RNG Class Reference

#include <rng.h>

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[legend]Collaboration diagram for RNG:

[legend]List of all members.

Public Types
enum	RNGSources { RAW_SEED_SOURCE, PREDEF_SEED_SOURCE, HEURISTIC_SEED_SOURCE }
Public Member Functions
	RNG (const char *name="")
	RNG (long seed)
void	init ()
long	seed ()
void	set_seed (long seed)
long	next ()
double	next_double ()
	RNG (RNGSources source, int seed=1)
void	set_seed (RNGSources source, int seed=1)
void	reset_start_stream ()
void	reset_start_substream ()
void	reset_next_substream ()
void	set_antithetic (bool a)
void	increased_precis (bool incp)
void	set_seed (const unsigned long seed[6])
void	advance_state (long e, long c)
void	get_state (unsigned long seed[6]) const
void	write_state () const
void	write_state_full () const
double	rand_u01 ()
long	rand_int (long i, long j)
int	command (int argc, const char *const *argv)
int	uniform_positive_int ()
double	uniform_double ()
int	random ()
double	uniform ()
int	uniform (int k)
double	uniform (double r)
double	uniform (double a, double b)
double	exponential ()
double	exponential (double r)
double	pareto (double scale, double shape)
double	paretoII (double scale, double shape)
double	normal (double avg, double std)
double	lognormal (double avg, double std)
Static Public Member Functions
RNG *	defaultrng ()
void	set_package_seed (const unsigned long seed[6])
Protected Member Functions
double	U01 ()
double	U01d ()
Protected Attributes
double	Cg_ [6]
double	Bg_ [6]
double	Ig_ [6]
bool	anti_
bool	inc_prec_
char	name_ [100]
Static Protected Attributes
double	next_seed_ [6]
RNG *	default_ = NULL

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Member Enumeration Documentation

enum RNG::RNGSources

Enumeration values: RAW_SEED_SOURCE  PREDEF_SEED_SOURCE  HEURISTIC_SEED_SOURCE  Definition at line 106 of file rng.h. { RAW_SEED_SOURCE, PREDEF_SEED_SOURCE, HEURISTIC_SEED_SOURCE };

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Constructor & Destructor Documentation

RNG::RNG (  const char *  name = ""  )

Definition at line 818 of file rng.cc. References init(), and name_. { if (strlen (s) > 99) { strncpy (name_, s, 99); name_[100] = 0; } else strcpy (name_, s); init(); }

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RNG::RNG (  long  seed  )

Definition at line 748 of file rng.cc. References init(), and set_seed(). { set_seed (seed); init(); }

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RNG::RNG (  RNGSources  source, int  seed = 1 )  [inline]

Definition at line 121 of file rng.h. References set_seed(). { set_seed(source, seed); };

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Member Function Documentation

void RNG::advance_state (  long  e, long  c )

Definition at line 884 of file rng.cc. References A1p0, A2p0, Cg_, InvA1, InvA2, m1, m2, MatMatModM(), MatPowModM(), MatTwoPowModM(), and MatVecModM(). { double B1[3][3], C1[3][3], B2[3][3], C2[3][3]; if (e > 0) { MatTwoPowModM (A1p0, B1, m1, e); MatTwoPowModM (A2p0, B2, m2, e); } else if (e < 0) { MatTwoPowModM (InvA1, B1, m1, -e); MatTwoPowModM (InvA2, B2, m2, -e); } if (c >= 0) { MatPowModM (A1p0, C1, m1, c); MatPowModM (A2p0, C2, m2, c); } else { MatPowModM (InvA1, C1, m1, -c); MatPowModM (InvA2, C2, m2, -c); } if (e) { MatMatModM (B1, C1, C1, m1); MatMatModM (B2, C2, C2, m2); } MatVecModM (C1, Cg_, Cg_, m1); MatVecModM (C2, &Cg_[3], &Cg_[3], m2); }

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int RNG::command (  int  argc, const char *const *  argv )

