RhodeCode

    /// \brief Returns a random real number from the range [0, b)

    ///

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

    template <typename Number>

    Number operator()(Number b) { 

      return real<Number>() * b; 

    }

    /// \brief Returns a random real number from the range [a, b)

    ///

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

    template <typename Number>

    Number operator()(Number a, Number b) { 

      return real<Number>() * (b - a) + a; 

    }

    /// \brief Returns a random integer from a range

    ///

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

    template <typename Number>

    Number integer(Number b) {

      return _random_bits::Mapping<Number, Word>::map(core, b);

    }

    /// \brief Returns a random integer from a range

    ///

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

    template <typename Number>

    Number integer(Number a, Number b) {

      return _random_bits::Mapping<Number, Word>::map(core, b - a) + a;

    }

    /// \brief Returns a random integer from a range

    ///

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

    template <typename Number>

    Number operator[](Number b) {

      return _random_bits::Mapping<Number, Word>::map(core, b);

    }

    /// \brief Returns a random non-negative integer

    ///

    /// It returns a random non-negative integer uniformly from the

    /// whole range of the current \c Number type. The default result

    /// type of this function is <tt>unsigned int</tt>.

    template <typename Number>

    Number uinteger() {

      return _random_bits::IntConversion<Number, Word>::convert(core);

    }

    unsigned int uinteger() {

      return uinteger<unsigned int>();

    }

    /// \brief Returns a random integer

    ///

    /// It returns a random integer uniformly from the whole range of

    /// the current \c Number type. The default result type of this

    /// function is \c int.

    template <typename Number>

    Number integer() {

      static const int nb = std::numeric_limits<Number>::digits + 

        (std::numeric_limits<Number>::is_signed ? 1 : 0);

      return _random_bits::IntConversion<Number, Word, nb>::convert(core);

    }

    int integer() {

      return integer<int>();

    }

    /// \brief Returns a random bool

    ///

    /// 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() {

      return bool_producer.convert(core);

    }

    ///\name Non-uniform distributions

    ///

    ///@{

    /// \brief Returns a random bool

    ///

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

    bool boolean(double p) {

      return operator()() < p;

    }

    /// Standard Gauss distribution

    /// Standard Gauss distribution.

    /// \note The Cartesian form of the Box-Muller

    /// transformation is used to generate a random normal distribution.

    /// \todo Consider using the "ziggurat" method instead.

    double gauss() 

    {

      double V1,V2,S;

      do {

	V1=2*real<double>()-1;

	V2=2*real<double>()-1;

	S=V1*V1+V2*V2;

      } while(S>=1);

      return std::sqrt(-2*std::log(S)/S)*V1;

    }

    /// Gauss distribution with given mean and standard deviation

    /// Gauss distribution with given mean and standard deviation.

    /// \sa gauss()

    double gauss(double mean,double std_dev)

    {

      return gauss()*std_dev+mean;

    }

    /// Exponential distribution with given mean

    /// This function generates an exponential distribution random number

    /// with mean <tt>1/lambda</tt>.

    ///

    double exponential(double lambda=1.0)

    {

      return -std::log(1.0-real<double>())/lambda;

    }

    /// Gamma distribution with given integer shape

    /// This function generates a gamma distribution random number.

    /// 

    ///\param k shape parameter (<tt>k>0</tt> integer)

    double gamma(int k) 

    {

      double s = 0;

      for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());

      return s;

    }

    /// Gamma distribution with given shape and scale parameter

    /// This function generates a gamma distribution random number.

    /// 

    ///\param k shape parameter (<tt>k>0</tt>)

    ///\param theta scale parameter

    ///

    double gamma(double k,double theta=1.0)

    {

      double xi,nu;

      const double delta = k-std::floor(k);

      const double v0=E/(E-delta);

      do {

	double V0=1.0-real<double>();

	double V1=1.0-real<double>();

	double V2=1.0-real<double>();

	if(V2<=v0) 

	  {

	    xi=std::pow(V1,1.0/delta);

	    nu=V0*std::pow(xi,delta-1.0);

	  }

	else 

	  {

	    xi=1.0-std::log(V1);

	    nu=V0*std::exp(-xi);

	  }

      } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));

      return theta*(xi-gamma(int(std::floor(k))));

    }

    /// Weibull distribution

    /// This function generates a Weibull distribution random number.

    /// 

    ///\param k shape parameter (<tt>k>0</tt>)

    ///\param lambda scale parameter (<tt>lambda>0</tt>)

    ///

    double weibull(double k,double lambda)

    {

      return lambda*pow(-std::log(1.0-real<double>()),1.0/k);

    }  

    /// Pareto distribution

    /// This function generates a Pareto distribution random number.

    /// 

    ///\param k shape parameter (<tt>k>0</tt>)

    ///\param x_min location parameter (<tt>x_min>0</tt>)

    ///

    double pareto(double k,double x_min)

    {

      return exponential(gamma(k,1.0/x_min));

    }  

    ///@}

    ///\name Two dimensional distributions

    ///

    ///@{

    /// Uniform distribution on the full unit circle

    /// Uniform distribution on the full unit circle.

    ///

    dim2::Point<double> disc() 

    {

      double V1,V2;

      do {

	V1=2*real<double>()-1;

	V2=2*real<double>()-1;

      } while(V1*V1+V2*V2>=1);

      return dim2::Point<double>(V1,V2);

    }

    /// A kind of two dimensional Gauss distribution

    /// 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> gauss2()

    {

      double V1,V2,S;

      do {

	V1=2*real<double>()-1;

	V2=2*real<double>()-1;

	S=V1*V1+V2*V2;

      } while(S>=1);

      double W=std::sqrt(-2*std::log(S)/S);

      return dim2::Point<double>(W*V1,W*V2);

    }

    /// A kind of two dimensional exponential distribution

    /// 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.

    dim2::Point<double> exponential2() 

    {

      double V1,V2,S;

      do {

	V1=2*real<double>()-1;

	V2=2*real<double>()-1;

	S=V1*V1+V2*V2;

      } while(S>=1);

      double W=-std::log(S)/S;

      return dim2::Point<double>(W*V1,W*V2);

    }

    ///@}    

  };

  extern Random rnd;

}

#endif

/* -*- C++ -*-

 *

 * This file is a part of LEMON, a generic C++ optimization library

 *

 * Copyright (C) 2003-2008

 * Egervary Jeno Kombinatorikus Optimalizalasi Kutatocsoport

 * (Egervary Research Group on Combinatorial Optimization, EGRES).

 *

 * Permission to use, modify and distribute this software is granted

 * provided that this copyright notice appears in all copies. For

 * precise terms see the accompanying LICENSE file.

 *

 * This software is provided "AS IS" with no warranty of any kind,

 * express or implied, and with no claim as to its suitability for any

 * purpose.

 *

 */

#include <lemon/random.h>

#include "test_tools.h"

///\file \brief Test cases for random.h

///

///\todo To be extended

///

int main()

{

  double a=lemon::rnd();

  check(a<1.0&&a>0.0,"This should be in [0,1)");

  a=lemon::rnd.gauss();

  a=lemon::rnd.gamma(3.45,0);

  a=lemon::rnd.gamma(4);

  //Does gamma work with integer k?

  a=lemon::rnd.gamma(4.0,0);

}