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Deepone

Jun 13 2004, 06:46 PM

Post #1

The One Deep Down

Group: Private Member
Posts: 1137
Joined: 12-May 04
From: Masala / Kirkkonummi / Finland
Member No.: 101

I found out this usefull class after searching for a bit, so I thought to let you all know about its existence :) couldnt get normal means to work well so.. here's anyway a quote from the .h:

CODE

// This C++ code uses the simple, very fast "KISS" (Keep It Simple
// Stupid) random number generator suggested by George Marsaglia in a
// Usenet posting from 1999. He describes it as "one of my favorite
// generators". It generates high-quality random numbers that
// apparently pass all commonly used tests for randomness. In fact, it
// generates random numbers by combining the results of three other good
// random number generators that have different periods and are
// constructed from completely different algorithms. It does not have
// the ultra-long period of some other generators - a "problem" that can
// be fixed fairly easily - but that seems to be its only potential
// problem. The period is about 2^123.

'http://finmath.uchicago.edu/~wilder/Code/random/ <- it can be seen here :)

I had to make a bit of tweaking to make it compile on my university's g++ compiler which enforces pretty strict rules for ANSI-C++ and such things, for those who are interested.. the modified .h is available here (just removed the static consts and initiated the double's in the constructor):
'http://lair.ton.tut.fi/nforums/rng.h

(I'm not sure if I should put this to news instead, this isnt really a support request but rather sharing a solution to something)

This post has been edited by Deepone: Jun 13 2004, 06:47 PM

--------------------

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Replies

Deepone	Jun 19 2004, 08:44 PM Post #2
The One Deep Down Group: Private Member Posts: 1137 Joined: 12-May 04 From: Masala / Kirkkonummi / Finland Member No.: 101	good to hear that mate :) if I'll come by with something, I will post it up.. :) -------------------- This person is best talked to with the help of a computer..

Posts in this topic

Deepone c++ random numbers Jun 13 2004, 06:46 PM

captbics Thanks DeepOne...I filed that away. I'm very ... Jun 19 2004, 04:08 PM

Bearsland No, it's in the right place mate. It's ... Jun 19 2004, 06:04 PM

Deepone good to hear that mate :) if I'll come by with... Jun 19 2004, 08:44 PM

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