Definition at line 219 of file rng.cc. References default_, get_state(), HEURISTIC_SEED_SOURCE, lognormal(), MAXINT, normal(), PREDEF_SEED_SOURCE, RAW_SEED_SOURCE, reset_next_substream(), reset_start_substream(), seed(), set_seed(), uniform(), and uniform_positive_int(). { Tcl& tcl = Tcl::instance(); if (argc == 3) { if (strcmp(argv[1], "testint") == 0) { int n = atoi(argv[2]); tcl.resultf("%d", uniform(n)); return (TCL_OK); } if (strcmp(argv[1], "testdouble") == 0) { double d = atof(argv[2]); tcl.resultf("%6e", uniform(d)); return (TCL_OK); } if (strcmp(argv[1], "seed") == 0) { int s = atoi(argv[2]); // NEEDSWORK: should be a way to set seed to PRDEF_SEED_SOURCE if (s) { if (s <= 0 || (unsigned int)s >= MAXINT) { tcl.resultf("Setting random number seed to known bad value."); return TCL_ERROR; }; set_seed(RAW_SEED_SOURCE, s); } else set_seed(HEURISTIC_SEED_SOURCE, 0); return(TCL_OK); } } else if (argc == 2) { if (strcmp(argv[1], "next-random") == 0) { tcl.resultf("%u", uniform_positive_int()); return(TCL_OK); } if (strcmp(argv[1], "seed") == 0) { #ifdef OLD_RNG tcl.resultf("%u", stream_.seed()); #else tcl.resultf("%u", seed()); #endif /* OLD_RNG */ return(TCL_OK); } #ifndef OLD_RNG if (strcmp (argv[1], "next-substream") == 0) { reset_next_substream(); return (TCL_OK); } if (strcmp (argv[1], "all-seeds") == 0) { unsigned long seeds[6]; get_state (seeds); tcl.resultf ("%lu %lu %lu %lu %lu %lu", seeds[0], seeds[1], seeds[2], seeds[3], seeds[4], seeds[5]); return (TCL_OK); } if (strcmp (argv[1], "reset-start-substream") == 0) { reset_start_substream(); return (TCL_OK); } #endif /* !OLD_RNG */ if (strcmp(argv[1], "default") == 0) { default_ = this; return(TCL_OK); } #if 0 if (strcmp(argv[1], "test") == 0) { if (test()) tcl.resultf("RNG test failed"); else tcl.resultf("RNG test passed"); return(TCL_OK); } #endif } else if (argc == 4) { if (strcmp(argv[1], "seed") == 0) { int s = atoi(argv[3]); if (strcmp(argv[2], "raw") == 0) { set_seed(RNG::RAW_SEED_SOURCE, s); } else if (strcmp(argv[2], "predef") == 0) { set_seed(RNG::PREDEF_SEED_SOURCE, s); // s is the index in predefined seed array // 0 <= s < 64 } else if (strcmp(argv[2], "heuristic") == 0) { set_seed(RNG::HEURISTIC_SEED_SOURCE, 0); } return(TCL_OK); } if (strcmp(argv[1], "normal") == 0) { double avg = strtod(argv[2], NULL); double std = strtod(argv[3], NULL); tcl.resultf("%g", normal(avg, std)); return (TCL_OK); } if (strcmp(argv[1], "lognormal") == 0) { double avg = strtod(argv[2], NULL); double std = strtod(argv[3], NULL); tcl.resultf("%g", lognormal(avg, std)); return (TCL_OK); } } return(TclObject::command(argc, argv)); }

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RNG* RNG::defaultrng (   )  [inline, static]

Definition at line 123 of file rng.h. References default_. Referenced by RA_Traffic::RA_Traffic(), RandomVariable::RandomVariable(), and Random::rng(). { return (default_); }

double RNG::exponential (  double  r  )  [inline]

Definition at line 271 of file rng.h. References exponential(). { return (r * exponential());}

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double RNG::exponential (   )  [inline]

