- Sobol quasi-random number generator [Sobol76], [Bratley88], which works in arbitrary dimension. For dimensions greater than 40 the user should supply initialization parameters (initial direction numbers and primitive polynomials or direction numbers) by usingvslNewStreamExfunction. See additional details on interface for registration of the parameters in the library in VS Notes.
- Niederreiter quasi-random number generator [Bratley92], which works in arbitrary dimension. For dimensions greater than 318 the user should supply initialization parameters (irreducible polynomials or direction numbers) by usingvslNewStreamExfunction. See additional details on interface for registration of the parameters in the library in VS Notes.
- You can use a non-deterministic random number generator only if the underlying hardware supports it. For instructions on how to detect if an Intel CPU supports a non-deterministic random number generator see, for example,Chapter 8: Post-32nm Processor Instructionsin [AVX] orChapter 4: RdRand Instruction Usagein [BMT].The time required by some non-deterministic sources to generate a random number is not constant, so you might have to make multiple requests before the next random number is available. VS limits the number of retries for requests to the non-deterministic source to 10. You can redefine the maximum number of retries during the initialization of the non-deterministic random number generator with the vslNewStreamEx function.
- for external random data packed in 32-bit integer array
- for external random data stored in double precision floating-point array; data is supposed to be uniformly distributed over (a,b) interval
- for external random data stored in single precision floating-point array; data is supposed to be uniformly distributed over (a,b) interval.
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