.DESLib.RandomLib.CMRG

Combined Multiple Recursive Generator for uniform random numbers generation

Information

CMRG package is the implementation in Modelica of the RNG algorithm proposed by L'Ecuyer et al. (pdf)

A description of the package structure and its use is given in the Users Guide

Author:
Victorino Sanz
Dpto. Inform?tica y Autom?tica, UNED
Juan del Rosal, 16
28040, Madrid
Spain
email: vsanz@dia.uned.es

Copying:

Licensed by Victorino Sanz under the Modelica License 2
Copyright 2009, Victorino Sanz.

This Modelica package is free software and the use is completely at your ouwn risk; it can be redistributed and/or modified under the terms of the Modelica license 2, see the license conditions (including the disclaimer of warranty) here or at http://www.modelica.org/licenses/ModelicaLicense2


Contents

NameDescription
 UsersGuideUsers Guide
 SrcInternal data and functions
 RngStreamData structure for an RNG stream
 CreateStreamCreateStream
 ResetStartStreamResetStartStream
 ResetNextSubstreamResetNextSubstream
 ResetStartSubstreamResetStartSubstream
 SetPackageSeedSetPackageSeed
 SetSeedSetSeed
 AdvanceStateAdvances the state of the RngStream g by k values. If e>0 , then k=2^e+c; if e<0, then k=-2^-e+c; and if e=0,then k=c
 GetStateGetState
 IncreasedPrecisIncreasedPrecis
 SetAntitheticSetAntithetic
 RandU01RandU01
 RandIntRandInt
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