Random Number Generator

The QuantExpress math library contains several well known random generators numbers (ran0, ran1, ran2, Mersenne Twister and .Net) using a common interface. These random number generators can be used in many different type of applications where simulations are needed.

The following output shows the results of two dimensional random variables.

The Random Numbers on [0,1] x [0,1] chart showing Series 1 series.

Random Generator
v
Number of Points to Generate
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Generate Random Numbers



C# Code Sample 
// Create the random generator object
QuantExpress.Maths.Random.IRandom oRand = QuantExpress.Maths.Random.RandomFactory.Create(GetSelectedRandGen());
// sets a random seed
oRand.SetSeed(DateTime.Now.Millisecond);

int wNumValues = Convert.ToInt32(SpinNumPoints.Value);
double[] wX = new double[wNumValues];

for (int i = 0; i < wNumValues; i++)
    // populates the random numbers
    wX[i] = oRand.NextDouble(true, true);