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<random>

Defines many random number generators.

#include <random>

Class

Description

bernoulli_distribution Class

Generates a Bernoulli distribution.

binomial_distribution Class

Generates a binomial distribution.

discard_block Class

Discards sections of a random sequence.

exponential_distribution Class

Generates an exponential distribution.

gamma_distribution Class

Generates a gamma distribution.

geometric_distribution Class

Generates a geometric distribution.

linear_congruential Class

Generates a random sequence by using the linear congruential algorithm.

mersenne_twister Class

Generates a random sequence by using the Mersenne twister algorithm.

minstd_rand0 Class

Type definition for a linear congruential engine.

minstd_rand Class

Type definition for a linear congruential engine.

mt19937 Class

Type definition for a Mersenne twister engine.

normal_distribution Class

Generates a normal distribution.

poisson_distribution Class

Generates a Poisson distribution.

random_device Class

Generates a random sequence by using an external device.

ranlux_base_01 Class

Type definition for a floating-point subtract with carry engine.

ranlux3 Class

Type definition for a subtract with carry engine.

ranlux3_01 Class

Type definition for a floating-point subtract with carry engine.

ranlux4 Class

Type definition for a subtract with carry engine.

ranlux4_01 Class

Type definition for a floating-point subtract with carry engine.

ranlux64_base_01 Class

Type definition for a floating-point subtract with carry engine.

subtract_with_carry Class

Generates a random sequence by using the subtract with carry algorithm.

subtract_with_carry_01 Class

Generates a random sequence by using the floating-point subtract with carry algorithm.

uniform_int Class

Generates a uniform integer distribution.

uniform_real Class

Generates a uniform floating-point distribution.

variate_generator Class

Wraps an engine and a distribution.

xor_combine Class

Generates a combined distribution.

A random number generator is an object that produces a sequence of pseudo-random values. A generator that produces values uniformly distributed in a specified range is an engine. An engine can be combined with a distribution, either by passing the engine as an argument to the distribution's operator() or by using a variate_generator Class, to produce values that are distributed in a manner that is defined by the distribution.

Most of the random number generators are templates whose parameters customize the generator. The descriptions of generators that take a type as an argument use common template parameter names to describe the properties of the type that are permitted as an actual argument type, as follows:

  • IntType indicates a signed or unsigned integral type.

  • UIntType indicates an unsigned integral type.

  • RealType indicates a floating-point type.

An engine is a TR1 class or template class whose instances act as a source of random numbers uniformly distributed between a minimum and maximum value. An engine can be a simple engine or a compound engine. Every engine has the following members:

  • typedef numeric-type result_type is the type that is returned by the generator's operator().

  • result_type min() returns the minimum value that is returned by the generator's operator().

  • result_type max() returns the maximum value that is returned by the generator's operator(). When result_type is an integral type, this is the maximum value that can actually be returned; when result_type is a floating-point type, this is the smallest value greater than all values that can be returned.

  • void seed() The seed function initializes the engine with default seed values.

  • template <class InIt> void seed(InIt& first, InIt last) The seed function seeds the engine by using values of type unsigned long from the half-open sequence that is pointed to by [first, last). If the sequence is not long enough to fully initialize the engine, the function stores the value last in first and throws an object of type std::invalid_argument.

  • result_type operator()() returns values that are uniformly distributed between min() and max().

min, max, and result_type are not described in detail for the distributions that follow.

Every engine has a state that determines the sequence of values that will be generated by subsequent calls to operator(). The states of two objects of the same type can be compared by using operator== and operator!=. If the two states compare as equal, the objects will generate the same sequence of values. The state of an object can be saved to a stream as a sequence of 32-bit unsigned values by using the operator<< of the object. The state is not changed by saving it. A saved state can be read into an object of the same type by using operator>>.

A distribution is a TR1 class or template class whose instances transform a stream of uniformly distributed random numbers obtained from an engine into a stream of random numbers that have a particular distribution. Every distribution has the following members:

  • typedef numeric-type input_type is the type that should be returned by the engine passed to operator().

  • typedef numeric-type result_type is the type that is returned by the distribution's operator().

  • void reset() discards any cached values, so that the result of the next call to operator() does not depend on any values obtained from the engine before the call.

  • template <class Engine> result_type operator()(Engine& eng) returns values that are distributed according to the distribution's definition, by using eng as a source of uniformly distributed random values.

input_type, result_type, and reset are not described in detail for the distributions that follow.

A simple engine is an engine that produces random numbers directly. This library provides one class whose objects are simple engines. It also provides four class templates that can be instantiated by using values that provide parameters for the algorithm they implement, and nine predefined instances of those class templates. Objects of these types are also simple engines.

A compound engine is an engine that obtains random numbers from one or more simple engines and generates a stream of uniformly distributed random numbers by using those values. This library provides class templates for two compound engines.

The library can be built as a checked version and as an unchecked version. The checked version uses a macro similar to C's assert macro to test the conditions marked as Precondition in the functional descriptions. To use the checked version, define either the macro _RNG_CHECK or the macro _DEBUG to a non-zero numeric value in all code that uses the library.

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