Definition at line 269 of file rng.h. References uniform(). Referenced by exponential(), Random::exponential(), and ExponentialRandomVariable::value(). { return (-log(uniform())); }

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void RNG::get_state (  unsigned long  seed[6]  )  const

Definition at line 910 of file rng.cc. References Cg_. Referenced by command(), and seed(). { for (int i = 0; i < 6; ++i) seed[i] = static_cast<unsigned long> (Cg_[i]); }

void RNG::increased_precis (  bool  incp  )

Definition at line 955 of file rng.cc. References inc_prec_. { inc_prec_ = incp; }

void RNG::init (   )

Definition at line 754 of file rng.cc. References A1p127, A2p127, anti_, Bg_, Cg_, Ig_, inc_prec_, m1, m2, MatVecModM(), and next_seed_. Referenced by RNG(), and set_seed(). { anti_ = false; inc_prec_ = false; /* Information on a stream. The arrays {Cg_, Bg_, Ig_} contain the current state of the stream, the starting state of the current SubStream, and the starting state of the stream. This stream generates antithetic variates if anti_ = true. It also generates numbers with extended precision (53 bits if machine follows IEEE 754 standard) if inc_prec_ = true. next_seed_ will be the seed of the next declared RngStream. */ for (int i = 0; i < 6; ++i) { Bg_[i] = Cg_[i] = Ig_[i] = next_seed_[i]; } MatVecModM (A1p127, next_seed_, next_seed_, m1); MatVecModM (A2p127, &next_seed_[3], &next_seed_[3], m2); }

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double RNG::lognormal (  double  avg, double  std )  [inline]

Definition at line 286 of file rng.h. References normal(). Referenced by command(), Random::lognormal(), and LogNormalRandomVariable::value(). { return (exp (normal(avg, std))); }

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long RNG::next (   )

Definition at line 796 of file rng.cc. References MAXINT, and rand_int(). Referenced by set_seed(), and uniform_positive_int(). { return (rand_int(0, MAXINT)); }

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double RNG::next_double (   )

Definition at line 801 of file rng.cc. References rand_u01(). Referenced by uniform_double(). { return (rand_u01()); }

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double RNG::normal (  double  avg, double  std )

Definition at line 192 of file rng.cc. References uniform(). Referenced by command(), lognormal(), Random::normal(), Shadowing::Pr(), and NormalRandomVariable::value(). { static int parity = 0; static double nextresult; double sam1, sam2, rad; if (std == 0) return avg; if (parity == 0) { sam1 = 2*uniform() - 1; sam2 = 2*uniform() - 1; while ((rad = sam1*sam1 + sam2*sam2) >= 1) { sam1 = 2*uniform() - 1; sam2 = 2*uniform() - 1; } rad = sqrt((-2*log(rad))/rad); nextresult = sam2 * rad; parity = 1; return (sam1 * rad * std + avg); } else { parity = 0; return (nextresult * std + avg); } }

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double RNG::pareto (  double  scale, double  shape )  [inline]

Definition at line 277 of file rng.h. References pow(), and uniform(). Referenced by POO_Traffic::next_interval(), Random::pareto(), and ParetoRandomVariable::value(). { // When 1 < shape < 2, its mean is scale**shape, its // variance is infinite. return (scale * (1.0/pow(uniform(), 1.0/shape))); }

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double RNG::paretoII (  double  scale, double  shape )  [inline]

Definition at line 282 of file rng.h. References pow(), and uniform(). Referenced by Random::paretoII(), and ParetoIIRandomVariable::value(). { return (scale * ((1.0/pow(uniform(), 1.0/shape)) - 1)); }

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long RNG::rand_int (  long  i, long  j )

Definition at line 980 of file rng.cc. References rand_u01(). Referenced by next(). { // return (long) low + (long) (((double) (high-low) * drn) + 0.5); return ((long) (low + (unsigned long) (((unsigned long) (high-low+1)) * rand_u01()))); };

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double RNG::rand_u01 (   )

