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| 5 | <meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1"> |
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| 6 | |
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| 7 | <title>Boost Random Number Library Distributions</title> |
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| 8 | </head> |
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| 9 | |
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| 10 | <body bgcolor="#FFFFFF" text="#000000"> |
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| 11 | |
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| 12 | <h1>Random Number Library Distributions</h1> |
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| 13 | |
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| 14 | <ul> |
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| 15 | <li><a href="#intro">Introduction</a> |
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| 16 | <li><a href="#synopsis">Synopsis</a> |
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| 17 | <li><a href="#uniform_smallint">Class template |
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| 18 | <code>uniform_smallint</code></a> |
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| 19 | <li><a href="#uniform_int">Class template <code>uniform_int</code></a> |
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| 20 | <li><a href="#uniform_01">Class template <code>uniform_01</code></a> |
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| 21 | <li><a href="#uniform_real">Class template |
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| 22 | <code>uniform_real</code></a> |
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| 23 | <li><a href="#bernoulli_distribution">Class template |
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| 24 | <code>bernoulli_distribution</code></a> |
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| 25 | <li><a href="#geometric_distribution">Class template |
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| 26 | <code>geometric_distribution</code></a> |
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| 27 | <li><a href="#triangle_distribution">Class template |
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| 28 | <code>triangle_distribution</code></a> |
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| 29 | <li><a href="#exponential_distribution">Class template |
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| 30 | <code>exponential_distribution</code></a> |
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| 31 | <li><a href="#normal_distribution">Class template |
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| 32 | <code>normal_distribution</code></a> |
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| 33 | <li><a href="#lognormal_distribution">Class template |
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| 34 | <code>lognormal_distribution</code></a> |
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| 35 | <li><a href="#uniform_on_sphere">Class template |
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| 36 | <code>uniform_on_sphere</code></a> |
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| 37 | </ul> |
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| 38 | |
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| 39 | <h2><a name="intro">Introduction</a></h2> |
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| 40 | |
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| 41 | In addition to the <a href="random-generators.html">random number |
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| 42 | generators</a>, this library provides distribution functions which map |
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| 43 | one distribution (often a uniform distribution provided by some |
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| 44 | generator) to another. |
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| 45 | |
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| 46 | <p> |
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| 47 | Usually, there are several possible implementations of any given |
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| 48 | mapping. Often, there is a choice between using more space, more |
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| 49 | invocations of the underlying source of random numbers, or more |
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| 50 | time-consuming arithmetic such as trigonometric functions. This |
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| 51 | interface description does not mandate any specific implementation. |
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| 52 | However, implementations which cannot reach certain values of the |
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| 53 | specified distribution or otherwise do not converge statistically to |
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| 54 | it are not acceptable. |
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| 55 | |
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| 56 | <p> |
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| 57 | <table border="1"> |
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| 58 | <tr><th>distribution</th><th>explanation</th><th>example</th></tr> |
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| 59 | |
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| 60 | <tr> |
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| 61 | <td><code><a href="#uniform_smallint">uniform_smallint</a></code></td> |
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| 62 | <td>discrete uniform distribution on a small set of integers (much |
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| 63 | smaller than the range of the underlying generator)</td> |
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| 64 | <td>drawing from an urn</td> |
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| 65 | </tr> |
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| 66 | |
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| 67 | <tr> |
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| 68 | <td><code><a href="#uniform_int">uniform_int</a></code></td> |
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| 69 | <td>discrete uniform distribution on a set of integers; the underlying |
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| 70 | generator may be called several times to gather enough randomness for |
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| 71 | the output</td> |
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| 72 | <td>drawing from an urn</td> |
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| 73 | </tr> |
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| 74 | |
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| 75 | <tr> |
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| 76 | <td><code><a href="#uniform_01">uniform_01</a></code></td> |
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| 77 | <td>continuous uniform distribution on the range [0,1); important |
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| 78 | basis for other distributions</td> |
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| 79 | <td>-</td> |
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| 80 | </tr> |
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| 81 | |
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| 82 | <tr> |
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| 83 | <td><code><a href="#uniform_real">uniform_real</a></code></td> |
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| 84 | <td>continuous uniform distribution on some range [min, max) of real |
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| 85 | numbers</td> |
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| 86 | <td>for the range [0, 2pi): randomly dropping a stick and measuring |
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| 87 | its angle in radiants (assuming the angle is uniformly |
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| 88 | distributed)</td> |
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| 89 | </tr> |
