libfbm::SFMTGaussianGenerator Class Reference

SIMD-oriented Fast Mersenne Twister (SFMT) and Ziggurat sampling based gaussian random generator. More...

#include <libfbm.hpp>

Inheritance diagram for libfbm::SFMTGaussianGenerator:

List of all members.

Public Member Functions
	SFMTGaussianGenerator (uint32_t seed=0)
	SFMTGaussianGenerator (const unsigned char *seed_array, size_t len)
	~SFMTGaussianGenerator ()
void	setSeed (uint32_t seed)
void	setSeed (const unsigned char *seed_array, size_t len)
double	getDouble ()
void	getDouble (double *array, size_t len)
Public Member Functions inherited from libfbm::GaussianGenerator
virtual	~GaussianGenerator ()

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Detailed Description

SIMD-oriented Fast Mersenne Twister (SFMT) and Ziggurat sampling based gaussian random generator.

Very fast. Makes use of the excellent SFMT library by Mutsuo Saito and Makoto Matsumoto, http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/, also see [8]. It assumes that the CPU supports SSE2. Gaussian distribution is generated by a variation of the ziggurat algorithm (basically layered rejection sampling). The ziggurat algorithm used is slightly different from the one described by Marsaglia in [7], here we select layers that cover an equal area of the distribution (instead of layers having similar overall area).

Definition at line 354 of file libfbm.hpp.

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Constructor & Destructor Documentation

libfbm::SFMTGaussianGenerator::SFMTGaussianGenerator

(

uint32_t

seed = 0

)

libfbm::SFMTGaussianGenerator::SFMTGaussianGenerator	(	const unsigned char *	seed_array,
		size_t	len
	)

libfbm::SFMTGaussianGenerator::~SFMTGaussianGenerator

(

)

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Member Function Documentation

double libfbm::SFMTGaussianGenerator::getDouble ( )

virtual

Implements libfbm::GaussianGenerator.

void libfbm::SFMTGaussianGenerator::getDouble ( double *  array, size_t  len  )

virtual

Implements libfbm::GaussianGenerator.

void libfbm::SFMTGaussianGenerator::setSeed ( uint32_t  seed )

virtual

Implements libfbm::GaussianGenerator.

void libfbm::SFMTGaussianGenerator::setSeed ( const unsigned char *  seed_array, size_t  len  )

virtual

Implements libfbm::GaussianGenerator.

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

• libfbm.hpp