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Random

This header introduces random number generation facilities.

This library allows to produce random numbers using combinations of generators and distributions:

Generators: Objects that generate uniformly distributed numbers.
Distributions: Objects that transform sequences of numbers generated by a generator into sequences of numbers that follow a specific random variable distribution, such as uniform, Normal or Binomial.

Distribution objects generate random numbers by means of their operator() member, which takes a generator object as argument:

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std::default_random_engine generator;
std::uniform_int_distribution<int> distribution(1,6);
int dice_roll = distribution(generator);  // generates number in the range 1..6

For repeated uses, both can be bound together:

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auto dice = std::bind ( distribution, generator );
int wisdom = dice()+dice()+dice();

Except for random_device, all standard generators defined in the library are random number engines, which are a kind of generators that use a particular algorithm to generate series of pseudo-random numbers. These algorithms need a seed as a source of randomness, and this seed can either be a single value or an object with a very specific generate() member function (see seed_seq for more info). A typical source of randomness for trivial tasks is time, such as the information provided by time or system_clock::now (for a typical example, see uniform_int_distribution::operator()).

As an alternative, trivial random numbers can also be generated using cstdlib's functions rand and srand.

Generators Pseudo-random number engines (templates) Generators that use an algorithm to generate pseudo-random numbers based on an initial seed:

linear_congruential_engine: Linear congruential random number engine (class template)

mersenne_twister_engine: Mersenne twister random number engine (class template)

subtract_with_carry_engine: Subtract-with-carry random number engine (class template)

Engine adaptors They adapt an engine, modifying the way numbers are generated with it:

discard_block_engine: Discard-block random number engine adaptor (class template)

independent_bits_engine: Independent-bits random number engine adaptor (class template)

shuffle_order_engine: Shuffle-order random number engine adaptor (class template)

Pseudo-random number engines (instantiations) Particular instantiations of generator engines and adaptors:

default_random_engine: Default random engine (class)

minstd_rand: Minimal Standard minstd_rand generator (class)

minstd_rand0: Minimal Standard minstd_rand0 generator (class)

mt19937: Mersenne Twister 19937 generator (class)

mt19937_64: Mersenne Twister 19937 generator (64 bit) (class)

ranlux24_base: Ranlux 24 base generator (class)

ranlux48_base: Ranlux 48 base generator (class)

ranlux24: Ranlux 24 generator (class)

ranlux48: Ranlux 48 generator (class)

knuth_b: Knuth-B generator (class)

Random number generators Non-deterministic random number generator:

random_device: True random number generator (class)

Distributions Uniform:

uniform_int_distribution: Uniform discrete distribution (class template)

uniform_real_distribution: Uniform real distribution (class template)

Related to Bernoulli (yes/no) trials:

bernoulli_distribution: Bernoulli distribution (class)

binomial_distribution: Binomial distribution (class template)

geometric_distribution: Geometric distribution (class template)

negative_binomial_distribution: Negative binomial distribution (class template)

Rate-based distributions:

poisson_distribution: Poisson distribution (class template)

exponential_distribution: Exponential distribution (class template)

gamma_distribution: Gamma distribution (class template)

weibull_distribution: Weibull distribution (class template)

extreme_value_distribution: Extreme Value distribution (class template)

Related to Normal distribution:

normal_distribution: Normal distribution (class template)

lognormal_distribution: Lognormal distribution (class template)

chi_squared_distribution: Chi-squared distribution (class template)

cauchy_distribution: Cauchy distribution (class template)

fisher_f_distribution: Fisher F-distribution (class template)

student_t_distribution: Student T-Distribution (class template)

Piecewise distributions:

discrete_distribution: Discrete distribution (class template)

piecewise_constant_distribution: Piecewise constant distribution (class template)

piecewise_linear_distribution: Piecewise linear distribution (class template)

Other

seed_seq: Seed sequence (class)

generate_canonical: Generate canonical numbers (function template)

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