Random Class Reference

This class implements several random number generators wrapped in a single class. More...

#include <random.h>

Public Member Functions
	Random (int=239)
	Creates a random number generator.
	~Random ()
	Destroys a random number generator.
void	Seed (int)
	Compute internal parameters given seed.
int	Integer (int)
	Compute a uniform random integer from 0 to n-1.
double	Uniform ()
	Compute uniform distribution in [0, 1.0[.
double	Uniform (const double &)
	Compute uniform distribution in [0, a[.
double	Uniform (const double &, const double &)
	Compute uniform distribution in [a, b[.
double	Exponential (const double &)
	Exponential random sequence.
double	NormalBoxMuller (const double &, const double &)
	Normal distribution using a Box-Muller algorithm.
double	Angle (unsigned int)
	Generate a random angle.

Static Public Attributes
static Random	R239
	This static member implements a simple random number generator with seed 239.

Protected Member Functions
int	Int31 ()
	Generate a random integer.
int	SimpleInt31 ()
	Computes 31 bit integer.

Detailed Description

This class implements several random number generators wrapped in a single class.

Constructor & Destructor Documentation

Random()

Random::Random

(

int

seed = 239

)

Creates a random number generator.

Parameters

seed	Seed argument used for initialization.

Member Function Documentation

Exponential()

double Random::Exponential

(

const double &

mu

)

Exponential random sequence.

Give a random variate drawn with a uniform distribution T=-ln(1-U)/lamba has an exponential distribution. Since U is uniform, 1-U and U are equivalent, thus T=-ln(U)/lambda.

Parameters

mu	Mu parameter, invese of lamba.

Int31()

int Random::Int31 ( )

protected

Generate a random integer.

This is an implementation of Marsaglia's subtract-with-borrow generator. After The Annals of Applied Probability, 1(3), 462-480, 1991.

Integer()

int Random::Integer

(

int

n

)

Compute a uniform random integer from 0 to n-1.

Parameters

n

Integer.

NormalBoxMuller()

double Random::NormalBoxMuller	(	const double &	variance,
		const double &	mean )

Normal distribution using a Box-Muller algorithm.

The Box–Muller transform is a pseudo-random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.

Parameters

variance	Variance.
mean	Mean.

Seed()

void Random::Seed

(

int

seed

)

Compute internal parameters given seed.

Parameters

seed

The seed.

Uniform() [1/2]

double Random::Uniform

(

const double &

a

)

Compute uniform distribution in [0, a[.

Parameters

a	Amplitude.

Uniform() [2/2]

double Random::Uniform	(	const double &	a,
		const double &	b )

Compute uniform distribution in [a, b[.

Parameters

a,b	Amplitude interval.

Member Data Documentation

R239

Random Random::R239

static

This static member implements a simple random number generator with seed 239.

This static member is a convenient way to generate random numbers on the fly wherever needed.