Mersenne Twister random number generator. More...

#include <sqlrand.h>

Collaboration diagram for sqlstat::MersenneTwister:

Static Public Member Functions
static void	deinit ()
	Deinitialize the class. More...

static void	init ()
	Initialize the class. More...

static double	nextDouble ()
	Returns random double number. More...

static unsigned long	random ()
	Returns random integer number. More...

static double	gaussian ()
	Returns variate of the normal distribution. More...

Detailed Description

Mersenne Twister random number generator.

This code is based on code written by Michael L. Brundage which he has placed in the public domain (see http://www.qbrundage.com/michaelb/pubs/essays/random_number_generation.html ).

Matsumoto, Makoto and Nishimura, Takuji,
"Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator",
ACM Transactions on Modeling and Computer Simulation, 1998

Definition at line 60 of file sqlrand.h.

Member Function Documentation

void sqlstat::MersenneTwister::deinit ( )

static

Deinitialize the class.

void MersenneTwister::deinit() This method must be called before leaving the program to release all resources and memory associated to the class.

Definition at line 45 of file sqlrand.cc.

double sqlstat::MersenneTwister::gaussian ( )

static

Returns variate of the normal distribution.

A random number is created according to a normal distribution with mean = 0 and standard deviation = 1 using the Marsaglia polar method. The Maraglia method avoids the calculation of sine and cosine found in the Box-Muller transform.

Definition at line 111 of file sqlrand.cc.

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