A superior random number generator. More...

#include <vnl_random.h>

Public Member Functions
	vnl_random ()
	Default constructor.
	~vnl_random ()
	Destructor.
	vnl_random (unsigned long seed)
	Construct with seed.
	vnl_random (unsigned long seed[vnl_random_array_size])
	Construct with seed.
	vnl_random (const vnl_random &)
	Copy constructor.
vnl_random &	operator= (const vnl_random &)
	Copy operator.
void	reseed ()
	Starts a new non-deterministic sequence from an already declared generator.
void	reseed (unsigned long)
	Starts a new deterministic sequence from an already declared generator using the provided seed.
void	reseed (unsigned long[vnl_random_array_size])
	Starts a new deterministic sequence from an already declared generator using the provided seed.
void	restart ()
	This restarts the sequence of random numbers.
unsigned long	lrand32 ()
	Generates a random unsigned 32-bit number.
int	lrand32 (int a, int b)
	Generates a random unsigned long in [a,b].
int	lrand32 (int b)
	Generates a random unsigned long in [0,b].
int	lrand32 (int a, int b, int &)
	Generates a random unsigned long in [a,b].
double	drand32 (double a, double b)
	Generates a random double in the range a <= x <= b with 32 bit randomness.
unsigned long	operator() (unsigned n)
	Generates a random unsigned integer in [0,n).
double	drand32 (double b)
	Generates a random double in the range 0 <= x <= b with 32 bit randomness.
double	drand32 ()
	Generates a random double in the range 0 <= x <= 1 with 32 bit randomness.
double	drand64 (double a, double b)
	Generates a random double in the range a <= x <= b with 64 bit randomness.
double	drand64 (double b)
	Generates a random double in the range 0 <= x <= b with 64 bit randomness.
double	drand64 ()
	Generates a random double in the range 0 <= x <= 1 with 64 bit randomness.
double	normal ()
	Random value from a unit normal distribution about zero.
double	normal64 ()
	Random value from a unit normal distribution about zero.
Private Types
enum	{ linear_congruential_multiplier = 1664525, mz_previous1 = 24 }
Private Member Functions
unsigned long	linear_congruential_lrand32 ()
Private Attributes
unsigned long	linear_congruential_previous
unsigned long	mz_seed_array [vnl_random_array_size]
unsigned long	mz_array [vnl_random_array_size]
unsigned int	mz_array_position
int	mz_borrow
double	mz_previous_normal
int	mz_previous_normal_flag

Detailed Description

A superior random number generator.

Implements a new random number generator that recently appeared in the literature. It generates 32 bit numbers with a higher degree of randomness than previous generators and has a cycle of 10^354 i.e. so huge that in practice it never cycles. For the mathematics behind it see: "A New Class of Random Number Generators" G. Marsaglia and A. Zaman, Annals of Applied Probability 1991, Vol. 1, No. 3, 462.

Definition at line 23 of file vnl_random.h.

Member Enumeration Documentation

anonymous enum [private]

Enumerator:

linear_congruential_multiplier
mz_previous1

Definition at line 25 of file vnl_random.h.

Constructor & Destructor Documentation

vnl_random::vnl_random ( )

Default constructor.

Initializes the random number generator non-deterministically. i.e. it will generate a different series of random numbers each time the program is run.

Definition at line 55 of file vnl_random.cxx.

vnl_random::~vnl_random ( )

Destructor.

Definition at line 60 of file vnl_random.cxx.

vnl_random::vnl_random ( unsigned long seed )

Construct with seed.

Initializes the random number generator deterministically using a single ulong as the 'seed'. A linear congruential generator is used to generate the 37 ulongs needed as the real seed. The same seed will produce the same series of random numbers.

9667566 is a good seed.

Definition at line 19 of file vnl_random.cxx.

vnl_random::vnl_random ( unsigned long seed[vnl_random_array_size] )

Construct with seed.

Initializes the random number generator deterministically using 37 ulongs as the 'seed'. The same seed will produce the same series of random numbers.

Definition at line 24 of file vnl_random.cxx.

vnl_random::vnl_random ( const vnl_random & r )

Copy constructor.

