1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282 2283 2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368 2369 2370 2371 2372 2373 2374 2375 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 2496 2497 2498 2499 2500 2501 2502 2503 2504 2505 2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 2626 2627 2628 2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654 2655 2656 2657 2658 2659 2660 2661 2662 2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724 2725 2726 2727 2728 2729 2730 2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 2844 2845 2846 2847 2848 2849 2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860 2861 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 2873 2874 2875 2876 2877 2878 2879 2880 2881 2882 2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2893 2894 2895 2896 2897 2898 2899 2900 2901 2902 2903 2904 2905 2906 2907 2908 2909 2910 2911 2912 2913 2914 2915 2916 2917 2918 2919 2920 2921 2922 2923 2924 2925 2926 2927 2928 2929 2930 2931 2932 2933 2934 2935 2936 2937 2938 2939 2940 2941 2942 2943 2944 2945 2946 2947 2948 2949 2950 2951 2952 2953 2954 2955 2956 2957 2958 2959 2960 2961 2962 2963 2964 2965 2966 2967 2968 2969 2970 2971 2972 2973 2974 2975 2976 2977 2978 2979 2980 2981 2982 2983 2984 2985 2986 2987 2988 2989 2990 2991 2992 2993 2994 2995 2996 2997 2998 2999 3000 3001 3002 3003 3004 3005 3006 3007 3008 3009 3010 3011 3012 3013 3014 3015 3016 3017 3018 3019 3020 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3039 3040 3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3053 3054 3055 3056 3057 3058 3059 3060 3061 3062 3063 3064 3065 3066 3067 3068 3069 3070 3071 3072 3073 3074 3075 3076 3077 3078 3079 3080 3081 3082 3083 3084 3085 3086 3087 3088 3089 3090 3091 3092 3093 3094 3095 3096 3097 3098 3099 3100 3101 3102 3103 3104 3105 3106 3107 3108 3109 3110 3111 3112 3113 3114 3115 3116 3117 3118 3119 3120 3121 3122 3123 3124 3125 3126 3127 3128 3129 3130 3131 3132 3133 3134 3135 3136 3137 3138 3139 3140 3141 3142 3143 3144 3145 3146 3147 3148 3149 3150 3151 3152 3153 3154 3155 3156 3157 3158 3159 3160 3161 3162 3163 3164 3165 3166 3167 3168 3169 3170 3171 3172 3173 3174 3175 3176 3177 3178 3179 3180 3181 3182 3183 3184 3185 3186 3187 3188 3189 3190 3191 3192 3193 3194 3195 3196 3197 3198 3199 3200 3201 3202 3203 3204 3205 3206 3207 3208 3209 3210 3211 3212 3213 3214 3215 3216 3217 3218 3219 3220 3221 3222 3223 3224 3225 3226 3227 3228 3229 3230 3231 3232 3233 3234 3235 3236 3237 3238 3239 3240 3241 3242 3243 3244 3245 3246 3247 3248 3249 3250 3251 3252 3253 3254 3255 3256 3257 3258 3259 3260 3261 3262 3263 3264 3265 3266 3267 3268 3269 3270 3271 3272 3273 3274 3275 3276 3277 3278 3279 3280 3281 3282 3283 3284 3285 3286 3287 3288 3289 3290 3291 3292 3293 3294 3295 3296 3297 3298 3299 3300 3301 3302 3303 3304 3305 3306 3307 3308 3309 3310 3311 3312 3313 3314 3315 3316 3317 3318 3319 3320 3321 3322 3323 3324 3325 3326 3327 3328 3329 3330 3331 3332 3333 3334 3335 3336 3337 3338 3339 3340 3341 3342 3343 3344 3345 3346 3347 3348 3349 3350 3351 3352 3353 3354 3355 3356 3357 3358 3359 3360 3361 3362 3363 3364 3365 3366 3367 3368 3369 3370 3371 3372 3373 3374 3375 3376 3377 3378 3379 3380 3381 3382 3383 3384 3385 3386 3387 3388 3389 3390 3391 3392 3393 3394 3395 3396 3397 3398 3399 3400 3401 3402 3403 3404 3405 3406 3407 3408 3409 3410 3411 3412 3413 3414 3415 3416 3417 3418 3419 3420 3421 3422 3423 3424 3425 3426 3427 3428 3429 3430 3431 3432 3433 3434 3435 3436 3437 3438 3439 3440 3441 3442 3443 3444 3445 3446 3447 3448 3449 3450 3451 3452 3453 3454 3455 3456 3457 3458 3459 3460 3461 3462 3463 3464 3465 3466 3467 3468 3469 3470 3471 3472 3473 3474 3475 3476 3477 3478 3479 3480 3481 3482 3483 3484 3485 3486 3487 3488 3489 3490 3491 3492 3493 3494 3495 3496 3497 3498 3499 3500 3501 3502 3503 3504 3505 3506 3507 3508 3509 3510 3511 3512 3513 3514 3515 3516 3517 3518 3519 3520 3521 3522 3523 3524 3525 3526 3527 3528 3529 3530 3531 3532 3533 3534 3535 3536 3537 3538 3539 3540 3541 3542 3543 3544 3545 3546 3547 3548 3549 3550 3551 3552 3553 3554 3555 3556 3557 3558 3559 3560 3561 3562 3563 3564 3565 3566 3567 3568 3569 3570 3571 3572 3573 3574 3575 3576 3577 3578 3579 3580 3581 3582 3583 3584 3585 3586 3587 3588 3589 3590 3591 3592 3593 3594 3595 3596 3597 3598 3599 3600 3601 3602 3603 3604 3605 3606 3607 3608
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Language" content="en-us">
<meta http-equiv="Content-Type" content="text/html; charset=us-ascii">
<title>A Proposal to Add an Extensible Random Number Facility to the
Standard Library</title>
</head>
<body bgcolor="#FFFFFF" text="#000000">
<font size="-1">Jens Maurer <Jens.Maurer@gmx.net><br>
2002-11-10<br>
Document N1398=02-0056</font>
<p><font size="-1"><code>$Id: proposal.html,v 1.44 2002/11/10 20:42:15
jmaurer Exp $</code></font></p>
<h1>A Proposal to Add an Extensible Random Number Facility to the Standard
Library (N1398)</h1>
<blockquote>
Any one who considers arithmetical methods of producing random digits is,
of course, in a state of sin.
</blockquote>
<p align="right">John von Neumann, 1951</p>
<h2>Revision history</h2>
<ul>
<li>2002-11-10: Publication in the Post-Santa Cruz mailing.</li>
<li>The <code>seed(first, last)</code> interface now needs "unsigned
long" values.</li>
<li>Introduce "variate_generator", adjust distribution interface
accordingly.</li>
<li>Add "add-on packages" discussion.</li>
<li>All distribution parameters must be defaulted.</li>
<li>Add "target audience" subsection to "motivation" section.</li>
<li>Add discussion of manager class.</li>
<li>Engines are independent of distributions, thus consider respective
lifetimes.</li>
<li>Add "sharing of engines" as a major requirement.</li>
<li>Add some open issues.</li>
<li>2002-10-11: First publication on the C++ committee's library
reflector.</li>
</ul>
<h2>I. Motivation</h2>
<blockquote>
<i>Why is this important? What kinds of problems does it address, and
what kinds of programmers, is it intended to support? Is it based on
existing practice?</i>
</blockquote>Computers are deterministic machines by design: equal input
data results in equal output, given the same internal state. Sometimes,
applications require seemingly non-deterministic behaviour, usually
provided by generating random numbers. Such applications include:
<ul>
<li>numerics (simulation, Monte-Carlo integration)</li>
<li>games (shuffling card decks, non-deterministic enemy behavior)</li>
<li>testing (generation of test input data for good coverage)</li>
<li>security (generation of cryptographic keys)</li>
</ul>
<p>Programmers in all of the above areas have to find ways to generate
random numbers. However, the difficulty to find generators that are both
efficient and have good quality is often underestimated, and so ad-hoc
implementations often fail to meet either or both of these goals.</p>
<p>The C++ standard library includes <code>std::rand</code>, inherited from
the C standard library, as the only facility to generate pseudo-random
numbers. It is underspecified, because the generation function is not
defined, and indeed early C standard library implementations provided
surprisingly bad generators. Furthermore, the interface relies on global
state, making it difficult or inefficient to provide for correct operation
for simultaneous invocations in multi-threaded applications.</p>
<p>There is a lot of existing practice in this area. A multitude of
libraries, usually implemented in C or Fortran, is available from the
scientific community. Some implement just one random number engine, others
seek to provide a full framework. I know of no comprehensive C++ framework
for generating random numbers that adheres to the design principles put
forth in section III.</p>
<p>Random number generators are appropriate for this TR because they fall
into one of the domains (numerics) identified in N1314 as a target for the
TR.</p>
<h3>Target Audience</h3>There are several different kinds of programmers
that are assumed to use the facilities provided in this proposal.
<ul>
<li>programmers that provide additional engines</li>
<li>programmers that provide additional distributions</li>
<li>programmers that provide generic add-on packages</li>
<li>programmers that need random numbers</li>
</ul>This proposal specifies an infrastructure so that the needs of all
four groups are met. The first two groups benefit from a modular design so
that they can plug in their contributions. Providing add-on packages
benefits from a design that suits to generic programming needs. Finally,
users in need of random numbers benefit from an interface to the package
that is easy to use.
<h2>II. Impact On the Standard</h2>
<blockquote>
<i>What does it depend on, and what depends on it? Is it a pure
extension, or does it require changes to standard components? Does it
require core language changes?</i>
</blockquote>This proposal is a pure library extension. It does not require
changes to any standard classes or functions. It does not require changes
to any of the standard requirement tables. It does not require any changes
in the core language, and it has been implemented in standard C++ as per
ISO 14882:1998.
<p>The ISO C99 extension that specify integral types having a given minimum
or exact bitwidth (e.g. <code>int32_t</code>) aids in implementing this
proposal, however these types (or the equivalent thereof under another
name) can be defined with template metaprogramming in standard C++, so
these are not strictly necessary.</p>
<p>In case the ISO C99 extensions become part of the TR, section IV should
be reviewed whether some requirements could be reformulated with the ISO
C99 extensions.</p>
<p>In case a standard reference-counted smart pointer becomes part of the
TR, section IV should be reviewed and instances of the smart pointer be
added to the acceptable template parameters for a
<code>variate_generator</code>.</p>
<h2>III. Design Decisions</h2>
<blockquote>
<i>Why did you choose the specific design that you did? What alternatives
did you consider, and what are the tradeoffs? What are the consequences
of your choice, for users and implementors? What decisions are left up to
implementors? If there are any similar libraries in use, how do their
design decisions compare to yours?</i>
</blockquote>The design decisions are compared to those in the following
libraries:
<ul>
<li>CLHEP (original at http://wwwinfo.cern.ch/asd/lhc++/clhep/index.html,
modifications from FermiLab at (anonymous CVS)
:pserver:anonymous@zoomcvs.fnal.gov:/usr/people/cvsuser/repository)</li>
<li>crng 1.1: Random-number generators (RNGs) implemented as Python
extension types coded in C (at http://www.sbc.su.se/~per/crng/)</li>
<li>Swarm 2.1.1 (multi-agent simulation of complex systems), random
number package, using a Smalltalk-like programming language (at
http://www.santafe.edu/projects/swarm/swarmdocs/set/swarm.random.sgml.reference.html)</li>
<li>GNU Scientific Library: general scientific computing library
implemented in C, comprehensive coverage of random number engines and
distributions (at http://sources.redhat.com/gsl)</li>
</ul>The choice of engines and distributions is also contrasted against the
following literature:
<ul>
<li>Donald E. Knuth, "The Art of Computer Programming Vol. 2"</li>
<li>William H. Press et al., "Numerical Recipes in C"</li>
</ul>
<h3>A. Overview on Requirements</h3>Here is a short overview on the
requirements for the random number framework.
<ul>
<li>allows users to choose in speed / size / quality trade-offs</li>
<li>has a tight enough specification to get reliable cross-platform
results</li>
<li>allows storage of state on non-volatile media (e.g., in a disk file)
to resume computation later</li>
<li>does not impede sequence "jump-ahead" for parallel computation</li>
<li>provides a variety of base engines, not just one</li>
<li>allows the user to write its own base engines and use it with the
library-provided distributions</li>
<li>provides the most popular distributions</li>
<li>allows the user to write its own distributions and use it with the
library-provided engines</li>
<li>allows sharing of engines by several distributions</li>
<li>does not prevent implementations with utmost efficiency</li>
<li>provides both pseudo-random number engines (for simulations etc.) and
"true" non-deterministic random numbers (for cryptography)</li>
</ul>All of the requirements are revisited in detail in the following
sections.
<h3>B. Pseudo-Random vs. Non-Deterministic Random Numbers</h3>This section
tries to avoid philosophical discussions about randomness as much as
possible, a certain amount of intuition is assumed.
<p>In this proposal, a <em>pseudo-random number engine</em> is defined as
an initial internal state x(0), a function f that moves from one internal
state to the next x(i+1) := f(x(i)), and an output function o that produces
the output o(x(i)) of the generator. This is an entirely deterministic
process, it is determined by the initial state x(0) and functions f and o
only. The initial state x(0) is determined from a seed. Apparent randomness
is achieved only because the user has limited perception.</p>
<p>A <em>non-deterministic random-number engine</em> provides a sequence of
random numbers x(i) that cannot be foreseen. Examples are certain
quantum-level physics experiments, measuring the time difference between
radioactive decay of individual atoms or noise of a Zehner diode.
Relatively unforeseeable random sources are also (the low bits of) timing
between key touches, mouse movements, Ethernet packet arrivals, etc. An
estimate for the amount of unforeseeability is the entropy, a concept from
information theory. Completely foreseeable sequences (e.g., from
pseudo-random number engines) have entropy 0, if all bits are
unforeseeable, the entropy is equal to the number of bits in each
number.</p>
<p>Pseudo-random number engines are usually much faster than
non-deterministic random-number engines, because the latter require I/O to
query some randomness device outside of the computer. However, there is a
common interface feature subset of both pseudo-random and non-deterministic
random-number engines. For example, a non-deterministic random-number
engine could be employed to produce random numbers with normal
distribution; I believe this to be an unlikely scenario in practice.</p>
<p>Other libraries, including those mentioned above, only provide either
pseudo-random numbers, suitable for simulations and games, or
non-deterministic random numbers, suitable for cryptographic
applications.</p>
<h3>C. Separation of Engines and Distributions</h3>Random-number generation
is usually conceptually separated into <em>random-number engines</em> that
produce uniformly distributed random numbers between a given minimum and
maximum and <em>random-number distributions</em> that retrieve uniformly
distributed random numbers from some engine and produce numbers according
to some distribution (e.g., Gaussian normal or Bernoulli distribution).
