A thread-safe interface for STL style pesudo random number generators (PRNG). More...

#include <random.hpp>

Public Types
typedef EngineT	engine_type

typedef engine_type::result_type	result_type

Public Member Functions
engine_type &	GetEngine ()
	Get a reference to the underlying random number engine (mersenne twister). More...

template<typename FloatT >
std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type	Uniform (FloatT min, FloatT max, bool minIncluded, bool maxIncluded)
	Get a random uniform number in the specified range. More...

template<typename FloatT = double>
std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type	Uniform (FloatT min=0.0, FloatT max=1.0)
	Get a random uniform number in the specified range [min, max). More...

template<typename IntegerT >
std::enable_if< std::is_integral< IntegerT >::value, IntegerT >::type	Uniform (IntegerT inclMin, IntegerT inclMax)
	Get a random uniform number from a discrete distribution [inclMin, inclMax]. More...

template<typename FloatT = double>
bool	Bool (FloatT probability=0.5)
	Return a boolean. More...

template<typename FloatT = double>
FloatT	Normal (FloatT mean=0.0, FloatT sigma=1.0)
	Draw from a gaussian / normal distribution. More...

template<typename FloatT = double>
FloatT	StudentT (FloatT n=1.0, FloatT mean=0.0, FloatT sigma=1.0)

template<typename FloatT >
FloatT	Exponential (FloatT tau)
	Draw from an exponential distribution according to exp(-t/tau). More...

template<typename IntegerT = uint32_t>
std::enable_if< std::is_integral< IntegerT >::value, IntegerT >::type	Poisson (double mean)
	Draw an integer value from a poisson distribution. More...

template<typename FloatT >
std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type	Poisson (FloatT mean)
	Draw a float value (cast from integer) from a poisson distribution. More...

template<typename ProbRangeT , typename IndexType = uint32_t>
IndexType	Discrete (const ProbRangeT &probabilities)
	Produces integers in the range [0, n) with the probability of producing each value is specified by the parameters of the distribution. More...

template<typename DistributionT >
DistributionT::result_type	FromDistribution (DistributionT &dist=DistributionT())
	Draw from a custom distribution. More...

template<typename DistributionT , typename VectorT , typename MatrixT >
VectorT	FromMultiVariateDistribution (DistributionT &dist, const VectorT &mean, const MatrixT &cholesky)
	Draw from a custom multivariate distribution. More...

template<typename DistributionT , typename VectorT >
VectorT	FromMultiVariateDistribution (DistributionT &dist, const VectorT &mean, const VectorT &sigma)
	Draw from a custom multivariate distribution without correlations. More...

result_type	operator() ()
	Invokes the underlying random number generator. More...

Static Public Member Functions
static void	Seed (result_type seed)
	Set the initial value for the global seed variable. More...

static RandomPrototype &	Instance ()
	Get a reference to a static instance for the current thread. More...

static constexpr result_type	min ()

static constexpr result_type	max ()

Protected Member Functions
	RandomPrototype (const RandomPrototype &other)=delete

	RandomPrototype (RandomPrototype &&other)=delete

void	operator= (const RandomPrototype &other)=delete

void	operator= (RandomPrototype &&other)=delete

Static Protected Attributes
static std::atomic< result_type >	sSeed

Detailed Description

template<typename EngineT>
class vmcmc::RandomPrototype< EngineT >

A thread-safe interface for STL style pesudo random number generators (PRNG).

Each thread accesses it's own static instance of a PRNG, which is realized using the thread_local keyword. In order for each new PRNG instance to be constructed with a new seed, a global variable Random::sSeed (initially to be set with Random::Seed), is incremented and used in each PRNG's constructor.

Template Parameters

EngineT Underlying random number generator (e.g. std::mt19937).

Member Function Documentation

template<typename EngineT >

template<typename FloatT >

bool vmcmc::RandomPrototype< EngineT >::Bool ( FloatT probability = 0.5 )

inline

Return a boolean.

Parameters

probability

Returns: True with the given probability.

template<typename EngineT >

template<typename ProbRangeT , typename IndexType >

IndexType vmcmc::RandomPrototype< EngineT >::Discrete ( const ProbRangeT & probabilities )

inline

Produces integers in the range [0, n) with the probability of producing each value is specified by the parameters of the distribution.

Returns

template<typename EngineT >

template<typename FloatT >

FloatT vmcmc::RandomPrototype< EngineT >::Exponential ( FloatT tau )

inline

Draw from an exponential distribution according to exp(-t/tau).

