Compounds | |
struct | TRNG::vector2d_struct |
struct | TRNG::vector3d_struct |
struct | TRNG::vector4d_struct |
class | TRNG::RNG |
class | TRNG::ParkMiller |
class | TRNG::LCG32 |
class | TRNG::LCG64 |
class | TRNG::MRG2 |
class | TRNG::MRG3 |
class | TRNG::MRG4 |
class | TRNG::CLCG2 |
class | TRNG::CLCG3 |
class | TRNG::CLCG4 |
class | TRNG::EINV |
class | TRNG::EINVLCG64 |
class | TRNG::error |
Typedefs | |
typedef struct vector2d_struct | vector2d |
two dimensional vector. More... | |
typedef struct vector3d_struct | vector3d |
three dimensional vector. More... | |
typedef struct vector4d_struct | vector4d |
four dimensional vector. More... | |
Enumerations | |
enum | RNG_type { RNG_t, generic_MLCG_t, ParkMiller_t, LCG32_t, LCG64_t, MRG2_t, MRG3_t, MRG4_t, CLCG2_t, CLCG3_t, CLCG4_t, EINV_t, EINVLCG64_t, user1_t, user2_t, user3_t } |
pseudo random number generator types. More... | |
Functions | |
template<classRNG_type> void | copy (RNG<RNG_type> &R1, RNG<RNG_type> &R2) |
pseudo random number generator copying. More... | |
const char* | version (void) |
TRNG version. More... | |
long | modulo_invers (long, long) |
modulo invers. More... | |
void | gauss (std::vector<long> &, std::vector<long> &, long) |
linear system solver in modular arithmetic. More... | |
void | matrix_mult (const std::vector<long> &, const std::vector<long> &, std::vector<long> &, long) |
matrix multiplication. More... | |
void | matrix_vec_mult (const std::vector<long> &, const std::vector<long> &, std::vector<long> &, long) |
matrix vector multiplication. More... | |
double | Gamma (double) |
![]() | |
double | ln_Gamma (double) |
![]() ![]() | |
double | Gamma_P (double, double) |
incomplete ![]() | |
double | Gamma_Q (double, double) |
incomplete ![]() | |
double | incomp_Gamma (double, double) |
incomplete ![]() | |
double | comp_incomp_Gamma (double, double) |
incomplete ![]() | |
double | Gamma_ser (double, double) |
incomplete ![]() | |
double | Gamma_cf (double, double) |
incomplete ![]() | |
double | ln_factorial (long) |
logarithm of the factorial function. More... | |
long | binomial_coeff (long, long) |
binomial coefficient. More... | |
double | errf (double) |
error function. More... | |
double | chi_square_test (const std::vector<double> &, const std::vector<double> &) |
Chisquare test. More... | |
double | chi_square_prob (double, long) |
chisquare test. More... | |
double | Stirling_num2 (long, long) |
Stirling number. More... | |
double | Student_t (double, long, bool=true) |
values for Student's ![]() | |
long | find_interval (const std::vector<double> &, const double) |
find interval. More... | |
double | uniform_pdf (double) |
probalility density. More... | |
double | uniform_pdf (double, double, double) |
probalility density. More... | |
double | uniformco_pdf (double) |
probalility density. More... | |
double | uniformco_pdf (double, double, double) |
probalility density. More... | |
double | uniformcc_pdf (double) |
probalility density. More... | |
double | uniformcc_pdf (double, double, double) |
probalility density. More... | |
double | uniformoc_pdf (double) |
probalility density. More... | |
double | uniformoc_pdf (double, double, double) |
probalility density. More... | |
double | uniformoo_pdf (double) |
probalility density. More... | |
double | uniformoo_pdf (double, double, double) |
probalility density. More... | |
double | normal_dist_pdf (double, double, double) |
probalility density. More... | |
double | exp_dist_pdf (double, double) |
probalility density. More... | |
double | laplace_dist_pdf (double, double) |
probalility density. More... | |
double | tent_dist_pdf (double, double) |
probalility density. More... | |
double | Gamma_dist_pdf (double, double, double) |
probalility density. More... | |
double | Beta_dist_pdf (double, double, double) |
probalility density. More... | |
double | chi_square_dist_pdf (double, double) |
probalility density. More... | |
double | Student_t_dist_pdf (double, double) |
probalility density. More... | |
double | binomial_dist_pdf (long, long, double) |
probalility density. More... | |
double | poisson_dist_pdf (long, double) |
probalility density. More... | |
double | geometric_dist_pdf (long, double) |
probalility density. More... |
All function and classes are encapsulated by the namespace TRNG.
