Random Number Generation


Classes
class	itpp::Random_Generator
	Base class for random (stochastic) sources. More...
class	itpp::Bernoulli_RNG
	Bernoulli distribution. More...
class	itpp::I_Uniform_RNG
	Integer uniform distribution. More...
class	itpp::Uniform_RNG
	Uniform distribution. More...
class	itpp::Exponential_RNG
	Exponential distribution. More...
class	itpp::Normal_RNG
	Normal distribution. 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 long 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.

Detailed Description

Typedef Documentation

typedef Normal_RNG itpp::Gauss_RNG

Gauss_RNG is the same as Normal Source.

Definition at line 585 of file random.h.

typedef AR1_Normal_RNG itpp::AR1_Gauss_RNG

AR1_Gauss_RNG is the same as AR1_Normal_RNG.

Definition at line 591 of file random.h.

Function Documentation

void itpp::RNG_reset ( unsigned long seed )

Set the seed of the Global Random Number Generator.

Definition at line 110 of file random.cpp.

References itpp::Random_Generator::reset().

void itpp::RNG_reset ( )

Set the seed of the Global Random Number Generator to the same as last reset/init.

Definition at line 117 of file random.cpp.

References itpp::Random_Generator::reset().

void itpp::RNG_randomize ( )

Set a random seed for the Global Random Number Generator.

Definition at line 124 of file random.cpp.

References itpp::Random_Generator::randomize().

void itpp::RNG_get_state ( ivec & state )

Save current full state of generator in memory.

Definition at line 131 of file random.cpp.

References itpp::Random_Generator::get_state().

void itpp::RNG_set_state ( ivec & state )

Resume the state saved in memory.

Definition at line 138 of file random.cpp.

References itpp::Random_Generator::set_state().

bin itpp::randb ( void ) [inline]

Generates a random bit (equally likely 0s and 1s).

Definition at line 685 of file random.h.

References itpp::Bernoulli_RNG::sample().

Referenced by itpp::randb().

void itpp::randb	(	int	size,
		bvec &	out
	)			`[inline]`

Generates a random bit vector (equally likely 0s and 1s).

Definition at line 687 of file random.h.

References itpp::Bernoulli_RNG::sample_vector().

bvec itpp::randb ( int size ) [inline]

Generates a random bit vector (equally likely 0s and 1s).

Definition at line 689 of file random.h.

References itpp::randb().

void itpp::randb	(	int	rows,
		int	cols,
		bmat &	out
	)			`[inline]`

Generates a random bit matrix (equally likely 0s and 1s).

Definition at line 691 of file random.h.

References itpp::Bernoulli_RNG::sample_matrix().

bmat itpp::randb	(	int	rows,
		int	cols
	)			`[inline]`

Generates a random bit matrix (equally likely 0s and 1s).

Definition at line 693 of file random.h.

References itpp::randb().

double itpp::randu ( void ) [inline]

Generates a random uniform (0,1) number.

Definition at line 696 of file random.h.

References itpp::Uniform_RNG::sample().

Referenced by itpp::GMM::draw_sample(), fpica(), getSamples(), itpp::Rice_Fading_Generator::init_MEDS(), itpp::Sequence_Interleaver< T >::randomize_interleaver_sequence(), itpp::randu(), itpp::Sequence_Interleaver< T >::Sequence_Interleaver(), and itpp::wcdma_turbo_interleaver_sequence().

void itpp::randu	(	int	size,
		vec &	out
	)			`[inline]`

Generates a random uniform (0,1) vector.

Definition at line 698 of file random.h.

References itpp::Uniform_RNG::sample_vector().

vec itpp::randu ( int size ) [inline]

Generates a random uniform (0,1) vector.

Definition at line 700 of file random.h.

References itpp::randu().

void itpp::randu	(	int	rows,
		int	cols,
		mat &	out
	)			`[inline]`

Generates a random uniform (0,1) matrix.

Definition at line 702 of file random.h.

