BRNG Parameter Definition

Predefined values for the brng input parameter are as follows:

Values of brng parameter

Value

Short Description

VSL_BRNG_MCG31

A 31-bit multiplicative congruential generator.

VSL_BRNG_R250

A generalized feedback shift register generator.

VSL_BRNG_MRG32K3A

A combined multiple recursive generator with two components of order 3.

VSL_BRNG_MCG59

A 59-bit multiplicative congruential generator.

VSL_BRNG_WH

A set of 273 Wichmann-Hill combined multiplicative congruential generators.

VSL_BRNG_MT19937

A Mersenne Twister pseudorandom number generator.

VSL_BRNG_MT2203

A set of 1024 Mersenne Twister pseudorandom number generators.

VSL_BRNG_SOBOL

A 32-bit Gray code-based generator producing low-discrepancy sequences for dimensions 1 s 40; user-defined dimensions are also available.

VSL_BRNG_NIEDERR

A 32-bit Gray code-based generator producing low-discrepancy sequences for dimensions 1 s 318; user-defined dimensions are also available.

VSL_BRNG_IABSTRACT

An abstract random number generator for integer arrays.

VSL_BRNG_DABSTRACT

An abstract random number generator for double precision floating-point arrays.

VSL_BRNG_SABSTRACT

An abstract random number generator for single precision floating-point arrays.

See VSL Notes for detailed description.