Mersenne Twister MT19937 pseudorandom number generator. More...
Go to the source code of this file.
Macros | |
| #define | M_PI 3.14159265358979323846264338327950288419176939937510 |
The constant  . | |
| #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... | |
| #define | init_randmt(seed) (init_randmt_r(&__randmt_global_generator, seed)) |
| Initialize the global generator with a seed. More... | |
| #define | init_randmt_auto() (init_randmt_auto_r(&__randmt_global_generator)) |
| Initialize the global generator with the current time. More... | |
| #define | rand_uint32() (rand_uint32_r(&__randmt_global_generator)) |
| Generate a random 32-bit unsigned integer (nonreentrant) More... | |
| #define | rand_unif() (rand_unif_r(&__randmt_global_generator)) |
| Generate a uniform random number on (0,1) (nonreentrant) More... | |
| #define | rand_normal() (rand_normal_r(&__randmt_global_generator)) |
| Generate a standard normal distributed random number (nonreentrant) More... | |
| #define | rand_exp(mu) (rand_exp_r(&__randmt_global_generator, mu)) |
| Generate an exponentially-distributed number (nonreentrant) More... | |
| #define | rand_gamma(a, b) (rand_gamma_r(&__randmt_global_generator, a, b)) |
| Generate a Gamma-distributed number (nonreentrant) More... | |
| #define | rand_poisson(mu) (rand_poisson_r(&__randmt_global_generator, mu)) |
| Generate a Poisson-distributed number (nonreentrant) More... | |
| #define | rand_geometric(p) (rand_geometric_r(&__randmt_global_generator, p)) |
| Generate a geometrically-distributed number (nonreentrant) More... | |
Typedefs | |
| typedef struct randmtstruct_t | randmt_t |
| An MT19937 pseudo-random number generator. 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... | |
Variables | |
| randmt_t | __randmt_global_generator |
| Global randmt_t, used with the global versions of the functions. | |
Detailed Description
Mersenne Twister MT19937 pseudorandom number generator.
- Warning
- Do NOT use for cryptographic purposes. Read Internet RFC4086, http://tools.ietf.org/html/rfc4086.
This software provides a high-quality pseudorandom number generator, the Mersenne Twister MT19937.
- Basic Usage
- To initialize the generator, call init_randmt_auto() at the beginning of the program. Example usage: Pseudorandom numbers can be generated for several different distributions:#include <stdio.h>#include "randmt.h"int main(void){int i;for(i = 0; i < 20; i++)printf("%10.8f\n", rand_unif());return 0;}
- rand_unif, the continuous uniform distribution on (0,1)
- rand_uint32, 32-bit unsigned integers uniformly on [0,0xFFFFFFFF]
- rand_normal, the standard normal distribution
- rand_exp, exponential distribution
- rand_gamma, Gamma distribution
- rand_geometric, geometric distribution
- rand_poisson, Poisson distribution
- Reentrant Versions
- For use in multithreaded applications, reentrant versions of the functions are also included which have the same name suffixed with "_r." For these functions, the generator state is passed using a randmt_t object.
- rand_unif_r, the continuous uniform distribution on (0,1)
- rand_uint32_r, 32-bit unsigned integers uniformly on [0,0xFFFFFFFF]
- rand_normal_r, the standard normal distribution
- rand_exp_r, exponential distribution
- rand_gamma_r, Gamma distribution
- rand_geometric_r, geometric distribution
- rand_poisson_r, Poisson distribution
Definition in file randmt.h.
Typedef Documentation
| typedef struct randmtstruct_t randmt_t |
An MT19937 pseudo-random number generator.
This object represents the state of an MT19937 pseudo-random number generator. Use the following functions to create, initialize, and destroy randmt_t objects:
- new_randmt, create a new randmt_t
- init_randmt_auto_r, initialize randmt_t with time and address
- init_randmt_r, initialize randmt_t with a specified seed value
- free_randmt, free memory associated with a randmt_t
The randmt_t is encapsulated by forward declaration, and defined in randmt.c.
Copyright (C) 1997-2002, Makoto Matsumoto and Takuji Nishimura
Copyright (C) 2008, Seiji Nishimura seiji1976@gmail.com
Copyright (C) 2010-2011 Nicolas Limare nicolas.limare@cmla.ens-cachan.fr
Copyright (C) 2011, Pascal Getreuer getreuer@gmail.com
All rights reserved.
Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
- Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
- Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
- The names of its contributors may not be used to endorse or promote products derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
