.DESLib.RandomLib.CMRG

Information

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

Author:

Victorino Sanz
Dpto. Inform?tica y Autom?tica, UNED
Juan del Rosal, 16
28040, Madrid
Spain
email: vsanz@dia.uned.es

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

Contents

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