Module net.finmath.lib

Package net.finmath.randomnumbers

Class MersenneTwister

java.lang.Object

net.finmath.randomnumbers.MersenneTwister

All Implemented Interfaces:

Serializable, RandomNumberGenerator, RandomNumberGenerator1D

public class MersenneTwister
extends Object
implements RandomNumberGenerator1D, Serializable

Mersenne Twister random number generator. This class is just a wrapper of org.apache.commons.math3.random.MersenneTwister.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
MersenneTwister(long seed)

Method Summary

Modifier and Type	Method	Description
double	nextDouble()	Returns the next random number in the sequence.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.randomnumbers.RandomNumberGenerator1D

getDimension, getNext

Constructor Details

MersenneTwister

public MersenneTwister(long seed)

Method Details

nextDouble

public double nextDouble()

Returns the next random number in the sequence.

Specified by:

nextDouble in interface RandomNumberGenerator1D

Returns:

The next random number in the sequence.