Module net.finmath.lib
Package 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 Description
    int getDimension()
    Get the sample vector dimension.
    double[] getNext()
    Get the next sample vector of dimension n, where n is getDimension.

  • Method Details

    • 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.