References itpp::Uniform_RNG::sample_matrix().

mat itpp::randu	(	int	rows,
		int	cols
	)			`[inline]`

Generates a random uniform (0,1) matrix.

Definition at line 704 of file random.h.

References itpp::randu().

int itpp::randi	(	int	low,
		int	high
	)			`[inline]`

Generates a random integer in the interval [low,high].

Definition at line 707 of file random.h.

References itpp::I_Uniform_RNG::setup().

Referenced by itpp::kmeans(), and itpp::vqtrain().

ivec itpp::randi	(	int	size,
		int	low,
		int	high
	)			`[inline]`

Generates a random ivec with elements in the interval [low,high].

Definition at line 709 of file random.h.

References itpp::I_Uniform_RNG::setup().

imat itpp::randi	(	int	rows,
		int	cols,
		int	low,
		int	high
	)			`[inline]`

Generates a random imat with elements in the interval [low,high].

Definition at line 711 of file random.h.

References itpp::I_Uniform_RNG::setup().

vec itpp::randray	(	int	size,
		double	sigma = `1.0`
	)			`[inline]`

Generates a random Rayleigh vector.

Definition at line 714 of file random.h.

References itpp::Rayleigh_RNG::setup().

vec itpp::randrice	(	int	size,
		double	sigma = `1.0`,
		double	s = `1.0`
	)			`[inline]`

Generates a random Rice vector (See J.G. Poakis, "Digital Communications, 3rd ed." p.47).

Definition at line 717 of file random.h.

References itpp::Rice_RNG::setup().

vec itpp::randexp	(	int	size,
		double	lambda = `1.0`
	)			`[inline]`

Generates a random complex Gaussian vector.

Definition at line 720 of file random.h.

References itpp::Exponential_RNG::setup().

double itpp::randn ( void ) [inline]

Generates a random Gaussian (0,1) variable.

Definition at line 723 of file random.h.

References itpp::Normal_RNG::sample().

Referenced by itpp::GMM::draw_sample(), itpp::lbg(), itpp::AWGN_Channel::operator()(), and itpp::randn().

void itpp::randn	(	int	size,
		vec &	out
	)			`[inline]`

Generates a random Gaussian (0,1) vector.

Definition at line 725 of file random.h.

References itpp::Normal_RNG::sample_vector().

vec itpp::randn ( int size ) [inline]

Generates a random Gaussian (0,1) vector.

Definition at line 727 of file random.h.

References itpp::randn().

void itpp::randn	(	int	rows,
		int	cols,
		mat &	out
	)			`[inline]`

Generates a random Gaussian (0,1) matrix.

Definition at line 729 of file random.h.

References itpp::Normal_RNG::sample_matrix().

mat itpp::randn	(	int	rows,
		int	cols
	)			`[inline]`

Generates a random Gaussian (0,1) matrix.

Definition at line 731 of file random.h.

References itpp::randn().

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 737 of file random.h.

References itpp::Complex_Normal_RNG::sample().

Referenced by itpp::FIR_Fading_Generator::generate(), itpp::IFFT_Fading_Generator::generate_Jakes(), itpp::Fading_Generator::generate_zero_doppler(), itpp::FIR_Fading_Generator::init(), itpp::AWGN_Channel::operator()(), and itpp::randn_c().

void itpp::randn_c	(	int	size,
		cvec &	out
	)			`[inline]`

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

Definition at line 739 of file random.h.

References itpp::Complex_Normal_RNG::sample_vector().

cvec itpp::randn_c ( int size ) [inline]

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

Definition at line 741 of file random.h.

References itpp::randn_c().

void itpp::randn_c	(	int	rows,
		int	cols,
		cmat &	out
	)			`[inline]`

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

Definition at line 743 of file random.h.

References itpp::Complex_Normal_RNG::sample_matrix().

cmat itpp::randn_c	(	int	rows,
		int	cols
	)			`[inline]`

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

Definition at line 745 of file random.h.

References itpp::randn_c().

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Random Number Generation

Classes

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation