random.h File Reference

Definition of classes for random number generators. More...

`#include <itpp/base/random_dsfmt.h>`
`#include <itpp/base/operators.h>`
`#include <itpp/itexports.h>`

Go to the source code of this file.

## Classes

class | itpp::Random_Generator
| Base class for random (stochastic) sources. More...
class | itpp::Bernoulli_RNG
| Bernoulli distribution. More...
class | itpp::I_Uniform_RNG
| Integer uniform distribution. More...
class | itpp::Uniform_RNG
| Uniform distribution. More...
class | itpp::Exponential_RNG
| Exponential distribution. More...
class | itpp::Normal_RNG
| Normal distribution. More...
class | itpp::Gamma_RNG
| Gamma distribution. More...
class | itpp::Laplace_RNG
| Laplacian distribution. More...
class | itpp::Complex_Normal_RNG
| A Complex Normal Source. More...
class | itpp::AR1_Normal_RNG
| Filtered normal distribution. More...
class | itpp::Weibull_RNG
| Weibull distribution. More...
class | itpp::Rayleigh_RNG
| Rayleigh distribution. More...
class | itpp::Rice_RNG
| Rice distribution. More...

## Namespaces

namespace | itpp
| itpp namespace

## Typedefs

typedef Normal_RNG | itpp::Gauss_RNG
| Gauss_RNG is the same as Normal Source.
typedef AR1_Normal_RNG | itpp::AR1_Gauss_RNG
| AR1_Gauss_RNG is the same as AR1_Normal_RNG.

## Functions

void | itpp::GlobalRNG_reset (unsigned int seed)
| Set the internal seed of the Global Seed Provider.
void | itpp::GlobalRNG_reset ()
| Reset the internal seed of the Global Seed Provider to the previously set value.
unsigned int | itpp::GlobalRNG_get_local_seed ()
| Get new seed to initialize thread-local generators.
void | itpp::GlobalRNG_randomize ()
| Set a random seed for the Global Seed Provider seed.
void | itpp::GlobalRNG_get_state (ivec &state)
| Save current full state of global seed provider in memory.
void | itpp::GlobalRNG_set_state (const ivec &state)
| Resume the global seed provider state saved in memory.
void | itpp::RNG_reset (unsigned int seed)
| Set the seed for all Random Number Generators in the current thread.
void | itpp::RNG_reset ()
| Reset the seed to the previously set value for all Random Number Generators in the current thread.
void | itpp::RNG_randomize ()
| Set a random seed for all Random Number Generators in the current thread.
void | itpp::RNG_get_state (ivec &state)
| Save Random Number generation context used in the current thread.
void | itpp::RNG_set_state (const ivec &state)
| Resume Random Number generation in the current thread with previously stored context.
bin | itpp::randb (void)
| Generates a random bit (equally likely 0s and 1s).
void | itpp::randb (int size, bvec &out)
| Generates a random bit vector (equally likely 0s and 1s).
bvec | itpp::randb (int size)
| Generates a random bit vector (equally likely 0s and 1s).
void | itpp::randb (int rows, int cols, bmat &out)
| Generates a random bit matrix (equally likely 0s and 1s).
bmat | itpp::randb (int rows, int cols)
| Generates a random bit matrix (equally likely 0s and 1s).
double | itpp::randu (void)
| Generates a random uniform (0,1) number.
void | itpp::randu (int size, vec &out)
| Generates a random uniform (0,1) vector.
vec | itpp::randu (int size)
| Generates a random uniform (0,1) vector.
void | itpp::randu (int rows, int cols, mat &out)
| Generates a random uniform (0,1) matrix.
mat | itpp::randu (int rows, int cols)
| Generates a random uniform (0,1) matrix.
int | itpp::randi (int low, int high)
| Generates a random integer in the interval [low,high].
ivec | itpp::randi (int size, int low, int high)
| Generates a random ivec with elements in the interval [low,high].
imat | itpp::randi (int rows, int cols, int low, int high)
| Generates a random imat with elements in the interval [low,high].
vec | itpp::randray (int size, double sigma=1.0)
| Generates a random Rayleigh vector.
vec | itpp::randrice (int size, double sigma=1.0, double s=1.0)
| Generates a random Rice vector (See J.G. Poakis, "Digital Communications, 3rd ed." p.47).
vec | itpp::randexp (int size, double lambda=1.0)
| Generates a random complex Gaussian vector.
double | itpp::randn (void)
| Generates a random Gaussian (0,1) variable.
void | itpp::randn (int size, vec &out)
| Generates a random Gaussian (0,1) vector.
vec | itpp::randn (int size)
| Generates a random Gaussian (0,1) vector.
void | itpp::randn (int rows, int cols, mat &out)
| Generates a random Gaussian (0,1) matrix.
mat | itpp::randn (int rows, int cols)
| Generates a random Gaussian (0,1) matrix.
std::complex< double > | itpp::randn_c (void)
| Generates a random complex Gaussian (0,1) variable.
void | itpp::randn_c (int size, cvec &out)
| Generates a random complex Gaussian (0,1) vector.
cvec | itpp::randn_c (int size)
| Generates a random complex Gaussian (0,1) vector.
void | itpp::randn_c (int rows, int cols, cmat &out)
| Generates a random complex Gaussian (0,1) matrix.
cmat | itpp::randn_c (int rows, int cols)
| Generates a random complex Gaussian (0,1) matrix.

## Detailed Description

Definition of classes for random number generators.

Author
  Tony Ottosson and Adam Piatyszek

Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see http://www.gnu.org/licenses/.

Definition in file random.h.

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