Returning to the formalism from section A, the former can be identified
with the function f and the latter with the output function o.
<p>This proposal honours this conceptual separation, and provides a class
template to merge an arbitrary engine with an arbitrary distribution on
top. To this end, this proposal sets up requirements for engines so that
each of them can be used to provide uniformly distributed random numbers
for any of the distributions. The resulting freedom of combination allows
for the utmost re-use.</p>
<p>Engines have usually been analyzed with all mathematical and empirical
tools currently available. Nonetheless, those tools show the absence of a
particular weakness only, and are not exhaustive. Albeit unlikely, a new
kind of test (for example, a use of random numbers in a new kind of
simulation or game) could show serious weaknesses in some engines that were
not known before.</p>
<p>This proposal attempts to specify the engines precisely; two different
implementations, with the same seed, should return the same output
sequence. This forces implementations to use the well-researched engines
specified hereinafter, and users can have confidence in their quality and
the limits thereof.</p>
<p>On the other hand, the specifications for the distributions only define
the statistical result, not the precise algorithm to use. This is different
from engines, because for distribution algorithms, rigorous proofs of their
correctness are available, usually under the precondition that the input
random numbers are (truely) uniformly distributed. For example, there are
at least a handful of algorithms known to produce normally distributed
random numbers from uniformly distributed ones. Which one of these is most
efficient depends on at least the relative execution speeds for various
transcendental functions, cache and branch prediction behaviour of the CPU,
and desired memory use. This proposal therefore leaves the choice of the
algorithm to the implementation. It follows that output sequences for the
distributions will not be identical across implementations. It is expected
that implementations will carefully choose the algorithms for distributions
up front, since it is certainly surprising to customers if some
distribution produces different numbers from one implementation version to
the next.</p>
<p>Other libraries usually provide the same differentiation between engines
and distributions. Libraries rarely have a wrapper around both engine and
distribution, but it turns out that this can hide some complexities from
the authors of distributions, since some facitilies need to be provided
only once. A previous version of this proposal had distributions directly
exposed to the user, and the distribution type dependent on the engine
type. In various discussions, this was considered as too much coupling.</p>
<p>Since other libraries do not aim to provide a portable specification
framework, engines are sometimes only described qualitatively without
giving the exact parameterization. Also, distributions are given as
specific functions or classes, so the quality-of-implementation question
which distribution algorithm to employ does not need to be addressed.</p>
<h3>D. Templates vs. Virtual Functions</h3>The layering sketched in the
previous subsection can be implemented by either a template mechanism or by
using virtual functions in a class hierarchy. This proposal uses templates.
Template parameters are usually some base type and values denoting fixed
parameters for the functions f and o, e.g. a word size or modulus.
<p>For virtual functions in a class hierarchy, the core language requires a
(nearly) exact type match for a function in a derived classes overriding a
function in a base class. This seems to be unnecessarily restrictive,
because engines can sometimes benefit from using different integral base
types. Also, with current compiler technology, virtual functions prevent
inlining when a pointer to the base class is used to call a virtual
function that is overridden in some derived class. In particular with
applications such as simulations that sometimes use millions of
pseudo-random numbers per second, losing significant amounts of performance
due to missed inlining opportunities appears to not be acceptable.</p>
<p>The CLHEP library bases all its engines on the abstract base class
<code>HepRandomEngine</code>. Specific engines derive from this class and
override its pure virtual functions. Similarly, all distributions are based
on the base class <code>HepRandom</code>. Specific distributions derive
from this class, override operator(), and provide a number of specific
non-virtual functions.</p>
<p>The GNU Scientific Library, while coded in C, adheres to the principles
of object-structuring; all engines can be used with any of the
distributions. The technical implementation is by mechanisms similar to
virtual functions.</p>
<h3>E. Parameterization and Initialization for Engines</h3>Engines usually
have a "base" type which is used to store its internal state. Also, they
usually have a choice of parameters. For example, a linear congruential
engine is defined by x(i+1) = (a*x(i)+c) mod m, so f(x) = (a*x+c) mod m;
the base type is "int" and parameters are a, c, and m. Finding parameters
for a given function f that make for good randomness in the resulting
engine's generated numbers x(i) requires extensive and specialized
mathematical training and experience. In order to make good random numbers
available to a large number of library users, this proposal not only
defines generic random-number engines, but also provides a number of
predefined well-known good parameterizations for those. Usually, there are
only a few (less than five) well-known good parameterizations for each
engine, so it appears feasible to provide these.
<p>Since random-number engines are mathematically designed with computer
implementation in mind, parameters are usually integers representable in a
machine word, which usually coincides nicely with a C++ built-in type. The
parameters could either be given as (compile-time) template arguments or as
(run-time) constructor arguments.</p>
<p>Providing parameters as template arguments allows for providing
predefined parameterizations as simple "typedef"s. Furthermore, the
parameters appear as integral constants, so the compiler can value-check
the given constants against the engine's base type. Also, the library
implementor can choose different implementations depending on the values of
the parameters, without incurring any runtime overhead. For example, there
is an efficient method to compute (a*x) mod m, provided that a certain
magnitude of m relative to the underlying type is not exceeded.
Additionally, the compiler's optimizer can benefit from the constants and
potentially produce better code, for example by unrolling loops with fixed
loop count.</p>
<p>As an alternative, providing parameters as constructor arguments allows
for more flexibility for the library user, for example when experimenting
with several parameterizations. Predefined parameterizations can be
provided by defining wrapper types which default the constructor
parameters.</p>
<p>Other libraries have hard-coded the parameters of their engines and do
not allow the user any configuration of them at all. If the user wishes to
change the parameters, he has to re-implement the engine's algorithm. In my
opinion, this approach unnecessarily restricts re-use.</p>
<p>Regarding initialization, this proposal chooses to provide
"deterministic seeding" with the default constructor and the
<code>seed</code> function without parameters: Two engines constructed
using the default constructor will output the same sequence. In contrast,
the CLHEP library's default constructed engines will take a fresh seed from
a seed table for each instance. While this approach may be convenient for a
certain group of users, it relies on global state and can easily be
emulated by appropriately wrapping engines with deterministic seeding.</p>
<p>In addition to the default constructor, all engines provide a
constructor and <code>seed</code> function taking an iterator range
[it1,it2) pointing to unsigned integral values. An engine initializes its
state by successively consuming values from the iterator range, then
returning the advanced iterator it1. This approach has the advantage that
the user can completely exploit the large state of some engines for
initialization. Also, it allows to initialize compound engines in a uniform
manner. For example, a compound engine consisting of two simpler engines
would initialize the first engine with its [it1,it2). The first engine
returns a smaller iterator range that it has not consumed yet. This can be
used to initialize the second engine.</p>
<p>The iterator range [it1,it2) is specified to point to unsigned long
values. There is no way to determine from a generic user program how the
initialization values will be treated and what range of bits must be
provided, except by enumerating all engines, e.g. in template
specializations. The problem is that a given generator might have differing
requirements on the values of the seed range even within one
<code>seed</code> call.</p>
<p>For example, imagine a</p>
<pre>
xor_combine<lagged_fibonacci<...>, mersenne_twister<...> >
</pre>generator. For this, <code>seed(first, last)</code> will consume values
as follows: First, seed the state of the <code>lagged_fibonacci</code>
generator by consuming one item from [first, last) for each word of state.
The values are reduced to (e.g.) 24 bits to fit the
<code>lagged_fibonacci</code> state requirements. Then, seed the state of the
<code>mersenne_twister</code> by consuming some number of items from the
remaining [first, last). The values are reduced to 32 bits to fit the <code>
mersenne_twister</code> state requirements.
<p>How does a concise programming interface for those increasingly complex
and varying requirements on [first, last) look like? I don't know, and I
don't want to complicate the specification by inventing something
complicated here.</p>
<p>Thus, the specification says for each generator how it uses the seed
values, and how many are consumed. Additional features are left to the
user.</p>
<p>In a way, this is similar to STL containers: It is intended that the
user can exchange iterators to various containers in generic algorithms,
but the container itself is not meant to be exchanged, i.e. having a
Container template parameter is often not adequate. That is analogous to
the random number case: The user can pass an engine around and use its
<code>operator()</code> and <code>min</code> and <code>max</code> functions
generically. However, the user can't generically query the engine
attributes and parameters, simply because most are entirely different in
semantics for each engine.</p>
<p>The <code>seed(first, last)</code> interface can serve two purposes:</p>
<ol>
<li>In a generic context, the user can pass several integer values >=
1 for seeding. It is unlikely that the user explores the full state space
with the seeds she provides, but she can be reasonably sure that her
seeds aren't entirely incorrect. (There is no formal guarantee for that,
except that the ability to provide bad seeds usually means the
parameterization of the engine is bad, e.g. a non-prime modulus for a
linear congruential engine.) For example, if the user wants a
<code>seed(uint32_t)</code> on top of <code>seed(first, last)</code>, one
option is to use a <code>linear_congruential</code> generator that
produces the values required for <code>seed(first, last)</code>. When the
user defines the iterator type for <code>first</code> and
<code>last</code> so that it encapsulates the
<code>linear_congruential</code> engine in <code>operator++</code>, the
user doesn't even need to know beforehand how many values
<code>seed(first, last)</code> will need.</li>
<li>If the user is in a non-generic context, he knows the specific
template type of the engine (probably not the template value-based
parameterization, though). The precise specification for
<code>seed(first, last)</code> allows to know what values need to be
passed in so that a specific initial state is attained, for example to
compare one implementation of the engine with another one that uses
different seeding.</li>
<li>If the user requires both, he needs to inject knowledge into (1) so
that he is in the position of (2). One way to inject the knowledge is to
use (partial) template specialization to add the knowledge. The specific
parameterization of some engine can then be obtained by querying the data
members of the engines.</li>
</ol>
<p>I haven't seen the iterator-based approach to engine initialization in
other libraries; most initialization approaches rely on a either a single
value or on per-engine specific approaches to initialization.</p>
<p>An alternative approach is to pass a zero-argument function object
("generator") for seeding. It is trivial to implement a generator from a
given iterator range, but it is more complicated to implement an iterator
range from a generator. Also, the exception object that is specified to be
thrown when the iterator range is exhausted could be configured in a
user-provided iterator to generator mapping. With this approach, some
engines would have three one-argument constructors: One taking a single
integer for seeding, one taking a (reference?) to a (templated) generator,
and the copy constructor. It appears that the opportunities for ambiguities
or choosing the wrong overload are too confusing to the unsuspecting
user.</p>
<h3>F. Parameterization and Initialization for Distributions</h3>The
distributions specified in this proposal have template parameters that
indicate the output data type (e.g. <code>float</code>,
<code>double</code>, <code>long double</code>) that the user desires.
<p>The probability density functions of distributions usually have
parameters. These are mapped to constructor parameters, to be set at
runtime by the library user according to her requirements. The parameters
for a distribution object cannot change after its construction. When
constructing the distribution, this allows to pre-compute some data
according to the parameters given without risk of inadvertently
invalidating them later.</p>
<p>Distributions may implement <code>operator()(T x)</code>, for arbitrary
type <code>T</code>, to meet special needs, for example a "one-shot" mode
where each invocation uses different distribution parameters.</p>
<h3>G. Properties as Traits vs. In-Class Constants</h3>Users might wish to
query compile-time properties of the engines and distributions, e.g. their
base types, constant parameters, etc. This is similar to querying the
properties of the built-in types such as <code>double</code> using
<code>std::numeric_limits<></code>. However, engines and
distributions cannot be simple types, so it does not appear to be necessary
to separate the properties into separate traits classes. Instead,
compile-time properties are given as members types and static member
constants.
<h3>H. Which Engines to Include</h3>There is a multitude of pseudo-random
number engines available in both literature and code. Some engines, such as
Mersenne Twister, have an independent algorithm ("base engine"). Others
change the values or order of output of other engines to improve
randomness, for example Knuth's "Algorithm B" ("compound engine"). The
template mechanism allows easy combination of base and compound engines.
<p>Engines may be categorized according to the following dimensions.</p>
<ul>
<li>integers or floating-point numbers produced (Some engines produce
uniformly distributed integers in the range [min,max], however, most
distribution functions expect uniformly distributed floating-point
numbers in the range [0,1) as the input sequence. The obvious conversion
requires a relatively costly integer to floating-point conversion plus a
floating-point multiplication by (max-min+1)<sup>-1</sup> for each random
number used. To save the multiplication, some engines can directly
produce floating-point numbers in the range [0,1) by maintaining the
state x(i) in an appropriately normalized form, given a sufficiently good
implementation of basic floating-point operations (e.g. IEEE 754).</li>
<li>quality of random numbers produced (What is the cycle length? Does
the engine pass all relevant statistical tests? Up to what dimension are
numbers equidistributed?)</li>
<li>speed of generation (How many and what kind of operations have to be
performed to produce one random number, on average?)</li>
<li>size of state (How may machine words of storage are required to hold
the state x(i) of the random engine?)</li>
<li>option for independent subsequences (Is it possible to move from x(i)
to x(i+k) with at most O(log(k)) steps? This allows to efficiently use
subsequences x(0)...x(k-1), x(k)...x(2k-1), ..., x(jk)...x((j+1)k-1),
..., for example for parallel computation, where each of the m processors
gets assigned the (independent) subsequence starting at x(jk) (0 <= k
< m).)</li>
</ul>According to the criteria above, the engines given below were chosen.
The quality and size indications were completed according to best known
parameterizations. Other parameterizations usually yield poorer quality
and/or less size.
