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| 6 | <title>Boost Random Number Library</title> |
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| 12 | <tr> |
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| 13 | <td bgcolor="#FFFFFF"><img src="../../boost.png" alt="boost.png (6897 bytes)" width="277" height="86"></td> |
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| 14 | <td><a href="../../index.htm"><font face="Arial,Helvetica" color="#FFFFFF"><big>Home</big></font></a></td> |
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| 15 | <td><a href="../libraries.htm"><font face="Arial,Helvetica" color="#FFFFFF"><big>Libraries</big></font></a></td> |
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| 16 | <td><a href="../../people/people.htm"><font face="Arial,Helvetica" color="#FFFFFF"><big>People</big></font></a></td> |
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| 17 | <td><a href="../../more/faq.htm"><font face="Arial,Helvetica" color="#FFFFFF"><big>FAQ</big></font></a></td> |
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| 18 | <td><a href="../../more/index.htm"><font face="Arial,Helvetica" color="#FFFFFF"><big>More</big></font></a></td> |
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| 19 | </tr> |
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| 20 | </table> |
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| 21 | |
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| 22 | <h1>Boost Random Number Library</h1> |
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| 23 | |
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| 24 | Random numbers are useful in a variety of applications. The Boost |
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| 25 | Random Number Library (Boost.Random for short) provides a vast variety |
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| 26 | of generators and distributions to produce random numbers having |
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| 27 | useful properties, such as uniform distribution. |
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| 28 | <p> |
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| 29 | You should read the |
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| 30 | <a href="random-concepts.html">concepts documentation</a> |
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| 31 | for an introduction and the definition of the basic concepts. For a |
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| 32 | quick start, it may be sufficient to have a look at <a |
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| 33 | href="random_demo.cpp">random_demo.cpp</a>. |
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| 34 | <p> |
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| 35 | For a very quick start, here's an example: |
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| 36 | <pre> |
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| 37 | boost::mt19937 rng; // produces randomness out of thin air |
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| 38 | // see pseudo-random number generators |
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| 39 | boost::uniform_int<> six(1,6) // distribution that maps to 1..6 |
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| 40 | // see random number distributions |
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| 41 | boost::variate_generator<boost::mt19937&, boost::uniform_int<> > |
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| 42 | die(rng, six); // glues randomness with mapping |
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| 43 | int x = die(); // simulate rolling a die |
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| 44 | </pre> |
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| 45 | |
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| 46 | <h2>Library Organization</h2> |
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| 47 | |
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| 48 | The library is separated into several header files, all within the |
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| 49 | <code>boost/random/</code> directory. Additionally, a convenience |
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| 50 | header file which includes all other headers in |
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| 51 | <code>boost/random/</code> is available as |
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| 52 | <code><a href="../../boost/random.hpp">boost/random.hpp</a></code>. |
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| 53 | <p> |
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| 54 | |
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| 55 | A front-end class template called <code>variate_generate</code> is |
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| 56 | provided; please read the |
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| 57 | <a href="random-variate.html">documentation</a> about it. |
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| 58 | <ul> |
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| 59 | <li><code><a href="../../boost/random/variate_generator.hpp">boost/random/variate_generator.hpp</a></code> |
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| 60 | </ul> |
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| 61 | |
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| 62 | Several random number generators are available in the following |
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| 63 | header files; please read the |
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| 64 | <a href="random-generators.html">documentation</a> about these. |
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| 65 | |
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| 66 | <ul> |
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| 67 | <li><code><a href="../../boost/random/linear_congruential.hpp">boost/random/linear_congruential.hpp</a></code> |
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| 68 | <li><code><a href="../../boost/random/additive_combine.hpp">boost/random/additive_combine.hpp</a></code> |
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| 69 | <li><code><a href="../../boost/random/inversive_congruential.hpp">boost/random/inversive_congruential.hpp</a></code> |
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| 70 | <li><code><a href="../../boost/random/shuffle_output.hpp">boost/random/shuffle_output.hpp</a></code> |
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| 71 | <li><code><a href="../../boost/random/mersenne_twister.hpp">boost/random/mersenne_twister.hpp</a></code> |
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| 72 | <li><code><a href="../../boost/random/lagged_fibonacci.hpp">boost/random/lagged_fibonacci.hpp</a></code> |
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| 73 | </ul> |
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| 74 | |
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| 75 | |
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| 76 | Similarly, several random number distributions are available in the |
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| 77 | following header files; please read the |
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| 78 | <a href="random-distributions.html">documentation</a> about these. |
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| 79 | |
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| 80 | <ul> |
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| 81 | <li><code><a href="../../boost/random/uniform_smallint.hpp">boost/random/uniform_smallint.hpp</a></code> |
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| 82 | <li><code><a href="../../boost/random/uniform_int.hpp">boost/random/uniform_int.hpp</a></code> |
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| 83 | <li><code><a href="../../boost/random/uniform_01.hpp">boost/random/uniform_01.hpp</a></code> |
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| 84 | <li><code><a href="../../boost/random/uniform_real.hpp">boost/random/uniform_real.hpp</a></code> |
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| 85 | <li><code><a href="../../boost/random/triangle_distribution.hpp">boost/random/triangle_distribution.hpp</a></code> |
