glotzmath::RandomNumberGenerator Class Reference

Defines an interface for Random Number Generators (RNGs) used in Glotzilla. More...

#include <RandomNumberGenerator.h>

Inheritance diagram for glotzmath::RandomNumberGenerator:

List of all members.

Public Types
enum	{ STDLIBERAND48, NUMBER_OF_CALLS }
Public Member Functions
	RandomNumberGenerator ()
	Default constructor.
virtual	~RandomNumberGenerator ()
	Default destructor.
virtual RandomNumberGenerator *	Clone ()=0
	Intelligent clone.
virtual void	PrintSeed (std::ostream &)=0
	Prints the seed to a stream.
virtual glotz_flt	GetUniformFloat ()=0
	Generates floats from a uniform distribution (0, 1).
int	GetUniformInt (int, int)
	Generates integers from a bounded uniform distribution.
glotz_flt	GetUniformFloat (glotz_flt, glotz_flt)
	Generates floats from uniform distribution between two bounds.
glotz_flt	GetGaussianFloat ()
	Generates floats from a standard Gaussian distribution.
glotz_flt	GetGaussianFloat (glotz_flt, glotz_flt)
	Generates floats from a modified Gaussian distribution.
glotz_flt	GetExponentialFloat (glotz_flt)
	Generates floats from an exponential distribution.
glotz_flt	GetCauchyFloat ()
	Generates floats from a Cauchy distribution.
glotz_vec	GetUniformVector ()
	Generates a float vector uniformly distributed between (0, 1).
glotz_vec	GetUniformVector (glotz_flt, glotz_flt)
	Generates a float vector from a bounded uniform distribution.
glotz_vec	GetGaussianVector ()
	Generates a float vector from a standard Gaussian distribution.
glotz_vec	GetGaussianVector (glotz_flt, glotz_flt)
	Generates a float vector from a modified Gaussian distribution.
glotz_vec	GetExponentialVector (glotz_flt)
	Generates a float vector from a exponential distribution.
glotz_vec	GetCauchyVector ()
	Generates a float vector from a Cauchy distribution.
glotz_quat	GetUniformQuaternion ()
	Generates a float quaternion from a uniform distribution.
glotz_quat	GetUniformQuaternion (glotz_flt, glotz_flt)
	Generates a float quaternion from bounded unifrom distribution.
virtual void	PrintRestartData (std::ostream &)
	Prints restart data.
virtual void	ScanRestartData (std::istream &)
	Scans restart data.
Static Public Member Functions
static RandomNumberGenerator *	ParseRestartData (std::istream &)
	Allocates a RNG object from restart data.
static void	InitializeRestartMap ()
	Forms the restart map.
Static Public Attributes
static std::map < std::string, int >	sRestartMap
	Map of key restart data variable identifiers.
Protected Member Functions
void	Marsaglia (glotz_flt &, glotz_flt &)
	Implementation of the Marsaglia algorithm.
Private Attributes
bool	mMarsagliaPairIsCurrent
	True is we have an extra Marsaglia random number.
glotz_flt	mMarsagliaFloatA
	First Marsaglia random number.
glotz_flt	mMarsagliaFloatB
	Second Marsaglia random number.

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Detailed Description

Defines an interface for Random Number Generators (RNGs) used in Glotzilla.

Note:

Replaces previous definition of RandomNumberGenerator

Author:

Tony Sheh

Sampling floating point numbers (floats) from many distribution is an important part of Monte Carlo and Molecular Dynamics codes. Given an RNG that gives back floats from a uniform distribution in (0.0, 1.0), it is possible to generate all other distributions

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Member Enumeration Documentation

anonymous enum

Enumerator:

STDLIBERAND48
NUMBER_OF_CALLS

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Constructor & Destructor Documentation

glotzmath::RandomNumberGenerator::RandomNumberGenerator

(

)

Default constructor.

glotzmath::RandomNumberGenerator::~RandomNumberGenerator

(

)

[virtual]

Default destructor.

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Member Function Documentation

virtual RandomNumberGenerator* glotzmath::RandomNumberGenerator::Clone

(

)

[pure virtual]

Intelligent clone.

Implemented in glotzmath::StdLibErand48.

virtual void glotzmath::RandomNumberGenerator::PrintSeed

(

std::ostream &

)

[pure virtual]

Prints the seed to a stream.

Implemented in glotzmath::StdLibErand48.

virtual glotz_flt glotzmath::RandomNumberGenerator::GetUniformFloat

(

)

[pure virtual]

Generates floats from a uniform distribution (0, 1).

Implemented in glotzmath::StdLibErand48.

int glotzmath::RandomNumberGenerator::GetUniformInt	(	int	min,
		int	max
	)			[inline]

Generates integers from a bounded uniform distribution.

Parameters:

	min	is the lower bound of the uniform distribution
	max	is the upper bound of the uniform distribution

Returns:

an integer sampled from a bounded uniform distribution

glotz_flt glotzmath::RandomNumberGenerator::GetUniformFloat	(	glotz_flt	min,
		glotz_flt	max
	)			[inline]

Generates floats from uniform distribution between two bounds.

Parameters:

	min	is the lower bound of the uniform distribution
	max	is the upper bound of the uniform distribution

Returns:

a float sampled from a bounded uniform distribution (min, max)

glotz_flt glotzmath::RandomNumberGenerator::GetGaussianFloat

(

)

[inline]

Generates floats from a standard Gaussian distribution.

