random.h File Reference

Definition of classes for random number generators. More...

#include <itpp/base/random_dsfmt.h>
#include <itpp/base/operators.h>
#include <itpp/itexports.h>

Go to the source code of this file.

Classes
class	itpp::Random_Generator
	Base class for random (stochastic) sources. More...
class	itpp::Bernoulli_RNG
	Bernoulli distribution. More...
class	itpp::I_Uniform_RNG
	Integer uniform distributionExample: Generation of random uniformly distributed integers in the interval [0,10]. More...
class	itpp::Uniform_RNG
	Uniform distribution. More...
class	itpp::Exponential_RNG
	Exponential distribution. More...
class	itpp::Normal_RNG
	Normal distributionNormal (Gaussian) random variables, using a simplified Ziggurat method. More...
class	itpp::Gamma_RNG
	Gamma distributionGenerate samples from Gamma(alpha,beta) density, according to the following equation: . More...
class	itpp::Laplace_RNG
	Laplacian distribution. More...
class	itpp::Complex_Normal_RNG
	A Complex Normal Source. More...
class	itpp::AR1_Normal_RNG
	Filtered normal distribution. More...
class	itpp::Weibull_RNG
	Weibull distribution. More...
class	itpp::Rayleigh_RNG
	Rayleigh distribution. More...
class	itpp::Rice_RNG
	Rice distribution. More...

Namespaces
namespace	itpp
	itpp namespace

Typedefs
typedef Normal_RNG	itpp::Gauss_RNG
	Gauss_RNG is the same as Normal Source.
typedef AR1_Normal_RNG	itpp::AR1_Gauss_RNG
	AR1_Gauss_RNG is the same as AR1_Normal_RNG.

Functions
void	itpp::GlobalRNG_reset (unsigned int seed)
	Set the internal seed of the Global Seed Provider.
void	itpp::GlobalRNG_reset ()
	Reset the internal seed of the Global Seed Provider to the previously set value.
unsigned int	itpp::GlobalRNG_get_local_seed ()
	Get new seed to initialize thread-local generators.
void	itpp::GlobalRNG_randomize ()
	Set a random seed for the Global Seed Provider seed.
void	itpp::GlobalRNG_get_state (ivec &state)
	Save current full state of global seed provider in memory.
void	itpp::GlobalRNG_set_state (const ivec &state)
	Resume the global seed provider state saved in memory.
void	itpp::RNG_reset (unsigned int seed)
	Set the seed for all Random Number Generators in the current thread.
void	itpp::RNG_reset ()
	Reset the seed to the previously set value for all Random Number Generators in the current thread.
void	itpp::RNG_randomize ()
	Set a random seed for all Random Number Generators in the current thread.
void	itpp::RNG_get_state (ivec &state)
	Save Random Number generation context used in the current thread.
void	itpp::RNG_set_state (const ivec &state)
	Resume Random Number generation in the current thread with previously stored context.
bin	itpp::randb (void)
	Generates a random bit (equally likely 0s and 1s)
void	itpp::randb (int size, bvec &out)
	Generates a random bit vector (equally likely 0s and 1s)
bvec	itpp::randb (int size)
	Generates a random bit vector (equally likely 0s and 1s)
void	itpp::randb (int rows, int cols, bmat &out)
	Generates a random bit matrix (equally likely 0s and 1s)
bmat	itpp::randb (int rows, int cols)
	Generates a random bit matrix (equally likely 0s and 1s)
double	itpp::randu (void)
	Generates a random uniform (0,1) number.
void	itpp::randu (int size, vec &out)
	Generates a random uniform (0,1) vector.
vec	itpp::randu (int size)
	Generates a random uniform (0,1) vector.
void	itpp::randu (int rows, int cols, mat &out)
	Generates a random uniform (0,1) matrix.
mat	itpp::randu (int rows, int cols)
	Generates a random uniform (0,1) matrix.
int	itpp::randi (int low, int high)
	Generates a random integer in the interval [low,high].
ivec	itpp::randi (int size, int low, int high)
	Generates a random ivec with elements in the interval [low,high].
imat	itpp::randi (int rows, int cols, int low, int high)
	Generates a random imat with elements in the interval [low,high].
vec	itpp::randray (int size, double sigma=1.0)
	Generates a random Rayleigh vector.
vec	itpp::randrice (int size, double sigma=1.0, double s=1.0)
	Generates a random Rice vector (See J.G. Poakis, "Digital Communications, 3rd ed." p.47)
vec	itpp::randexp (int size, double lambda=1.0)
	Generates a random complex Gaussian vector.
double	itpp::randn (void)
	Generates a random Gaussian (0,1) variable.
void	itpp::randn (int size, vec &out)
	Generates a random Gaussian (0,1) vector.
vec	itpp::randn (int size)
	Generates a random Gaussian (0,1) vector.
void	itpp::randn (int rows, int cols, mat &out)
	Generates a random Gaussian (0,1) matrix.
mat	itpp::randn (int rows, int cols)
	Generates a random Gaussian (0,1) matrix.
std::complex< double >	itpp::randn_c (void)
	Generates a random complex Gaussian (0,1) variable.
void	itpp::randn_c (int size, cvec &out)
	Generates a random complex Gaussian (0,1) vector.
cvec	itpp::randn_c (int size)
	Generates a random complex Gaussian (0,1) vector.
void	itpp::randn_c (int rows, int cols, cmat &out)
	Generates a random complex Gaussian (0,1) matrix.
cmat	itpp::randn_c (int rows, int cols)
	Generates a random complex Gaussian (0,1) matrix.

Detailed Description

Definition of classes for random number generators.

Author

Tony Ottosson and Adam Piatyszek

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Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see http://www.gnu.org/licenses/.

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Definition in file random.h.