Public Types | Public Methods | Public Members | List of all members
cugar::LFSRGeneratorMatrix Class Reference

Detailed description

An implementation of the small linear feedback shift registers (LFSR) for use in a Markov chain quasi-Monte Carlo context, as described in S. Chen, M. Matsumoto, T. Nishimura, and A. Owen: "New inputs and methods for Markov chain quasi-Monte Carlo", and S. Chen: "Consistence and convergence rate of Markov chain quasi-Monte Carlo with examples". Apart from the matrix that describes the recurrence, this class is stateless, and can therefore be easily shared in a multi-threaded context.


#include <lfsr.h>

Public Types

enum  Offset_type { ORIGINAL, GOOD_PROJECTIONS }

Public Methods

CUGAR_HOST_DEVICE CUGAR_FORCEINLINE LFSRGeneratorMatrix (uint32 m, Offset_type offset_type=GOOD_PROJECTIONS)
CUGAR_HOST_DEVICE CUGAR_FORCEINLINE float next (uint32 scramble, uint32 *state) const

Public Members

uint32 m_m
uint32 m_f [32]

The documentation for this class was generated from the following file: