Macros
#define	rand_unif_r(generator)
	Generate a uniform random number on (0,1) (reentrant) More...

#define	rand_normal_r(generator)
	Generate a standard normal distributed random number (reentrant) More...

#define	rand_exp_r(generator, mu)
	Generate an exponentially-distributed number (reentrant) More...

#define	rand_geometric_r(generator, p)
	Generate a geometrically-distributed number (reentrant) More...

Functions
randmt_t *	new_randmt ()
	Create a new randmt_t. More...

void	free_randmt (randmt_t *generator)
	Free a randmt_t. More...

void	init_randmt_r (randmt_t *generator, unsigned long seed)
	Initialize randmt_t with a seed. More...

void	init_randmt_auto_r (randmt_t *generator)
	Initialize generator with the current time and memory address. More...

unsigned long	rand_uint32_r (randmt_t *generator)
	Generate a random 32-bit unsigned integer (reentrant) More...

double	rand_gamma_r (randmt_t *generator, double a, double b)
	Generate a Gamma-distributed number (reentrant) More...

double	rand_poisson_r (randmt_t *generator, double mu)
	Generate a Poisson-distributed number (reentrant) More...

Detailed Description

These functions use a specified randmt_t to generate pseudorandom numbers.

Macro Definition Documentation

#define rand_exp_r	(	generator,
		mu
	)

Value:

( \

-(mu)*log(rand_unif_r(generator)))

Generate an exponentially-distributed number (reentrant)

Parameters

generator	the randmt_t
mu	mean parameter of the distribution (positive value)

Returns: Pseudo-random exponentially-distibuted value with mean mu

See Also: rand_exp()

Generates a pseudo-random exponentially distributed value using the specified generator.

Definition at line 263 of file randmt.h.

#define rand_geometric_r	(	generator,
		p
	)

Value:

( \

floor(log(rand_unif_r(generator))/log(1 - p)) + 1)

Generate a geometrically-distributed number (reentrant)

Parameters

generator	the randmt_t
p	probability of success

Returns: Pseudo-random geometrically-distibuted value

See Also: rand_geometric()

Generates a pseudo-random geometrically-distributed value using the specified generator.

Definition at line 276 of file randmt.h.

#define rand_normal_r ( generator )

Value:

(                 \
    sqrt(-2.0*log(rand_unif_r(generator)))          \
        * cos(2.0*M_PI*rand_unif_r(generator)))

Generate a standard normal distributed random number (reentrant)

Parameters

generator the randmt_t

Returns: Pseudo-random double value with standard normal distribution

See Also: rand_normal()

A pseudo-random normally distributed number using the specified generator.

Definition at line 249 of file randmt.h.

#define rand_unif_r ( generator )

Value:

(                   \
    (((rand_uint32_r(generator) >> 5)*67108864.0    \
        + (rand_uint32_r(generator) >> 6))          \
        + 0.4999999999999998) / 9007199254740992.0)

Generate a uniform random number on (0,1) (reentrant)

Parameters

generator the randmt_t

Returns: Pseudo-random double value in the open interval (0,1)

See Also: rand_unif()

This routine generates a random number uniformly on the open interval (0,1) with 53-bit resolution using the specified generator. The formula used to generate the number is

$\mathtt{rand\_unif} = (a 2^{26} + b + 0.5 - \epsilon) / 2^{53},$

where a = integer of 27 random bits, b = integer of 26 random bits.

Definition at line 236 of file randmt.h.

Function Documentation

void free_randmt ( randmt_t * generator )

Free a randmt_t.

Parameters

generator the randmt_t to free

See Also: new_randmt()

Free memory associated to a randmt_t that was created using new_randmt().

Definition at line 121 of file randmt.c.

void init_randmt_auto_r ( randmt_t * generator )

Initialize generator with the current time and memory address.

Parameters

generator the randmt_t

See Also: init_randmt_auto(); init_randmt_r()

The generator is seeded using the current time added to the memory address of the generator. The memory address is included so that different generators are initialized with different seeds. An array of generators can be initialized as

randmt_t *generators[16];
int i;
for(i = 0; i < 16; i++)
    init_randmt_auto_r(generators[i]);

Definition at line 162 of file randmt.c.

void init_randmt_r	(	randmt_t *	generator,
		unsigned long	seed
	)

Initialize randmt_t with a seed.

Parameters

generator	the randmt_t
seed	the seed value

See Also: init_randmt(); init_randmt_auto_r()

Definition at line 130 of file randmt.c.

randmt_t* new_randmt ( )

Create a new randmt_t.

Returns: a randmt_t pointer, or NULL on failure

See Also: init_randmt_auto_r(); init_randmt_r(); free_randmt()

A newly-created randmt_t should be seeded with init_randmt_auto_r() or init_randmt_r(). After use, call free_randmt() to free memory associated with the randmt_t.

randmt_t *generator = NULL;
int i;
if(!(generator = new_randmt()))
    exit(1);
init_randmt_auto_r(generator);
for(i = 0; i < 10; i++)
    printf("%f\n", rand_unif_r(generator));
free_randmt(generator);

Definition at line 106 of file randmt.c.

double rand_gamma_r	(	randmt_t *	generator,
		double	a,
		double	b
	)

Generate a Gamma-distributed number (reentrant)

Parameters

generator	the randmt_t
a	shape parameter (positive value)
b	scale parameter (positive value)

Returns: Pseudo-random Gamma-distibuted value

See Also: rand_gamma()

Generates a Gamma-distributed random value using the specified generator.

Definition at line 241 of file randmt.c.

double rand_poisson_r	(	randmt_t *	generator,
		double	mu
	)

Generate a Poisson-distributed number (reentrant)

Parameters

generator	the randmt_t
mu	the mean parameter of the distribution (positive value)

Returns: Pseudo-random Poisson-distibuted value

See Also: rand_poisson()

A pseudo-random normally distributed number using the specified generator.

Definition at line 318 of file randmt.c.

unsigned long rand_uint32_r ( randmt_t * generator )

Generate a random 32-bit unsigned integer (reentrant)

Parameters

generator the randmt_t

Returns: Pseudo-random integer value uniformly between 0 and 0xFFFFFFFF

See Also: rand_uint32()

Generates a pseudorandom 32-bit integer value uniformly between 0 and 0xFFFFFFFF using the specified generator.

Definition at line 189 of file randmt.c.

Macros

Functions

Detailed Description

Macro Definition Documentation

Function Documentation