Initializes/sets the random number generator to exactly the same state as the argument, i.e. both will generate exactly the same series of random numbers from then on.

Definition at line 28 of file vnl_random.cxx.

Member Function Documentation

double vnl_random::drand32	(	double	a,
		double	b
	)

Generates a random double in the range a <= x <= b with 32 bit randomness.

drand32(1,0) is random down to about the 10th decimal place.

Definition at line 210 of file vnl_random.cxx.

double vnl_random::drand32 ( double b ) [inline]

Generates a random double in the range 0 <= x <= b with 32 bit randomness.

drand32(1.0) is random down to about the 10th decimal place.

Definition at line 112 of file vnl_random.h.

double vnl_random::drand32 ( ) [inline]

Generates a random double in the range 0 <= x <= 1 with 32 bit randomness.

drand32() is random down to about the 10th decimal place.

Definition at line 116 of file vnl_random.h.

double vnl_random::drand64	(	double	a,
		double	b
	)

Generates a random double in the range a <= x <= b with 64 bit randomness.

Completely random down to the accuracy of an IEEE double.

Definition at line 216 of file vnl_random.cxx.

double vnl_random::drand64 ( double b ) [inline]

Generates a random double in the range 0 <= x <= b with 64 bit randomness.

Completely random down to the accuracy of an IEEE double.

Definition at line 124 of file vnl_random.h.

double vnl_random::drand64 ( ) [inline]

Generates a random double in the range 0 <= x <= 1 with 64 bit randomness.

Completely random down to the accuracy of an IEEE double.

Definition at line 128 of file vnl_random.h.

unsigned long vnl_random::linear_congruential_lrand32 ( ) [private]

Definition at line 13 of file vnl_random.cxx.

unsigned long vnl_random::lrand32 ( )

Generates a random unsigned 32-bit number.

Definition at line 167 of file vnl_random.cxx.

int vnl_random::lrand32	(	int	a,
		int	b
	)

Generates a random unsigned long in [a,b].

Definition at line 178 of file vnl_random.cxx.

int vnl_random::lrand32 ( int b ) [inline]

Generates a random unsigned long in [0,b].

Definition at line 96 of file vnl_random.h.

int vnl_random::lrand32	(	int	a,
		int	b,
		int &	count
	)

Generates a random unsigned long in [a,b].

Definition at line 193 of file vnl_random.cxx.

double vnl_random::normal ( )

Random value from a unit normal distribution about zero.

Uses a drand32() as its underlying generator. Because the function uses a probability transform, the randomness (and quantisation) is non-linearly dependent on the value. The further the sample is from zero, the lower the number of bits on which it is random.

Definition at line 113 of file vnl_random.cxx.

double vnl_random::normal64 ( )

Random value from a unit normal distribution about zero.

Uses a drand64() as its underlying generator. Because the function uses a probability transform, the randomness (and quantisation) is non-linearly dependent on the value. The further the sample is from zero, the lower the number of bits on which it is random.

Definition at line 143 of file vnl_random.cxx.

unsigned long vnl_random::operator() ( unsigned n ) [inline]

Generates a random unsigned integer in [0,n).

This function allows the random number generator to be used as a functor, e.g. with vcl_random_shuffle()

Definition at line 108 of file vnl_random.h.

vnl_random & vnl_random::operator= ( const vnl_random & r )

Copy operator.

Initializes/sets the random number generator to exactly the same state as the argument, i.e. both will generate exactly the same series of random numbers from then on.

Definition at line 41 of file vnl_random.cxx.

void vnl_random::reseed ( )

Starts a new non-deterministic sequence from an already declared generator.

Definition at line 69 of file vnl_random.cxx.

void vnl_random::reseed ( unsigned long seed )

Starts a new deterministic sequence from an already declared generator using the provided seed.

Definition at line 74 of file vnl_random.cxx.

void vnl_random::reseed ( unsigned long seed[vnl_random_array_size] )

Starts a new deterministic sequence from an already declared generator using the provided seed.

Definition at line 91 of file vnl_random.cxx.

void vnl_random::restart ( )

This restarts the sequence of random numbers.