Definition at line 969 of file rng.cc. References inc_prec_, U01(), and U01d(). Referenced by next_double(), and rand_int(). { if (inc_prec_) return U01d(); else return U01(); }

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int RNG::random (   )  [inline]

Definition at line 259 of file rng.h. References uniform_positive_int(). { return uniform_positive_int(); }

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void RNG::reset_next_substream (   )

Definition at line 852 of file rng.cc. References A1p76, A2p76, Bg_, Cg_, m1, m2, and MatVecModM(). Referenced by command(). { MatVecModM(A1p76, Bg_, Bg_, m1); MatVecModM(A2p76, &Bg_[3], &Bg_[3], m2); for (int i = 0; i < 6; ++i) Cg_[i] = Bg_[i]; }

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void RNG::reset_start_stream (   )

Definition at line 834 of file rng.cc. References Bg_, Cg_, and Ig_. { for (int i = 0; i < 6; ++i) Cg_[i] = Bg_[i] = Ig_[i]; }

void RNG::reset_start_substream (   )

Definition at line 843 of file rng.cc. References Bg_, and Cg_. Referenced by command(). { for (int i = 0; i < 6; ++i) Cg_[i] = Bg_[i]; }

long RNG::seed (   )

Definition at line 789 of file rng.cc. References get_state(), and seed(). Referenced by command(), seed(), and Random::seed_heuristically(). { unsigned long seed[6]; get_state(seed); return ((long) seed[0]); }

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void RNG::set_antithetic (  bool  a  )

Definition at line 961 of file rng.cc. References anti_. { anti_ = a; }

void RNG::set_package_seed (  const unsigned long  seed[6]  )  [static]

Definition at line 861 of file rng.cc. References abort(), CheckSeed(), and next_seed_. Referenced by set_seed(). { if (CheckSeed (seed)) abort(); for (int i = 0; i < 6; ++i) next_seed_[i] = seed[i]; }

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void RNG::set_seed (  const unsigned long  seed[6]  )

Definition at line 870 of file rng.cc. References abort(), Bg_, Cg_, CheckSeed(), and Ig_. { if (CheckSeed (seed)) abort(); for (int i = 0; i < 6; ++i) Cg_[i] = Bg_[i] = Ig_[i] = seed[i]; }

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void RNG::set_seed (  RNGSources  source, int  seed = 1 )

Definition at line 322 of file rng.cc. References abort(), HEURISTIC_SEED_SOURCE, MAXINT, next(), PREDEF_SEED_SOURCE, RAW_SEED_SOURCE, and set_seed(). { /* The following predefined seeds are evenly spaced around * the 2^31 cycle. Each is approximately 33,000,000 elements * apart. */ #define N_SEEDS_ 64 static long predef_seeds[N_SEEDS_] = { 1973272912L, 188312339L, 1072664641L, 694388766L, 2009044369L, 934100682L, 1972392646L, 1936856304L, 1598189534L, 1822174485L, 1871883252L, 558746720L, 605846893L, 1384311643L, 2081634991L, 1644999263L, 773370613L, 358485174L, 1996632795L, 1000004583L, 1769370802L, 1895218768L, 186872697L, 1859168769L, 349544396L, 1996610406L, 222735214L, 1334983095L, 144443207L, 720236707L, 762772169L, 437720306L, 939612284L, 425414105L, 1998078925L, 981631283L, 1024155645L, 822780843L, 701857417L, 960703545L, 2101442385L, 2125204119L, 2041095833L, 89865291L, 898723423L, 1859531344L, 764283187L, 1349341884L, 678622600L, 778794064L, 1319566104L, 1277478588L, 538474442L, 683102175L, 999157082L, 985046914L, 722594620L, 1695858027L, 1700738670L, 1995749838L, 1147024708L, 346983590L, 565528207L, 513791680L }; static long heuristic_sequence = 0; switch (source) { case RAW_SEED_SOURCE: if (seed <= 0 || (unsigned int)seed >= MAXINT) // Wei Ye abort(); // use it as it is break; case PREDEF_SEED_SOURCE: if (seed < 0 || seed >= N_SEEDS_) abort(); seed = predef_seeds[seed]; break; case HEURISTIC_SEED_SOURCE: timeval tv; gettimeofday(&tv, 0); heuristic_sequence++; // Always make sure we're different than last time. seed = (tv.tv_sec ^ tv.tv_usec ^ (heuristic_sequence << 8)) & 0x7fffffff; break; }; // set it // NEEDSWORK: should we throw out known bad seeds? // (are there any?) if (seed < 0) seed = -seed; #ifdef OLD_RNG stream_.set_seed(seed); #else set_seed(seed); #endif /* OLD_RNG */ // Toss away the first few values of heuristic seed. // In practice this makes sequential heuristic seeds // generate different first values. // // How many values to throw away should be the subject // of careful analysis. Until then, I just throw away // ``a bunch''. --johnh if (source == HEURISTIC_SEED_SOURCE) { int i; for (i = 0; i < 128; i++) { #ifdef OLD_RNG stream_.next(); #else next(); #endif /* OLD_RNG */ }; }; }