<table border="1" summary="">
<tr>
<th>engine</th>
<th>int / float</th>
<th>quality</th>
<th>speed</th>
<th>size of state</th>
<th>subsequences</th>
<th>comments</th>
</tr>
<tr>
<td>linear_congruential</td>
<td>int</td>
<td>medium</td>
<td>medium</td>
<td>1 word</td>
<td>yes</td>
<td>cycle length is limited to the maximum value representable in one
machine word, passes most statisticial tests with chosen
parameters.</td>
</tr>
<tr>
<td>mersenne_twister</td>
<td>int</td>
<td>good</td>
<td>fast</td>
<td>624 words</td>
<td>no</td>
<td>long cycles, passes all statistical tests, good equidistribution in
high dimensions</td>
</tr>
<tr>
<td>subtract_with_carry</td>
<td>both</td>
<td>medium</td>
<td>fast</td>
<td>25 words</td>
<td>no</td>
<td>very long cycles possible, fails some statistical tests. Can be
improved with the discard_block compound engine.</td>
</tr>
<tr>
<td>discard_block</td>
<td>both</td>
<td>good</td>
<td>slow</td>
<td>base engine + 1 word</td>
<td>no</td>
<td>compound engine that removes correlation provably by throwing away
significant chunks of the base engine's sequence, the resulting speed
is reduced to 10% to 3% of the base engine's.</td>
</tr>
<tr>
<td>xor_combine</td>
<td>int</td>
<td>good</td>
<td>fast</td>
<td>base engines</td>
<td>yes, if one of the base engines</td>
<td>compound engine that XOR-combines the sequences of two base
engines</td>
</tr>
</table>
<p>Some engines were considered for inclusion, but left out for the
following reasons:</p>
<table border="1" summary="">
<tr>
<th>engine</th>
<th>int / float</th>
<th>quality</th>
<th>speed</th>
<th>size of state</th>
<th>subsequences</th>
<th>comments</th>
</tr>
<tr>
<td>shuffle_output</td>
<td>int</td>
<td>good</td>
<td>fast</td>
<td>base engine + 100 words</td>
<td>no</td>
<td>compound engine that reorders the base engine's output, little
overhead for generation (one multiplication)</td>
</tr>
<tr>
<td>lagged_fibonacci</td>
<td>both</td>
<td>medium</td>
<td>fast</td>
<td>up to 80,000 words</td>
<td>no</td>
<td>very long cycles possible, fails birthday spacings test. Same
principle of generation as <code>subtract_with_carry</code>, i.e. x(i)
= x(i-s) (*) x(i-r), where (*) is either of +, -, xor with or without
carry.</td>
</tr>
<tr>
<td>inversive_congruential (Hellekalek 1995)</td>
<td>int</td>
<td>good</td>
<td>slow</td>
<td>1 word</td>
<td>no</td>
<td>x(i+1) = a x(i)<sup>-1</sup> + c. Good equidistribution in several
dimensions. Provides no apparent advantage compared to ranlux; the
latter can produce floating-point numbers directly.</td>
</tr>
<tr>
<td>additive_combine (L'Ecuyer 1988)</td>
<td>int</td>
<td>good</td>
<td>medium</td>
<td>2 words</td>
<td>yes</td>
<td>Combines two linear congruential generators. Same principle of
combination as <code>xor_combine</code>, i.e. z(i) = x(i) (*) y(i),
where (*) is one of +, -, xor.</td>
</tr>
<tr>
<td>R250 (Kirkpatrick and Stoll)</td>
<td>int</td>
<td>bad</td>
<td>fast</td>
<td>~ 20 words</td>
<td>no</td>
<td>General Feedback Shift Register with two taps: Easily exploitable
correlation.</td>
</tr>
<tr>
<td>linear_feedback_shift</td>
<td>int</td>
<td>medium</td>
<td>fast</td>
<td>1 word</td>
<td>no</td>
<td>cycle length is limited to the maximum value representable in one
machine word, fails some statistical tests, can be improved with the
xor_combine compound engine.</td>
</tr>
</table>
<p>The GNU Scientific Library and Swarm have additional engine that are not
mentioned in the table below.</p>
<table border="1" summary="">
<tr>
<th>Engine</th>
<th>this proposal</th>
<th>CLHEP</th>
<th>crng</th>
<th>GNU Scientific Library</th>
<th>Swarm</th>
<th>Numerical Recipes</th>
<th>Knuth</th>
</tr>
<tr>
<td>LCG(2<sup>31</sup>-1, 16807)</td>
<td>minstd_rand0</td>
<td>-</td>
<td>ParkMiller</td>
<td>ran0, minstd</td>
<td>-</td>
<td>ran0</td>
<td>p106, table 1, line 19</td>
</tr>
<tr>
<td>LCG(2<sup>32</sup>, a=1664525, c=1013904223)</td>
<td>linear_congruential< ..., 1664525, 1013904223, (1 << 32)
></td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>LCG1gen</td>
<td>-</td>
<td>p106, table 1, line 16</td>
</tr>
<tr>
<td>LCG1 + LCG2 + LCG3</td>
<td>-</td>
<td>-</td>
<td>WichmannHill</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>(LCG1 - LCG2 + LCG3 - LCG4) mod m0</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>C4LCGXgen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>LCG(2<sup>31</sup>-1, 16807) with Bays/Durham shuffle</td>
<td>shuffle_output<minstd_rand0, 32> (shuffle_output not in this
proposal)</td>
<td>-</td>
<td>-</td>
<td>ran1</td>
<td>PMMLCG1gen</td>
<td>ran1</td>
<td>Algorithm "B"</td>
</tr>
<tr>
<td>(LCG(2<sup>31</sup>-85, 40014) + LCG(2<sup>31</sup>-249, 40692))
mod 2<sup>31</sup>-85</td>
<td>ecuyer1988 (additive_combine not in this proposal)</td>
<td>Ranecu</td>
<td>LEcuyer</td>
<td>-</td>
<td>C2LCGXgen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>(LCG(2<sup>31</sup>-85, 40014) with Bays/Durham shuffle +
LCG(2<sup>31</sup>-249, 40692)) mod 2<sup>31</sup>-85</td>
<td>additive_combine< shuffle_output<<br>
linear_congruential<int, 40014, 0, 2147483563>, 32>,<br>
linear_congruential<int, 40692, 0, 2147483399> >
(additive_combine and shuffle_output not in this proposal)</td>
<td>-</td>
<td>-</td>
<td>ran2</td>
<td>-</td>
<td>ran2</td>
<td>-</td>
</tr>
<tr>
<td>X(i) = (X(i-55) - X(i-33)) mod 10<sup>9</sup></td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>ran3</td>
<td>~SCGgen</td>
<td>ran3</td>
<td>-</td>
</tr>
<tr>
<td>X(i) = (X(i-100) - X(i-37)) mod 2<sup>30</sup></td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>ran_array</td>
</tr>
<tr>
<td>X(i) = (X(i-55) + X(i-24)) mod 2<sup>32</sup></td>
<td>lagged_fibonacci< ..., 32, 55, 24, ...> (lagged_fibonacci not
in this proposal)</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>ACGgen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>DEShash(i,j)</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>ran4</td>
<td>-</td>
</tr>
<tr>
<td>MT</td>
<td>mt19937</td>
<td>MTwistEngine</td>
<td>MT19937</td>
<td>mt19937</td>
<td>MT19937gen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>X(i) = (X(i-37) - X(i-24) - carry) mod 2<sup>32</sup></td>
<td>subtract_with_carry< ..., (1<<32), 37, 24, ...></td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>SWB1gen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>X(i) = (X(i-43) - X(i-22) - carry) mod 2<sup>32</sup>-5</td>
<td>subtract_with_carry< ..., (1<<32)-5, 43, 22, ...></td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>PSWBgen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>RCARRY with block discard by Lüscher</td>
<td>discard_block< subtract_with_carry<...>, ...></td>
<td>RanluxEngine, Ranlux64Engine</td>
<td>Ranlux</td>
<td>ranlx*</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>Hurd</td>
<td>-</td>
<td>Hurd160, Hurd288</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>physical model by Ranshi</td>
<td>-</td>
<td>Ranshi</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>return predefined data</td>
<td>-</td>
<td>NonRandom</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>RANMAR: z(i) = (z(i-97) - z(i-33)) mod 2<sup>24</sup>; y(i+1) =
(y(i)-c) mod 2<sup>24</sup>-3; X(i) = (z(i) - y(i)) mod
2<sup>24</sup></td>
<td>additive_combine< lagged_fibonacci< (1<<24), 97, 33,
... >, linear_congruential< (1<<24)-3, 1, c, ...>
(additive_combine and lagged_fibonacci not in this proposal)</td>
<td>JamesRandom</td>
<td>-</td>
<td>ranmar</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>Taus88</td>
<td>taus88 = xor_combine ...</td>
<td>-</td>
<td>Taus88</td>
<td>taus, taus2</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>Taus60</td>
<td>xor_combine< linear_feedback_shift< 31, 13, 12 >, 0,
linear_feedback_shift< 29, 2, 4 >, 2, 0>
(linear_feedback_shift not in this proposal)</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>C2TAUSgen</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>GFSR, 4-tap</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>gfsr4</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>MRG32k3a</td>
<td>-</td>
<td>-</td>
<td>MRG32k3a</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
</table>
<h3>I. Which Distributions to Include</h3>The following distributions were
chosen due to their relatively widespread use:
<ul>
<li>Integer uniform</li>
<li>Floating-point uniform</li>
<li>Exponential</li>
<li>Normal</li>
<li>Gamma</li>
<li>Poisson</li>
<li>Binomial</li>
<li>Geometric</li>
<li>Bernoulli</li>
</ul>The GNU Scientific Library has a multitude of additional distributions
that are not mentioned in the table below.
<table border="1" summary="">
<tr>
<th>Distribution</th>
<th>this proposal</th>
<th>CLHEP</th>
<th>crng</th>
<th>GNU Scientific Library</th>
<th>Swarm</th>
<th>Numerical Recipes</th>
<th>Knuth</th>
</tr>
<tr>
<td>uniform (int)</td>
<td>uniform_int</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>UniformIntegerDist</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>uniform (float)</td>
<td>uniform_real</td>
<td>RandFlat</td>
<td>UniformDeviate</td>
<td>flat</td>
<td>UniformDoubleDist</td>
<td>-</td>
<td>uniform</td>
</tr>
<tr>
<td>exponential</td>
<td>exponential_distribution</td>
<td>RandExponential</td>
<td>ExponentialDeviate</td>
<td>exponential</td>
<td>ExponentialDist</td>
<td>exponential</td>
<td>exponential</td>
</tr>
<tr>
<td>normal</td>
<td>normal_distribution</td>
<td>RandGauss*</td>
<td>NormalDeviate</td>
<td>gaussian</td>
<td>NormalDist</td>
<td>normal (gaussian)</td>
<td>normal</td>
</tr>
<tr>
<td>lognormal</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>lognormal</td>
<td>LogNormalDist</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>gamma</td>
<td>gamma_distribution</td>
<td>RandGamma</td>
<td>GammaDeviate</td>
<td>gamma</td>
<td>GammaDist</td>
<td>gamma</td>
<td>gamma</td>
</tr>
<tr>
<td>beta</td>
<td>-</td>
<td>-</td>
<td>BetaDeviate</td>
<td>beta</td>
<td>-</td>
<td>-</td>
<td>beta</td>
</tr>
<tr>
<td>poisson</td>
<td>poisson_distribution</td>
<td>Poisson</td>
<td>PoissonDeviate</td>
<td>poisson</td>
<td>PoissonDist</td>
<td>poisson</td>
<td>poisson</td>
</tr>
<tr>
<td>binomial</td>
<td>binomial_distribution</td>
<td>RandBinomial</td>
<td>BinomialDeviate</td>
<td>binomial</td>
<td>-</td>
<td>binomial</td>
<td>binomial</td>
</tr>
<tr>
<td>geometric</td>
<td>geometric_distribution</td>
<td>-</td>
<td>GeometricDeviate</td>
<td>geometric</td>
<td>-</td>
<td>-</td>
<td>geometric</td>
</tr>
<tr>
<td>bernoulli</td>
<td>bernoulli_distribution</td>
<td>-</td>
<td>BernoulliDeviate</td>
<td>bernoulli</td>
<td>BernoulliDist</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>random bit</td>
<td>-</td>
<td>RandBit</td>
<td>-</td>
<td>-</td>
<td>RandomBitDist</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>breit-wigner</td>
<td>-</td>
<td>RandBreitWigner</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>chi-square</td>
<td>-</td>
<td>RandChiSquare</td>
<td>-</td>
<td>chisq</td>
<td>-</td>
<td>-</td>
<td>chi-square</td>
</tr>
<tr>
<td>landau</td>
<td>-</td>
<td>Landau</td>
<td>-</td>
<td>landau</td>
<td>-</td>
<td>-</td>
<td>-</td>
</tr>
<tr>
<td>F</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>F</td>
<td>-</td>
<td>-</td>
<td>F (variance-ratio)</td>
</tr>
<tr>
<td>t</td>
<td>-</td>
<td>-</td>
<td>-</td>
<td>t</td>
<td>-</td>
<td>-</td>
<td>t</td>
</tr>
</table>
<h3>J. Taxonomy of Concepts</h3>All of the engines support the number
generator requirements, i.e. they are zero-argument function objects which
return numbers. All of the distributions are one-argument function objects,
taking a reference to an engine and returning numbers. All of the engines
and some of the distributions return uniformly distributed random numbers.
This is reflected in the concept of the uniform random number generator,
which refines number generator. Engines for pseudo-random numbers model the
requirements for pseudo-random number engine, which refines uniform random
number generator.
<pre>
NumberGenerator ---- UniformRandomNumberGenerator ---- PseudoRandomNumberGenerator
\--- RandomDistribution
</pre>
<h3>K. Validation</h3>How can a user have confidence that the
implementation of a random-number engine is exactly as specified, correctly
taking into account any platform pecularities (e.g., odd-sized ints)? After
all, minor typos in the implementation might not be apparent; the numbers
produced may look "random". This proposal therefore specifies for each
engine the 10000th number in the random number sequence that a
default-constructed engine object produces.
