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random.h File Reference


Detailed Description

Definition of classes for random number generators.

Author:
Tony Ottosson and Adam Piatyszek
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IT++ - C++ library of mathematical, signal processing, speech processing, and communications classes and functions

Copyright (C) 1995-2007 (see AUTHORS file for a list of contributors)

This program 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 2 of the License, or (at your option) any later version.

This program 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 this program; if not, write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

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Definition in file random.h.

#include <itpp/base/operators.h>
#include <ctime>

Go to the source code of this file.

Namespaces

namespace  itpp

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::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...

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::RNG_reset (unsigned int seed)
 Set the seed of the Global Random Number Generator.
void itpp::RNG_reset ()
 Set the seed of the Global Random Number Generator to the same as last reset/init.
void itpp::RNG_randomize ()
 Set a random seed for the Global Random Number Generator.
void itpp::RNG_get_state (ivec &state)
 Save current full state of generator in memory.
void itpp::RNG_set_state (ivec &state)
 Resume the state saved in memory.
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.

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