Random Number Generation
[Base Module]

Classes
class	itpp::Random_Generator
	Base class for random (stochastic) sources.The Random_Generator class is based on the MersenneTwister MTRand class code in version 1.0 (15 May 2003) by Richard J. Wagner. See http://www-personal.engin.umich.edu/~wagnerr/MersenneTwister.html for details. More...
class	itpp::Bernoulli_RNG
	Bernoulli distribution. More...
class	itpp::I_Uniform_RNG
	Integer uniform distributionExample: Generation of random uniformly distributed integers in the interval [0,10]. More...
class	itpp::Uniform_RNG
	Uniform distribution. More...
class	itpp::Exponential_RNG
	Exponential distribution. More...
class	itpp::Normal_RNG
	Normal distributionNormal (Gaussian) random variables, using a simplified Ziggurat method. More...
class	itpp::Laplace_RNG
	Laplacian distribution. More...
class	itpp::Complex_Normal_RNG
	A Complex Normal Source. More...
class	itpp::AR1_Normal_RNG
	Filtered normal distribution. More...
class	itpp::Weibull_RNG
	Weibull distribution. More...
class	itpp::Rayleigh_RNG
	Rayleigh distribution. More...
class	itpp::Rice_RNG
	Rice distribution. More...
Typedefs
typedef Normal_RNG	itpp::Gauss_RNG
	Gauss_RNG is the same as Normal Source.
typedef AR1_Normal_RNG	itpp::AR1_Gauss_RNG
	AR1_Gauss_RNG is the same as AR1_Normal_RNG.
Functions
void	itpp::RNG_reset (unsigned int seed)
	Set the seed of the Global Random Number Generator.
void	itpp::RNG_reset ()
	Set the seed of the Global Random Number Generator to the same as last reset/init.
void	itpp::RNG_randomize ()
	Set a random seed for the Global Random Number Generator.
void	itpp::RNG_get_state (ivec &state)
	Save current full state of generator in memory.
void	itpp::RNG_set_state (ivec &state)
	Resume the state saved in memory.
bin	itpp::randb (void)
	Generates a random bit (equally likely 0s and 1s).
void	itpp::randb (int size, bvec &out)
	Generates a random bit vector (equally likely 0s and 1s).
bvec	itpp::randb (int size)
	Generates a random bit vector (equally likely 0s and 1s).
void	itpp::randb (int rows, int cols, bmat &out)
	Generates a random bit matrix (equally likely 0s and 1s).
bmat	itpp::randb (int rows, int cols)
	Generates a random bit matrix (equally likely 0s and 1s).
double	itpp::randu (void)
	Generates a random uniform (0,1) number.
void	itpp::randu (int size, vec &out)
	Generates a random uniform (0,1) vector.
vec	itpp::randu (int size)
	Generates a random uniform (0,1) vector.
void	itpp::randu (int rows, int cols, mat &out)
	Generates a random uniform (0,1) matrix.
mat	itpp::randu (int rows, int cols)
	Generates a random uniform (0,1) matrix.
int	itpp::randi (int low, int high)
	Generates a random integer in the interval [low,high].
ivec	itpp::randi (int size, int low, int high)
	Generates a random ivec with elements in the interval [low,high].
imat	itpp::randi (int rows, int cols, int low, int high)
	Generates a random imat with elements in the interval [low,high].
vec	itpp::randray (int size, double sigma=1.0)
	Generates a random Rayleigh vector.
vec	itpp::randrice (int size, double sigma=1.0, double s=1.0)
	Generates a random Rice vector (See J.G. Poakis, "Digital Communications, 3rd ed." p.47).
vec	itpp::randexp (int size, double lambda=1.0)
	Generates a random complex Gaussian vector.
double	itpp::randn (void)
	Generates a random Gaussian (0,1) variable.
void	itpp::randn (int size, vec &out)
	Generates a random Gaussian (0,1) vector.
vec	itpp::randn (int size)
	Generates a random Gaussian (0,1) vector.
void	itpp::randn (int rows, int cols, mat &out)
	Generates a random Gaussian (0,1) matrix.
mat	itpp::randn (int rows, int cols)
	Generates a random Gaussian (0,1) matrix.
std::complex< double >	itpp::randn_c (void)
	Generates a random complex Gaussian (0,1) variable.
void	itpp::randn_c (int size, cvec &out)
	Generates a random complex Gaussian (0,1) vector.
cvec	itpp::randn_c (int size)
	Generates a random complex Gaussian (0,1) vector.
void	itpp::randn_c (int rows, int cols, cmat &out)
	Generates a random complex Gaussian (0,1) matrix.
cmat	itpp::randn_c (int rows, int cols)
	Generates a random complex Gaussian (0,1) matrix.

---

Detailed Description

end of algebra group

---

Function Documentation

std::complex<double> itpp::randn_c

(

void

)

[inline]

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

The real and imaginary parts are independent and have variances equal to 0.5

Definition at line 791 of file random.h.

References itpp::Complex_Normal_RNG::sample().

Referenced by itpp::FIR_Fading_Generator::generate(), itpp::Independent_Fading_Generator::generate(), itpp::IFFT_Fading_Generator::generate_Jakes(), itpp::FIR_Fading_Generator::init(), itpp::Static_Fading_Generator::init(), and itpp::randn_c().