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
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
| Name | Description |
|---|---|
| UsersGuide | Users Guide |
| Src | Internal data and functions |
| RngStream | Data structure for an RNG stream |
| CreateStream | CreateStream |
| ResetStartStream | ResetStartStream |
| ResetNextSubstream | ResetNextSubstream |
| ResetStartSubstream | ResetStartSubstream |
| SetPackageSeed | SetPackageSeed |
| SetSeed | SetSeed |
| AdvanceState | Advances 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 |
| GetState | GetState |
| IncreasedPrecis | IncreasedPrecis |
| SetAntithetic | SetAntithetic |
| RandU01 | RandU01 |
| RandInt | RandInt |