0000212: IMPLEMENTED: high-quality random number generator

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000212

[ALGLIB] Statistics

feature

have not tried

2009-12-02 11:40

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000212: IMPLEMENTED: high-quality random number generator

Description

High-quality random number generator based on code by Pierre L'Ecuyer ('Efficient and Portable Combined Random Number Generators', Communications of the ACM, 31 (1988), 742--749 and 774, http://www.iro.umontreal.ca/~lecuyer/papers.html).

HQRND unit supports:
1. uniform real and integer random numbers (basic building blocks)
2. normal and exponential distributions

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2009-12-02 11:40	SergeyB	New Issue
2009-12-02 11:40	SergeyB	Status	new => assigned
2009-12-02 11:40	SergeyB	Assigned To	=> SergeyB
2009-12-02 11:40	SergeyB	Programming language	=> Unspecified
2009-12-02 11:40	SergeyB	Status	assigned => resolved
2009-12-02 11:40	SergeyB	Fixed in Version	=> [NOT RELEASED YET] Next major release
2009-12-02 11:40	SergeyB	Resolution	open => implemented

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