Random numbers generators

Macros
#define	MIRML_RNG_MT19937   1
#define	MIRML_RNG_GAUSS_BM   1
#define	MIRML_RNG_GAUSS_ZIGGURAT   2
#define	MIRML_RNG_GAMMA_MT   1

Typedefs
typedef struct mirml_rng_t	mirml_rng_t

Functions
mirkl_error_t *	mirml_rng_init (mirml_rng_t **rng, int method, mirkl_uint64_t seed)
void	mirml_rng_free (mirml_rng_t *rng)
	Free memory allocated for rng. More...
mirkl_uint64_t	mirml_rng_uint64 (mirml_rng_t *rng)
	Generates uniform uint64 random number.
mirkl_uint32_t	mirml_rng_uint32 (mirml_rng_t *rng)
	Generates uniform uint32 random number.
mirkl_uint64_t	mirml_rng_uint64_scale (mirml_rng_t *rng, mirkl_uint64_t s)
	Generates uint64 random number and scales it to the range [0, s-1].
double	mirml_rng_uniform (mirml_rng_t *rng)
	Generates random number in range [0,1)
double	mirml_rng_uniform_scale (mirml_rng_t *rng, double mi, double ma)
	Generates random number in range [mi,ma)
double	mirml_rng_uniformp (mirml_rng_t *rng)
	Generates random number in range (0,1)
mirkl_error_t *	mirml_rng_gauss_init (mirml_rng_t *rng, int method)
double	mirml_rng_gauss (mirml_rng_t *rng, double sigma)
mirkl_error_t *	mirml_rng_gamma_init (mirml_rng_t *rng, int method)
double	mirml_rng_gamma (mirml_rng_t *rng, double k, double theta)

Detailed Description

Macro Definition Documentation

MIRML_RNG_GAMMA_MT

#define MIRML_RNG_GAMMA_MT   1

Methods for calculation of Gamma random variates

MIRML_RNG_GAUSS_BM

#define MIRML_RNG_GAUSS_BM   1

Methods for calculation of Gaussian random variates

MIRML_RNG_MT19937

#define MIRML_RNG_MT19937   1

Random number generators.

Function Documentation

mirml_rng_free()

void mirml_rng_free

(

mirml_rng_t *

rng

)

Free memory allocated for rng.

Note

Pointer to rng is not valid after this function.

mirml_rng_gamma()

double mirml_rng_gamma	(	mirml_rng_t *	rng,
		double	k,
		double	theta
	)

Generates random variate from Gamma distribution with a shape parameter k and a scale parameter theta.

Warning

Depending on the method some other methods must be initialized: MIRML_RNG_GAMMA_MT requires initialization of gauss method.

mirml_rng_gamma_init()

mirkl_error_t * mirml_rng_gamma_init	(	mirml_rng_t *	rng,
		int	method
	)

Initialize rng for generation random numbers from gamma distribution.

Parameters

[in]

method

One of MIRML_RNG_GAMMA_..., if 0 – default method MIRML_RNG_GAMMA_MT used.

Warning

mirml_rng_gauss()

double mirml_rng_gauss	(	mirml_rng_t *	rng,
		double	sigma
	)

Generates random variate from Gaussian distribution with mean zero and standard deviation sigma.

mirml_rng_gauss_init()

mirkl_error_t * mirml_rng_gauss_init	(	mirml_rng_t *	rng,
		int	method
	)

Initialize rng for generation random numbers from gaussian distribution.

Parameters

[in]

method

One of MIRML_RNG_GAUSS_..., if 0 – default method MIRML_RNG_GAUSS_BM used.

mirml_rng_init()

mirkl_error_t * mirml_rng_init	(	mirml_rng_t **	rng,
		int	method,
		mirkl_uint64_t	seed
	)

Allocate and init RNG structure.

Parameters

[in]	method	One of MIRML_RNG_..., if 0 – default method MIRML_RNG_MT19937 used.
[in]	seed	Seed value rng. If 0 – default value used (depends on the method).

Note

After using generator rng must be freed with mirml_rng_free.