Rng.h File Reference

Random number generators. More...

#include "objects/containers/Array.h"
#include "objects/geometry/Box.h"
#include "objects/wrappers/AutoPtr.h"
#include <random>

Go to the source code of this file.

Classes
class	UniformRng
	Random number generator with uniform distribution. More...
class	BenzAsphaugRng
	Random number generator used in code SPH5 of Benz & Asphaug (1994). More...
class	HaltonQrng
	Quasi-random number generator. More...
class	IRng
	Polymorphic holder allowing to store any RNG (type erasure). More...
class	RngWrapper< TRng >

Functions
template<typename TRng , typename... TArgs>
AutoPtr< RngWrapper< TRng > >	makeRng (TArgs &&... args)
template<typename TRng >
INLINE Float	sampleNormalDistribution (TRng &rng, const Float mu, const Float sigma)
	Generates a random number from normal distribution, using Box-Muller algorithm. More...
template<typename TRng >
INLINE Float	sampleExponentialDistribution (TRng &rng, const Float lambda)
	Generates a random number from exponential distribution. More...
template<typename TRng >
INLINE Size	samplePoissonDistribution (TRng &rng, const Float lambda)
	Generates a random integer from Poisson distribution. More...
template<typename TRng >
INLINE Vector	sampleUnitSphere (TRng &rng)
	Generates a random position on a unit sphere. More...
template<typename TRng , typename TFunc >
INLINE Float	sampleDistribution (TRng &rng, const Interval &range, const Float upperBound, const TFunc &func)
	Generates a random number from a generic distribution, using rejection sampling. More...
template<typename TRng , typename TFunc >
INLINE Vector	sampleDistribution (TRng &rng, const Box &box, const Float upperBound, const TFunc &func)
	Generates a random vector from a generic distribution, using rejection sampling. More...

Detailed Description

Random number generators.

Author

Pavel Sevecek (sevecek at sirrah.troja.mff.cuni.cz)

Date

2016-2021

Definition in file Rng.h.

Function Documentation

makeRng()

template<typename TRng , typename... TArgs>

AutoPtr<RngWrapper<TRng> > makeRng

(

TArgs &&...

args

)

Definition at line 112 of file Rng.h.

sampleDistribution() [1/2]

template<typename TRng , typename TFunc >

INLINE Vector sampleDistribution	(	TRng &	rng,
		const Box &	box,
		const Float	upperBound,
		const TFunc &	func
	)

Generates a random vector from a generic distribution, using rejection sampling.

Parameters

rng	Random number generator
box	Extents of generated vectors
upperBound	Upper bound for the values returned by the functor
func	Probability distribution function. Does not have to be normalized.

Definition at line 203 of file Rng.h.

sampleDistribution() [2/2]

template<typename TRng , typename TFunc >

INLINE Float sampleDistribution	(	TRng &	rng,
		const Interval &	range,
		const Float	upperBound,
		const TFunc &	func
	)

Generates a random number from a generic distribution, using rejection sampling.

Note that this function may be very inefficient and should be used only if the distribution cannot be sampled with an explicit method.

Parameters

rng	Random number generator
range	Minimal and maximal generated value
upperBound	Upper bound for the values returned by the functor
func	Probability distribution function. Does not have to be normalized.

Definition at line 184 of file Rng.h.

sampleExponentialDistribution()

template<typename TRng >

INLINE Float sampleExponentialDistribution	(	TRng &	rng,
		const Float	lambda
	)

Generates a random number from exponential distribution.

Uses inverse transform sampling.

Definition at line 138 of file Rng.h.

sampleNormalDistribution()

template<typename TRng >

INLINE Float sampleNormalDistribution	(	TRng &	rng,
		const Float	mu,
		const Float	sigma
	)

Generates a random number from normal distribution, using Box-Muller algorithm.

Could be optimized (it discards the second independent value), but it's the algorith easiest to implement.

Definition at line 120 of file Rng.h.

samplePoissonDistribution()

template<typename TRng >

INLINE Size samplePoissonDistribution	(	TRng &	rng,
		const Float	lambda
	)

Generates a random integer from Poisson distribution.

Uses the Knuth's algorithm.

Definition at line 152 of file Rng.h.

sampleUnitSphere()

template<typename TRng >

INLINE Vector sampleUnitSphere

(

TRng &

rng

)

Generates a random position on a unit sphere.

Definition at line 166 of file Rng.h.