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| 86 | <li><code><a href="../../boost/random/bernoulli_distribution.hpp">boost/random/bernoulli_distribution.hpp</a></code> |
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| 87 | <li><code><a href="../../boost/random/cauchy_distribution.hpp">boost/random/cauchy_distribution.hpp</a></code> |
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| 88 | <li><code><a href="../../boost/random/exponential_distribution.hpp">boost/random/exponential_distribution.hpp</a></code> |
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| 89 | <li><code><a href="../../boost/random/geometric_distribution.hpp">boost/random/geometric_distribution.hpp</a></code> |
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| 90 | <li><code><a href="../../boost/random/normal_distribution.hpp">boost/random/normal_distribution.hpp</a></code> |
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| 91 | <li><code><a href="../../boost/random/lognormal_distribution.hpp">boost/random/lognormal_distribution.hpp</a></code> |
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| 92 | <li><code><a href="../../boost/random/uniform_on_sphere.hpp">boost/random/uniform_on_sphere.hpp</a></code> |
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| 93 | </ul> |
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| 94 | |
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| 95 | Additionally, non-deterministic random number generators are available |
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| 96 | in the header |
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| 97 | <code><a href="../../boost/nondet_random.hpp"><boost/nondet_random.hpp></a></code>. |
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| 98 | <a href="nondet_random.html">Documentation</a> is also available. |
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| 99 | |
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| 100 | <p> |
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| 101 | |
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| 102 | In order to map the interface of the generators and distribution functions |
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| 103 | to other concepts, some <a href="random-misc.html">decorators</a> are available. |
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| 104 | |
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| 105 | <h2>Tests</h2> |
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| 106 | |
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| 107 | An extensive test suite for the pseudo-random number generators and |
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| 108 | distributions is available as |
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| 109 | <a href="random_test.cpp">random_test.cpp</a>. |
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| 110 | <p> |
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| 111 | Some <a href="random-performance.html">performance results</a> obtained |
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| 112 | using <a href="random_speed.cpp">random_speed.cpp</a> are also available. |
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| 113 | |
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| 114 | <h2>Rationale</h2> |
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| 115 | |
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| 116 | The methods for generating and evaluating deterministic and |
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| 117 | non-deterministic random numbers differ radically. Furthermore, due |
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| 118 | to the inherent deterministic design of present-day computers, it is |
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| 119 | often difficult to implement non-deterministic random number |
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| 120 | generation facilities. Thus, the random number library is split into |
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| 121 | separate header files, mirroring the two different application |
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| 122 | domains. |
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| 123 | |
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| 124 | |
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| 125 | <h2>History and Acknowledgements</h2> |
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| 126 | |
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| 127 | In November 1999, Jeet Sukumaran proposed a framework based on virtual |
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| 128 | functions, and later sketched a template-based approach. Ed Brey |
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| 129 | pointed out that Microsoft Visual C++ does not support in-class member |
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| 130 | initializations and suggested the <code>enum</code> workaround. Dave |
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| 131 | Abrahams highlighted quantization issues. |
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| 132 | <p> |
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| 133 | The first public release of this random number library materialized in |
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| 134 | March 2000 after extensive discussions on the boost mailing list. |
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| 135 | Many thanks to Beman Dawes for his original <code>min_rand</code> |
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| 136 | class, portability fixes, documentation suggestions, and general |
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| 137 | guidance. Harry Erwin sent a header file which provided additional |
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| 138 | insight into the requirements. Ed Brey and Beman Dawes wanted an |
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| 139 | iterator-like interface. |
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| 140 | <p> |
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| 141 | Beman Dawes managed the formal review, during which Matthias Troyer, |
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| 142 | Csaba Szepesvari, and Thomas Holenstein gave detailed comments. The |
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| 143 | reviewed version became an official part of boost on 17 June 2000. |
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| 144 | <p> |
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| 145 | Gary Powell contributed suggestions for code cleanliness. Dave |
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| 146 | Abrahams and Howard Hinnant suggested to move the basic generator |
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| 147 | templates from namespace <code>boost::detail</code> to |
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| 148 | <code>boost::random</code>. |
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| 149 | <p> |
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| 150 | Ed Brey asked to remove superfluous warnings and helped with |
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| 151 | <code>uint64_t</code> handling. Andreas Scherer tested with MSVC. |
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| 152 | Matthias Troyer contributed a lagged Fibonacci generator. Michael |
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| 153 | Stevens found a bug in the copy semantics of normal_distribution and |
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| 154 | suggested documentation improvements. |
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| 155 | <p> |
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| 156 | <hr> |
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| 157 | <a href="../../people/jens_maurer.htm">Jens Maurer</a>, |
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| 158 | 2001-08-31 |
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| 159 | |
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| 160 | </body> |
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| 161 | </html> |
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