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This structure is for storing two dimensional vectors. The method TRNG::RNG::spherical2d(void) returns this structure. |
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This structure is for storing three dimensional vectors. The method TRNG::RNG::spherical3d(void) returns this structure. |
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This structure is for storing four dimensional vectors. The method TRNG::RNG::spherical4d(void) returns this structure. |
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Every pseudo random number generator's type can be identified by a class member type which has anny value from this enumeration type.
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Copies a pseudo random number generator's status to another.
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This function returns a pointer to a zero termiated string with the TRNG version.
Definition at line 30 of file trnglib.cc. |
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Solves the equation
Definition at line 46 of file trnglib.cc. Referenced by gauss(). |
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Solves a system of linear equations ![]() in modular arithmetic using Gauß elimination.
Definition at line 96 of file trnglib.cc. |
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Multiply two equal sized quadratic matrices
Definition at line 179 of file trnglib.cc. |
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Multiply a quadratic matrix
Definition at line 212 of file trnglib.cc. |
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Computes the
Definition at line 285 of file trnglib.cc. |
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Computes the
Definition at line 248 of file trnglib.cc. |
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Computes the incomplete
Definition at line 347 of file trnglib.cc. |
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Computes the incomplete
Definition at line 371 of file trnglib.cc. |
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Computes the incomplete
Definition at line 395 of file trnglib.cc. |
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Computes the complementary incomplete
Definition at line 417 of file trnglib.cc. |
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Computes incomplete Gamma function's (
Definition at line 438 of file trnglib.cc. |
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Computes incomplete Gamma function's (
Definition at line 476 of file trnglib.cc. |
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Definition at line 523 of file trnglib.cc. |
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Definition at line 549 of file trnglib.cc. |
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Computes the error function ![]()
Definition at line 569 of file trnglib.cc. |
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Applies a
Definition at line 588 of file trnglib.cc. |
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Computes the probability corresponding to a
Definition at line 620 of file trnglib.cc. |
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Computes the Stirling number of the 2nd kind
Definition at line 645 of file trnglib.cc. |
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Computes ![]() and in the asymmetric case as ![]()
Definition at line 685 of file trnglib.cc. |
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This function searches for the interval which contains ![]()
if
Definition at line 756 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 784 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 795 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 808 of file trnglib.cc. Referenced by uniform_pdf(). |
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Calculates the probalility density function for in
Definition at line 822 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 838 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 853 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 869 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 883 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 899 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 913 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with normal distribution. This distribution is defined as ![]()
with mean
Definition at line 938 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with exponential distribution. This distribution is defined as ![]()
with
Definition at line 965 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with Laplace distribution. This distribution is defined as ![]()
with
Definition at line 990 of file trnglib.cc. |
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The tent shaped probability distribution is defined as ![]()
with
Definition at line 1016 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with ![]()
Definition at line 1047 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with B-distribution. This distribution is defined as ![]()
Definition at line 1084 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with ![]()
Definition at line 1116 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with Student's ![]()
Definition at line 1143 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with binomial distribution. This distribution is defined as ![]()
Definition at line 1168 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with poisson distribution. This distribution is defined as ![]()
with mean
Definition at line 1201 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with geometric distribution. This distribution is defined as ![]()
Definition at line 1223 of file trnglib.cc. |