itpp::Random_Generator Class Reference

Base class for random (stochastic) sources. More...

#include <itpp/base/random.h>

Public Member Functions
	Random_Generator ()
	Default constructor.
double	random_01 ()
	Return a uniformly distributed (0,1) value.
double	random_01_lclosed ()
	Return a uniformly distributed [0,1) value.
double	random_01_rclosed ()
	Return a uniformly distributed (0,1] value.
uint32_t	random_int ()
	Return a uniformly distributed [0, UINT_MAX) value.
uint32_t	genrand_uint32 ()
	Generate uniform [0, UINT_MAX) integer pseudorandom number.
double	genrand_close1_open2 ()
	Generate uniform [1, 2) double pseudorandom number.
double	genrand_close_open ()
	Generate uniform [0, 1) double pseudorandom number.
double	genrand_open_close ()
	Generate uniform (0, 1] double pseudorandom number.
double	genrand_open_open ()
	Generate uniform (0, 1) double pseudorandom number.

Detailed Description

Base class for random (stochastic) sources.

Random_Generator provides thread-safe generation of pseudo-random numbers

See Also

DSFMT

Definition at line 171 of file random.h.

Member Function Documentation

double itpp::Random_Generator::genrand_close1_open2 ( )

inline

Generate uniform [1, 2) double pseudorandom number.

This function generates and returns double precision pseudorandom number which distributes uniformly in the range [1, 2). This is the primitive and faster than generating numbers in other ranges. init_gen_rand() must be called before this function.

Returns

double precision floating point pseudorandom number

Definition at line 224 of file random.h.

double itpp::Random_Generator::genrand_close_open ( )

inline

Generate uniform [0, 1) double pseudorandom number.

This function generates and returns double precision pseudorandom number which distributes uniformly in the range [0, 1). init_gen_rand() must be called before this function.

Returns

double precision floating point pseudorandom number

Definition at line 234 of file random.h.

Referenced by itpp::Normal_RNG::sample(), and itpp::Gamma_RNG::sample().

double itpp::Random_Generator::genrand_open_close ( )

inline

Generate uniform (0, 1] double pseudorandom number.

This function generates and returns double precision pseudorandom number which distributes uniformly in the range (0, 1]. init_gen_rand() must be called before this function.

Returns

double precision floating point pseudorandom number

Definition at line 244 of file random.h.

Referenced by itpp::Gamma_RNG::sample().

double itpp::Random_Generator::genrand_open_open ( )

inline

Generate uniform (0, 1) double pseudorandom number.

This function generates and returns double precision pseudorandom number which distributes uniformly in the range (0, 1). init_gen_rand() must be called before this function.

Returns

double precision floating point pseudorandom number

Definition at line 254 of file random.h.

Referenced by itpp::Gamma_RNG::sample().

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The documentation for this class was generated from the following file:

• itpp/base/random.h