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<html lang="en">
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<title>Random Number Distribution Examples - GNU Scientific Library -- Reference Manual</title>
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Previous: <a rel="previous" accesskey="p" href="Shuffling-and-Sampling.html">Shuffling and Sampling</a>,
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<h3 class="section">19.39 Examples</h3>
<p>The following program demonstrates the use of a random number generator
to produce variates from a distribution. It prints 10 samples from the
Poisson distribution with a mean of 3.
<pre class="example"><pre class="verbatim"> #include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
int
main (void)
{
const gsl_rng_type * T;
gsl_rng * r;
int i, n = 10;
double mu = 3.0;
/* create a generator chosen by the
environment variable GSL_RNG_TYPE */
gsl_rng_env_setup();
T = gsl_rng_default;
r = gsl_rng_alloc (T);
/* print n random variates chosen from
the poisson distribution with mean
parameter mu */
for (i = 0; i < n; i++)
{
unsigned int k = gsl_ran_poisson (r, mu);
printf (" %u", k);
}
printf ("\n");
gsl_rng_free (r);
return 0;
}
</pre></pre>
<p class="noindent">If the library and header files are installed under <samp><span class="file">/usr/local</span></samp>
(the default location) then the program can be compiled with these
options,
<pre class="example"> $ gcc -Wall demo.c -lgsl -lgslcblas -lm
</pre>
<p class="noindent">Here is the output of the program,
<pre class="example"> $ ./a.out
<pre class="verbatim"> 2 5 5 2 1 0 3 4 1 1
</pre></pre>
<p class="noindent">The variates depend on the seed used by the generator. The seed for the
default generator type <code>gsl_rng_default</code> can be changed with the
<code>GSL_RNG_SEED</code> environment variable to produce a different stream
of variates,
<pre class="example"> $ GSL_RNG_SEED=123 ./a.out
<pre class="verbatim"> GSL_RNG_SEED=123
4 5 6 3 3 1 4 2 5 5
</pre></pre>
<p class="noindent">The following program generates a random walk in two dimensions.
<pre class="example"><pre class="verbatim"> #include <stdio.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
int
main (void)
{
int i;
double x = 0, y = 0, dx, dy;
const gsl_rng_type * T;
gsl_rng * r;
gsl_rng_env_setup();
T = gsl_rng_default;
r = gsl_rng_alloc (T);
printf ("%g %g\n", x, y);
for (i = 0; i < 10; i++)
{
gsl_ran_dir_2d (r, &dx, &dy);
x += dx; y += dy;
printf ("%g %g\n", x, y);
}
gsl_rng_free (r);
return 0;
}
</pre></pre>
<p class="noindent">Here is the output from the program, three 10-step random walks from the origin,
<p>The following program computes the upper and lower cumulative
distribution functions for the standard normal distribution at
x=2.
<pre class="example"><pre class="verbatim"> #include <stdio.h>
#include <gsl/gsl_cdf.h>
int
main (void)
{
double P, Q;
double x = 2.0;
P = gsl_cdf_ugaussian_P (x);
printf ("prob(x < %f) = %f\n", x, P);
Q = gsl_cdf_ugaussian_Q (x);
printf ("prob(x > %f) = %f\n", x, Q);
x = gsl_cdf_ugaussian_Pinv (P);
printf ("Pinv(%f) = %f\n", P, x);
x = gsl_cdf_ugaussian_Qinv (Q);
printf ("Qinv(%f) = %f\n", Q, x);
return 0;
}
</pre></pre>
<p class="noindent">Here is the output of the program,
<pre class="example"><pre class="verbatim"> prob(x < 2.000000) = 0.977250
prob(x > 2.000000) = 0.022750
Pinv(0.977250) = 2.000000
Qinv(0.022750) = 2.000000
</pre></pre>
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