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Random Number Generation
[Base Module]


Detailed Description

end of algebra group


Classes

class  itpp::Random_Generator
 Base class for random (stochastic) sources.

The Random_Generator class is based on the MersenneTwister MTRand class code in version 1.0 (15 May 2003) by Richard J. Wagner. See http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html for details. More...

class  itpp::Bernoulli_RNG
 Bernoulli distribution. More...
class  itpp::I_Uniform_RNG
 Integer uniform distribution

Example: Generation of random uniformly distributed integers in the interval [0,10]. More...

class  itpp::Uniform_RNG
 Uniform distribution. More...
class  itpp::Exponential_RNG
 Exponential distribution. More...
class  itpp::Normal_RNG
 Normal distribution

Normal (Gaussian) random variables, using a simplified Ziggurat method. 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.


Function Documentation

std::complex<double> itpp::randn_c ( void   )  [inline]

Generates a random complex Gaussian (0,1) variable.

The real and imaginary parts are independent and have variances equal to 0.5

Definition at line 801 of file random.h.

References itpp::Complex_Normal_RNG::sample().

Referenced by itpp::FIR_Fading_Generator::generate(), itpp::Independent_Fading_Generator::generate(), itpp::IFFT_Fading_Generator::generate_Jakes(), itpp::FIR_Fading_Generator::init(), itpp::Static_Fading_Generator::init(), and itpp::randn_c().

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