenMRG32K3A(const RWRandGenMRG32K3A& x);

Constructs a copy of x. The copy's state will equal x's state at the time the copy is created, but will not share x's state.

RWRandGenMRG32K3A(unsigned long seed);

Constructs a generator with a specified seed.

unsigned 
long seed() const;

Returns the seed used to initialize the generator.

void 
restart();

Restarts the generator, abitrarily seeding it by a call to the time() function.

void 
restart(unsigned long seed);

Restarts the generator with specified seed.

double 
operator()();

Returns a random double in [0,1].

void 
operator=(const RWRandGenMRG32K3A& x);

Sets an instance of RWRandGenMRG32K3A equal to the state of instance x.

bool 
operator==(const RWRandGenMRG32K3A& x) const;

Returns true for two distinct instances of RWRandGenMRG32K3A if they will return identical sequences of values.

bool 
operator!=(const RWRandGenMRG32K3A& x) const;

Returns true for two distinct instances of RWRandGenMRG32K3A if their interal states differ.
"(x != x)" returns false.

void 
printOn(std::ostream& s) const; 

Outputs a summary of self's internal state on ostream s.

void 
scanFrom(std::istream& s);

Inputs an internal state from istream s to self.

void 
restoreFrom(RWvistream&);
void 
restoreFrom(RWFile&);

Restores internal state of self from a virtual stream or an RWFile.

void 
saveOn(RWvostream&) const;
void 
saveOn(RWFile&) const;

Stores internal state of self to a virtual stream or in a binary format to an RWFile or RWvostream.

std::ostream& rwmathexport
operator<< (std::ostream& s, const RWRandGenMRG32K3A& rgen);

Outputs a summary of rgen's internal state on ostream s.

std::istream& rwmathexport
operator>> (std::istream& s, RWRandGenMRG32K3A& rgen);

Inputs an internal state from istream s to rgen.

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