rngen.cpp File Reference

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#include "fvar.hpp"

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Defines
#define	LOWER_MASK   0x7fffffffUL /* least significant r bits */
#define	M   397
#define	MATRIX_A   0x9908b0dfUL /* constant vector a */
#define	N   624
#define	UPPER_MASK   0x80000000UL /* most significant w-r bits */
Functions
double	randn (const random_number_generator &rng)
	Normal number generator.
double	randu (const random_number_generator &rng)
	Uniform random number generator.

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Detailed Description

Description not yet available.

Definition in file rngen.cpp.

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Define Documentation

#define LOWER_MASK   0x7fffffffUL /* least significant r bits */

Definition at line 60 of file rngen.cpp.

Referenced by random_number_generator::better_rand().

#define M   397

Definition at line 57 of file rngen.cpp.

Referenced by random_number_generator::better_rand(), check_choleski_decomp(), laplace_approximation_calculator::check_sparse_matrix_structure(), choleski_decomp(), choleski_decomp_error(), choleski_decomp_neghess_error(), choleski_decomp_positive(), choleski_decomp_trust_bound(), colsum(), column(), cos(), df1b2function_tweaker::df1b2function_tweaker(), df_ln_det_choleski(), dfcholeski_decomp(), dfcholeski_decomp_banded(), dfcholeski_decomp_banded_positive(), dfcholeski_decomp_positive(), dfunction_tweaker::dfunction_tweaker(), laplace_approximation_calculator::do_newton_raphson_banded(), dot(), eigenvalues(), eigenvectors(), elem_div(), elem_prod(), exp(), fcomp1(), fillout(), fillout_trans(), function_tweaker::function_tweaker(), laplace_approximation_calculator::generate_antithetical_rvs(), ln_det(), ln_det_choleski(), ln_det_choleski_error(), log(), lower_triangular_choleski_decomp_positive(), lower_triangular_solve_trans(), make_dcompressed_triplet(), make_dmatrix(), make_dvar_matrix(), make_sdmatrix(), make_sdvar_matrix(), max(), mf_upper_bound(), mfexp(), min(), operator*(), operator+(), df1b2matrix::operator+=(), operator-(), df1b2matrix::operator-=(), df1b2vector::operator=(), df1b2matrix::operator=(), banded_symmetric_dmatrix::operator=(), operator>>(), outer_prod(), quiet_choleski_decomp(), reorder(), rowsum(), sin(), solve_trans(), and square().

#define MATRIX_A   0x9908b0dfUL /* constant vector a */

Definition at line 58 of file rngen.cpp.

Referenced by random_number_generator::better_rand().

#define N   624

Definition at line 56 of file rngen.cpp.

Referenced by random_number_generator::better_rand(), dot(), elem_div(), elem_prod(), fcomp1(), operator*(), operator+(), operator-(), orthpoly2(), outer_prod(), random_number_generator::random_number_generator(), and random_number_generator::reinitialize().

#define UPPER_MASK   0x80000000UL /* most significant w-r bits */

Definition at line 59 of file rngen.cpp.

Referenced by random_number_generator::better_rand().