9.1 Overview

These are the basic random number generators (RNGs):

Uniform

Uniform reals on [0,1)

Normal

Normal with specified mean and variance

Exponential

Exponential with specified mean

DiscreteUniform

Integers uniformly distributed over a specified range.

Beta

Beta distribution

Gamma

Gamma distribution

F

F distribution

To use these generators, you need to include some subset of these headers:

     #include <random/uniform.h>
     #include <random/normal.h>
     #include <random/exponential.h>
     #include <random/discrete-uniform.h>
     #include <random/beta.h>
     #include <random/gamma.h>
     #include <random/chisquare.h>
     #include <random/F.h>
     
     using namespace ranlib;

All the generators are inside the namespace ranlib, so a using namespace ranlib directive is required (alternately, you can write e.g. ranlib::Uniform<>).

These generators are all class templates. The first template parameter is the number type you want to generate: float, double or long double for continuous distributions, and integer for discrete distributions. This parameter defaults to float for continuous distributions, and unsigned int for discrete distributions.

The constructors are:

     Uniform();
     Normal(T mean, T standardDeviation);
     Exponential(T mean);
     DiscreteUniform(T n);   // range is 0 .. n-1
     Beta(T a, T b);
     Gamma(T mean);
     ChiSquare(T df);
     F(T dfn, T dfd);

where T is the first template parameter (float, double, or long double). To obtain a random number, use the method random(). Here is an example of constructing and using a Normal generator:

     #include <random/normal.h>
     
     using namespace ranlib;
     
     void foo()
     {
         Normal<double> normalGen(0.5,0.25); // mean = 0.5, std dev = 0.25
         double x = normalGen.random();      // x is a normal random number
     }

9.2 Note: Parallel random number generators

The generators which Blitz++ provides are not suitable for parallel programs. If you need parallel RNGs, you may find http://sprng.cs.fsu.edu (the Scalable Parallel Random Number Generators Library) useful.