Compounds | |
struct | vector2d_struct |
two dimensional vector structure. | |
struct | vector3d_struct |
three dimensional vector structure. | |
struct | vector4d_struct |
four dimensional vector structure. | |
class | RNG |
pseudo random number generator template. More... | |
class | generic_MLCG |
linear congruential generator. More... | |
class | ParkMiller |
linear congruential generator. More... | |
class | LCG32 |
linear congruential generator. More... | |
class | LCG64 |
linear congruential generator. More... | |
class | MRG2 |
multiple recursive generator. More... | |
class | MRG3 |
multiple recursive generator. More... | |
class | MRG4 |
multiple recursive generator. More... | |
class | YARNLCG64 |
YARN -- a modified linear recursive generator. More... | |
class | YARN2 |
YARN -- a modified multiple recursive generator. More... | |
class | YARN3 |
YARN -- a modified multiple recursive generator. More... | |
class | YARN4 |
YARN -- a modified multiple recursive generator. More... | |
class | CLCG2 |
combined generator. More... | |
class | CLCG3 |
combined generator. More... | |
class | CLCG4 |
combined generator. More... | |
class | EINV |
explicit inversive congruential generator. More... | |
class | EINVLCG64 |
combined generator. More... | |
class | trng_gsl |
wrapper class for GSL random number generators. More... | |
class | error |
class for error handling. More... | |
class | power |
power. More... | |
Typedefs | |
typedef vector2d_struct | vector2d |
two dimensional vector. More... | |
typedef vector3d_struct | vector3d |
three dimensional vector. More... | |
typedef 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, YARNLCG64_t, YARN2_t, YARN3_t, YARN4_t, CLCG2_t, CLCG3_t, CLCG4_t, EINV_t, EINVLCG64_t, trng_gsl_t, user1_t = 1001, user2_t = 1002, user3_t = 1003, user4_t = 1004, user5_t = 1005 } |
pseudo random number generator types. More... | |
Functions | |
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... |
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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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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 94 of file trnglib.cc. References modulo_invers(). |
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Multiply two equal sized quadratic matrices
Definition at line 183 of file trnglib.cc. |
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Multiply a quadratic matrix
Definition at line 217 of file trnglib.cc. |
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Computes the
Definition at line 291 of file trnglib.cc. |
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Computes the
Definition at line 254 of file trnglib.cc. |
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Computes the incomplete
Definition at line 353 of file trnglib.cc. |
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Computes the incomplete
Definition at line 377 of file trnglib.cc. |
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Computes the incomplete
Definition at line 401 of file trnglib.cc. |
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Computes the complementary incomplete
Definition at line 423 of file trnglib.cc. |
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Computes incomplete Gamma function's (
Definition at line 444 of file trnglib.cc. |
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Computes incomplete Gamma function's (
Definition at line 482 of file trnglib.cc. |
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Definition at line 529 of file trnglib.cc. |
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Definition at line 555 of file trnglib.cc. |
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Computes the error function ![]()
Definition at line 575 of file trnglib.cc. |
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Applies a
Definition at line 594 of file trnglib.cc. |
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Computes the probability corresponding to a
Definition at line 626 of file trnglib.cc. |
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Computes the Stirling number of the 2nd kind
Definition at line 651 of file trnglib.cc. |
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Computes ![]() and in the asymmetric case as ![]()
Definition at line 691 of file trnglib.cc. |
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This function searches for the interval which contains ![]()
if
Definition at line 762 of file trnglib.cc. Referenced by TRNG::RNG< LCG32 >::binomial_dist_tab(). |
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Calculates the probalility density function for in
Definition at line 789 of file trnglib.cc. References uniformco_pdf(). |
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Calculates the probalility density function for in
Definition at line 800 of file trnglib.cc. References uniformco_pdf(). |
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Calculates the probalility density function for in
Definition at line 813 of file trnglib.cc. Referenced by uniform_pdf(). |
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Calculates the probalility density function for in
Definition at line 827 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 843 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 858 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 874 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 888 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 904 of file trnglib.cc. |
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Calculates the probalility density function for in
Definition at line 918 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 943 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 971 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 997 of file trnglib.cc. |
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The tent shaped probability distribution is defined as ![]()
with
Definition at line 1024 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with ![]()
Definition at line 1055 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 1092 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with ![]()
Definition at line 1124 of file trnglib.cc. |
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This function calculates the probalility density for a random variate with Student's ![]()
Definition at line 1151 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 1177 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 1208 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 1231 of file trnglib.cc. |