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void RNG::set_seed (  long  seed  )

Definition at line 774 of file rng.cc. References HEURISTIC_SEED_SOURCE, init(), and set_package_seed(). Referenced by Shadowing::command(), command(), main(), RNG(), Random::seed(), Random::seed_heuristically(), set_seed(), and Shadowing::Shadowing(). { if (seed == 0) { set_seed (HEURISTIC_SEED_SOURCE, seed); } else { unsigned long seed_vec[6] = {0, 0, 0, 0, 0, 0}; for (int i=0; i<6; i++) { seed_vec[i] = (unsigned long) seed; } set_package_seed (seed_vec); init(); } }

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double RNG::U01 (   )  [protected]

Definition at line 696 of file rng.cc. References a12, a13n, a21, a23n, anti_, Cg_, m1, m2, norm, p1, and p2. Referenced by rand_u01(), and U01d(). { long k; double p1, p2, u; /* Component 1 */ p1 = a12 * Cg_[1] - a13n * Cg_[0]; k = static_cast<long> (p1 / m1); p1 -= k * m1; if (p1 < 0.0) p1 += m1; Cg_[0] = Cg_[1]; Cg_[1] = Cg_[2]; Cg_[2] = p1; /* Component 2 */ p2 = a21 * Cg_[5] - a23n * Cg_[3]; k = static_cast<long> (p2 / m2); p2 -= k * m2; if (p2 < 0.0) p2 += m2; Cg_[3] = Cg_[4]; Cg_[4] = Cg_[5]; Cg_[5] = p2; /* Combination */ u = ((p1 > p2) ? (p1 - p2) * norm : (p1 - p2 + m1) * norm); return (anti_ == false) ? u : (1 - u); }

double RNG::U01d (   )  [protected]

Definition at line 720 of file rng.cc. References anti_, fact, and U01(). Referenced by rand_u01(). { double u; u = U01(); if (anti_) { // Don't forget that U01() returns 1 - u in // the antithetic case u += (U01() - 1.0) * fact; return (u < 0.0) ? u + 1.0 : u; } else { u += U01() * fact; return (u < 1.0) ? u : (u - 1.0); } }

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double RNG::uniform (  double  a, double  b )  [inline]

Definition at line 267 of file rng.h. References uniform(). { return (a + uniform(b - a)); }

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double RNG::uniform (  double  r  )  [inline]

Definition at line 265 of file rng.h. References uniform(). { return (r * uniform());}

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int RNG::uniform (  int  k  )  [inline]

Definition at line 263 of file rng.h. References uniform_positive_int(). { return (uniform_positive_int() % (unsigned)k); }

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double RNG::uniform (   )  [inline]

Definition at line 260 of file rng.h. References uniform_double(). Referenced by command(), tags_database::create_tags_database(), exponential(), tags_database::get_random_tag(), SatLinkHandoffMgr::handoff(), TermLinkHandoffMgr::handoff(), Random::integer(), LandmarkAgent::LandmarkAgent(), LandmarkAgent::MoveTags(), normal(), pareto(), paretoII(), LandmarkAgent::random_timer(), uniform(), Random::uniform(), RA_Traffic::value(), EmpiricalRandomVariable::value(), and UniformRandomVariable::value(). {return uniform_double();}

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double RNG::uniform_double (   )  [inline]

Definition at line 249 of file rng.h. References next_double(). Referenced by uniform(), Random::uniform(), and uniform(). { // range [0.0, 1.0) #ifdef OLD_RNG return stream_.next_double(); #else return next_double(); #endif /* OLD_RNG */ }

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int RNG::uniform_positive_int (   )  [inline]

Definition at line 242 of file rng.h. References next(). Referenced by command(), random(), Random::random(), and uniform(). { // range [0, MAXINT] #ifdef OLD_RNG return (int)(stream_.next()); #else return (int)(next()); #endif /* OLD_RNG */ }

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void RNG::write_state (   )  const

Definition at line 917 of file rng.cc. References Cg_, and name_. { printf ("The current state of the Rngstream %s:\n", name_); printf (" Cg_ = { "); for(int i=0;i<5;i++) { printf ("%lu, ", (unsigned long) Cg_[i]); } printf ("%lu }\n\n", (unsigned long) Cg_[5]); }

void RNG::write_state_full (   )  const

Definition at line 928 of file rng.cc. References anti_, Bg_, Cg_, Ig_, inc_prec_, and name_. { int i; printf ("The RNG %s:\n", name_); printf (" anti_ = %s", (anti_ ? "true" : "false")); printf (" inc_prec_ = %s\n", (inc_prec_ ? "true" : "false")); printf (" Ig_ = { "); for (i = 0; i < 5; i++) { printf ("%lu, ", (unsigned long) Ig_[i]); } printf ("%lu }\n", (unsigned long) Ig_[5]); printf (" Bg_ = { "); for (i = 0; i < 5; i++) { printf ("%lu, ", (unsigned long) Bg_[i]); } printf ("%lu }\n", (unsigned long) Bg_[5]); printf (" Cg_ = { "); for (i = 0; i < 5; i++) { printf ("%lu, ", (unsigned long) Cg_[i]); } printf ("%lu }\n\n", (unsigned long) Cg_[5]); }

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Member Data Documentation

bool RNG::anti_ [protected]

Definition at line 300 of file rng.h. Referenced by init(), set_antithetic(), U01(), U01d(), and write_state_full().

double RNG::Bg_[6] [protected]

Definition at line 294 of file rng.h. Referenced by init(), reset_next_substream(), reset_start_stream(), reset_start_substream(), set_seed(), and write_state_full().

double RNG::Cg_[6] [protected]

Definition at line 294 of file rng.h. Referenced by advance_state(), get_state(), init(), reset_next_substream(), reset_start_stream(), reset_start_substream(), set_seed(), U01(), write_state(), and write_state_full().

RNG * RNG::default_ = NULL [static, protected]

Definition at line 189 of file rng.cc. Referenced by command(), and defaultrng().

double RNG::Ig_[6] [protected]

Definition at line 294 of file rng.h. Referenced by init(), reset_start_stream(), set_seed(), and write_state_full().

bool RNG::inc_prec_ [protected]

Definition at line 300 of file rng.h. Referenced by increased_precis(), init(), rand_u01(), and write_state_full().

char RNG::name_[100] [protected]

Definition at line 306 of file rng.h. Referenced by RNG(), write_state(), and write_state_full().

double RNG::next_seed_ [static, protected]

Initial value: { 12345.0, 12345.0, 12345.0, 12345.0, 12345.0, 12345.0 } Definition at line 810 of file rng.cc. Referenced by init(), and set_package_seed().

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The documentation for this class was generated from the following files:

• rng.h
• rng.cc

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