Pseudo-random numbers generator classes and for generation of random number distributions.
These classes implement several pseudo-random number generators and method for generation of random numbers according to arbitrary distributions
Modules | |
QuasiRandom number generators and distributions | |
Classes for generating QuasiRandom numbers and based on GSL. | |
Classes | |
class | ROOT::Math::DistSampler |
Interface class for generic sampling of a distribution, i.e. More... | |
class | ROOT::Math::GSLQRngNiederreiter2 |
Niederreiter generator gsl_qrng_niederreiter_2 from here More... | |
class | ROOT::Math::GSLQRngSobol |
Sobol generator gsl_qrng_sobol from here More... | |
class | ROOT::Math::GSLQuasiRandomEngine |
GSLQuasiRandomEngine Base class for all GSL quasi random engines, normally user instantiate the derived classes which creates internally the generator and uses the class ROOT::Math::QuasiRandom. More... | |
class | ROOT::Math::GSLRandomEngine |
GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes which creates internally the generator. More... | |
class | ROOT::Math::GSLRngCMRG |
Combined multiple recursive generator (L'Ecuyer) see here More... | |
class | ROOT::Math::GSLRngGFSR4 |
Lagged Fibonacci generator by Ziff see here More... | |
class | ROOT::Math::GSLRngMinStd |
MINSTD generator (Park and Miller) see here More... | |
class | ROOT::Math::GSLRngMixMax |
MixMax generator based on ROOT::Math::MixMaxEngine of N=240. More... | |
class | ROOT::Math::GSLRngMRG |
5-th order multiple recursive generator (L'Ecuyer, Blouin and Coutre) see here More... | |
class | ROOT::Math::GSLRngMT |
Mersenne-Twister generator gsl_rng_mt19937 from here More... | |
class | ROOT::Math::GSLRngRand |
BSD rand() generator gsl_rmg_rand from here More... | |
class | ROOT::Math::GSLRngRanLux |
Old Ranlux generator (James, Luscher) (default luxury level, p = 223) (This is eequivalent to TRandom1 with default luxury level) see here More... | |
class | ROOT::Math::GSLRngRanLuxD1 |
Double precision (48 bits) version of Second generation of Ranlux generator with luxury level of 1 (It throws away 202 value for every 12 used) see here More... | |
class | ROOT::Math::GSLRngRanLuxD2 |
Double precision (48 bits) version of Second generation of Ranlux generator with luxury level of 2 (It throws away 397 value for every 12 used) see here More... | |
class | ROOT::Math::GSLRngRanLuxS1 |
Second generation of Ranlux generator for single precision with luxury level of 1 (It throws away 202 values for every 12 used) see here More... | |
class | ROOT::Math::GSLRngRanLuxS2 |
Second generation of Ranlux generator for Single precision with luxury level of 2 (It throws away 397 value for every 12 used) see here More... | |
class | ROOT::Math::GSLRngRanMar |
RANMAR generator see here More... | |
class | ROOT::Math::GSLRngTaus |
Tausworthe generator by L'Ecuyer see here More... | |
class | ROOT::Math::MersenneTwisterEngine |
Random number generator class based on M. More... | |
class | ROOT::Math::MixMaxEngine< N, SkipNumber > |
MixMaxEngine is a wrapper class for the MIXMAX Random number generator. More... | |
class | ROOT::Math::Random< Engine > |
Documentation for the Random class. More... | |
class | ROOT::Math::RandomFunctions< EngineType, ROOT::Math::GSLRandomEngine > |
Specialized implementation of the Random functions based on the GSL library. More... | |
class | ROOT::Math::StdEngine< Generator > |
Class to wrap engines from the C++ standard random library in the ROOT Random interface. More... | |
class | TKDTree< Index, Value > |
Class implementing a kd-tree. More... | |
class | TRandom |
This is the base class for the ROOT Random number generators. More... | |
class | TRandom1 |
The Ranlux Random number generator class. More... | |
class | TRandom2 |
Random number generator class based on the maximally quidistributed combined Tausworthe generator by L'Ecuyer. More... | |
class | TRandom3 |
Random number generator class based on M. More... | |
Typedefs | |
typedef TRandomEngine | ROOT::Math::DefaultEngineType |
Documentation for the RandomFunction class. | |
typedef TRandomGen< ROOT::Math::MixMaxEngine< 240, 0 > > | TRandomMixMax |
MIXMAX generator based on a state of N=240. | |
typedef TRandomGen< ROOT::Math::MixMaxEngine< 17, 0 > > | TRandomMixMax17 |
MIXMAX generator based on a state of N=17. | |
typedef TRandomGen< ROOT::Math::MixMaxEngine< 256, 2 > > | TRandomMixMax256 |
MIXMAX generator based on a state of N=256, based on the generator described in this paper: | |
typedef TRandomGen< ROOT::Math::StdEngine< std::mt19937_64 > > | TRandomMT64 |
Generator based on a the Mersenne-Twister generator with 64 bits, using the implementation provided by the standard library, std::mt19937_64 (see http://www.cplusplus.com/reference/random/mt19937_64/ ) | |
typedef TRandomGen< ROOT::Math::StdEngine< std::ranlux48 > > | TRandomRanlux48 |
Generator based on a the RanLux generator with 48 bits, using the implementation provided by the standard library, std::ranlux48 (see http://www.cplusplus.com/reference/random/ranlux48/ ) | |
Documentation for the RandomFunction class.
Definition at line 48 of file RandomFunctions.h.
typedef TRandomGen<ROOT::Math::MixMaxEngine<240,0> > TRandomMixMax |
MIXMAX generator based on a state of N=240.
This generator is described in this paper:
K. Savvidy and G. Savvidy, Spectrum and Entropy of C-systems. MIXMAX random number generator, Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33–38 http://dx.doi.org/10.1016/j.chaos.2016.05.003
Definition at line 105 of file TRandomGen.h.
typedef TRandomGen<ROOT::Math::MixMaxEngine<17,0> > TRandomMixMax17 |
MIXMAX generator based on a state of N=17.
This generator has a fast seeding time compared to N=240. This generator is described in this paper:
K. Savvidy and G. Savvidy, Spectrum and Entropy of C-systems. MIXMAX random number generator, Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33–38 http://dx.doi.org/10.1016/j.chaos.2016.05.003
Definition at line 116 of file TRandomGen.h.
typedef TRandomGen<ROOT::Math::MixMaxEngine<256,2> > TRandomMixMax256 |
MIXMAX generator based on a state of N=256, based on the generator described in this paper:
K. Savvidy, The MIXMAX random number generator, Computer Physics Communications 196 (2015), pp 161–165 http://dx.doi.org/10.1016/j.cpc.2015.06.003
This generator has been implemented with a skipping value of 2 iterations (so retaining one matrix iteration every 3).
Definition at line 130 of file TRandomGen.h.
typedef TRandomGen<ROOT::Math::StdEngine<std::mt19937_64> > TRandomMT64 |
Generator based on a the Mersenne-Twister generator with 64 bits, using the implementation provided by the standard library, std::mt19937_64 (see http://www.cplusplus.com/reference/random/mt19937_64/ )
Definition at line 141 of file TRandomGen.h.
typedef TRandomGen<ROOT::Math::StdEngine<std::ranlux48> > TRandomRanlux48 |
Generator based on a the RanLux generator with 48 bits, using the implementation provided by the standard library, std::ranlux48 (see http://www.cplusplus.com/reference/random/ranlux48/ )
Definition at line 149 of file TRandomGen.h.