<p>This is considered an important feature for library implementors and
serious users to check whether the provided library on the given platform
returns the correct numbers. It could be argued that a library implementor
should provide a correct implementation of some standard feature in any
case.</p>
<p>No other library I have encountered provides explicit validation values
in either their specification or their implementation, although some of
them claim to be widely portable.</p>
<p>Another design option for validation that was part of early drafts of
this proposal is moving the reference number (10000th value in the
sequence) from specification space to implementation space, thus providing
a <code>validation(x)</code> static member function for each engine that
compares the hard-coded 10000th value of the sequence with some
user-provided value <code>x</code> presumeably obtained by actually
invoking the random-number engine object 10000 times. Due to the
template-based design, this amounted to a "val" template value parameter
for each engine, and the <code>validation(x)</code> function reduced to the
trivial comparison "val == x". Handling validation for floating-point
engines required more machinery, because template value parameters cannot
be of floating-point type. Also, from a conceptual perspective, it seemed
odd to demand a validation decision from the very entitiy which one wanted
to validate.</p>
<h3>L. Non-Volatile Storage of Engine and Distribution
State</h3>Pseudo-random number engines and distributions may store their
state on a <code>std::ostream</code> in textual form and recover it from an
appropriate <code>std::istream</code>. Each engine specifies how its
internal state is represented. The specific algorithm of a distribution is
left implementation-defined, thus no specifics about the representation of
its internal state are given. A store operation must not affect the number
sequence produced. It is expected that such external storage happens rarely
as opposed to producing random numbers, thus no particular attention to
performance is paid.
<p>Engines and distributions use the usual idioms of
<code>operator<<</code> and <code>operator>></code>. If the
user needs additional processing before or after storage on non-volatile
media, there is always the option to use a temporary
<code>std::stringstream</code>.</p>
<p>Distributions sometimes store values from their associated source of
random numbers across calls to their <code>operator()</code>. For example,
a common method for generating normally distributed random numbers is to
retrieve two uniformly distributed random numbers and compute two normally
distributed random numbers out of them. In order to reset the
distribution's random number cache to a defined state, each distribution
has a <code>reset</code> member function. It should be called on a
distribution whenever its associated engine is exchanged or restored.</p>
<h3>M. Values vs. References</h3>Compounded engines such as
<code>shuffle_output</code> and <code>discard_block</code> contain a base
engine by value, because compounding is not intended to be used by
reference to an existing (re-used) engine object.
<p>The wrapper <code>variate_generator</code> can store engines either by
value or by reference, explicitly chosen by the template parameters. This
allows to use references to a single engine in several
<code>variate_generator</code>, but makes it explicit to the user that he
is responsible for the management of the lifetime of the engine.</p>
<h3>N. Providing the Probability Density Function in Distributions</h3>Some
libraries provide the probability density function of a given distribution
as part of that distribution's interface. While this may be useful
occasionally, this proposal does not provide for such a feature. One reason
is separation of concerns: The distribution class templates might benefit
from precomputing large tables of values depending on the distribution
parameters, while the computation of the probability density function does
not. Also, the function representation is often straightforward, so the
user can easily code it himself.
<h3>O. Implementation-defined behaviour</h3>This proposal specifies
implementation-defined behaviour in a number of places. I believe this is
unavoidable; this section provides detailed reasoning, including why the
implementation is required to document the choice.
<p>The precise state-holding base data types for the various engines are
left implementation-defined, because engines are usually optimized for
binary integers with 32 bits of word size. The specification in this
proposal cannot foresee whether a 32 bit quantity on the machine is
available in C++ as short, int, long, or not at all. It is up to the
implementation to decide which data type fits best. The implementation is
required to document the choice of data type, so that users can
(non-portably) rely on the precise type, for example for further
computation. Should the ISO C99 extensions become part of ISO C++, the
implementation-defined types could be replaced by e.g.
<code>int_least32_t</code>.</p>
<p>The method how to produce non-deterministic random numbers is considered
implementation-defined, because it inherently depends on the implementation
and possibly even on the runtime environment: Imagine a platform that has
operating system support for randomness collection, e.g. from user
keystrokes and Ethernet inter-packet arrival timing (Linux
<code>/dev/random</code> does this). If, in some installation, access to
the operating system functions providing these services has been
restricted, the C++ non-deterministic random number engine has been
deprived of its randomness. An implementation is required to document how
it obtains the non-deterministic random numbers, because only then can
users' confidence in them grow. Confidence is of particular concern in the
area of cryptography.</p>
<p>The algorithms how to produce the various distributions are specified as
implementation-defined, because there is a vast variety of algorithms known
for each distribution. Each has a different trade-off in terms of speed,
adaptation to recent computer architectures, and memory use. The
implementation is required to document its choice so that the user can
judge whether it is acceptable quality-wise.</p>
<h3>P. Lower and upper bounds on UniformRandomNumberGenerator</h3>The
member functions <code>min()</code> and <code>max()</code> return the lower
and upper bounds of a UniformRandomNumberGenerator. This could be a
random-number engine or one of the <code>uniform_int</code> and
<code>uniform_real</code> distributions.
<p>Those bounds are not specified to be tight, because for some engines,
the bounds depend on the seeds. The seed can be changed during the lifetime
of the engine object, while the values returned by <code>min()</code> and
<code>max()</code> are invariant. Therefore, <code>min()</code> and
<code>max()</code> must return conservative bounds that are independent of
the seed.</p>
<h3>Q. With or without manager class</h3>This proposal presents a design
with a manager class template, <code>variate_generator</code>, after
extensive discussion with some members of the computing division of Fermi
National Accelerator Laboratory. User-written and library-provided engines
and distributions plug in to the manager class. The approach is remotely
similar to the locale design in the standard library, where (user-written)
facets plug in to the (library-provided) locale class.
<p>Earlier versions of this propsoal made (potentially user-written)
distributions directly visible to (some other) user that wants to get
random numbers distributed accordingly ("client"), there was no additional
management layer between the distribution and the client.</p>
<p>The following additional features could be provided by the management
layer:</p>
<ul>
<li>The management layer contains an adaptor (to convert the engine's
output into the distribution's input) in addition to the engine and the
distribution.</li>
<li>Adaptors and distributions do not store state, but instead, in each
invocation, consume an arbitrary number of input values and produce a
fixed number of output values. The management layer is responsible for
connecting the engine - adaptor - distribution chain, invoking each part
when more numbers are needed from the next part of the chain.</li>
<li>On request, the management layer is responsible for saving and
restoring the buffers that exist between engine, adaptor, and
distribution.</li>
<li>On request, the management layer shares engines with another instance
of the management layer.</li>
</ul>It is envisioned that user-written distributions will often be based
on some arbitrary algorithmic distribution, instead of trying to implement
a given mathematical probability density function. Here is an example:
<ul>
<li>Retrieve a uniform integer with value either 1 or 2.</li>
<li>If 1, return a number with normal distribution.</li>
<li>If 2, return a number with gamma distribution.</li>
</ul>Both in this case and when implementing complex distributions based on
a probability density function (e.g. the gamma distribution), it is
important to be able to arbitrarily nest distributions. Either design
allows for this with utmost ease: Compounding distributions are contained
in the compound by value, and each one produces a single value on
invocation. With the alternative design of giving distributions the freedom
to produce more than one output number in each invocation, compound
distributions such as the one shown above need to handle the situation that
each of the compounding members could provide several output values, the
number of which is unknown at the time the distribution is written.
(Remember that it is unfeasible to prescribe a precise algorithm for each
library-provided distribution in the standard, see subsection O.) That
approach shifts implementation effort from the place where it came up, i.e.
the distribution that chose to use an algorithm that produces several
values in one invocation, to the places where that distribution is used.
This, considered by itself, does not seem to be a good approach. Also, only
very few distributions lead to a natural implementation that produces
several values in one invocation; so far, the normal distribution is the
only one known to me. However, it is expected that there will be plenty of
distributions that use a normal distribution as its base, so far those
known to me are lognormal and uniform_on_sphere (both not part of this
proposal). As a conclusion, independent of whether the design provides for
a management layer or not, distributions should always return a single
value on each invocation, and management of buffers for additional values
that might be produced should be internal to the distribution. Should it
become necessary for the user to employ buffer management more often, a
user-written base class for the distributions could be of help.
<p>The ability to share engines is important. This proposal makes lifetime
management issues explicit by requiring pointer or reference types in the
template instantiation of <code>variate_generator</code> if reference
semantics are desired. Without a management class, providing this features
is much more cumbersome and imposes additional burden on the programmers
that produce distributions. Alternatively, reference semantics could always
be used, but this is an error-prone approach due to the lack of a standard
reference-counted smart pointer. I believe it is impossible to add a
reference-counted sharing mechanism in a manager-class-free design without
giving its precise type. And that would certainly conflict in semantic
scope with a smart pointer that will get into the standard eventually.</p>
<p>The management layer allows for a few common features to be factored
out, in particular access to the engine and some member typedefs.</p>
<p>Comparison of other differing features between manager and non-manager
designs:</p>
<ul>
<li>When passing a <code>variate_generator</code> as a an argument to a
function, the design in this proposal allows selecting only those
function signatures during overload resolution that are intended to be
called with a <code>variate_generator</code>. In contrast, misbehaviour
is possible without a manager class, similar to iterators in function
signatures: <code>template<class BiIter> void f(BiIter it)</code>
matches <code>f(5)</code>, without regard to the bidirectional iterator
requirements. An error then happens when instantiating f. The situation
worsens when several competing function templates are available and the
wrong one is chosen accidentally.</li>
<li>With the engine passed into the distribution's constructor, the full
type hierarchy of engine (and possibly adaptor) are available to the
distribution, allowing to cache information derived from the engine (e.g.
its value range) . Also, (partial) specialization of distributions could
be written that optimize the interaction with a specific engine and/or
adaptor. In this proposal's design, this information is available in the
<code>variate_generator</code> template only. However, optimizations by
specialization for the engine/adaptor combination are perceived to
possibly have high benefit, while those for the (engine+adaptor) /
distribution combination are presumed to be much less beneficial.</li>
<li>Having distribution classes directly exposed to the client easily
allows that the user writes a distribution with an additional arbitrary
member function declaration, intended to produce random numbers while
taking additional parameters into account. In this proposal's design,
this is possible by using the generic <code>operator()(T x)</code>
forwarding function.</li>
</ul>
<h3>R. Add-on packages</h3>This proposal specifies a framework for random
number generation. Users might have additional requirements not met by this
framework. The following extensions have been identified, and they are
expressly not addressed in this proposal. It is perceived that these items
can be seamlessly implemented in an add-on package which sits on top of an
implementation according to this proposal.
<ul>
<li>unique seeding: Make it easy for the user to provide a unique seed
for each instance of a pseudo-random number engine. Design idea:
<pre>
class unique_seed;
template<class Engine>
Engine seed(unique_seed&);
</pre>The "seed" function retrieves some unique seed from the unique_seed
class and then uses the <code>seed(first, last)</code> interface of an engine
to implant that unique seed. Specific seeding requirements for some engine
can be met by (partial) template specialization.
</li>
<li>runtime-replaceable distributions and associated save/restore
functionality: Provide a class hierarchy that invokes distributions by
means of a virtual function, thereby allowing for runtime replacement of
the actual distribution. Provide a factory function to reconstruct the
distribution instance after saving it to some non-volatile media.</li>
</ul>
<h3>S. Adaptors</h3>Sometimes, users may want to have better control how
the bits from the engine are used to fill the mantissa of the
floating-point value that serves as input to some distribution. This is
possible by writing an engine wrapper and passing that in to the
<code>variate_generator</code> as the engine. The
<code>variate_generator</code> will only apply automatic adaptations if the
output type of the engine is integers and the input type for the
distribution is floating-point or vice versa.
<h3>Z. Open issues</h3>
<ul>
<li>Some engines require non-negative template arguments, usually bit
counts. Should these be given as "int" or "unsigned int"? Using "unsigned
int" sometimes adds significant clutter to the presentation. Or "size_t",
but this is probably too large a type?</li>
</ul>
<h2>IV. Proposed Text</h2>(Insert the following as a new section in clause
26 "Numerics". Adjust the overview at the beginning of clause 26
accordingly.)
<p>This subclause defines a facility for generating random numbers.</p>
<h3>Random number requirements</h3>A number generator is a function object
(std:20.3 [lib.function.objects]).
<p>In the following table, <code>X</code> denotes a number generator class
returning objects of type <code>T</code>, and <code>u</code> is a (possibly
<code>const</code>) value of <code>X</code>.</p>
<table border="1" summary="">
<tr>
<th colspan="4" align="center">Number generator requirements (in
addition to function object)</th>
</tr>
<tr>
<td>expression</td>
<td>return type</td>
<td>pre/post-condition</td>
<td>complexity</td>
</tr>
<tr>
<td><code>X::result_type</code></td>
<td>T</td>
<td><code>std::numeric_limits<T>::is_specialized</code> is
<code>true</code></td>
<td>compile-time</td>
</tr>
</table>
<p>In the following table, <code>X</code> denotes a uniform random number
generator class returning objects of type <code>T</code>, <code>u</code> is
a value of <code>X</code> and <code>v</code> is a (possibly
<code>const</code>) value of <code>X</code>.</p>
<table border="1" summary="">
<tr>
<th colspan="4" align="center">Uniform random number generator
requirements (in addition to number generator)</th>
</tr>
<tr>
<td>expression</td>
<td>return type</td>
<td>pre/post-condition</td>
<td>complexity</td>
</tr>
<tr>
<td><code>u()</code></td>
<td>T</td>
<td>-</td>
<td>amortized constant</td>
</tr>
<tr>
<td><code>v.min()</code></td>
<td><code>T</code></td>
<td>Returns some l where l is less than or equal to all values
potentially returned by <code>operator()</code>. The return value of
this function shall not change during the lifetime of
<code>v</code>.</td>
<td>constant</td>
</tr>
<tr>
<td><code>v.max()</code></td>
<td><code>T</code></td>
<td>If <code>std::numeric_limits<T>::is_integer</code>, returns l
where l is less than or equal to all values potentially returned by
<code>operator()</code>, otherwise, returns l where l is strictly less
than all values potentially returned by <code>operator()</code>. In any
case, the return value of this function shall not change during the
lifetime of <code>v</code>.</td>
<td>constant</td>
</tr>
</table>
<p>In the following table, <code>X</code> denotes a pseudo-random number
engine class returning objects of type <code>T</code>, <code>t</code> is a
value of <code>T</code>, <code>u</code> is a value of <code>X</code>,
<code>v</code> is an lvalue of <code>X</code>, <code>it1</code> is an
lvalue and <code>it2</code> is a (possibly <code>const</code>) value of an
input iterator type <code>It</code> having an unsigned integral value type,
<code>x</code>, <code>y</code> are (possibly <code>const</code>) values of
<code>X</code>, <code>os</code> is convertible to an lvalue of type
<code>std::ostream</code>, and <code>is</code> is convertible to an lvalue
of type <code>std::istream</code>.</p>
<p>A pseudo-random number engine x has a state x(i) at any given time. The
specification of each pseudo-random number engines defines the size of its
state in multiples of the size of its <code>result_type</code>, given as an
integral constant expression.</p>
<table border="1" summary="">
<tr>
<th colspan="4" align="center">Pseudo-random number engine requirements
(in addition to uniform random number generator,
<code>CopyConstructible</code>, and <code>Assignable</code>)</th>
</tr>
<tr>
<td>expression</td>
<td>return type</td>
<td>pre/post-condition</td>
<td>complexity</td>
</tr>
<tr>
<td><code>X()</code></td>
<td>-</td>
<td>creates an engine with the same initial state as all other
default-constructed engines of type <code>X</code> in the program.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>X(it1, it2)</code></td>
<td>-</td>
<td>creates an engine with the initial state given by the range
<code>[it1,it2)</code>. <code>it1</code> is advanced by the size of
state. If the size of the range [it1,it2) is insufficient, leaves
<code>it1 == it2</code> and throws <code>invalid_argument</code>.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>u.seed()</code></td>
<td>void</td>
<td>post: <code>u == X()</code></td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>u.seed(it1, it2)</code></td>
<td>void</td>
<td>post: If there are sufficiently many values in [it1, it2) to
initialize the state of <code>u</code>, then <code>u ==
X(it1,it2)</code>. Otherwise, <code>it1 == it2</code>, throws
<code>invalid_argument</code>, and further use of <code>u</code>
(except destruction) is undefined until a <code>seed</code> member
function has been executed without throwing an exception.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>u()</code></td>
<td><code>T</code></td>
<td>given the state u(i) of the engine, computes u(i+1), sets the state
to u(i+1), and returns some output dependent on u(i+1)</td>
<td>amortized constant</td>
</tr>
<tr>
<td><code>x == y</code></td>
<td><code>bool</code></td>
<td><code>==</code> is an equivalence relation. The current state x(i)
of x is equal to the current state y(j) of y.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>x != y</code></td>
<td><code>bool</code></td>
<td><code>!(x == y)</code></td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>os << x</code></td>
<td><code>std::ostream&</code></td>
<td>writes the textual representation of the state x(i) of
<code>x</code> to <code>os</code>, with
<code>os.<em>fmtflags</em></code> set to
<code>ios_base::dec|ios_base::fixed|ios_base::left</code> and the fill
character set to the space character. In the output, adjacent numbers
are separated by one or more space characters.<br>
post: The <code>os.<em>fmtflags</em></code> and fill character are
unchanged.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>is >> v</code></td>
<td><code>std::istream&</code></td>
<td>sets the state v(i) of <code>v</code> as determined by reading its
textual representation from <code>is</code>.<br>
post: The <code>is.<em>fmtflags</em></code> are unchanged.</td>
<td>O(size of state)</td>
</tr>
</table>
<p>In the following table, <code>X</code> denotes a random distribution
class returning objects of type <code>T</code>, <code>u</code> is a value
of <code>X</code>, <code>x</code> is a (possibly const) value of
<code>X</code>, and <code>e</code> is an lvalue of an arbitrary type that
meets the requirements of a uniform random number generator, returning
values of type <code>U</code>.</p>
<table border="1" summary="">
<tr>
<th colspan="4" align="center">Random distribution requirements (in
addition to number generator, <code>CopyConstructible</code>, and
<code>Assignable</code>)</th>
</tr>
<tr>
<td>expression</td>
<td>return type</td>
<td>pre/post-condition</td>
<td>complexity</td>
</tr>
<tr>
<td><code>X::input_type</code></td>
<td>U</td>
<td>-</td>
<td>compile-time</td>
</tr>
<tr>
<td><code>u.reset()</code></td>
<td><code>void</code></td>
<td>subsequent uses of <code>u</code> do not depend on values produced
by <code>e</code> prior to invoking <code>reset</code>.</td>
<td>constant</td>
</tr>
<tr>
<td><code>u(e)</code></td>
<td><code>T</code></td>
<td>the sequence of numbers returned by successive invocations with the
same object <code>e</code> is randomly distributed with some
probability density function p(x)</td>
<td>amortized constant number of invocations of <code>e</code></td>
</tr>
<tr>
<td><code>os << x</code></td>
<td><code>std::ostream&</code></td>
<td>writes a textual representation for the parameters and additional
internal data of the distribution <code>x</code> to
<code>os</code>.<br>
post: The <code>os.<em>fmtflags</em></code> and fill character are
unchanged.</td>
<td>O(size of state)</td>
</tr>
<tr>
<td><code>is >> u</code></td>
<td><code>std::istream&</code></td>
<td>restores the parameters and additional internal data of the
distribution <code>u</code>.<br>
pre: <code>is</code> provides a textual representation that was
previously written by <code>operator<<</code><br>
post: The <code>is.<em>fmtflags</em></code> are unchanged.</td>
<td>O(size of state)</td>
</tr>
</table>
<p>Additional requirements: The sequence of numbers produced by repeated
invocations of <code>x(e)</code> does not change whether or not <code>os
<< x</code> is invoked between any of the invocations
<code>x(e)</code>. If a textual representation is written using <code>os
<< x</code> and that representation is restored into the same or a
different object <code>y</code> of the same type using <code>is >>
y</code>, repeated invocations of <code>y(e)</code> produce the same
sequence of random numbers as would repeated invocations of
<code>x(e)</code>.</p>
<p>In the following subclauses, a template parameter named
<code>UniformRandomNumberGenerator</code> shall denote a class that
satisfies all the requirements of a uniform random number generator.
Moreover, a template parameter named <code>Distribution</code> shall denote
a type that satisfies all the requirements of a random distribution.
Furthermore, a template parameter named <code>RealType</code> shall denote
a type that holds an approximation to a real number. This type shall meet
the requirements for a numeric type (26.1 [lib.numeric.requirements]), the
binary operators +, -, *, / shall be applicable to it, a conversion from
<code>double</code> shall exist, and function signatures corresponding to
those for type <code>double</code> in subclause 26.5 [lib.c.math] shall be
available by argument-dependent lookup (3.4.2 [basic.lookup.koenig]).
<em>[Note: The built-in floating-point types <code>float</code> and
<code>double</code> meet these requirements.]</em></p>
<h3>Header <code><random></code> synopsis</h3>
<pre>
namespace std {
template<class UniformRandomNumberGenerator, class Distribution>
class variate_generator;
template<class IntType, IntType a, IntType c, IntType m>
class linear_congruential;
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
class mersenne_twister;
template<class IntType, IntType m, int s, int r>
class subtract_with_carry;
template<class RealType, int w, int s, int r>
class subtract_with_carry_01;
template<class UniformRandomNumberGenerator, int p, int r>
class discard_block;
template<class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
class xor_combine;
class random_device;
template<class IntType = int>
class uniform_int;
template<class RealType = double>
class bernoulli_distribution;
template<class IntType = int, class RealType = double>
class geometric_distribution;
template<class IntType = int, class RealType = double>
class poisson_distribution;
template<class IntType = int, class RealType = double>
class binomial_distribution;
template<class RealType = double>
class uniform_real;
template<class RealType = double>
class exponential_distribution;
template<class RealType = double>
class normal_distribution;
template<class RealType = double>
class gamma_distribution;
} // namespace std
</pre>
<h3>Class template <code>variate_generator</code></h3>A
<code>variate_generator</code> produces random numbers, drawing randomness
from an underlying uniform random number generator and shaping the
distribution of the numbers corresponding to a distribution function.
<pre>
template<class Engine, class Distribution>
class variate_generator
{
public:
typedef Engine engine_type;
typedef /* <em>implementation defined</em> */ engine_value_type;
typedef Distribution distribution_type;
typedef typename Distribution::result_type result_type;
variate_generator(engine_type eng, distribution_type d);
result_type operator()();
template<class T> result_type operator()(T value);
engine_value_type& engine();
const engine_value_type& engine() const;
distribution_type& distribution();
const distribution_type& distribution() const;
result_type min() const;
result_type max() const;
};
</pre>The template argument for the parameter <code>Engine</code> shall be of
the form <code><em>U</em></code>, <code><em>U</em>&</code>, or <code><em>
U</em>*</code>, where <code><em>U</em></code> denotes a class that
satisfies all the requirements of a uniform random number generator. The
member <code>engine_value_type</code> shall name <code><em>U</em></code>.
<p>Specializations of <code>variate_generator</code> satisfy the
requirements of CopyConstructible. They also satisfy the requirements of
Assignable unless the template parameter <code>Engine</code> is of the form
<code><em>U</em>&</code>.</p>
<p>The complexity of all functions specified in this section is constant.
No function described in this section except the constructor throws an
exception.</p>
<pre>
variate_generator(engine_type eng, distribution_type d)
</pre><strong>Effects:</strong> Constructs a <code>variate_generator</code>
object with the associated uniform random number generator <code>eng</code>
and the associated random distribution <code>d</code>.<br>
<strong>Throws:</strong> If and what the copy constructor of Engine or
Distribution throws.
<pre>
result_type operator()()
</pre><strong>Returns:</strong> <code>distribution()(e)</code><br>
<strong>Notes:</strong> The sequence of numbers produced by the uniform
random number generator <code>e</code>, s<sub>e</sub>, is obtained from the
sequence of numbers produced by the associated uniform random number
generator <code>eng</code>, s<sub>eng</sub>, as follows: Consider the
values of <code>numeric_limits<<em>T</em>>::is_integer</code> for
<code><em>T</em></code> both <code>Distribution::input_type</code> and
<code>engine_value_type::result_type</code>. If the values for both types
are <code>true</code>, then s<sub>e</sub> is identical to s<sub>eng</sub>.
Otherwise, if the values for both types are <code>false</code>, then the
numbers in s<sub>eng</sub> are divided by
<code>engine().max()-engine().min()</code> to obtain the numbers in
s<sub>e</sub>. Otherwise, if the value for
<code>engine_value_type::result_type</code> is <code>true</code> and the
value for <code>Distribution::input_type</code> is <code>false</code>, then
the numbers in s<sub>eng</sub> are divided by
<code>engine().max()-engine().min()+1</code> to obtain the numbers in
s<sub>e</sub>. Otherwise, the mapping from s<sub>eng</sub> to s<sub>e</sub>
is implementation-defined. In all cases, an implicit conversion from
<code>engine_value_type::result_type</code> to
<code>Distribution::input_type</code> is performed. If such a conversion
does not exist, the program is ill-formed.
<pre>
template<class T> result_type operator()(T value)
</pre><strong>Returns:</strong> <code>distribution()(e, value)</code>. For
the semantics of <code>e</code>, see the description of
<code>operator()()</code>.
<pre>
engine_value_type& engine()
</pre><strong>Returns:</strong> A reference to the associated uniform random
number generator.
<pre>
const engine_value_type& engine() const
</pre><strong>Returns:</strong> A reference to the associated uniform random
number generator.
<pre>
distribution_type& distribution()
</pre><strong>Returns:</strong> A reference to the associated random
distribution.
<pre>
const distribution_type& distribution() const
</pre><strong>Returns:</strong> A reference to the associated random
distribution.
<pre>
result_type min() const
</pre><strong>Precondition:</strong> <code>distribution().min()</code> is
well-formed<br>
<strong>Returns:</strong> <code>distribution().min()</code>
<pre>
result_type max() const
</pre><strong>Precondition:</strong> <code>distribution().max()</code> is
well-formed<br>
<strong>Returns:</strong> <code>distribution().max()</code>
<h3>Random number engine class templates</h3>Except where specified
otherwise, the complexity of all functions specified in the following
sections is constant. No function described in this section except the
constructor and seed functions taking an iterator range [it1,it2) throws an
exception.
<p>The class templates specified in this section satisfy all the
requirements of a pseudo-random number engine (given in tables in section
x.x), except where specified otherwise. Descriptions are provided here only
for operations on the engines that are not described in one of these tables
or for operations where there is additional semantic information.</p>
<p>All members declared <code>static const</code> in any of the following
class templates shall be defined in such a way that they are usable as
integral constant expressions.</p>
<h4>Class template <code>linear_congruential</code></h4>A
<code>linear_congruential</code> engine produces random numbers using a
linear function x(i+1) := (a * x(i) + c) mod m.
<pre>
namespace std {
template<class IntType, IntType a, IntType c, IntType m>
class linear_congruential
{
public:
// <em>types</em>
typedef IntType result_type;
// <em>parameter values</em>
static const IntType multiplier = a;
static const IntType increment = c;
static const IntType modulus = m;
// <em> constructors and member function</em>
explicit linear_congruential(IntType x0 = 1);
template<class In> linear_congruential(In& first, In last);
void seed(IntType x0 = 1);
template<class In> void seed(In& first, In last);
result_type min() const;
result_type max() const;
result_type operator()();
};
template<class IntType, IntType a, IntType c, IntType m>
bool operator==(const linear_congruential<IntType, a, c, m>& x,
const linear_congruential<IntType, a, c, m>& y);
template<class IntType, IntType a, IntType c, IntType m>
bool operator!=(const linear_congruential<IntType, a, c, m>& x,
const linear_congruential<IntType, a, c, m>& y);
template<class CharT, class traits,
class IntType, IntType a, IntType c, IntType m>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const linear_congruential<IntType, a, c, m>& x);
template<class CharT, class traits,
class IntType, IntType a, IntType c, IntType m>
basic_istream<CharT, traits>& operator>>(basic_istream<CharT, traits>& is,
linear_congruential<IntType, a, c, m>& x);
}
</pre>The template parameter <code>IntType</code> shall denote an integral
type large enough to store values up to (m-1). If the template parameter
<code>m</code> is 0, the behaviour is implementation-defined. Otherwise, the
template parameters <code>a</code> and <code>c</code> shall be less than m.
<p>The size of the state x(i) is 1.</p>
<pre>
explicit linear_congruential(IntType x0 = 1)
</pre><strong>Requires:</strong> <code>c > 0 || (x0 % m) > 0</code><br>
<strong>Effects:</strong> Constructs a <code>linear_congruential</code>
engine with state x(0) := <code>x0</code> mod m.
<pre>
void seed(IntType x0 = 1)
</pre><strong>Requires:</strong> <code>c > 0 || (x0 % m) > 0</code><br>
<strong>Effects:</strong> Sets the state x(i) of the engine to
<code>x0</code> mod m.
<pre>
template<class In> linear_congruential(In& first, In last)
</pre><strong>Requires:</strong> <code>c > 0 || *first > 0</code><br>
<strong>Effects:</strong> Sets the state x(i) of the engine to
<code>*first</code> mod m.<br>
<strong>Complexity:</strong> Exactly one dereference of
<code>*first</code>.
<pre>
template<class CharT, class traits,
class IntType, IntType a, IntType c, IntType m>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const linear_congruential<IntType, a, c, m>& x);
</pre><strong>Effects:</strong> Writes x(i) to <code>os</code>.
<h4>Class template <code>mersenne_twister</code></h4>A
<code>mersenne_twister</code> engine produces random numbers o(x(i)) using
the following computation, performed modulo 2<sup>w</sup>. <code>um</code>
is a value with only the upper <code>w-r</code> bits set in its binary
representation. <code>lm</code> is a value with only its lower
<code>r</code> bits set in its binary representation. <em>rshift</em> is a
bitwise right shift with zero-valued bits appearing in the high bits of the
result. <em>lshift</em> is a bitwise left shift with zero-valued bits
appearing in the low bits of the result.
<ul>
<li>y(i) = (x(i-n) <em>bitand</em> um) | (x(i-(n-1)) <em>bitand</em>
lm)</li>
<li>If the lowest bit of the binary representation of y(i) is set, x(i) =
x(i-(n-m)) <em>xor</em> (y(i) <em>rshift</em> 1) <em>xor</em> a;
otherwise x(i) = x(i-(n-m)) <em>xor</em> (y(i) <em>rshift</em> 1).</li>
<li>z1(i) = x(i) <em>xor</em> ( x(i) <em>rshift</em> u )</li>
<li>z2(i) = z1(i) <em>xor</em> ( (z1(i) <em>lshift</em> s)
<em>bitand</em> b )</li>
<li>z3(i) = z2(i) <em>xor</em> ( (z2(i) <em>lshift</em> t)
<em>bitand</em> c )</li>
<li>o(x(i)) = z3(i) <em>xor</em> ( z3(i) <em>rshift</em> l )</li>
</ul>
<pre>
namespace std {
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
class mersenne_twister
{
public:
// <em>types</em>
typedef UIntType result_type;
// <em>parameter values</em>
static const int word_size = w;
static const int state_size = n;
static const int shift_size = m;
static const int mask_bits = r;
static const UIntType parameter_a = a;
static const int output_u = u;
static const int output_s = s;
static const UIntType output_b = b;
static const int output_t = t;
static const UIntType output_c = c;
static const int output_l = l;
// <em> constructors and member function</em>
mersenne_twister();
explicit mersenne_twister(UIntType value);
template<class In> mersenne_twister(In& first, In last);
void seed();
void seed(UIntType value);
template<class In> void seed(In& first, In last);
result_type min() const;
result_type max() const;
result_type operator()();
};
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
bool operator==(const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& y,
const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x);
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
bool operator!=(const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& y,
const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x);
template<class CharT, class traits,
class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x);
template<class CharT, class traits,
class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
basic_istream<CharT, traits>& operator>>(basic_istream<CharT, traits>& is,
mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x);
}
</pre>The template parameter <code>UIntType</code> shall denote an unsigned
integral type large enough to store values up to 2<sup>w</sup>-1. Also, the
following relations shall hold: 1<=m<=n. 0<=r,u,s,t,l<=w.
0<=a,b,c<=2<sup>w</sup>-1.
<p>The size of the state x(i) is <code>n</code>.</p>
<pre>
mersenne_twister()
</pre><strong>Effects:</strong> Constructs a <code>mersenne_twister</code>
engine and invokes <code>seed()</code>.
<pre>
explicit mersenne_twister(result_type value)
</pre><strong>Effects:</strong> Constructs a <code>mersenne_twister</code>
engine and invokes <code>seed(value)</code>.
<pre>
template<class In> mersenne_twister(In& first, In last)
</pre><strong>Effects:</strong> Constructs a <code>mersenne_twister</code>
engine and invokes <code>seed(first, last)</code>.
<pre>
void seed()
</pre><strong>Effects:</strong> Invokes <code>seed(4357)</code>.
<pre>
void seed(result_type value)
</pre><strong>Requires:</strong> <code>value > 0</code><br>
<strong>Effects:</strong> With a linear congruential generator l(i) having
parameters m<sub>l</sub> = 2<sup>32</sup>, a<sub>l</sub> = 69069,
c<sub>l</sub> = 0, and l(0) = <code>value</code>, sets x(-n) ... x(-1) to
l(1) ... l(n), respectively.<br>
<strong>Complexity:</strong> O(n)
<pre>
template<class In> void seed(In& first, In last)
</pre><strong>Effects:</strong> Given the values z<sub>0</sub> ...
z<sub>n-1</sub> obtained by dereferencing [first, first+n), sets x(-n) ...
x(-1) to z<sub>0</sub> mod 2<sup>w</sup> ... z<sub>n-1</sub> mod
2<sup>w</sup>.<br>
<strong>Complexity:</strong> Exactly <code>n</code> dereferences of
<code>first</code>.
<pre>
template<class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
bool operator==(const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& y,
const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x)
</pre><strong>Returns:</strong> x(i-n) == y(j-n) and ... and x(i-1) ==
y(j-1)<br>
<strong>Notes:</strong> Assumes the next output of <code>x</code> is
o(x(i)) and the next output of <code>y</code> is o(y(j)).<br>
<strong>Complexity:</strong> O(n)
<pre>
template<class CharT, class traits,
class UIntType, int w, int n, int m, int r, UIntType a, int u,
int s, UIntType b, int t, UIntType c, int l>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const mersenne_twister<UIntType, w, n, m, r, a, u, s, b, t, c, l>& x)
</pre><strong>Effects:</strong> Writes x(i-n), ... x(i-1) to <code>os</code>,
in that order.<br>
<strong>Complexity:</strong> O(n)
<h4>Class template <code>subtract_with_carry</code></h4>A
<code>subtract_with_carry</code> engine produces integer random numbers
using x(i) = (x(i-s) - x(i-r) - carry(i-1)) mod m; carry(i) = 1 if x(i-s) -
x(i-r) - carry(i-1) < 0, else carry(i) = 0.
<pre>
namespace std {
template<class IntType, IntType m, int s, int r>
class subtract_with_carry
{
public:
// <em>types</em>
typedef IntType result_type;
// <em>parameter values</em>
static const IntType modulus = m;
static const int long_lag = r;
static const int short_lag = s;
// <em> constructors and member function</em>
subtract_with_carry();
explicit subtract_with_carry(IntType value);
template<class In> subtract_with_carry(In& first, In last);
void seed(IntType value = 19780503);
template<class In> void seed(In& first, In last);
result_type min() const;
result_type max() const;
result_type operator()();
};
template<class IntType, IntType m, int s, int r>
bool operator==(const subtract_with_carry<IntType, m, s, r> & x,
const subtract_with_carry<IntType, m, s, r> & y);
template<class IntType, IntType m, int s, int r>
bool operator!=(const subtract_with_carry<IntType, m, s, r> & x,
const subtract_with_carry<IntType, m, s, r> & y);
template<class CharT, class Traits,
class IntType, IntType m, int s, int r>
std::basic_ostream<CharT,Traits>& operator<<(std::basic_ostream<CharT,Traits>& os,
const subtract_with_carry<IntType, m, s, r>& f);
template<class CharT, class Traits,
class IntType, IntType m, int s, int r>
std::basic_istream<CharT,Traits>& operator>>(std::basic_istream<CharT,Traits>& is,
subtract_with_carry<IntType, m, s, r>& f);
}
</pre>The template parameter <code>IntType</code> shall denote a signed
integral type large enough to store values up to m-1. The following relation
shall hold: 0<s<r. Let w the number of bits in the binary
representation of m.
<p>The size of the state is <code>r</code>.</p>
<pre>
subtract_with_carry()
</pre><strong>Effects:</strong> Constructs a <code>subtract_with_carry</code>
engine and invokes <code>seed()</code>.
<pre>
explicit subtract_with_carry(IntType value)
</pre><strong>Effects:</strong> Constructs a <code>subtract_with_carry</code>
engine and invokes <code>seed(value)</code>.
<pre>
template<class In> subtract_with_carry(In& first, In last)
</pre><strong>Effects:</strong> Constructs a <code>subtract_with_carry</code>
engine and invokes <code>seed(first, last)</code>.
<pre>
void seed(IntType value = 19780503)
</pre><strong>Requires:</strong> <code>value > 0</code><br>
<strong>Effects:</strong> With a linear congruential generator l(i) having
parameters m<sub>l</sub> = 2147483563, a<sub>l</sub> = 40014, c<sub>l</sub>
= 0, and l(0) = <code>value</code>, sets x(-r) ... x(-1) to l(1) mod m ...
l(r) mod m, respectively. If x(-1) == 0, sets carry(-1) = 1, else sets
carry(-1) = 0.<br>
<strong>Complexity:</strong> O(r)
<pre>
template<class In> void seed(In& first, In last)
</pre><strong>Effects:</strong> With n=w/32+1 (rounded downward) and given
the values z<sub>0</sub> ... z<sub>n*r-1</sub> obtained by dereferencing
[first, first+n*r), sets x(-r) ... x(-1) to (z<sub>0</sub> * 2<sup>32</sup> +
... + z<sub>n-1</sub> * 2<sup>32*(n-1)</sup>) mod m ... (z<sub>(r-1)*n</sub>
* 2<sup>32</sup> + ... + z<sub>r-1</sub> * 2<sup>32*(n-1)</sup>) mod m. If
x(-1) == 0, sets carry(-1) = 1, else sets carry(-1) = 0.<br>
<strong>Complexity:</strong> Exactly <code>r*n</code> dereferences of
<code>first</code>.
<pre>
template<class IntType, IntType m, int s, int r>
bool operator==(const subtract_with_carry<IntType, m, s, r> & x,
const subtract_with_carry<IntType, m, s, r> & y)
</pre><strong>Returns:</strong> x(i-r) == y(j-r) and ... and x(i-1) ==
y(j-1).<br>
<strong>Notes:</strong> Assumes the next output of <code>x</code> is x(i)
and the next output of <code>y</code> is y(j).<br>
<strong>Complexity:</strong> O(r)
<pre>
template<class CharT, class Traits,
class IntType, IntType m, int s, int r>
std::basic_ostream<CharT,Traits>& operator<<(std::basic_ostream<CharT,Traits>& os,
const subtract_with_carry<IntType, m, s, r>& f)
</pre><strong>Effects:</strong> Writes x(i-r) ... x(i-1), carry(i-1) to
<code>os</code>, in that order.<br>
<strong>Complexity:</strong> O(r)
<h4>Class template <code>subtract_with_carry_01</code></h4>A
<code>subtract_with_carry_01</code> engine produces floating-point random
numbers using x(i) = (x(i-s) - x(i-r) - carry(i-1)) mod 1; carry(i) =
2<sup>-w</sup> if x(i-s) - x(i-r) - carry(i-1) < 0, else carry(i) = 0.
<pre>
namespace std {
template<class RealType, int w, int s, int r>
class subtract_with_carry_01
{
public:
// <em>types</em>
typedef RealType result_type;
// <em>parameter values</em>
static const int word_size = w;
static const int long_lag = r;
static const int short_lag = s;
// <em> constructors and member function</em>
subtract_with_carry_01();
explicit subtract_with_carry_01(unsigned int value);
template<class In> subtract_with_carry_01(In& first, In last);
void seed(unsigned int value = 19780503);
template<class In> void seed(In& first, In last);
result_type min() const;
result_type max() const;
result_type operator()();
};
template<class RealType, int w, int s, int r>
bool operator==(const subtract_with_carry_01<RealType, w, s, r> x,
const subtract_with_carry_01<RealType, w, s, r> y);
template<class RealType, int w, int s, int r>
bool operator!=(const subtract_with_carry_01<RealType, w, s, r> x,
const subtract_with_carry_01<RealType, w, s, r> y);
template<class CharT, class Traits,
class RealType, int w, int s, int r>
std::basic_ostream<CharT,Traits>& operator<<(std::basic_ostream<CharT,Traits>& os,
const subtract_with_carry_01<RealType, w, s, r>& f);
template<class CharT, class Traits,
class RealType, int w, int s, int r>
std::basic_istream<CharT,Traits>& operator>>(std::basic_istream<CharT,Traits>& is,
subtract_with_carry_01<RealType, w, s, r>& f);
}
</pre>The following relation shall hold: 0<s<r.
<p>The size of the state is <code>r</code>.</p>
<pre>
subtract_with_carry_01()
</pre><strong>Effects:</strong> Constructs a
<code>subtract_with_carry_01</code> engine and invokes <code>seed()</code>.
<pre>
explicit subtract_with_carry_01(unsigned int value)
</pre><strong>Effects:</strong> Constructs a
<code>subtract_with_carry_01</code> engine and invokes
<code>seed(value)</code>.
<pre>
template<class In> subtract_with_carry_01(In& first, In last)
</pre><strong>Effects:</strong> Constructs a
<code>subtract_with_carry_01</code> engine and invokes <code>seed(first,
last)</code>.
<pre>
void seed(unsigned int value = 19780503)
</pre><strong>Effects:</strong> With a linear congruential generator l(i)
having parameters m = 2147483563, a = 40014, c = 0, and l(0) =
<code>value</code>, sets x(-r) ... x(-1) to (l(1)*2<sup>-w</sup>) mod 1 ...
