net.finmath.randomnumbers

Interface RandomNumberGenerator

All Superinterfaces:

Serializable

All Known Subinterfaces:

RandomNumberGenerator1D

All Known Implementing Classes:

AcceptanceRejectionRandomNumberGenerator, HaltonSequence, MersenneTwister

public interface RandomNumberGenerator
extends Serializable

Interface for an n-dimensional random number generator generating a sequence of vectors sampling the space [0,1]^{n}

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
int	getDimension() Get the sample vector dimension.
double[]	getNext() Get the next sample vector of dimension n, where n is getDimension.

Method Detail

getNext

double[] getNext()

Get the next sample vector of dimension n, where n is getDimension.

Returns:

The next sample vector of dimension n, where n is getDimension.

getDimension

int getDimension()

Get the sample vector dimension.

Returns:

The sample vector dimension n.