Random Number Generation
[Base Module]

Classes
class	itpp::Bernoulli_RNG
	Bernoulli distribution. More...
class	itpp::I_Uniform_RNG
	Integer uniform distribution Example: 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 distribution Normal (Gaussian) random variables, using a simplified Ziggurat method. More...
class	itpp::Gamma_RNG
	Gamma distribution Generate 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...
class	itpp::DSFMT< MEXP, POS1, SL1, MSK1, MSK2, MSK32_1, MSK32_2, MSK32_3, MSK32_4, FIX1, FIX2, PCV1, PCV2 >
	C++ implementation of dSFMT random number generator The DSFMT class implements parts of the Double precision SIMD-oriented Fast Mersenne Twister (dSFM) random number generator. DSFMT directly generates double precision floating point random numbers, which have the IEEE Standard for Binary Floating-Point Arithmetic (ANSI/IEEE Std 754-1985) format. DSFMT does not support integer outputs. More...
Typedefs
typedef DSFMT_19937_RNG	itpp::Random_Generator
	Base class for random (stochastic) sources. Random_Generator is a typedef of DSFMT class specialization using 19937 generation period.
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
std::string	itpp::num2str (double d)
	Gamma distribution.
void	itpp::RNG_reset (unsigned int seed)
	Set the seed of the Global Random Number Generator.
void	itpp::RNG_reset ()
	Set the seed of the Global Random Number Generator to the same as last time.
void	itpp::RNG_randomize ()
	Set a random seed for the Global Random Number Generator.
void	itpp::RNG_get_state (ivec &state)
	Save the current state of the generator in a vector.
void	itpp::RNG_set_state (const ivec &state)
	Resume the state of the generator from previously saved vector.
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.

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Detailed Description

end of algebra group

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Typedef Documentation

typedef DSFMT_19937_RNG itpp::Random_Generator

Base class for random (stochastic) sources.

Random_Generator is a typedef of DSFMT class specialization using 19937 generation period.

See also:

DSFMT

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Function Documentation

std::string itpp::num2str

(

double

d

)

Gamma distribution.

reimplementation of matlab num2str

std::complex<double> itpp::randn_c

(

void

)

[inline]

Generates a random complex Gaussian (0,1) variable.

The real and imaginary parts are independent and have variances equal to 0.5

References itpp::Complex_Normal_RNG::sample().