(l(r)*2<sup>-w</sup>) mod 1, respectively. If x(-1) == 0, sets carry(-1) =
2<sup>-w</sup>, else sets carry(-1) = 0.<br>
<strong>Complexity:</strong> O(r)
<pre>
template<class In> void seed(In& first, In last)
</pre><strong>Effects:</strong> With n=w/32+1 (rounded downward) and given
the values z<sub>0</sub> ... z<sub>n*r-1</sub> obtained by dereferencing
[first, first+n*r), sets x(-r) ... x(-1) to (z<sub>0</sub> * 2<sup>32</sup> +
... + z<sub>n-1</sub> * 2<sup>32*(n-1)</sup>) * 2<sup>-w</sup> mod 1 ...
(z<sub>(r-1)*n</sub> * 2<sup>32</sup> + ... + z<sub>r-1</sub> *
2<sup>32*(n-1)</sup>) * 2<sup>-w</sup> mod 1. If x(-1) == 0, sets carry(-1) =
2<sup>-w</sup>, else sets carry(-1) = 0.<br>
<strong>Complexity:</strong> O(r*n)
<pre>
template<class RealType, int w, int s, int r>
bool operator==(const subtract_with_carry<RealType, w, s, r> x,
const subtract_with_carry<RealType, w, s, r> y);
</pre><strong>Returns:</strong> true, if and only if x(i-r) == y(j-r) and ...
and x(i-1) == y(j-1).<br>
<strong>Complexity:</strong> O(r)
<pre>
template<class CharT, class Traits,
class RealType, int w, int s, int r>
std::basic_ostream<CharT,Traits>& operator<<(std::basic_ostream<CharT,Traits>& os,
const subtract_with_carry<RealType, w, s, r>& f);
</pre><strong>Effects:</strong> Write x(i-r)*2<sup>w</sup> ...
x(i-1)*2<sup>w</sup>, carry(i-1)*2<sup>w</sup> to <code>os</code>, in that
order.<br>
<strong>Complexity:</strong> O(r)
<h4>Class template <code>discard_block</code></h4>A
<code>discard_block</code> engine produces random numbers from some base
engine by discarding blocks of data.
<pre>
namespace std {
template<class UniformRandomNumberGenerator, int p, int r>
class discard_block
{
public:
// <em>types</em>
typedef UniformRandomNumberGenerator base_type;
typedef typename base_type::result_type result_type;
// <em>parameter values</em>
static const int block_size = p;
static const int used_block = r;
// <em> constructors and member function</em>
discard_block();
explicit discard_block(const base_type & rng);
template<class In> discard_block(In& first, In last);
void seed();
template<class In> void seed(In& first, In last);
const base_type& base() const;
result_type min() const;
result_type max() const;
result_type operator()();
private:
// base_type b; <em>exposition only</em>
// int n; <em>exposition only</em>
};
template<class UniformRandomNumberGenerator, int p, int r>
bool operator==(const discard_block<UniformRandomNumberGenerator,p,r> & x,
(const discard_block<UniformRandomNumberGenerator,p,r> & y);
template<class UniformRandomNumberGenerator, int p, int r,
typename UniformRandomNumberGenerator::result_type val>
bool operator!=(const discard_block<UniformRandomNumberGenerator,p,r> & x,
(const discard_block<UniformRandomNumberGenerator,p,r> & y);
template<class CharT, class traits,
class UniformRandomNumberGenerator, int p, int r>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const discard_block<UniformRandomNumberGenerator,p,r> & x);
template<class CharT, class traits,
class UniformRandomNumberGenerator, int p, int r>
basic_istream<CharT, traits>& operator>>(basic_istream<CharT, traits>& is,
discard_block<UniformRandomNumberGenerator,p,r> & x);
}
</pre>The template parameter <code>UniformRandomNumberGenerator</code> shall
denote a class that satisfies all the requirements of a uniform random number
generator, given in tables in section x.x. r <= p. The size of the state
is the size of <code><em>b</em></code> plus 1.
<pre>
discard_block()
</pre><strong>Effects:</strong> Constructs a <code>discard_block</code>
engine. To construct the subobject <em>b</em>, invokes its default
constructor. Sets <code>n = 0</code>.
<pre>
explicit discard_block(const base_type & rng)
</pre><strong>Effects:</strong> Constructs a <code>discard_block</code>
engine. Initializes <em>b</em> with a copy of <code>rng</code>. Sets <code>n
= 0</code>.
<pre>
template<class In> discard_block(In& first, In last)
</pre><strong>Effects:</strong> Constructs a <code>discard_block</code>
engine. To construct the subobject <em>b</em>, invokes the <code>b(first,
last)</code> constructor. Sets <code>n = 0</code>.
<pre>
void seed()
</pre><strong>Effects:</strong> Invokes <code><em>b</em>.seed()</code> and
sets <code>n = 0</code>.
<pre>
template<class In> void seed(In& first, In last)
</pre><strong>Effects:</strong> Invokes <code><em>b</em>.seed(first,
last)</code> and sets <code>n = 0</code>.
<pre>
const base_type& base() const
</pre><strong>Returns:</strong> <em>b</em>
<pre>
result_type operator()()
</pre><strong>Effects:</strong> If <em>n</em> >= r, invokes
<code><em>b</em></code> (p-r) times, discards the values returned, and sets
<code>n = 0</code>. In any case, then increments <code>n</code> and returns
<code><em>b()</em></code>.
<pre>
template<class CharT, class traits,
class UniformRandomNumberGenerator, int p, int r>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const discard_block<UniformRandomNumberGenerator,p,r> & x);
</pre><strong>Effects:</strong> Writes <code><em>b</em></code>, then
<code><em>n</em></code> to <code>os</code>.
<h4>Class template <code>xor_combine</code></h4>A <code>xor_combine</code>
engine produces random numbers from two integer base engines by merging
their random values with bitwise exclusive-or.
<pre>
namespace std {
template<class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
class xor_combine
{
public:
// <em>types</em>
typedef UniformRandomNumberGenerator1 base1_type;
typedef UniformRandomNumberGenerator2 base2_type;
typedef typename base_type::result_type result_type;
// <em>parameter values</em>
static const int shift1 = s1;
static const int shift2 = s2;
// <em> constructors and member function</em>
xor_combine();
xor_combine(const base1_type & rng1, const base2_type & rng2);
template<class In> xor_combine(In& first, In last);
void seed();
template<class In> void seed(In& first, In last);
const base1_type& base1() const;
const base2_type& base2() const;
result_type min() const;
result_type max() const;
result_type operator()();
private:
// base1_type b1; <em>exposition only</em>
// base2_type b2; <em>exposition only</em>
};
template<class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
bool operator==(const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & x,
(const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & y);
template<class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
bool operator!=(const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & x,
(const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & y);
template<class CharT, class traits,
class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & x);
template<class CharT, class traits,
class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
basic_istream<CharT, traits>& operator>>(basic_istream<CharT, traits>& is,
xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & x);
}
</pre>The template parameters <code>UniformRandomNumberGenerator1</code> and
<code>UniformRandomNumberGenerator1</code> shall denote classes that satisfy
all the requirements of a uniform random number generator, given in tables in
section x.x . The size of the state is the size of <code><em>b1</em></code>
plus the size of <code><em>b2</em></code>.
<pre>
xor_combine()
</pre><strong>Effects:</strong> Constructs a <code>xor_combine</code> engine.
To construct each of the subobjects <em>b1</em> and <em>b2</em>, invokes
their respective default constructors.
<pre>
xor_combine(const base1_type & rng1, const base2_type & rng2)
</pre><strong>Effects:</strong> Constructs a <code>xor_combine</code> engine.
Initializes <em>b1</em> with a copy of <code>rng1</code> and <em>b2</em> with
a copy of <code>rng2</code>.
<pre>
template<class In> xor_combine(In& first, In last)
</pre><strong>Effects:</strong> Constructs a <code>xor_combine</code> engine.
To construct the subobject <em>b1</em>, invokes the <code>b1(first,
last)</code> constructor. Then, to construct the subobject <em>b2</em>,
invokes the <code>b2(first, last)</code> constructor.
<pre>
void seed()
</pre><strong>Effects:</strong> Invokes <code><em>b1</em>.seed()</code> and
<code><em>b2</em>.seed()</code>.
<pre>
template<class In> void seed(In& first, In last)
</pre><strong>Effects:</strong> Invokes <code><em>b1</em>.seed(first,
last)</code>, then invokes <code><em>b2</em>.seed(first, last)</code>.
<pre>
const base1_type& base1() const
</pre><strong>Returns:</strong> <em>b1</em>
<pre>
const base2_type& base2() const
</pre><strong>Returns:</strong> <em>b2</em>
<pre>
result_type operator()()
</pre><strong>Returns:</strong> (<code><em>b1</em>() << s1) ^
(<em>b2</em>() << s2)</code>.
<pre>
template<class CharT, class traits,
class UniformRandomNumberGenerator1, int s1,
class UniformRandomNumberGenerator2, int s2>
basic_ostream<CharT, traits>& operator<<(basic_ostream<CharT, traits>& os,
const xor_combine<UniformRandomNumberGenerator1, s1,
UniformRandomNumberGenerator2, s2> & x);
</pre><strong>Effects:</strong> Writes <code><em>b1</em></code>, then <code>
<em>b2</em></code> to <code>os</code>.
<h3>Engines with predefined parameters</h3>
<pre>
namespace std {
typedef linear_congruential</* <em>implementation defined</em> */, 16807, 0, 2147483647> minstd_rand0;
typedef linear_congruential</* <em>implementation defined</em> */, 48271, 0, 2147483647> minstd_rand;
typedef mersenne_twister</* <em>implementation defined</em> */,32,624,397,31,0x9908b0df,11,7,0x9d2c5680,15,0xefc60000,18> mt19937;
typedef subtract_with_carry_01<float, 24, 10, 24> ranlux_base_01;
typedef subtract_with_carry_01<double, 48, 10, 24> ranlux64_base_01;
typedef discard_block<subtract_with_carry</* <em>implementation defined</em> */, (1<<24), 10, 24>, 223, 24> ranlux3;
typedef discard_block<subtract_with_carry</* <em>implementation defined</em> */, (1<<24), 10, 24>, 389, 24> ranlux4;
typedef discard_block<subtract_with_carry_01<float, 24, 10, 24>, 223, 24> ranlux3_01;
typedef discard_block<subtract_with_carry_01<float, 24, 10, 24>, 389, 24> ranlux4_01;
}
</pre>For a default-constructed <code>minstd_rand0</code> object, x(10000) =
1043618065. For a default-constructed <code>minstd_rand</code> object,
x(10000) = 399268537.
<p>For a default-constructed <code>mt19937</code> object, x(10000) =
3346425566.</p>
<p>For a default-constructed <code>ranlux3</code> object, x(10000) =
5957620. For a default-constructed <code>ranlux4</code> object, x(10000) =
8587295. For a default-constructed <code>ranlux3_01</code> object, x(10000)
= 5957620 * 2<sup>-24</sup>. For a default-constructed
<code>ranlux4_01</code> object, x(10000) = 8587295 * 2<sup>-24</sup>.</p>
<h3>Class <code>random_device</code></h3>A <code>random_device</code>
produces non-deterministic random numbers. It satisfies all the
requirements of a uniform random number generator (given in tables in
section x.x). Descriptions are provided here only for operations on the
engines that are not described in one of these tables or for operations
where there is additional semantic information.
<p>If implementation limitations prevent generating non-deterministic
random numbers, the implementation can employ a pseudo-random number
engine.</p>
<pre>
namespace std {
class random_device
{
public:
// <em>types</em>
typedef unsigned int result_type;
// <em>constructors, destructors and member functions</em>
explicit random_device(const std::string& token = /* <em>implementation-defined</em> */);
result_type min() const;
result_type max() const;
double entropy() const;
result_type operator()();
private:
random_device(const random_device& );
void operator=(const random_device& );
};
}
</pre>
<pre>
explicit random_device(const std::string& token = /* <em>implementation-defined</em> */)
</pre><strong>Effects:</strong> Constructs a <code>random_device</code>
non-deterministic random number engine. The semantics and default value of
the <code>token</code> parameter are implementation-defined. [Footnote: The
parameter is intended to allow an implementation to differentiate between
different sources of randomness.]<br>
<strong>Throws:</strong> A value of some type derived from
<code>exception</code> if the <code>random_device</code> could not be
initialized.
<pre>
result_type min() const
</pre><strong>Returns:</strong>
<code>numeric_limits<result_type>::min()</code>
<pre>
result_type max() const
</pre><strong>Returns:</strong>
<code>numeric_limits<result_type>::max()</code>
<pre>
double entropy() const
</pre><strong>Returns:</strong> An entropy estimate for the random numbers
returned by operator(), in the range <code>min()</code> to log<sub>2</sub>(
<code>max()</code>+1). A deterministic random number generator (e.g. a
pseudo-random number engine) has entropy 0.<br>
<strong>Throws:</strong> Nothing.
<pre>
result_type operator()()
</pre><strong>Returns:</strong> A non-deterministic random value, uniformly
distributed between <code>min()</code> and <code>max()</code>, inclusive. It
is implementation-defined how these values are generated.<br>
<strong>Throws:</strong> A value of some type derived from
<code>exception</code> if a random number could not be obtained.
<h3>Random distribution class templates</h3>The class templates specified
in this section satisfy all the requirements of a random distribution
(given in tables in section x.x). Descriptions are provided here only for
operations on the distributions that are not described in one of these
tables or for operations where there is additional semantic information.
<p>A template parameter named <code>IntType</code> shall denote a type that
represents an integer number. This type shall meet the requirements for a
numeric type (26.1 [lib.numeric.requirements]), the binary operators +, -,
*, /, % shall be applicable to it, and a conversion from <code>int</code>
shall exist. <em>[Footnote: The built-in types <code>int</code> and
<code>long</code> meet these requirements.]</em></p>
<p>Given an object whose type is specified in this subclause, if the
lifetime of the uniform random number generator referred to in the
constructor invocation for that object has ended, any use of that object is
undefined.</p>
<p>No function described in this section throws an exception, unless an
operation on values of <code>IntType</code> or <code>RealType</code> throws
an exception. <em>[Note: Then, the effects are undefined, see
[lib.numeric.requirements]. ]</em></p>
<p>The algorithms for producing each of the specified distributions are
implementation-defined.</p>
<h4>Class template <code>uniform_int</code></h4>A <code>uniform_int</code>
random distribution produces integer random numbers x in the range min
<= x <= max, with equal probability. min and max are the parameters
of the distribution.
<p>A <code>uniform_int</code> random distribution satisfies all the
requirements of a uniform random number generator (given in tables in
section x.x).</p>
<pre>
namespace std {
template<class IntType = int>
class uniform_int
{
public:
// <em>types</em>
typedef IntType input_type;
typedef IntType result_type;
// <em> constructors and member function</em>
explicit uniform_int(IntType min = 0, IntType max = 9);
result_type min() const;
result_type max() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng, result_type n);
};
}
</pre>
<pre>
uniform_int(IntType min = 0, IntType max = 9)
</pre><strong>Requires:</strong> min <= max<br>
<strong>Effects:</strong> Constructs a <code>uniform_int</code> object.
<code>min</code> and <code>max</code> are the parameters of the
distribution.
<pre>
result_type min() const
</pre><strong>Returns:</strong> The "min" parameter of the distribution.
<pre>
result_type max() const
</pre><strong>Returns:</strong> The "max" parameter of the distribution.
<pre>
result_type operator()(UniformRandomNumberGenerator& urng, result_type n)
</pre><strong>Returns:</strong> A uniform random number x in the range 0
<= x < n. <em>[Note: This allows a <code>variate_generator</code>
object with a <code>uniform_int</code> distribution to be used with
std::random_shuffe, see [lib.alg.random.shuffle]. ]</em>
<h4>Class template <code>bernoulli_distribution</code></h4>A
<code>bernoulli_distribution</code> random distribution produces
<code>bool</code> values distributed with probabilities p(true) = p and
p(false) = 1-p. p is the parameter of the distribution.
<pre>
namespace std {
template<class RealType = double>
class bernoulli_distribution
{
public:
// <em>types</em>
typedef int input_type;
typedef bool result_type;
// <em> constructors and member function</em>
explicit bernoulli_distribution(const RealType& p = RealType(0.5));
RealType p() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
bernoulli_distribution(const RealType& p = RealType(0.5))
</pre><strong>Requires:</strong> 0 <= p <= 1<br>
<strong>Effects:</strong> Constructs a <code>bernoulli_distribution</code>
object. <code>p</code> is the parameter of the distribution.
<pre>
RealType p() const
</pre><strong>Returns:</strong> The "p" parameter of the distribution.
<h4>Class template <code>geometric_distribution</code></h4>A
<code>geometric_distribution</code> random distribution produces integer
values <em>i</em> >= 1 with p(i) = (1-p) * p<sup>i-1</sup>. p is the
parameter of the distribution.
<pre>
namespace std {
template<class IntType = int, class RealType = double>
class geometric_distribution
{
public:
// <em>types</em>
typedef RealType input_type;
typedef IntType result_type;
// <em> constructors and member function</em>
explicit geometric_distribution(const RealType& p = RealType(0.5));
RealType p() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
geometric_distribution(const RealType& p = RealType(0.5))
</pre><strong>Requires:</strong> 0 < p < 1<br>
<strong>Effects:</strong> Constructs a <code>geometric_distribution</code>
object; <code>p</code> is the parameter of the distribution.
<pre>
RealType p() const
</pre><strong>Returns:</strong> The "p" parameter of the distribution.
<h4>Class template <code>poisson_distribution</code></h4>A
<code>poisson_distribution</code> random distribution produces integer
values <em>i</em> >= 0 with p(i) = exp(-mean) * mean<sup>i</sup> / i!.
mean is the parameter of the distribution.
<pre>
namespace std {
template<class IntType = int, class RealType = double>
class poisson_distribution
{
public:
// <em>types</em>
typedef RealType input_type;
typedef IntType result_type;
// <em> constructors and member function</em>
explicit poisson_distribution(const RealType& mean = RealType(1));
RealType mean() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
poisson_distribution(const RealType& mean = RealType(1))
</pre><strong>Requires:</strong> mean > 0<br>
<strong>Effects:</strong> Constructs a <code>poisson_distribution</code>
object; <code>mean</code> is the parameter of the distribution.
<pre>
RealType mean() const
</pre><strong>Returns:</strong> The "mean" parameter of the distribution.
<h4>Class template <code>binomial_distribution</code></h4>A
<code>binomial_distribution</code> random distribution produces integer
values <em>i</em> >= 0 with p(i) = (n over i) * p<sup>i</sup> *
(1-p)<sup>t-i</sup>. t and p are the parameters of the distribution.
<pre>
namespace std {
template<class IntType = int, class RealType = double>
class binomial_distribution
{
public:
// <em>types</em>
typedef /* <em>implementation-defined</em> */ input_type;
typedef IntType result_type;
// <em> constructors and member function</em>
explicit binomial_distribution(IntType t = 1, const RealType& p = RealType(0.5));
IntType t() const;
RealType p() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
binomial_distribution(IntType t = 1, const RealType& p = RealType(0.5))
</pre><strong>Requires:</strong> 0 <= p <= 1 and t >= 0<br>
<strong>Effects:</strong> Constructs a <code>binomial_distribution</code>
object; <code>t</code> and <code>p</code> are the parameters of the
distribution.
<pre>
IntType t() const
</pre><strong>Returns:</strong> The "t" parameter of the distribution.
<pre>
RealType p() const
</pre><strong>Returns:</strong> The "p" parameter of the distribution.
<h4>Class template <code>uniform_real</code></h4>A
<code>uniform_real</code> random distribution produces floating-point
random numbers x in the range min <= x <= max, with equal
probability. min and max are the parameters of the distribution.
<p>A <code>uniform_real</code> random distribution satisfies all the
requirements of a uniform random number generator (given in tables in
section x.x).</p>
<pre>
namespace std {
template<class RealType = double>
class uniform_real
{
public:
// <em>types</em>
typedef RealType input_type;
typedef RealType result_type;
// <em> constructors and member function</em>
explicit uniform_real(RealType min = RealType(0), RealType max = RealType(1));
result_type min() const;
result_type max() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
uniform_real(RealType min = RealType(0), RealType max = RealType(1))
</pre><strong>Requires:</strong> min <= max<br>
<strong>Effects:</strong> Constructs a <code>uniform_real</code> object;
<code>min</code> and <code>max</code> are the parameters of the
distribution.
<pre>
result_type min() const
</pre><strong>Returns:</strong> The "min" parameter of the distribution.
<pre>
result_type max() const
</pre><strong>Returns:</strong> The "max" parameter of the distribution.
<h4>Class template <code>exponential_distribution</code></h4>An
<code>exponential_distribution</code> random distribution produces random
numbers x > 0 distributed with probability density function p(x) =
lambda * exp(-lambda * x), where lambda is the parameter of the
distribution.
<pre>
namespace std {
template<class RealType = double>
class exponential_distribution
{
public:
// <em>types</em>
typedef RealType input_type;
typedef RealType result_type;
// <em> constructors and member function</em>
explicit exponential_distribution(const result_type& lambda = result_type(1));
RealType lambda() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
exponential_distribution(const result_type& lambda = result_type(1))
</pre><strong>Requires:</strong> lambda > 0<br>
<strong>Effects:</strong> Constructs an
<code>exponential_distribution</code> object with <code>rng</code> as the
reference to the underlying source of random numbers. <code>lambda</code>
is the parameter for the distribution.
<pre>
RealType lambda() const
</pre><strong>Returns:</strong> The "lambda" parameter of the distribution.
<h4>Class template <code>normal_distribution</code></h4>A
<code>normal_distribution</code> random distribution produces random
numbers x distributed with probability density function p(x) =
1/sqrt(2*pi*sigma) * exp(- (x-mean)<sup>2</sup> / (2*sigma<sup>2</sup>) ),
where mean and sigma are the parameters of the distribution.
<pre>
namespace std {
template<class RealType = double>
class normal_distribution
{
public:
// <em>types</em>
typedef RealType input_type;
typedef RealType result_type;
// <em> constructors and member function</em>
explicit normal_distribution(base_type & rng, const result_type& mean = 0,
const result_type& sigma = 1);
RealType mean() const;
RealType sigma() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
explicit normal_distribution( const result_type& mean = 0,
const result_type& sigma = 1);
</pre><strong>Requires:</strong> sigma > 0<br>
<strong>Effects:</strong> Constructs a <code>normal_distribution</code>
object; <code>mean</code> and <code>sigma</code> are the parameters for the
distribution.
<pre>
RealType mean() const
</pre><strong>Returns:</strong> The "mean" parameter of the distribution.
<pre>
RealType sigma() const
</pre><strong>Returns:</strong> The "sigma" parameter of the distribution.
<h4>Class template <code>gamma_distribution</code></h4>A
<code>gamma_distribution</code> random distribution produces random numbers
x distributed with probability density function p(x) = 1/Gamma(alpha) *
x<sup>alpha-1</sup> * exp(-x), where alpha is the parameter of the
distribution.
<pre>
namespace std {
template<class RealType = double>
class gamma_distribution
{
public:
// <em>types</em>
typedef RealType input_type;
typedef RealType result_type;
// <em> constructors and member function</em>
explicit gamma_distribution(const result_type& alpha = result_type(1));
RealType alpha() const;
void reset();
template<class UniformRandomNumberGenerator>
result_type operator()(UniformRandomNumberGenerator& urng);
};
}
</pre>
<pre>
explicit gamma_distribution(const result_type& alpha = result_type(1));
</pre><strong>Requires:</strong> alpha > 0<br>
<strong>Effects:</strong> Constructs a <code>gamma_distribution</code>
object; <code>alpha</code> is the parameter for the distribution.
<pre>
RealType alpha() const
</pre><strong>Returns:</strong> The "alpha" parameter of the distribution.
<h2>V. Acknowledgements</h2>
<ul>
<li>Thanks to Walter Brown, Mark Fischler and Marc Paterno from Fermilab
for input about the requirements of high-energy physics.</li>
<li>Thanks to David Abrahams for additional comments on the design.</li>
<li>Thanks to the Boost community for a platform for
experimentation.</li>
</ul>
<h2>VI. References</h2>
<ul>
<li>William H. Press, Saul A. Teukolsky, William A. Vetterling, Brian P.
Flannery, "Numerical Recipes in C: The art of scientific computing", 2nd
ed., 1992, pp. 274-328</li>
<li>Bruce Schneier, "Applied Cryptography", 2nd ed., 1996, ch. 16-17. [I
haven't read this myself. Yet.]</li>
<li>D. H. Lehmer, "Mathematical methods in large-scale computing units",
Proc. 2nd Symposium on Large-Scale Digital Calculating Machines, Harvard
University Press, 1951, pp. 141-146</li>
<li>P.A. Lewis, A.S. Goodman, J.M. Miller, "A pseudo-random number
generator for the System/360", IBM Systems Journal, Vol. 8, No. 2, 1969,
pp. 136-146</li>
<li>Stephen K. Park and Keith W. Miller, "Random Number Generators: Good
ones are hard to find", Communications of the ACM, Vol. 31, No. 10,
October 1988, pp. 1192-1201</li>
<li>Makoto Matsumoto and Takuji Nishimura, "Mersenne Twister: A
623-dimensionally equidistributed uniform pseudo-random number
generator", ACM Transactions on Modeling and Computer Simulation: Special
Issue on Uniform Random Number Generation, Vol. 8, No. 1, January 1998,
pp. 3-30. http://www.math.keio.ac.jp/matumoto/emt.html.</li>
<li>Donald E. Knuth, "The Art of Computer Programming, Vol. 2", 3rd ed.,
1997, pp. 1-193.</li>
<li>Carter Bays and S.D. Durham, "Improving a poor random number
generator", ACM Transactions on Mathematical Software, Vol. 2, 1979, pp.
59-64.</li>
<li>Martin Lüscher, "A portable high-quality random number generator
for lattice field theory simulations.", Computer Physics Communications,
Vol. 79, 1994, pp. 100-110.</li>
<li>William J. Hurd, "Efficient Generation of Statistically Good
Pseudonoise by Linearly Interconnected Shift Registers", Technical Report
32-1526, Volume XI, The Deep Space Network Progress Report for July and
August 1972, NASA Jet Propulsion Laboratory, 1972 and IEEE Transactions
on Computers Vol. 23, 1974.</li>
<li>Pierre L'Ecuyer, "Efficient and Portable Combined Random Number
Generators", Communications of the ACM, Vol. 31, pp. 742-749+774,
1988.</li>
<li>Pierre L'Ecuyer, "Maximally equidistributed combined Tausworthe
generators", Mathematics of Computation Vol. 65, pp. 203-213, 1996.</li>
<li>Pierre L'Ecuyer, "Good parameters and implementations for combined
multple recursive random number generators", Operations Research Vol. 47,
pp. 159-164, 1999.</li>
<li>S. Kirkpatrick and E. Stoll, "A very fast shift-register sequence
random number generator", Journal of Computational Physics, Vol. 40, pp.
517-526, 1981.</li>
<li>R. C. Tausworthe, "Random numbers generated by iinear recurrence
modulo two", Mathematics of Computation, Vol. 19, pp. 201-209, 1965.</li>
<li>George Marsaglia and Arif Zaman, "A New Class of Random Number
Generators", Annals of Applied Probability, Vol. 1, No. 3, 1991.</li>
</ul>
<hr>
<p><a href="http://validator.w3.org/check?uri=referer"><img border="0" src=
"http://www.w3.org/Icons/valid-html401" alt="Valid HTML 4.01 Transitional"
height="31" width="88"></a></p>
<p>Revised
<!--webbot bot="Timestamp" s-type="EDITED" s-format="%d %B, %Y" startspan -->05 December, 2006<!--webbot bot="Timestamp" endspan i-checksum="38516" --></p>
<p><i>Copyright © 2002 <a href=
"http://www.boost.org/people/jens_maurer.htm">Jens Maurer</a></i></p>
<p><i>Distributed under the Boost Software License, Version 1.0. (See
accompanying file <a href="../../LICENSE_1_0.txt">LICENSE_1_0.txt</a> or
copy at <a href=
"http://www.boost.org/LICENSE_1_0.txt">http://www.boost.org/LICENSE_1_0.txt</a>)</i></p>
</body>
</html>
|