Boost Random Number Examples

Mauricio Bedoya

javierma36@gmail.comFebruary 2014

Examples avoid any warning message, but does not assert any incorrect distribution parametriza-tion. Enjoy and welcome to boost.

1. Normal Distribution Random Numbers

1 #inc lude #inc lude

3 #inc lude #inc lude

5 #inc lude

7 typede f double Real ;us ing namespace std ;

9i n t main ( )

11 {typede f boost : : mt19937 ENGINE;

13 typede f boost : : no rma l d i s t r i bu t i on DISTRIBUTION;typede f boost : : v a r i a t e g ene ra t o r GENERATOR;

15ENGINE engine ( boost : : numeric cast(time (0) ) ) ;

17 const Real mean = 0 ;const Real sigma = 1 ;

19 DISTRIBUTION pdf (mean , sigma ) ;GENERATOR generator ( eng , pdf ) ;

21f o r ( i n t i = 0 ; i < 10 ; i++)

23 std : : cout

#inc lude 2 #inc lude #inc lude

4 #inc lude #inc lude

6typede f double Real ;

8 us ing namespace std ;

10 i n t main ( ){

12 typede f boost : : mt19937 ENGINE;typede f boost : : no rma l d i s t r i bu t i on DISTRIBUTION;

14 typede f boost : : v a r i a t e g ene ra t o r GENERATOR;

16 ENGINE engine ( boost : : numer ic cast( c l o ck ( ) ) ) ;const Real mean = 0 ;

18 const Real sigma = 1 ;DISTRIBUTION pdf (mean , sigma ) ;

20 GENERATOR generator ( eng , pdf ) ;

22 f o r ( i n t i = 0 ; i < 10 ; i++)std : : cout

Now I will expose the template function for other 3 distributions. Only change the distributionswith the corresponding parameters. For more information visit: Boost Distributions

3. Template Function Uniform Random Numbers

Similar to Matlab function (only returns a vector). Assume that a

4. Template Function Poisson Random Numbers

Similar to Matlab function (only returns a vector).1 #inc lude #inc lude

3 #inc lude #inc lude

5 #inc lude

7 typede f double Real ;us ing namespace std ;

9template

11 vector po i s s rnd ( const i n t& n , const Real& lambda ){

13 typede f boost : : mt19937 ENGINE;typede f boost : : p o i s s on d i s t r i bu t i o n DISTRIBUTION;

15 typede f boost : : v a r i a t e g ene ra t o r GENERATOR;

17 ENGINE engine ( boost : : numeric cast( c l o ck ( ) ) ) ;DISTRIBUTION pdf ( lambda ) ;

19 GENERATOR generate ( engine , pdf ) ;

21 vector random numbers ;f o r ( i n t i =0; i !=n ; ++i )

23 {random numbers . push back ( generate ( ) ) ;}

25 return random numbers ;}

27in t main ( )

29 {Real lambda = 1 ;

31 vector va lues = poissrnd(100 , lambda ) ;}

5. Template Function Chi2 Random Numbers

Similar to Matlab function (only returns a vector).#inc lude

2 #inc lude #inc lude

4 #inc lude #inc lude

6typede f double Real ;

8 us ing namespace std ;

10 templatevector chi2rnd ( const i n t& n , const Real& V)

12 {typede f boost : : mt19937 ENGINE;

14 typede f boost : : random : : c h i s qua r ed d i s t r i bu t i o n DISTRIBUTION;typede f boost : : v a r i a t e g ene ra t o r GENERATOR;

16ENGINE engine ( boost : : numeric cast( c l o ck ( ) ) ) ;

18 DISTRIBUTION pdf (V) ;GENERATOR generate ( engine , pdf ) ;

20vector random numbers ;

22 f o r ( i n t i =0; i !=n ; ++i ){random numbers . push back ( generate ( ) ) ;}

24return random numbers ;

26 }

28 in t main ( ){

30 Real V = 6 ;vector va lues = chi2rnd(100 ,V) ;

32 }

4

Normal Distribution Random NumbersTemplate Function Normal Random NumbersTemplate Function Uniform Random NumbersTemplate Function Poisson Random NumbersTemplate Function Chi2 Random Numbers