quant::rng Namespace Reference

Deterministic random number generation utilities. More...

Namespaces
namespace	detail

Enumerations
enum class	Mode { Mt19937 , Counter }
	RNG mode selection: traditional PRNG or deterministic counter-based. More...

Functions
double	normal (std::uint64_t master_seed, std::uint64_t path_id, std::uint32_t step_id, std::uint32_t dim_id, std::uint32_t stream_id)
	Deterministic standard normal draw via inverse CDF transform.
double	uniform (std::uint64_t master_seed, std::uint64_t path_id, std::uint32_t step_id, std::uint32_t dim_id, std::uint32_t stream_id)
	Deterministic hash of RNG identifiers -> uniform (0,1)

Detailed Description

Deterministic random number generation utilities.

Enumeration Type Documentation

Mode

enum class quant::rng::Mode

strong

RNG mode selection: traditional PRNG or deterministic counter-based.

Enumerator
Mt19937	PCG/Mersenne Twister style PRNG (per-thread stateful)
Counter	Counter-based, reproducible across threading schedules.

Function Documentation

normal()

double quant::rng::normal ( std::uint64_t  master_seed, std::uint64_t  path_id, std::uint32_t  step_id, std::uint32_t  dim_id, std::uint32_t  stream_id  )

inline

Deterministic standard normal draw via inverse CDF transform.

uniform()

double quant::rng::uniform ( std::uint64_t  master_seed, std::uint64_t  path_id, std::uint32_t  step_id, std::uint32_t  dim_id, std::uint32_t  stream_id  )

inline

Deterministic hash of RNG identifiers -> uniform (0,1)