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| 8 | <title>Boost Random Number Library</title> |
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| 14 | <td bgcolor="#FFFFFF"><img src="../../boost.png" alt= |
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| 16 | |
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| 17 | <td><a href="../../index.htm"><font face="Arial,Helvetica" color= |
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| 18 | "#FFFFFF"><big>Home</big></font></a></td> |
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| 19 | |
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| 20 | <td><a href="../libraries.htm"><font face="Arial,Helvetica" color= |
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| 21 | "#FFFFFF"><big>Libraries</big></font></a></td> |
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| 22 | |
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| 23 | <td><a href="../../people/people.htm"><font face="Arial,Helvetica" |
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| 24 | color="#FFFFFF"><big>People</big></font></a></td> |
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| 25 | |
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| 26 | <td><a href="../../more/faq.htm"><font face="Arial,Helvetica" color= |
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| 27 | "#FFFFFF"><big>FAQ</big></font></a></td> |
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| 28 | |
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| 29 | <td><a href="../../more/index.htm"><font face="Arial,Helvetica" color= |
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| 30 | "#FFFFFF"><big>More</big></font></a></td> |
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| 31 | </tr> |
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| 32 | </table> |
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| 33 | |
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| 34 | <h1>Boost Random Number Library</h1> |
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| 35 | |
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| 36 | <p>Random numbers are useful in a variety of applications. The Boost Random |
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| 37 | Number Library (Boost.Random for short) provides a vast variety of |
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| 38 | generators and distributions to produce random numbers having useful |
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| 39 | properties, such as uniform distribution.</p> |
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| 40 | |
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| 41 | <p>You should read the <a href="random-concepts.html">concepts |
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| 42 | documentation</a> for an introduction and the definition of the basic |
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| 43 | concepts. For a quick start, it may be sufficient to have a look at |
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| 44 | <a href="random_demo.cpp">random_demo.cpp</a>.</p> |
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| 45 | |
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| 46 | <p>For a very quick start, here's an example:</p> |
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| 47 | <pre> |
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| 48 | boost::mt19937 rng; // produces randomness out of thin air |
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| 49 | // see pseudo-random number generators |
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| 50 | boost::uniform_int<> six(1,6) // distribution that maps to 1..6 |
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| 51 | // see random number distributions |
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| 52 | boost::variate_generator<boost::mt19937&, boost::uniform_int<> > |
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| 53 | die(rng, six); // glues randomness with mapping |
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| 54 | int x = die(); // simulate rolling a die |
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| 55 | </pre> |
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| 56 | |
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| 57 | <h2>Library Organization</h2> |
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| 58 | |
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| 59 | <p>The library is separated into several header files, all within the |
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| 60 | <code>boost/random/</code> directory. Additionally, a convenience header |
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| 61 | file which includes all other headers in <code>boost/random/</code> is |
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| 62 | available as <code><a href= |
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| 63 | "../../boost/random.hpp">boost/random.hpp</a></code>.</p> |
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| 64 | |
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| 65 | <p>A front-end class template called <code>variate_generate</code> is |
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| 66 | provided; please read the <a href="random-variate.html">documentation</a> |
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| 67 | about it.</p> |
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| 68 | |
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| 69 | <ul> |
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| 70 | <li><code><a href= |
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| 71 | "../../boost/random/variate_generator.hpp">boost/random/variate_generator.hpp</a></code></li> |
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| 72 | </ul>Several random number generators are available in the following header |
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| 73 | files; please read the <a href="random-generators.html">documentation</a> |
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| 74 | about these. |
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| 75 | |
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| 76 | <ul> |
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| 77 | <li><code><a href= |
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| 78 | "../../boost/random/linear_congruential.hpp">boost/random/linear_congruential.hpp</a></code></li> |
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| 79 | |
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| 80 | <li><code><a href= |
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| 81 | "../../boost/random/additive_combine.hpp">boost/random/additive_combine.hpp</a></code></li> |
