Detailed Description

The Mersenne Twister is a twisted generalized feedback shift-register generator of Matsumoto and Nishimura. The period of this generator is $2^{19937} - 1$ and it is equi-distributed in 623 dimensions for 32-bit numbers. The time performance of this generator is comparable to the commonly used generators.

This implementation is specialized for both 32-bit and 64-bit architectures. The generators differ sligthly in the initialization and generation phase so they produce two completly different sequences.

The generator gives back random numbers of serveral types. To get a random number from a range of a floating point type you can use one form of the operator() or the real() member function. If you want to get random number from the {0, 1, ..., n-1} integer range use the operator[] or the integer() method. And to get random number from the whole range of an integer type you can use the argumentless integer() or uinteger() functions. After all you can get random bool with equal chance of true and false or given probability of true result with the boolean() member functions.

*  // The commented code is identical to the other
*  double a = rnd();                     // [0.0, 1.0)
*  // double a = rnd.real();             // [0.0, 1.0)
*  double b = rnd(100.0);                // [0.0, 100.0)
*  // double b = rnd.real(100.0);        // [0.0, 100.0)
*  double c = rnd(1.0, 2.0);             // [1.0, 2.0)
*  // double c = rnd.real(1.0, 2.0);     // [1.0, 2.0)
*  int d = rnd[100000];                  // 0..99999
*  // int d = rnd.integer(100000);       // 0..99999
*  int e = rnd[6] + 1;                   // 1..6
*  // int e = rnd.integer(1, 1 + 6);     // 1..6
*  int b = rnd.uinteger<int>();          // 0 .. 2^31 - 1
*  int c = rnd.integer<int>();           // - 2^31 .. 2^31 - 1
*  bool g = rnd.boolean();               // P(g = true) = 0.5
*  bool h = rnd.boolean(0.8);            // P(h = true) = 0.8
* 

LEMON provides a global instance of the random number generator which name is rnd. Usually it is a good programming convenience to use this global generator to get random numbers.

#include <lemon/random.h>

Public Member Functions
Initialization
	Random ()
	Default constructor. More...

template<typename Number >
	Random (Number seed)
	Constructor with seed. More...

template<typename Iterator >
	Random (Iterator begin, Iterator end)
	Constructor with array seeding. More...

	Random (const Random &other)
	Copy constructor. More...

Random &	operator= (const Random &other)
	Assign operator. More...

template<typename Number >
void	seed (Number seed)
	Seeding random sequence. More...

template<typename Iterator >
void	seed (Iterator begin, Iterator end)
	Seeding random sequence. More...

bool	seed ()
	Seeding from file or from process id and time. More...

bool	seedFromFile (const std::string &file="/dev/urandom", int offset=0)
	Seeding from file. More...

bool	seedFromTime ()
	Seding from process id and time. More...

Uniform Distributions
template<typename Number >
Number	real ()
	Returns a random real number from the range [0, 1) More...

double	real ()

double	operator() ()
	Returns a random real number from the range [0, 1) More...

double	operator() (double b)
	Returns a random real number from the range [0, b) More...

double	operator() (double a, double b)
	Returns a random real number from the range [a, b) More...

template<typename Number >
Number	integer (Number b)
	Returns a random integer from a range. More...

template<typename Number >
Number	integer (Number a, Number b)
	Returns a random integer from a range. More...

template<typename Number >
Number	operator[] (Number b)
	Returns a random integer from a range. More...

template<typename Number >
Number	uinteger ()
	Returns a random non-negative integer. More...

unsigned int	uinteger ()

template<typename Number >
Number	integer ()
	Returns a random integer. More...

int	integer ()

bool	boolean ()
	Returns a random bool. More...

Non-uniform Distributions
bool	boolean (double p)
	Returns a random bool with given probability of true result. More...

double	gauss ()
	Standard normal (Gauss) distribution. More...

double	gauss (double mean, double std_dev)
	Normal (Gauss) distribution with given mean and standard deviation. More...

double	lognormal (double n_mean, double n_std_dev)
	Lognormal distribution. More...

double	lognormal (const std::pair< double, double > &params)
	Lognormal distribution. More...

std::pair< double, double >	lognormalParamsFromMD (double mean, double std_dev)
	Compute the lognormal parameters from mean and standard deviation. More...

double	lognormalMD (double mean, double std_dev)
	Lognormal distribution with given mean and standard deviation. More...

double	exponential (double lambda=1.0)
	Exponential distribution with given mean. More...

double	gamma (int k)
	Gamma distribution with given integer shape. More...

double	gamma (double k, double theta=1.0)
	Gamma distribution with given shape and scale parameter. More...

double	weibull (double k, double lambda)
	Weibull distribution. More...

double	pareto (double k, double x_min)
	Pareto distribution. More...

int	poisson (double lambda)
	Poisson distribution. More...

Two Dimensional Distributions
dim2::Point< double >	disc ()
	Uniform distribution on the full unit circle. More...

dim2::Point< double >	gauss2 ()
	A kind of two dimensional normal (Gauss) distribution. More...

dim2::Point< double >	exponential2 ()
	A kind of two dimensional exponential distribution. More...

Constructor & Destructor Documentation

Random ( )

inline

Constructor with constant seeding.

Random ( Number seed )

inline

Constructor with seed. The current number type will be converted to the architecture word type.

Random	(	Iterator	begin,
		Iterator	end
	)

inline

Constructor with array seeding. The given range should contain any number type and the numbers will be converted to the architecture word type.