Parameters

tau

Returns

template<typename EngineT >

template<typename DistributionT >

DistributionT::result_type vmcmc::RandomPrototype< EngineT >::FromDistribution ( DistributionT & dist = DistributionT() )

inline

Draw from a custom distribution.

Template Parameters

Typename of the distribution.

See also: http://www.cplusplus.com/reference/random/

Parameters

dist

Returns

template<typename EngineT >

template<typename DistributionT , typename VectorT , typename MatrixT >

VectorT vmcmc::RandomPrototype< EngineT >::FromMultiVariateDistribution	(	DistributionT &	dist,
		const VectorT &	mean,
		const MatrixT &	cholesky
	)

inline

Draw from a custom multivariate distribution.

Parameters

dist
mean	A vector of mean values.
cholesky	The lower triangular matrix cholesky decomposition of the covariance matrix. The diagonal elements correspond to the individual parameter std. deviations.

Returns

See also: boost::multivariate_normal_distribution

template<typename EngineT >

template<typename DistributionT , typename VectorT >

VectorT vmcmc::RandomPrototype< EngineT >::FromMultiVariateDistribution	(	DistributionT &	dist,
		const VectorT &	mean,
		const VectorT &	sigma
	)

inline

Draw from a custom multivariate distribution without correlations.

Parameters

dist
mean	A vector of mean values.
sigma	A vector of standard deviations.

Returns

template<typename EngineT >

engine_type& vmcmc::RandomPrototype< EngineT >::GetEngine ( )

inline

Get a reference to the underlying random number engine (mersenne twister).

Returns

template<typename EngineT >

RandomPrototype< EngineT > & vmcmc::RandomPrototype< EngineT >::Instance ( )

inlinestatic

Get a reference to a static instance for the current thread.

Returns

template<typename EngineT >

template<typename FloatT >

FloatT vmcmc::RandomPrototype< EngineT >::Normal	(	FloatT	mean = `0.0`,
		FloatT	sigma = `1.0`
	)

inline

Draw from a gaussian / normal distribution.

Parameters

mean
sigma

Returns

template<typename EngineT >

auto vmcmc::RandomPrototype< EngineT >::operator() ( )

inline

Invokes the underlying random number generator.

Returns

template<typename EngineT >

template<typename IntegerT >

std::enable_if< std::is_integral< IntegerT >::value, IntegerT >::type vmcmc::RandomPrototype< EngineT >::Poisson ( double mean )

inline

Draw an integer value from a poisson distribution.

Parameters

mean

Returns

template<typename EngineT >

template<typename FloatT >

std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type vmcmc::RandomPrototype< EngineT >::Poisson ( FloatT mean )

inline

Draw a float value (cast from integer) from a poisson distribution.

Parameters

mean

Returns

template<typename EngineT >

void vmcmc::RandomPrototype< EngineT >::Seed ( result_type seed )

static

Set the initial value for the global seed variable.

For seed = 0, a non-deterministic value is generated.

Parameters

seed

template<typename EngineT >

template<typename FloatT >

std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type vmcmc::RandomPrototype< EngineT >::Uniform	(	FloatT	min,
		FloatT	max,
		bool	minIncluded,
		bool	maxIncluded
	)

inline

Get a random uniform number in the specified range.

Parameters

min	lower interval bound
max	upper interval bound
minIncluded	Include the lower bound.
maxIncluded	Include the upper bound.

Returns

template<typename EngineT >

template<typename FloatT >

std::enable_if< std::is_floating_point< FloatT >::value, FloatT >::type vmcmc::RandomPrototype< EngineT >::Uniform	(	FloatT	min = `0.0`,
		FloatT	max = `1.0`
	)

inline

Get a random uniform number in the specified range [min, max).

Parameters

min	lower interval bound
max	upper interval bound

Returns

template<typename EngineT >

template<typename IntegerT >

std::enable_if< std::is_integral< IntegerT >::value, IntegerT >::type vmcmc::RandomPrototype< EngineT >::Uniform	(	IntegerT	inclMin,
		IntegerT	inclMax
	)

inline

Get a random uniform number from a discrete distribution [inclMin, inclMax].

Parameters

inclMin
inclMax

Returns

The documentation for this class was generated from the following file:

vmcmc/random.hpp

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Static Protected Attributes

Detailed Description

template<typename EngineT> class vmcmc::RandomPrototype< EngineT >

Member Function Documentation

template<typename EngineT>
class vmcmc::RandomPrototype< EngineT >