itpp::Normal_RNG Class Reference

Normal distribution. More...

#include <itpp/base/random.h>

Public Member Functions
	Normal_RNG (double meanval, double variance)
	Constructor. Set mean and variance. More...
	Normal_RNG ()
	Constructor. Set mean and variance. More...
void	setup (double meanval, double variance)
	Set mean, and variance. More...
void	get_setup (double &meanval, double &variance) const
	Get mean and variance. More...
double	operator() ()
	Get one sample. More...
vec	operator() (int n)
	Get a sample vector. More...
mat	operator() (int h, int w)
	Get a sample matrix. More...
double	sample ()
	Get a Normal distributed (0,1) sample. More...
void	sample_vector (int size, vec &out)
	Get a Normal distributed (0,1) vector. More...
void	sample_matrix (int rows, int cols, mat &out)
	Get a Normal distributed (0,1) matrix. More...

Detailed Description

Normal distribution.

Normal (Gaussian) random variables, using a simplified Ziggurat method.

For details see the following arcticle: George Marsaglia, Wai Wan Tsang, "The Ziggurat Method for Generating Random Variables", Journal of Statistical Software, vol. 5 (2000), no. 8

This implementation is based on the generator written by Jochen Voss found at http://seehuhn.de/comp/ziggurat/, which is also included in the GSL library (randlist/gauss.c).

Definition at line 440 of file random.h.

Constructor & Destructor Documentation

Normal_RNG() [1/2]

itpp::Normal_RNG::Normal_RNG ( double  meanval, double  variance  )

inline

Constructor. Set mean and variance.

Definition at line 444 of file random.h.

Normal_RNG() [2/2]

itpp::Normal_RNG::Normal_RNG ( )

inline

Constructor. Set mean and variance.

Definition at line 447 of file random.h.

Member Function Documentation

setup()

void itpp::Normal_RNG::setup ( double  meanval, double  variance  )

inline

Set mean, and variance.

Definition at line 449 of file random.h.

References itpp::mean(), itpp::sqrt(), and itpp::variance().

get_setup()

void itpp::Normal_RNG::get_setup	(	double &	meanval,
		double &	variance
	)		const

Get mean and variance.

Definition at line 569 of file random.cpp.

References itpp::variance().

operator()() [1/3]

double itpp::Normal_RNG::operator() ( )

inline

Get one sample.

Definition at line 454 of file random.h.

References itpp::mean().

operator()() [2/3]

vec itpp::Normal_RNG::operator() ( int  n )

inline

Get a sample vector.

Definition at line 456 of file random.h.

References itpp::mean().

operator()() [3/3]

mat itpp::Normal_RNG::operator() ( int  h, int  w  )

inline

Get a sample matrix.

Definition at line 464 of file random.h.

References itpp::mean().

sample()

double itpp::Normal_RNG::sample

(

)

Get a Normal distributed (0,1) sample.

Definition at line 690 of file random.cpp.

References itpp::exp(), itpp::Random_Generator::genrand_close_open(), itpp::Random_Generator::genrand_uint32(), itpp::log(), and itpp::sign().

Referenced by itpp::randn(), and itpp::Gamma_RNG::sample().

sample_vector()

void itpp::Normal_RNG::sample_vector ( int  size, vec &  out  )

inline

Get a Normal distributed (0,1) vector.

Definition at line 475 of file random.h.

References itpp::size().

Referenced by itpp::AWGN_Channel::operator()(), and itpp::randn().

sample_matrix()

void itpp::Normal_RNG::sample_matrix ( int  rows, int  cols, mat &  out  )

inline

Get a Normal distributed (0,1) matrix.

Definition at line 481 of file random.h.

Referenced by itpp::randn().

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The documentation for this class was generated from the following files:

• itpp/base/random.h
• itpp/base/random.cpp