cugar::LFSRRandomStream Struct 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.

https://en.wikipedia.org/wiki/Linear-feedback_shift_register

#include <lfsr.h>

Public Methods
CUGAR_HOST_DEVICE CUGAR_FORCEINLINE	LFSRRandomStream (LFSRGeneratorMatrix *matrix, const uint32 state, const uint32 scramble=1361u)
CUGAR_HOST_DEVICE CUGAR_FORCEINLINE float	next ()

Public Members
LFSRGeneratorMatrix *	m_matrix
uint32	m_state
uint32	m_scramble

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

• C:/p4research/research/jpantaleoni/Fermat-Public/contrib/cugar/sampling/lfsr.h