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| 82 | |
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| 83 | <li><code><a href= |
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| 84 | "../../boost/random/inversive_congruential.hpp">boost/random/inversive_congruential.hpp</a></code></li> |
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| 85 | |
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| 86 | <li><code><a href= |
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| 87 | "../../boost/random/shuffle_output.hpp">boost/random/shuffle_output.hpp</a></code></li> |
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| 88 | |
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| 89 | <li><code><a href= |
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| 90 | "../../boost/random/mersenne_twister.hpp">boost/random/mersenne_twister.hpp</a></code></li> |
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| 91 | |
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| 92 | <li><code><a href= |
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| 93 | "../../boost/random/lagged_fibonacci.hpp">boost/random/lagged_fibonacci.hpp</a></code></li> |
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| 94 | </ul>Similarly, several random number distributions are available in the |
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| 95 | following header files; please read the <a href= |
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| 96 | "random-distributions.html">documentation</a> about these. |
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| 97 | |
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| 98 | <ul> |
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| 99 | <li><code><a href= |
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| 100 | "../../boost/random/uniform_smallint.hpp">boost/random/uniform_smallint.hpp</a></code></li> |
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| 101 | |
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| 102 | <li><code><a href= |
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| 103 | "../../boost/random/uniform_int.hpp">boost/random/uniform_int.hpp</a></code></li> |
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| 104 | |
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| 105 | <li><code><a href= |
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| 106 | "../../boost/random/uniform_01.hpp">boost/random/uniform_01.hpp</a></code></li> |
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| 107 | |
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| 108 | <li><code><a href= |
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| 109 | "../../boost/random/uniform_real.hpp">boost/random/uniform_real.hpp</a></code></li> |
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| 110 | |
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| 111 | <li><code><a href= |
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| 112 | "../../boost/random/triangle_distribution.hpp">boost/random/triangle_distribution.hpp</a></code></li> |
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| 113 | |
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| 114 | <li><code><a href= |
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| 115 | "../../boost/random/bernoulli_distribution.hpp">boost/random/bernoulli_distribution.hpp</a></code></li> |
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| 116 | |
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| 117 | <li><code><a href= |
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| 118 | "../../boost/random/cauchy_distribution.hpp">boost/random/cauchy_distribution.hpp</a></code></li> |
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| 119 | |
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| 120 | <li><code><a href= |
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| 121 | "../../boost/random/exponential_distribution.hpp">boost/random/exponential_distribution.hpp</a></code></li> |
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| 122 | |
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| 123 | <li><code><a href= |
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| 124 | "../../boost/random/geometric_distribution.hpp">boost/random/geometric_distribution.hpp</a></code></li> |
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| 125 | |
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| 126 | <li><code><a href= |
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| 127 | "../../boost/random/normal_distribution.hpp">boost/random/normal_distribution.hpp</a></code></li> |
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| 128 | |
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| 129 | <li><code><a href= |
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| 130 | "../../boost/random/lognormal_distribution.hpp">boost/random/lognormal_distribution.hpp</a></code></li> |
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| 131 | |
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| 132 | <li><code><a href= |
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| 133 | "../../boost/random/uniform_on_sphere.hpp">boost/random/uniform_on_sphere.hpp</a></code></li> |
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| 134 | </ul>Additionally, non-deterministic random number generators are available |
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| 135 | in the header <code><a href= |
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| 136 | "../../boost/nondet_random.hpp"><boost/nondet_random.hpp></a></code>. |
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| 137 | <a href="nondet_random.html">Documentation</a> is also available. |
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| 138 | |
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| 139 | <p>In order to map the interface of the generators and distribution |
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| 140 | functions to other concepts, some <a href="random-misc.html">decorators</a> |
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| 141 | are available.</p> |
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| 142 | |
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| 143 | <h2>Tests</h2> |
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| 144 | |
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| 145 | <p>An extensive test suite for the pseudo-random number generators and |
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| 146 | distributions is available as <a href= |
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| 147 | "random_test.cpp">random_test.cpp</a>.</p> |
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| 148 | |
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| 149 | <p>Some <a href="random-performance.html">performance results</a> obtained |
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| 150 | using <a href="random_speed.cpp">random_speed.cpp</a> are also |
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| 151 | available.</p> |
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| 152 | |
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| 153 | <h2>Rationale</h2> |
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| 154 | |
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| 155 | <p>The methods for generating and evaluating deterministic and |
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| 156 | non-deterministic random numbers differ radically. Furthermore, due to the |
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| 157 | inherent deterministic design of present-day computers, it is often |
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| 158 | difficult to implement non-deterministic random number generation |
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| 159 | facilities. Thus, the random number library is split into separate header |
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| 160 | files, mirroring the two different application domains.</p> |
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| 161 | |
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| 162 | <h2>History and Acknowledgements</h2> |
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| 163 | |
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| 164 | <p>In November 1999, Jeet Sukumaran proposed a framework based on virtual |
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| 165 | functions, and later sketched a template-based approach. Ed Brey pointed |
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| 166 | out that Microsoft Visual C++ does not support in-class member |
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| 167 | initializations and suggested the <code>enum</code> workaround. Dave |
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| 168 | Abrahams highlighted quantization issues.</p> |
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| 169 | |
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| 170 | <p>The first public release of this random number library materialized in |
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| 171 | March 2000 after extensive discussions on the boost mailing list. Many |
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| 172 | thanks to Beman Dawes for his original <code>min_rand</code> class, |
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| 173 | portability fixes, documentation suggestions, and general guidance. Harry |
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| 174 | Erwin sent a header file which provided additional insight into the |
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| 175 | requirements. Ed Brey and Beman Dawes wanted an iterator-like |
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| 176 | interface.</p> |
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| 177 | |
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| 178 | <p>Beman Dawes managed the formal review, during which Matthias Troyer, |
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| 179 | Csaba Szepesvari, and Thomas Holenstein gave detailed comments. The |
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| 180 | reviewed version became an official part of boost on 17 June 2000.</p> |
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| 181 | |
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| 182 | <p>Gary Powell contributed suggestions for code cleanliness. Dave Abrahams |
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| 183 | and Howard Hinnant suggested to move the basic generator templates from |
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| 184 | namespace <code>boost::detail</code> to <code>boost::random</code>.</p> |
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| 185 | |
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| 186 | <p>Ed Brey asked to remove superfluous warnings and helped with |
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| 187 | <code>uint64_t</code> handling. Andreas Scherer tested with MSVC. Matthias |
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| 188 | Troyer contributed a lagged Fibonacci generator. Michael Stevens found a |
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| 189 | bug in the copy semantics of normal_distribution and suggested |
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| 190 | documentation improvements.</p> |
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| 191 | <hr> |
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| 192 | |
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| 193 | <p><a href="http://validator.w3.org/check?uri=referer"><img border="0" src= |
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| 194 | "http://www.w3.org/Icons/valid-html401" alt="Valid HTML 4.01 Transitional" |
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| 195 | height="31" width="88"></a></p> |
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| 196 | |
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| 197 | <p>Revised |
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| 198 | <!--webbot bot="Timestamp" s-type="EDITED" s-format="%d %B, %Y" startspan -->05 |
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| 199 | December, 2006<!--webbot bot="Timestamp" endspan i-checksum="38516" --></p> |
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| 200 | |
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| 201 | <p><i>Copyright © 2000-2005 <a href= |
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| 202 | "../../people/jens_maurer.htm">Jens Maurer</a></i></p> |
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| 203 | |
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| 204 | <p><i>Distributed under the Boost Software License, Version 1.0. (See |
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| 205 | accompanying file <a href="../../LICENSE_1_0.txt">LICENSE_1_0.txt</a> or |
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| 206 | copy at <a href= |
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| 207 | "http://www.boost.org/LICENSE_1_0.txt">http://www.boost.org/LICENSE_1_0.txt</a>)</i></p> |
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| 208 | </body> |
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| 209 | </html> |
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