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| 90 | |
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| 91 | <tr> |
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| 92 | <td><code><a href="#bernoulli_distribution">bernoulli_distribution</a></code></td> |
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| 93 | <td>Bernoulli experiment: discrete boolean valued distribution with |
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| 94 | configurable probability</td> |
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| 95 | <td>tossing a coin (p=0.5)</td> |
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| 96 | </tr> |
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| 97 | |
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| 98 | <tr> |
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| 99 | <td><code><a href="#geometric_distribution">geometric_distribution</a></code></td> |
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| 100 | <td>measures distance between outcomes of repeated Bernoulli experiments</td> |
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| 101 | <td>throwing a die several times and counting the number of tries |
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| 102 | until a "6" appears for the first time</td> |
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| 103 | </tr> |
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| 104 | |
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| 105 | <tr> |
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| 106 | <td><code><a href="#triangle_distribution">triangle_distribution</a></code></td> |
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| 107 | <td>?</td> |
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| 108 | <td>?</td> |
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| 109 | </tr> |
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| 110 | |
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| 111 | <tr> |
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| 112 | <td><code><a href="#exponential_distribution">exponential_distribution</a></code></td> |
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| 113 | <td>exponential distribution</td> |
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| 114 | <td>measuring the inter-arrival time of alpha particles emitted by |
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| 115 | radioactive matter</td> |
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| 116 | </tr> |
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| 117 | |
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| 118 | <tr> |
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| 119 | <td><code><a href="#normal_distribution">normal_distribution</a></code></td> |
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| 120 | <td>counts outcomes of (infinitely) repeated Bernoulli experiments</td> |
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| 121 | <td>tossing a coin 10000 times and counting how many front sides are shown</td> |
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| 122 | </tr> |
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| 123 | |
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| 124 | <tr> |
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| 125 | <td><code><a href="#lognormal_distribution">lognormal_distribution</a></code></td> |
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| 126 | <td>lognormal distribution (sometimes used in simulations)</td> |
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| 127 | <td>measuring the job completion time of an assembly line worker</td> |
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| 128 | </tr> |
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| 129 | |
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| 130 | <tr> |
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| 131 | <td><code><a href="#uniform_on_sphere">uniform_on_sphere</a></code></td> |
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| 132 | <td>uniform distribution on a unit sphere of arbitrary dimension</td> |
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| 133 | <td>choosing a random point on Earth (assumed to be a sphere) where to |
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| 134 | spend the next vacations</td> |
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| 135 | </tr> |
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| 136 | |
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| 137 | </table> |
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| 138 | |
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| 139 | <p> |
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| 140 | |
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| 141 | The template parameters of the distribution functions are always in |
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| 142 | the order |
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| 143 | <ul> |
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| 144 | <li>Underlying source of random numbers |
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| 145 | <li>If applicable, return type, with a default to a reasonable type. |
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| 146 | </ul> |
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| 147 | |
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| 148 | <p> |
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| 149 | <em>The distribution functions no longer satisfy the input iterator |
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| 150 | requirements (std:24.1.1 [lib.input.iterators]), because this is |
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| 151 | redundant given the Generator interface and imposes a run-time |
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| 152 | overhead on all users. Moreover, a Generator interface appeals to |
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| 153 | random number generation as being more "natural". Use an |
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| 154 | <a href="../utility/iterator_adaptors.htm">iterator adaptor</a> |
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| 155 | if you need to wrap any of the generators in an input iterator |
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| 156 | interface.</em> |
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| 157 | <p> |
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| 158 | |
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| 159 | All of the distribution functions described below store a non-const |
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| 160 | reference to the underlying source of random numbers. Therefore, the |
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| 161 | distribution functions are not Assignable. However, they are |
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| 162 | CopyConstructible. Copying a distribution function will copy the |
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| 163 | parameter values. Furthermore, both the copy and the original will |
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| 164 | refer to the same underlying source of random numbers. Therefore, |
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| 165 | both the copy and the original will obtain their underlying random |
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| 166 | numbers from a single sequence. |
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| 167 | |
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| 168 | <p> |
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| 169 | In this description, I have refrained from documenting those members |
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| 170 | in detail which are already defined in the |
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| 171 | <a href="random-concepts.html">concept documentation</a>. |
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| 172 | |
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| 173 | |
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| 174 | <h2><a name="synopsis">Synopsis of the distributions</a> available from header |
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| 175 | <code><boost/random.hpp></code> </h2> |
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| 176 | |
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| 177 | <pre> |
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| 178 | namespace boost { |
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| 179 | template<class IntType = int> |
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| 180 | class uniform_smallint; |
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| 181 | template<class IntType = int> |
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| 182 | class uniform_int; |
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| 183 | template<class RealType = double> |
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| 184 | class uniform_01; |
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| 185 | template<class RealType = double> |
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| 186 | class uniform_real; |
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| 187 | |
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| 188 | // discrete distributions |
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| 189 | template<class RealType = double> |
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| 190 | class bernoulli_distribution; |
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| 191 | template<class IntType = int> |
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| 192 | class geometric_distribution; |
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| 193 | |
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| 194 | // continuous distributions |
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| 195 | template<class RealType = double> |
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| 196 | class triangle_distribution; |
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| 197 | template<class RealType = double> |
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| 198 | class exponential_distribution; |
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| 199 | template<class RealType = double> |
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| 200 | class normal_distribution; |
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| 201 | template<class RealType = double> |
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| 202 | class lognormal_distribution; |
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| 203 | template<class RealType = double, |
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| 204 | class Cont = std::vector<RealType> > |
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| 205 | class uniform_on_sphere; |
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| 206 | } |
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| 207 | </pre> |
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| 208 | |
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| 209 | <h2><a name="uniform_smallint">Class template |
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| 210 | <code>uniform_smallint</code></a></h2> |
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| 211 | |
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| 212 | <h3>Synopsis</h3> |
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| 213 | |
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| 214 | <pre> |
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| 215 | #include <<a href="../../boost/random/uniform_smallint.hpp">boost/random/uniform_smallint.hpp</a>> |
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| 216 | |
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| 217 | template<class IntType = int> |
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| 218 | class uniform_smallint |
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| 219 | { |
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| 220 | public: |
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| 221 | typedef IntType input_type; |
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| 222 | typedef IntType result_type; |
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| 223 | static const bool has_fixed_range = false; |
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| 224 | uniform_smallint(IntType min, IntType max); |
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| 225 | result_type min() const; |
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| 226 | result_type max() const; |
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| 227 | void reset(); |
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| 228 | template<class UniformRandomNumberGenerator> |
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| 229 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 230 | }; |
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| 231 | </pre> |
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| 232 | |
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| 233 | <h3>Description</h3> |
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| 234 | |
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| 235 | The distribution function <code>uniform_smallint</code> models a |
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| 236 | <a href="random-concepts.html#random-dist">random distribution</a>. |
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| 237 | On each invocation, it returns a random integer value |
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| 238 | uniformly distributed in the set of integer numbers {min, min+1, |
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| 239 | min+2, ..., max}. It assumes that the desired range (max-min+1) is |
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| 240 | small compared to the range of the underlying source of random |
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| 241 | numbers and thus makes no attempt to limit quantization errors. |
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| 242 | <p> |
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| 243 | Let r<sub>out</sub>=(max-min+1) the desired range of integer numbers, |
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| 244 | and let r<sub>base</sub> be the range of the underlying source of |
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| 245 | random numbers. Then, for the uniform distribution, the theoretical |
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| 246 | probability for any number i in the range r<sub>out</sub> will be |
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| 247 | p<sub>out</sub>(i) = 1/r<sub>out</sub>. Likewise, assume a uniform |
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| 248 | distribution on r<sub>base</sub> for the underlying source of random |
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| 249 | numbers, i.e. p<sub>base</sub>(i) = 1/r<sub>base</sub>. Let |
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| 250 | p<sub>out_s</sub>(i) denote the random distribution generated by |
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| 251 | <code>uniform_smallint</code>. Then the sum over all i in |
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| 252 | r<sub>out</sub> of (p<sub>out_s</sub>(i)/p<sub>out</sub>(i) |
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| 253 | -1)<sup>2</sup> shall not exceed |
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| 254 | r<sub>out</sub>/r<sub>base</sub><sup>2</sup> (r<sub>base</sub> mod |
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| 255 | r<sub>out</sub>)(r<sub>out</sub> - r<sub>base</sub> mod |
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| 256 | r<sub>out</sub>). |
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| 257 | <p> |
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| 258 | |
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| 259 | The template parameter <code>IntType</code> shall denote an |
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| 260 | integer-like value type. |
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| 261 | |
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| 262 | <p> |
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| 263 | <em>Note:</em> The property above is the square sum of the relative |
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| 264 | differences in probabilities between the desired uniform distribution |
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| 265 | p<sub>out</sub>(i) and the generated distribution |
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| 266 | p<sub>out_s</sub>(i). The property can be fulfilled with the |
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| 267 | calculation (base_rng mod r<sub>out</sub>), as follows: Let r = |
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| 268 | r<sub>base</sub> mod r<sub>out</sub>. The base distribution on |
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| 269 | r<sub>base</sub> is folded onto the range r<sub>out</sub>. The |
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| 270 | numbers i < r have assigned (r<sub>base</sub> div |
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| 271 | r<sub>out</sub>)+1 numbers of the base distribution, the rest has only |
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| 272 | (r<sub>base</sub> div r<sub>out</sub>). Therefore, |
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| 273 | p<sub>out_s</sub>(i) = ((r<sub>base</sub> div r<sub>out</sub>)+1) / |
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| 274 | r<sub>base</sub> for i < r and p<sub>out_s</sub>(i) = |
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| 275 | (r<sub>base</sub> div r<sub>out</sub>)/r<sub>base</sub> otherwise. |
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| 276 | Substituting this in the above sum formula leads to the desired |
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| 277 | result. |
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| 278 | <p> |
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| 279 | <em>Note:</em> The upper bound for (r<sub>base</sub> mod r<sub>out</sub>)(r<sub>out</sub> - r<sub>base</sub> |
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| 280 | mod r<sub>out</sub>) is r<sub>out</sub><sup>2</sup>/4. Regarding the upper bound for the square |
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| 281 | sum of the relative quantization error of r<sub>out</sub><sup>3</sup>/(4*r<sub>base</sub><sup>2</sup>), it |
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| 282 | seems wise to either choose r<sub>base</sub> so that r<sub>base</sub> > 10*r<sub>out</sub><sup>2</sup> or |
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| 283 | ensure that r<sub>base</sub> is divisible by r<sub>out</sub>. |
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| 284 | |
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| 285 | |
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| 286 | <h3>Members</h3> |
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| 287 | |
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| 288 | <pre>uniform_smallint(IntType min, IntType max)</pre> |
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| 289 | |
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| 290 | <strong>Effects:</strong> Constructs a <code>uniform_smallint</code> |
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| 291 | functor. <code>min</code> and <code>max</code> are the lower and upper |
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| 292 | bounds of the output range, respectively. |
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| 293 | |
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| 294 | |
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| 295 | <h2><a name="uniform_int">Class template <code>uniform_int</code></a></h2> |
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| 296 | |
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| 297 | <h3>Synopsis</h3> |
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| 298 | |
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| 299 | <pre> |
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| 300 | #include <<a href="../../boost/random/uniform_int.hpp">boost/random/uniform_int.hpp</a>> |
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| 301 | |
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| 302 | template<class IntType = int> |
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| 303 | class uniform_int |
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| 304 | { |
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| 305 | public: |
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| 306 | typedef IntType input_type; |
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| 307 | typedef IntType result_type; |
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| 308 | static const bool has_fixed_range = false; |
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| 309 | explicit uniform_int(IntType min = 0, IntType max = 9); |
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| 310 | result_type min() const; |
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| 311 | result_type max() const; |
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| 312 | void reset(); |
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| 313 | template<class UniformRandomNumberGenerator> |
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| 314 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 315 | template<class UniformRandomNumberGenerator> |
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| 316 | result_type operator()(UniformRandomNumberGenerator& urng, result_type n); |
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| 317 | }; |
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| 318 | </pre> |
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| 319 | |
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| 320 | <h3>Description</h3> |
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| 321 | |
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| 322 | The distribution function <code>uniform_int</code> models a |
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| 323 | <a href="random-concepts.html#random-dist">random distribution</a>. |
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| 324 | On each invocation, it returns a random integer |
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| 325 | value uniformly distributed in the set of integer numbers |
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| 326 | {min, min+1, min+2, ..., max}. |
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| 327 | <p> |
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| 328 | |
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| 329 | The template parameter <code>IntType</code> shall denote an |
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| 330 | integer-like value type. |
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| 331 | |
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| 332 | <h3>Members</h3> |
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| 333 | |
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| 334 | <pre> uniform_int(IntType min = 0, IntType max = 9)</pre> |
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| 335 | <strong>Requires:</strong> min <= max |
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| 336 | <br> |
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| 337 | <strong>Effects:</strong> Constructs a <code>uniform_int</code> |
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| 338 | object. <code>min</code> and <code>max</code> are the parameters of |
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| 339 | the distribution. |
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| 340 | |
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| 341 | <pre> result_type min() const</pre> |
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| 342 | <strong>Returns:</strong> The "min" parameter of the distribution. |
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| 343 | |
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| 344 | <pre> result_type max() const</pre> |
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| 345 | <strong>Returns:</strong> The "max" parameter of the distribution. |
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| 346 | |
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| 347 | <pre> result_type operator()(UniformRandomNumberGenerator& urng, result_type |
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| 348 | n)</pre> |
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| 349 | <strong>Returns:</strong> A uniform random number x in the range 0 |
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| 350 | <= x < n. <em>[Note: This allows a |
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| 351 | <code>variate_generator</code> object with a <code>uniform_int</code> |
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| 352 | distribution to be used with std::random_shuffe, see |
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| 353 | [lib.alg.random.shuffle]. ]</em> |
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| 354 | |
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| 355 | |
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| 356 | <h2><a name="uniform_01">Class template <code>uniform_01</code></a></h2> |
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| 357 | |
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| 358 | <h3>Synopsis</h3> |
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| 359 | |
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| 360 | <pre> |
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| 361 | #include <<a href="../../boost/random/uniform_01.hpp">boost/random/uniform_01.hpp</a>> |
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| 362 | |
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| 363 | template<class UniformRandomNumberGenerator, class RealType = double> |
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| 364 | class uniform_01 |
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| 365 | { |
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| 366 | public: |
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| 367 | typedef UniformRandomNumberGenerator base_type; |
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| 368 | typedef RealType result_type; |
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| 369 | static const bool has_fixed_range = false; |
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| 370 | explicit uniform_01(base_type & rng); |
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| 371 | result_type operator()(); |
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| 372 | result_type min() const; |
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| 373 | result_type max() const; |
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| 374 | }; |
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| 375 | </pre> |
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| 376 | |
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| 377 | <h3>Description</h3> |
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| 378 | |
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| 379 | The distribution function <code>uniform_01</code> models a |
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| 380 | <a href="random-concepts.html#random-dist">random distribution</a>. |
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| 381 | On each invocation, it returns a random floating-point value uniformly |
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| 382 | distributed in the range [0..1). |
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| 383 | |
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| 384 | The value is computed using |
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| 385 | <code>std::numeric_limits<RealType>::digits</code> random binary |
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| 386 | digits, i.e. the mantissa of the floating-point value is completely |
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| 387 | filled with random bits. [<em>Note:</em> Should this be configurable?] |
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| 388 | |
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| 389 | <p> |
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| 390 | The template parameter <code>RealType</code> shall denote a float-like |
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| 391 | value type with support for binary operators +, -, and /. It must be |
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| 392 | large enough to hold floating-point numbers of value |
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| 393 | <code>rng.max()-rng.min()+1</code>. |
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| 394 | <p> |
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| 395 | <code>base_type::result_type</code> must be a number-like value type, |
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| 396 | it must support <code>static_cast<></code> to |
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| 397 | <code>RealType</code> and binary operator -. |
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| 398 | |
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| 399 | <p> |
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| 400 | |
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| 401 | <em>Note:</em> The current implementation is buggy, because it may not |
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| 402 | fill all of the mantissa with random bits. I'm unsure how to fill a |
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| 403 | (to-be-invented) <code>boost::bigfloat</code> class with random bits |
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| 404 | efficiently. It's probably time for a traits class. |
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| 405 | |
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| 406 | <h3>Members</h3> |
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| 407 | |
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| 408 | <pre>explicit uniform_01(base_type & rng)</pre> |
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| 409 | |
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| 410 | <strong>Effects:</strong> Constructs a <code>uniform_01</code> functor |
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| 411 | with the given uniform random number generator as the underlying |
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| 412 | source of random numbers. |
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| 413 | |
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| 414 | |
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| 415 | <h2><a name="uniform_real">Class template <code>uniform_real</code></a></h2> |
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| 416 | |
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| 417 | <h3>Synopsis</h3> |
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| 418 | |
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| 419 | <pre> |
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| 420 | #include <<a href="../../boost/random/uniform_real.hpp">boost/random/uniform_real.hpp</a>> |
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| 421 | |
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| 422 | template<class RealType = double> |
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| 423 | class uniform_real |
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| 424 | { |
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| 425 | public: |
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| 426 | typedef RealType input_type; |
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| 427 | typedef RealType result_type; |
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| 428 | static const bool has_fixed_range = false; |
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| 429 | uniform_real(RealType min = RealType(0), RealType max = RealType(1)); |
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| 430 | result_type min() const; |
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| 431 | result_type max() const; |
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| 432 | void reset(); |
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| 433 | template<class UniformRandomNumberGenerator> |
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| 434 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 435 | }; |
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| 436 | </pre> |
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| 437 | |
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| 438 | <h3>Description</h3> |
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| 439 | |
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| 440 | The distribution function <code>uniform_real</code> models a |
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| 441 | <a href="random-concepts.html#random-dist">random distribution</a>. |
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| 442 | On each invocation, it returns a random floating-point |
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| 443 | value uniformly distributed in the range [min..max). The value is |
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| 444 | computed using |
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| 445 | <code>std::numeric_limits<RealType>::digits</code> random binary |
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| 446 | digits, i.e. the mantissa of the floating-point value is completely |
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| 447 | filled with random bits. |
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| 448 | <p> |
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| 449 | |
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| 450 | <em>Note:</em> The current implementation is buggy, because it may not |
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| 451 | fill all of the mantissa with random bits. |
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| 452 | |
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| 453 | |
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| 454 | <h3>Members</h3> |
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| 455 | |
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| 456 | <pre> uniform_real(RealType min = RealType(0), RealType max = RealType(1))</pre> |
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| 457 | <strong>Requires:</strong> min <= max |
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| 458 | <br> |
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| 459 | <strong>Effects:</strong> Constructs a |
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| 460 | <code>uniform_real</code> object; <code>min</code> and |
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| 461 | <code>max</code> are the parameters of the distribution. |
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| 462 | |
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| 463 | <pre> result_type min() const</pre> |
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| 464 | <strong>Returns:</strong> The "min" parameter of the distribution. |
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| 465 | |
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| 466 | <pre> result_type max() const</pre> |
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| 467 | <strong>Returns:</strong> The "max" parameter of the distribution. |
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| 468 | |
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| 469 | |
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| 470 | <h2><a name="bernoulli_distribution">Class template |
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| 471 | <code>bernoulli_distribution</code></a></h2> |
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| 472 | |
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| 473 | <h3>Synopsis</h3> |
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| 474 | |
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| 475 | <pre> |
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| 476 | #include <<a href="../../boost/random/bernoulli_distribution.hpp">boost/random/bernoulli_distribution.hpp</a>> |
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| 477 | |
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| 478 | template<class RealType = double> |
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| 479 | class bernoulli_distribution |
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| 480 | { |
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| 481 | public: |
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| 482 | typedef int input_type; |
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| 483 | typedef bool result_type; |
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| 484 | |
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| 485 | explicit bernoulli_distribution(const RealType& p = RealType(0.5)); |
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| 486 | RealType p() const; |
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| 487 | void reset(); |
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| 488 | template<class UniformRandomNumberGenerator> |
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| 489 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 490 | }; |
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| 491 | </pre> |
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| 492 | |
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| 493 | <h3>Description</h3> |
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| 494 | |
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| 495 | Instantiations of class template <code>bernoulli_distribution</code> |
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| 496 | model a <a href="random-concepts.html#random-dist">random |
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| 497 | distribution</a>. Such a random distribution produces |
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| 498 | <code>bool</code> values distributed with probabilities P(true) = p |
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| 499 | and P(false) = 1-p. p is the parameter of the distribution. |
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| 500 | |
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| 501 | <h3>Members</h3> |
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| 502 | |
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| 503 | <pre> bernoulli_distribution(const RealType& p = RealType(0.5))</pre> |
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| 504 | |
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| 505 | <strong>Requires:</strong> 0 <= p <= 1 |
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| 506 | <br> |
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| 507 | <strong>Effects:</strong> Constructs a |
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| 508 | <code>bernoulli_distribution</code> object. <code>p</code> is the |
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| 509 | parameter of the distribution. |
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| 510 | |
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| 511 | <pre> RealType p() const</pre> |
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| 512 | <strong>Returns:</strong> The "p" parameter of the distribution. |
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| 513 | |
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| 514 | |
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| 515 | <h2><a name="geometric_distribution">Class template |
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| 516 | <code>geometric_distribution</code></a></h2> |
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| 517 | |
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| 518 | <h3>Synopsis</h3> |
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| 519 | <pre> |
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| 520 | #include <<a href="../../boost/random/geometric_distribution.hpp">boost/random/geometric_distribution.hpp</a>> |
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| 521 | |
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| 522 | template<class UniformRandomNumberGenerator, class IntType = int> |
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| 523 | class geometric_distribution |
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| 524 | { |
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| 525 | public: |
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| 526 | typedef RealType input_type; |
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| 527 | typedef IntType result_type; |
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| 528 | |
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| 529 | explicit geometric_distribution(const RealType& p = RealType(0.5)); |
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| 530 | RealType p() const; |
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| 531 | void reset(); |
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| 532 | template<class UniformRandomNumberGenerator> |
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| 533 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 534 | }; |
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| 535 | </pre> |
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| 536 | |
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| 537 | |
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| 538 | <h3>Description</h3> |
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| 539 | |
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| 540 | Instantiations of class template <code>geometric_distribution</code> |
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| 541 | model a |
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| 542 | <a href="random-concepts.html#random-dist">random distribution</a>. |
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| 543 | A <code>geometric_distribution</code> random distribution produces |
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| 544 | integer values <em>i</em> >= 1 with p(i) = (1-p) * p<sup>i-1</sup>. |
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| 545 | p is the parameter of the distribution. |
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| 546 | |
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| 547 | |
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| 548 | <h3>Members</h3> |
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| 549 | |
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| 550 | <pre> geometric_distribution(const RealType& p = RealType(0.5))</pre> |
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| 551 | |
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| 552 | <strong>Requires:</strong> 0 < p < 1 |
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| 553 | <br> |
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| 554 | <strong>Effects:</strong> Constructs a |
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| 555 | <code>geometric_distribution</code> object; <code>p</code> is the |
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| 556 | parameter of the distribution. |
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| 557 | |
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| 558 | <pre> RealType p() const</pre> |
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| 559 | <strong>Returns:</strong> The "p" parameter of the distribution. |
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| 560 | |
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| 561 | |
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| 562 | <h2><a name="triangle_distribution">Class template |
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| 563 | <code>triangle_distribution</code></a></h2> |
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| 564 | |
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| 565 | <h3>Synopsis</h3> |
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| 566 | <pre> |
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| 567 | #include <<a href="../../boost/random/triangle_distribution.hpp">boost/random/triangle_distribution.hpp</a>> |
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| 568 | |
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| 569 | template<class RealType = double> |
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| 570 | class triangle_distribution |
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| 571 | { |
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| 572 | public: |
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| 573 | typedef RealType input_type; |
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| 574 | typedef RealType result_type; |
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| 575 | triangle_distribution(result_type a, result_type b, result_type c); |
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| 576 | result_type a() const; |
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| 577 | result_type b() const; |
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| 578 | result_type c() const; |
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| 579 | void reset(); |
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| 580 | template<class UniformRandomNumberGenerator> |
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| 581 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 582 | }; |
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| 583 | </pre> |
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| 584 | |
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| 585 | <h3>Description</h3> |
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| 586 | |
---|
| 587 | Instantiations of class template <code>triangle_distribution</code> |
---|
| 588 | model a <a href="random-concepts.html#random-dist">random |
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| 589 | distribution</a>. The returned floating-point values <code>x</code> |
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| 590 | satisfy <code>a <= x <= c</code>; <code>x</code> has a triangle |
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| 591 | distribution, where <code>b</code> is the most probable value for |
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| 592 | <code>x</code>. |
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| 593 | |
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| 594 | <h3>Members</h3> |
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| 595 | |
---|
| 596 | <pre>triangle_distribution(result_type a, result_type b, result_type c)</pre> |
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| 597 | |
---|
| 598 | <strong>Effects:</strong> Constructs a |
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| 599 | <code>triangle_distribution</code> functor. <code>a, b, c</code> are |
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| 600 | the parameters for the distribution. |
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| 601 | <p> |
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| 602 | |
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| 603 | |
---|
| 604 | <h2><a name="exponential_distribution">Class template |
---|
| 605 | <code>exponential_distribution</code></a></h2> |
---|
| 606 | |
---|
| 607 | <h3>Synopsis</h3> |
---|
| 608 | <pre> |
---|
| 609 | #include <<a href="../../boost/random/exponential_distribution.hpp">boost/random/exponential_distribution.hpp</a>> |
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| 610 | |
---|
| 611 | template<class RealType = double> |
---|
| 612 | class exponential_distribution |
---|
| 613 | { |
---|
| 614 | public: |
---|
| 615 | typedef RealType input_type; |
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| 616 | typedef RealType result_type; |
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| 617 | explicit exponential_distribution(const result_type& lambda); |
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| 618 | RealType lambda() const; |
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| 619 | void reset(); |
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| 620 | template<class UniformRandomNumberGenerator> |
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| 621 | result_type operator()(UniformRandomNumberGenerator& urng); |
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| 622 | }; |
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| 623 | </pre> |
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| 624 | |
---|
| 625 | <h3>Description</h3> |
---|
| 626 | |
---|
| 627 | Instantiations of class template <code>exponential_distribution</code> |
---|
| 628 | model a <a href="random-concepts.html#random-dist">random |
---|
| 629 | distribution</a>. Such a distribution produces random numbers x > |
---|
| 630 | 0 distributed with probability density function p(x) = lambda * |
---|
| 631 | exp(-lambda * x), where lambda is the parameter of the distribution. |
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| 632 | |
---|
| 633 | <h3>Members</h3> |
---|
| 634 | |
---|
| 635 | <pre> exponential_distribution(const result_type& lambda = result_type(1))</pre> |
---|
| 636 | <strong>Requires:</strong> lambda > 0 |
---|
| 637 | <br> |
---|
| 638 | <strong>Effects:</strong> Constructs an |
---|
| 639 | <code>exponential_distribution</code> object with <code>rng</code> as |
---|
| 640 | the reference to the underlying source of random |
---|
| 641 | numbers. <code>lambda</code> is the parameter for the distribution. |
---|
| 642 | |
---|
| 643 | <pre> RealType lambda() const</pre> |
---|
| 644 | <strong>Returns:</strong> The "lambda" parameter of the distribution. |
---|
| 645 | |
---|
| 646 | |
---|
| 647 | <h2><a name="normal_distribution">Class template |
---|
| 648 | <code>normal_distribution</code></a></h2> |
---|
| 649 | |
---|
| 650 | <h3>Synopsis</h3> |
---|
| 651 | |
---|
| 652 | <pre> |
---|
| 653 | #include <<a href="../../boost/random/normal_distribution.hpp">boost/random/normal_distribution.hpp</a>> |
---|
| 654 | |
---|
| 655 | template<class RealType = double> |
---|
| 656 | class normal_distribution |
---|
| 657 | { |
---|
| 658 | public: |
---|
| 659 | typedef RealType input_type; |
---|
| 660 | typedef RealType result_type; |
---|
| 661 | explicit normal_distribution(const result_type& mean = 0, |
---|
| 662 | const result_type& sigma = 1); |
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| 663 | RealType mean() const; |
---|
| 664 | RealType sigma() const; |
---|
| 665 | void reset(); |
---|
| 666 | template<class UniformRandomNumberGenerator> |
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| 667 | result_type operator()(UniformRandomNumberGenerator& urng); |
---|
| 668 | }; |
---|
| 669 | </pre> |
---|
| 670 | |
---|
| 671 | <h3>Description</h3> |
---|
| 672 | |
---|
| 673 | Instantiations of class template <code>normal_distribution</code> |
---|
| 674 | model a <a href="random-concepts.html#random-dist">random |
---|
| 675 | distribution</a>. Such a distribution produces random numbers x |
---|
| 676 | distributed with probability density function p(x) = |
---|
| 677 | 1/sqrt(2*pi*sigma) * exp(- (x-mean)<sup>2</sup> / |
---|
| 678 | (2*sigma<sup>2</sup>) ), where mean and sigma are the parameters of |
---|
| 679 | the distribution. |
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| 680 | |
---|
| 681 | |
---|
| 682 | <h3>Members</h3> |
---|
| 683 | |
---|
| 684 | <pre> |
---|
| 685 | explicit normal_distribution(const result_type& mean = 0, |
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| 686 | const result_type& sigma = 1); |
---|
| 687 | </pre> |
---|
| 688 | |
---|
| 689 | <strong>Requires:</strong> sigma > 0 |
---|
| 690 | <br> |
---|
| 691 | <strong>Effects:</strong> Constructs a |
---|
| 692 | <code>normal_distribution</code> object; <code>mean</code> and |
---|
| 693 | <code>sigma</code> are the parameters for the distribution. |
---|
| 694 | |
---|
| 695 | <pre> RealType mean() const</pre> |
---|
| 696 | <strong>Returns:</strong> The "mean" parameter of the distribution. |
---|
| 697 | |
---|
| 698 | <pre> RealType sigma() const</pre> |
---|
| 699 | <strong>Returns:</strong> The "sigma" parameter of the distribution. |
---|
| 700 | |
---|
| 701 | |
---|
| 702 | <h2><a name="lognormal_distribution">Class template |
---|
| 703 | <code>lognormal_distribution</code></a></h2> |
---|
| 704 | |
---|
| 705 | <h3>Synopsis</h3> |
---|
| 706 | |
---|
| 707 | <pre> |
---|
| 708 | #include <<a href="../../boost/random/lognormal_distribution.hpp">boost/random/lognormal_distribution.hpp</a>> |
---|
| 709 | |
---|
| 710 | template<class RealType = double> |
---|
| 711 | class lognormal_distribution |
---|
| 712 | { |
---|
| 713 | public: |
---|
| 714 | typedef typename normal_distribution<RealType>::input_type |
---|
| 715 | typedef RealType result_type; |
---|
| 716 | explicit lognormal_distribution(const result_type& mean = 1.0, |
---|
| 717 | const result_type& sigma = 1.0); |
---|
| 718 | RealType& mean() const; |
---|
| 719 | RealType& sigma() const; |
---|
| 720 | void reset(); |
---|
| 721 | template<class UniformRandomNumberGenerator> |
---|
| 722 | result_type operator()(UniformRandomNumberGenerator& urng); |
---|
| 723 | }; |
---|
| 724 | </pre> |
---|
| 725 | |
---|
| 726 | <h3>Description</h3> |
---|
| 727 | |
---|
| 728 | Instantiations of class template <code>lognormal_distribution</code> |
---|
| 729 | model a <a href="random-concepts.html#random-dist">random |
---|
| 730 | distribution</a>. Such a distribution produces random numbers |
---|
| 731 | with p(x) = 1/(x * normal_sigma * sqrt(2*pi)) * exp( |
---|
| 732 | -(log(x)-normal_mean)<sup>2</sup> / (2*normal_sigma<sup>2</sup>) ) |
---|
| 733 | for x > 0, |
---|
| 734 | where normal_mean = log(mean<sup>2</sup>/sqrt(sigma<sup>2</sup> |
---|
| 735 | + mean<sup>2</sup>)) |
---|
| 736 | and normal_sigma = sqrt(log(1 + sigma<sup>2</sup>/mean<sup>2</sup>)). |
---|
| 737 | |
---|
| 738 | |
---|
| 739 | <h3>Members</h3> |
---|
| 740 | |
---|
| 741 | <pre>lognormal_distribution(const result_type& mean, |
---|
| 742 | const result_type& sigma)</pre> |
---|
| 743 | |
---|
| 744 | <strong>Effects:</strong> Constructs a |
---|
| 745 | <code>lognormal_distribution</code> functor. <code>mean</code> and |
---|
| 746 | <code>sigma</code> are the mean and standard deviation of the |
---|
| 747 | lognormal distribution. |
---|
| 748 | <p> |
---|
| 749 | |
---|
| 750 | |
---|
| 751 | <h2><a name="uniform_on_sphere">Class template |
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| 752 | <code>uniform_on_sphere</code></a></h2> |
---|
| 753 | |
---|
| 754 | <h3>Synopsis</h3> |
---|
| 755 | |
---|
| 756 | <pre> |
---|
| 757 | #include <<a href="../../boost/random/uniform_on_sphere.hpp">boost/random/uniform_on_sphere.hpp</a>> |
---|
| 758 | |
---|
| 759 | template<class RealType = double, |
---|
| 760 | class Cont = std::vector<RealType> > |
---|
| 761 | class uniform_on_sphere |
---|
| 762 | { |
---|
| 763 | public: |
---|
| 764 | typedef RealType input_type; |
---|
| 765 | typedef Cont result_type; |
---|
| 766 | explicit uniform_on_sphere(int dim = 2); |
---|
| 767 | void reset(); |
---|
| 768 | template<class UniformRandomNumberGenerator> |
---|
| 769 | const result_type & operator()(UniformRandomNumberGenerator& urng); |
---|
| 770 | }; |
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| 771 | </pre> |
---|
| 772 | |
---|
| 773 | <h3>Description</h3> |
---|
| 774 | |
---|
| 775 | Instantiations of class template <code>uniform_on_sphere</code> model a |
---|
| 776 | <a href="random-concepts.html#random-dist">random distribution</a>. |
---|
| 777 | Such a distribution produces random numbers uniformly distributed on |
---|
| 778 | the unit sphere of arbitrary dimension <code>dim</code>. The |
---|
| 779 | <code>Cont</code> template parameter must be a STL-like container type |
---|
| 780 | with <code>begin</code> and <code>end</code> operations returning |
---|
| 781 | non-const ForwardIterators of type <code>Cont::iterator</code>. |
---|
| 782 | |
---|
| 783 | <h3>Members</h3> |
---|
| 784 | |
---|
| 785 | <pre>explicit uniform_on_sphere(int dim = 2)</pre> |
---|
| 786 | |
---|
| 787 | <strong>Effects:</strong> Constructs a <code>uniform_on_sphere</code> |
---|
| 788 | functor. <code>dim</code> is the dimension of the sphere. |
---|
| 789 | <p> |
---|
| 790 | |
---|
| 791 | <p> |
---|
| 792 | <hr> |
---|
| 793 | Jens Maurer, 2003-10-25 |
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| 794 | |
---|
| 795 | </body> |
---|
| 796 | </html> |
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