gauss.h File Reference

Random number generator for Gaussian random variable with mean 0 and standard deviation 1. More...

#include <cmath>
#include "randomGen.h"
#include "randomGen.cc"
#include "gauss.cc"

Go to the source code of this file.

Classes
class	randomGauss
	Class random Gauss encapsulates the methods for generating random neumbers with Gaussian distribution. More...

Macros
#define	GAUSS_H
	macro for avoiding multiple inclusion during compilation More...

Detailed Description

Random number generator for Gaussian random variable with mean 0 and standard deviation 1.

This random number generator is based on the ratio of uniforms method by A.J. Kinderman and J.F. Monahan and improved with quadratic boundind curves by J.L. Leva. Taken from Algorithm 712 ACM Trans. Math. Softw. 18 p. 454. (the necessary uniform random variables are obtained from the ISAAC random number generator; C++ Implementation by Quinn Tyler Jackson of the RG invented by Bob Jenkins Jr.).

Macro Definition Documentation

#define GAUSS_H

macro for avoiding multiple inclusion during compilation