Returns:

a floating point number randomly sampled from a Gaussian distribution with mean 0, std. dev of 1.

This algorithm calls Marsaglia() to generate a pair of Marsaglia random variables, mMarsagliaFloatA and mMarsagliaFloatB. The switch, mMarsagliaPairIsCurrent switches so that on alternating calls, the function will either 1) generate the Marsaglia pair and return mMarsagliaFloatA or 2) return mMarsagliaFloatB.

glotz_flt glotzmath::RandomNumberGenerator::GetGaussianFloat	(	glotz_flt	mean,
		glotz_flt	sqrtVariance
	)			[inline]

Generates floats from a modified Gaussian distribution.

Parameters:

	mean	is the mean of the desired Gaussian distribution to sample from
	sqrtVariance	is the square root of the variance of the desired Gaussian distribution

Returns:

a floating point random variable sampled from a modified Gaussian distribution

A Gaussian of arbitrary mean and variance can be computed by scaling (multiplying) by the sqrt(variance) and shifting (adding) the new mean.

glotz_flt glotzmath::RandomNumberGenerator::GetExponentialFloat

(

glotz_flt

lambda

)

[inline]

Generates floats from an exponential distribution.

Parameters:

lambda

is the power of the exponential

Returns:

a floating point number sampled from an exponential distribution

glotz_flt glotzmath::RandomNumberGenerator::GetCauchyFloat

(

)

[inline]

Generates floats from a Cauchy distribution.

Returns:

a floating point number sampled from a Cauchy distribution

glotz_vec glotzmath::RandomNumberGenerator::GetUniformVector

(

)

[inline]

Generates a float vector uniformly distributed between (0, 1).

Returns:

a vector of floats sampled from a uniform distribution (0, 1)

glotz_vec glotzmath::RandomNumberGenerator::GetUniformVector	(	glotz_flt	min,
		glotz_flt	max
	)			[inline]

Generates a float vector from a bounded uniform distribution.

Parameters:

	min	is the lower bound of the uniform distribution
	max	is the upper bound of the uniform distribution

Returns:

a vector of floats smapled from a bounded uniform distribution (min, max)

glotz_vec glotzmath::RandomNumberGenerator::GetGaussianVector

(

)

[inline]

Generates a float vector from a standard Gaussian distribution.

Calls RandomNumberGenerator::GetGaussianFloat().

Returns:

a vector of floats sampled from a standard Gaussian distribution

glotz_vec glotzmath::RandomNumberGenerator::GetGaussianVector	(	glotz_flt	mean,
		glotz_flt	sqrtVar
	)			[inline]

Generates a float vector from a modified Gaussian distribution.

glotz_vec glotzmath::RandomNumberGenerator::GetExponentialVector

(

glotz_flt

lambda

)

[inline]

Generates a float vector from a exponential distribution.

Parameters:

lambda

is the power of the exponential

Returns:

a floating point number sampled from an exponential distribution

glotz_vec glotzmath::RandomNumberGenerator::GetCauchyVector

(

)

[inline]

Generates a float vector from a Cauchy distribution.

Returns:

a vector of flaots sampled from a Cauchy distribution

glotz_quat glotzmath::RandomNumberGenerator::GetUniformQuaternion

(

)

[inline]

Generates a float quaternion from a uniform distribution.

Returns:

a quaternion with components chosen from a uniform distribution [0, 1)

glotz_quat glotzmath::RandomNumberGenerator::GetUniformQuaternion	(	glotz_flt	min,
		glotz_flt	max
	)			[inline]

Generates a float quaternion from bounded unifrom distribution.

Returns:

a quaternion with components chosen from a uniform distribution [min, max)

RandomNumberGenerator * glotzmath::RandomNumberGenerator::ParseRestartData

(

std::istream &

is

)

[static]

Allocates a RNG object from restart data.

void glotzmath::RandomNumberGenerator::PrintRestartData

(

std::ostream &

os

)

[virtual]

Prints restart data.

Reimplemented in glotzmath::StdLibErand48.

void glotzmath::RandomNumberGenerator::ScanRestartData

(

std::istream &

is

)

[virtual]

Scans restart data.

Reimplemented in glotzmath::StdLibErand48.

void glotzmath::RandomNumberGenerator::InitializeRestartMap

(

)

[static]

Forms the restart map.

void glotzmath::RandomNumberGenerator::Marsaglia	(	glotz_flt &	x1,
		glotz_flt &	x2
	)			[inline, protected]

Implementation of the Marsaglia algorithm.

Generates two Gaussian random variables using the Marsaglia algorithm.

Parameters:

	x1	is a reference to a floating point number
	x2	is a reference to a (different) floating point number

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Member Data Documentation

std::map< std::string, int > glotzmath::RandomNumberGenerator::sRestartMap [static]

Map of key restart data variable identifiers.

bool glotzmath::RandomNumberGenerator::mMarsagliaPairIsCurrent [private]

True is we have an extra Marsaglia random number.

glotz_flt glotzmath::RandomNumberGenerator::mMarsagliaFloatA [private]

First Marsaglia random number.

glotz_flt glotzmath::RandomNumberGenerator::mMarsagliaFloatB [private]

Second Marsaglia random number.

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

• Glotzilla/src/glotzmath/trunk/SourceCode/RandomNumberGenerator.h
• Glotzilla/src/glotzmath/trunk/SourceCode/RandomNumberGenerator.cpp

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