exrandom::unit_normal_kahn< digit_gen > Class Template Reference

Sample u-rands from the normal distribution, Kahn's method (deprecated) More...

#include <exrandom/unit_normal_kahn.hpp>

Public Member Functions
	unit_normal_kahn (digit_gen &D)
template<typename Generator >
void	generate (Generator &g, u_rand< digit_gen > &x)
template<typename RealType , typename Generator >
RealType	value (Generator &g)
template<typename RealType , typename Generator >
RealType	midpoint (Generator &g, size_t k)
digit_gen &	digit_generator () const

Static Public Attributes
static const uint_t	base

Detailed Description

template<typename digit_gen>
class exrandom::unit_normal_kahn< digit_gen >

Sample u-rands from the normal distribution, Kahn's method (deprecated)

This samples from the unit normal distribution P(x) = exp(− x²/2) / √(2π) using Kahn's method This implements Algorithm K.

Template Parameters

digit_gen

the type of digit generator.

WARNING: One of the steps of this algorithm requires the use of arbitrary precision integer arithmetic. However in this implementation the arithmetic is carried out with 64-bit integers. As a result there is occasionally (1 time in 10⁹) overflow which results in a bias in the results. Use of this class is therefore deprecated.

digit_gen::base cannot exceed 16.

Examples

count_bits.cpp.

Definition at line 38 of file unit_normal_kahn.hpp.

Constructor & Destructor Documentation

unit_normal_kahn()

template<typename digit_gen>

exrandom::unit_normal_kahn< digit_gen >::unit_normal_kahn ( digit_gen &  D )

inline

The constructor.

Parameters

D	a reference to the digit generator to be used.

Definition at line 45 of file unit_normal_kahn.hpp.

Member Function Documentation

generate()

template<typename digit_gen>

template<typename Generator >

void exrandom::unit_normal_kahn< digit_gen >::generate ( Generator &  g, u_rand< digit_gen > &  x  )

inline

Generate the next deviate as a u_rand.

Template Parameters

Generator

the type of g.

Parameters

	g	the random generator engine.
[out]	x	the u_rand to set.

Definition at line 55 of file unit_normal_kahn.hpp.

value()

template<typename digit_gen>

template<typename RealType , typename Generator >

RealType exrandom::unit_normal_kahn< digit_gen >::value ( Generator &  g )

inline

Generate the next deviate and round it to a floating point number.

Template Parameters

RealType	the floating point type of the result.
Generator	the type of g.

Parameters

g	the random generator engine.

Returns

the normal deviate.

Definition at line 116 of file unit_normal_kahn.hpp.

midpoint()

template<typename digit_gen>

template<typename RealType , typename Generator >

RealType exrandom::unit_normal_kahn< digit_gen >::midpoint ( Generator &  g, size_t  k  )

inline

Return the midpoint of the next deviate with a specified number of digits.

Template Parameters

RealType	the floating point type of the result.
Generator	the type of g.

Parameters

g	the random generator engine.
k	the minimum number of digits in the fraction.

Returns

the normal deviate.

Note the k gives the numer of digits in the base base.

Definition at line 134 of file unit_normal_kahn.hpp.

digit_generator()

template<typename digit_gen>

digit_gen& exrandom::unit_normal_kahn< digit_gen >::digit_generator ( ) const

inline

Returns

a reference to the digit generator used in the constructor.

Definition at line 142 of file unit_normal_kahn.hpp.

Member Data Documentation

base

template<typename digit_gen>

const uint_t exrandom::unit_normal_kahn< digit_gen >::base

static

The base of the digit generator.

Definition at line 147 of file unit_normal_kahn.hpp.

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

• unit_normal_kahn.hpp