Random numbers

Data Structures
struct	mirml_nr_gammadev_t_
	Generator of random deviates with gamma distribution. More...

Typedefs
typedef struct mirml_nr_rng_t	mirml_nr_rng_t
	Random number generator.
typedef struct mirml_nr_gammadev_t_	mirml_nr_gammadev_t
	Generator of random deviates with gamma distribution.

Functions
mirkl_error_t *	mirml_nr_rng_init (mirml_nr_rng_t **rng, int method, mirkl_uint64_t seed)
void	mirml_nr_rng_free (mirml_nr_rng_t *rng)
	Free memory allocated for rng.
mirkl_uint64_t	mirml_nr_rng_uint64 (mirml_nr_rng_t *rng)
	Returns random 64-bit unsigned integer.
mirkl_uint32_t	mirml_nr_rng_uint32 (mirml_nr_rng_t *rng)
	Returns random 32-bit unsigned integer.
double	mirml_nr_rng_double (mirml_nr_rng_t *rng)
	Returns a random double-precision floating number in the range 0.0 to 1.0.
double	mirml_nr_rng_expdev (mirml_nr_rng_t *rng, double beta)
	Generates random deviates with exponential distribution for given beta mean.
double	mirml_nr_rng_logdev (mirml_nr_rng_t *rng, double mu, double sigma)
	Generates random deviates with logistic distribution for given mu and sigma.
double	mirml_nr_rng_cauchydev (mirml_nr_rng_t *rng, double mu, double sigma)
	Generates random deviates with Cauchy distribution for given mu and sigma.
double	mirml_nr_rng_normdev (mirml_nr_rng_t *rng, double mu, double sig)
	Generates random deviates with normal distribution for given mu and sigma.
mirkl_error_t *	mirml_nr_rng_gammadev_init (mirml_nr_gammadev_t *gdev, double alpha, double beta)
	Initialization of generator of random deviates with gamma distribution for given alpha and beta.
double	mirml_nr_rng_gammadev (mirml_nr_rng_t *rng, mirml_nr_gammadev_t *gdev)
	Generates random deviates with gamma distribution.

Available random number generators
#define	MIRML_NR_RNG_RAN   0
	Highest quality recommended generator.
#define	MIRML_NR_RNG_RANQ1   1
	Good generator.
#define	MIRML_NR_RNG_RANQ2   2
	Good generator with extended period.

Detailed Description

Macro Definition Documentation

MIRML_NR_RNG_RAN

#define MIRML_NR_RNG_RAN   0

Highest quality recommended generator.

The period of the generator is approximately 3.138e57.

MIRML_NR_RNG_RANQ1

#define MIRML_NR_RNG_RANQ1   1

Good generator.

The period of the generator is approximately 1.8e19 and thus can be used by an application that makes no more than 1e12 calls.

MIRML_NR_RNG_RANQ2

#define MIRML_NR_RNG_RANQ2   2

Good generator with extended period.

The period of the generator is approximately 8.5e37. It can be used for all practical purposes.

Function Documentation

mirml_nr_rng_free()

void mirml_nr_rng_free

(

mirml_nr_rng_t *

rng

)

Free memory allocated for rng.

Note

Pointer to rng is not valid after this function.

mirml_nr_rng_gammadev()

double mirml_nr_rng_gammadev	(	mirml_nr_rng_t *	rng,
		mirml_nr_gammadev_t *	gdev
	)

Generates random deviates with gamma distribution.

Note

Before using this function gdev must be initialized using mirml_nr_rng_gammadev_init.

mirml_nr_rng_gammadev_init()

mirkl_error_t * mirml_nr_rng_gammadev_init	(	mirml_nr_gammadev_t *	gdev,
		double	alpha,
		double	beta
	)

Initialization of generator of random deviates with gamma distribution for given alpha and beta.

Note

alpha must be greater zero.

mirml_nr_rng_init()

mirkl_error_t * mirml_nr_rng_init	(	mirml_nr_rng_t **	rng,
		int	method,
		mirkl_uint64_t	seed
	)

Allocate and init RNG structure.

Parameters

[in]	rng	Pointer to generator structure.
[in]	method	One of MIRML_NR_RNG_...
[in]	seed	Generator seed.

Note

After using generator rng must be freed with mirml_nr_rng_free.

mirml_nr_rng_uint64()

mirkl_uint64_t mirml_nr_rng_uint64

(

mirml_nr_rng_t *

rng

)

Returns random 64-bit unsigned integer.

If you need a random integer between 1 and n (inclusive), say, then the expression 1 + mirml_nr_rng_uint64(&rng) % (n-1) is perfectly OK.