random.h File Reference
Definition of classes for random number generators. More...
#include <itpp/base/random_dsfmt.h>
#include <itpp/base/operators.h>
Go to the source code of this file.
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... | |
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 | |
| 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. | |
![\[ x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x) \]](form_184.png)
Detailed Description
Definition of classes for random number generators.-------------------------------------------------------------------------
Copyright (C) 1995-2008 (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/>.
-------------------------------------------------------------------------
