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Random numbers...

 
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Mark Richards
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PostPosted: Tue Oct 03, 2006 10:30 pm    Post subject: Random numbers... Reply with quote



If this is the wrong group, please let me know...

I have to write a Monte Carlo Simulator for a risk analisys system. This
basically uses a random number to genreate a value which is then applied
against certain other values. I do not have the spec for the program yet,
but have been told that the key is to having really really random numbers.

Does anyone know of such a function, or a third party library which may
allready have the Monte Carlo built in?

cheers
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Giuliano
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PostPosted: Tue Oct 03, 2006 11:36 pm    Post subject: Re: Random numbers... Reply with quote



On Tue, 3 Oct 2006 18:30:06 +0100, "Mark Richards"
<markcr (AT) wapthespamntlworld (DOT) com> wrote:

Quote:
If this is the wrong group, please let me know...

I have to write a Monte Carlo Simulator for a risk analisys system. This
basically uses a random number to genreate a value which is then applied
against certain other values. I do not have the spec for the program yet,
but have been told that the key is to having really really random numbers.

Hi,

have a look at Boost Random Number Library:

http://www.boost.org/libs/random/index.html

I don't know if it's suitable for (or it can help with)
Monte Carlo analysis, however it's free and - in general -
portable on many platforms.

Regards

Giuliano
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Mark Richards
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PostPosted: Wed Oct 04, 2006 2:26 am    Post subject: Re: Random numbers... Reply with quote



Thank you Giuliano, that will do the trick.
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