mcsrandomnumbergenerator.cpp

Free C++ toolkit to facilitate Monte-Carlo simulation. This is a library covered under the LGPL. "MC

/*
  Random Number Generator (appropriate for simulation)
  
  The function generate_random_number is from Appendix A of
  "Simulation Using Promodel" by Harrell, Ghosh, and Bowden, 3rd
  Edition, McGraw Hill, Boston, year 2000.  The constructor contains
  the parameters specified by the book.  */

/*
    MCS-libre, a library to facilite Monte-Carlo simulation.
    Copyright (C) 2002  D. E. Williams

    This library is free software; you can redistribute it and/or
    modify it under the terms of the GNU Lesser General Public
    License as published by the Free Software Foundation; either
    version 2.1 of the License, or (at your option) any later version.

    This library is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
    Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this library; if not, write to the Free Software
    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA

    The full text of the GNU Lesser General Public License is
    contained in the files COPYING and LICENSE.

    See the 'MCS-libre-HOWTO' in the 'doc' directory for author's
    contact information.  

    Have a nice day!
*/

#include <cmath>
#include "mcsRandomNumberGenerator.h"

double randomNumberGenerator::show_maximum()
{
  // used by stream.h for normalization of random output
  // i.e., to create uniform(0,1) distribution
  return m;
}

double randomNumberGenerator::generate_random_number(double zlast) 
{
  return fmod((a * zlast) + c, m);
}

randomNumberGenerator::randomNumberGenerator()
{
  m = pow(2,31) - 1;
  a = 630360016;
  c = 0;
}