Random ( const Random & other )

inline

Copy constructor. The generated sequence will be identical to the other sequence. It can be used to save the current state of the generator and later use it to generate the same sequence.

Member Function Documentation

Random& operator= ( const Random & other )

inline

Assign operator. The generated sequence will be identical to the other sequence. It can be used to save the current state of the generator and later use it to generate the same sequence.

void seed ( Number seed )

inline

Seeding the random sequence. The current number type will be converted to the architecture word type.

void seed	(	Iterator	begin,
		Iterator	end
	)

inline

Seeding the random sequence. The given range should contain any number type and the numbers will be converted to the architecture word type.

bool seed ( )

inline

By default, this function calls the seedFromFile() member function with the /dev/urandom file. If it does not success, it uses the seedFromTime().

Returns: Currently always true.

bool seedFromFile	(	const std::string &	file = `"/dev/urandom"`,
		int	offset = `0`
	)

inline

Seeding the random sequence from file. The linux kernel has two devices, /dev/random and /dev/urandom which could give good seed values for pseudo random generators (The difference between two devices is that the random may block the reading operation while the kernel can give good source of randomness, while the urandom does not block the input, but it could give back bytes with worse entropy).

Parameters

file	The source file
offset	The offset, from the file read.

Returns: true when the seeding successes.

bool seedFromTime ( )

inline

Seding from process id and time. This function uses the current process id and the current time for initialize the random sequence.

Returns: Currently always true.

Number real ( )

inline

It returns a random real number from the range [0, 1). The default Number type is double.

double operator() ( )

inline

It returns a random double from the range [0, 1).

double operator() ( double b )

inline

It returns a random real number from the range [0, b).

double operator()	(	double	a,
		double	b
	)

inline

It returns a random real number from the range [a, b).

Number integer ( Number b )

inline

It returns a random integer from the range {0, 1, ..., b - 1}.

Number integer	(	Number	a,
		Number	b
	)

inline

It returns a random integer from the range {a, a + 1, ..., b - 1}.

Number operator[] ( Number b )

inline

It returns a random integer from the range {0, 1, ..., b - 1}.

Number uinteger ( )

inline

It returns a random non-negative integer uniformly from the whole range of the current Number type. The default result type of this function is unsigned int.

Number integer ( )

inline

It returns a random integer uniformly from the whole range of the current Number type. The default result type of this function is int.

bool boolean ( )

inline

It returns a random bool. The generator holds a buffer for random bits. Every time when it become empty the generator makes a new random word and fill the buffer up.

bool boolean ( double p )

inline

It returns a random bool with given probability of true result.

double gauss ( )

inline

Standard normal (Gauss) distribution.

Note: The Cartesian form of the Box-Muller transformation is used to generate a random normal distribution.

double gauss	(	double	mean,
		double	std_dev
	)

inline

Normal (Gauss) distribution with given mean and standard deviation.

See Also: gauss()

double lognormal	(	double	n_mean,
		double	n_std_dev
	)

inline

Lognormal distribution. The parameters are the mean and the standard deviation of exp(X).

double lognormal ( const std::pair< double, double > & params )

inline

Lognormal distribution. The parameter is an std::pair of the mean and the standard deviation of exp(X).

std::pair<double,double> lognormalParamsFromMD	(	double	mean,
		double	std_dev
	)

inline

This function computes the lognormal parameters from mean and standard deviation. The return value can direcly be passed to lognormal().

double lognormalMD	(	double	mean,
		double	std_dev
	)

inline

Lognormal distribution with given mean and standard deviation.

double exponential ( double lambda = 1.0 )

inline

This function generates an exponential distribution random number with mean 1/lambda.

double gamma ( int k )

inline

This function generates a gamma distribution random number.

Parameters

k	shape parameter (`k>0` integer)

double gamma	(	double	k,
		double	theta = `1.0`
	)

inline

This function generates a gamma distribution random number.

Parameters

k	shape parameter (`k>0`)
theta	scale parameter

double weibull	(	double	k,
		double	lambda
	)

inline

This function generates a Weibull distribution random number.

Parameters

k	shape parameter (`k>0`)
lambda	scale parameter (`lambda>0`)

double pareto	(	double	k,
		double	x_min
	)

inline

This function generates a Pareto distribution random number.

Parameters

k	shape parameter (`k>0`)
x_min	location parameter (`x_min>0`)

int poisson ( double lambda )

inline

This function generates a Poisson distribution random number with parameter lambda.

The probability mass function of this distribusion is

$\frac{e^{-\lambda}\lambda^k}{k!}$

Note: The algorithm is taken from the book of Donald E. Knuth titled ''Seminumerical Algorithms'' (1969). Its running time is linear in the return value.

dim2::Point<double> disc ( )

inline

Uniform distribution on the full unit circle.

dim2::Point<double> gauss2 ( )

inline

This function provides a turning symmetric two-dimensional distribution. Both coordinates are of standard normal distribution, but they are not independent.

Note: The coordinates are the two random variables provided by the Box-Muller method.

dim2::Point<double> exponential2 ( )

inline

This function provides a turning symmetric two-dimensional distribution. The x-coordinate is of conditionally exponential distribution with the condition that x is positive and y=0. If x is negative and y=0 then, -x is of exponential distribution. The same is true for the y-coordinate.

Detailed Description

Public Member Functions

Constructor & Destructor Documentation

Member Function Documentation