GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes which creates internally the generator.

The main GSL generators (see here) are available as derived classes In addition to generate uniform numbers it provides method for generating numbers according to pre-defined distributions using the GSL functions from GSL random number distributions.

Definition at line 65 of file GSLRndmEngines.h.

Public Member Functions
	GSLRandomEngine ()
	default constructor.

	GSLRandomEngine (const GSLRandomEngine &eng)
	Copy constructor : clone the contained GSL generator.

	GSLRandomEngine (GSLRngWrapper *rng)
	create from an existing rng.

virtual	~GSLRandomEngine ()
	call Terminate()

void	Initialize ()
	initialize the generator If no rng is present the default one based on Mersenne and Twister is created

unsigned long	IntRndm () const
	Generate an integer number between [0,max_generator-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

unsigned long	MaxInt () const
	return the maximum integer +1 a generator can handle

unsigned long	MinInt () const
	return the minimum integer a generator can handle typically this value is 0

std::string	Name () const
	return name of generator

double	operator() () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included.

GSLRandomEngine &	operator= (const GSLRandomEngine &eng)
	Assignment operator : make a deep copy of the contained GSL generator.

void	RandomArray (double begin, double end) const
	Generate an array of random numbers The iterators points to the random numbers.

template<class Iterator >
void	RandomArray (Iterator begin, Iterator end) const
	Generate an array of random numbers.

double	Rndm () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included.

unsigned long	RndmInt (unsigned long max) const
	Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

void	SetSeed (unsigned int seed) const
	set the random generator seed

unsigned int	Size () const
	return the state size of generator

void	Terminate ()
	delete pointer to contained rng

Friends
class	GSLMCIntegrator

Random Distributions
Implemented using the GSL Random number Distributions
GSLRngWrapper *	fRng

unsigned int	fCurTime

double	Gaussian (double sigma) const
	Gaussian distribution - default method is Box-Muller (polar method)

double	GaussianZig (double sigma) const
	Gaussian distribution - Ziggurat method.

double	GaussianRatio (double sigma) const
	Gaussian distribution - Ratio method.

double	GaussianTail (double a, double sigma) const
	Gaussian Tail distribution.

void	Gaussian2D (double sigmaX, double sigmaY, double rho, double &x, double &y) const
	Bivariate Gaussian distribution with correlation.

void	GaussianND (size_t dim, const double pars, const double covmat, double genpars, double lmat=nullptr) const
	Multivariate Gaussian distribution.

double	Exponential (double mu) const
	Exponential distribution.

double	Cauchy (double a) const
	Cauchy distribution.

double	Landau () const
	Landau distribution.

double	Gamma (double a, double b) const
	Gamma distribution.

double	Beta (double a, double b) const
	Beta distribution.

double	LogNormal (double zeta, double sigma) const
	Log Normal distribution.

double	ChiSquare (double nu) const
	Chi square distribution.

double	FDist (double nu1, double nu2) const
	F distribution.

double	tDist (double nu) const
	t student distribution

double	Rayleigh (double sigma) const
	Rayleigh distribution.

double	Logistic (double a) const
	Logistic distribution.

double	Pareto (double a, double b) const
	Pareto distribution.

void	Dir2D (double &x, double &y) const
	generate random numbers in a 2D circle of radious 1

void	Dir3D (double &x, double &y, double &z) const
	generate random numbers in a 3D sphere of radious 1

unsigned int	Poisson (double mu) const
	Poisson distribution.

unsigned int	Binomial (double p, unsigned int n) const
	Binomial distribution.

unsigned int	NegativeBinomial (double p, double n) const
	Negative Binomial distribution.

std::vector< unsigned int >	Multinomial (unsigned int ntot, const std::vector< double > &p) const
	Multinomial distribution.

void	SetType (GSLRngWrapper *r)
	internal method used by the derived class to set the type of generators

GSLRngWrapper *	Engine ()
	internal method to return the engine Used by class like GSLMCIntegrator to set the engine

#include <Math/GSLRndmEngines.h>

Inheritance diagram for ROOT::Math::GSLRandomEngine:

[legend]

Constructor & Destructor Documentation

◆ GSLRandomEngine() [1/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( )

default constructor.

No creation of rng is done. If then Initialize() is called an engine is created based on default GSL type (MT)

Definition at line 88 of file GSLRndmEngines.cxx.

◆ GSLRandomEngine() [2/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( GSLRngWrapper * rng )

create from an existing rng.

User manage the rng pointer which is then deleted only by calling Terminate()

Definition at line 96 of file GSLRndmEngines.cxx.

◆ GSLRandomEngine() [3/3]

ROOT::Math::GSLRandomEngine::GSLRandomEngine ( const GSLRandomEngine & eng )

Copy constructor : clone the contained GSL generator.

Definition at line 102 of file GSLRndmEngines.cxx.

◆ ~GSLRandomEngine()

ROOT::Math::GSLRandomEngine::~GSLRandomEngine ( )

virtual

call Terminate()

Definition at line 107 of file GSLRndmEngines.cxx.

Member Function Documentation

◆ Beta()

double ROOT::Math::GSLRandomEngine::Beta	(	double	a,
		double	b
	)		const

Beta distribution.

Definition at line 293 of file GSLRndmEngines.cxx.

◆ Binomial()

unsigned int ROOT::Math::GSLRandomEngine::Binomial	(	double	p,
		unsigned int	n
	)		const

Binomial distribution.

Definition at line 366 of file GSLRndmEngines.cxx.

◆ Cauchy()

double ROOT::Math::GSLRandomEngine::Cauchy ( double a ) const

Cauchy distribution.

Definition at line 281 of file GSLRndmEngines.cxx.

◆ ChiSquare()

double ROOT::Math::GSLRandomEngine::ChiSquare ( double nu ) const

Chi square distribution.

Definition at line 311 of file GSLRndmEngines.cxx.

◆ Dir2D()

void ROOT::Math::GSLRandomEngine::Dir2D	(	double &	x,
		double &	y
	)		const

generate random numbers in a 2D circle of radious 1

Definition at line 348 of file GSLRndmEngines.cxx.

◆ Dir3D()

void ROOT::Math::GSLRandomEngine::Dir3D	(	double &	x,
		double &	y,
		double &	z
	)		const

generate random numbers in a 3D sphere of radious 1

Definition at line 354 of file GSLRndmEngines.cxx.

◆ Engine()

GSLRngWrapper * ROOT::Math::GSLRandomEngine::Engine ( )

inlineprotected

internal method to return the engine Used by class like GSLMCIntegrator to set the engine

Definition at line 321 of file GSLRndmEngines.h.

◆ Exponential()

double ROOT::Math::GSLRandomEngine::Exponential ( double mu ) const

Exponential distribution.

Definition at line 275 of file GSLRndmEngines.cxx.

◆ FDist()

double ROOT::Math::GSLRandomEngine::FDist	(	double	nu1,
		double	nu2
	)		const

F distribution.

Definition at line 318 of file GSLRndmEngines.cxx.

◆ Gamma()

double ROOT::Math::GSLRandomEngine::Gamma	(	double	a,
		double	b
	)		const

Gamma distribution.

Definition at line 299 of file GSLRndmEngines.cxx.

◆ Gaussian()

double ROOT::Math::GSLRandomEngine::Gaussian ( double sigma ) const

Gaussian distribution - default method is Box-Muller (polar method)

Definition at line 215 of file GSLRndmEngines.cxx.

◆ Gaussian2D()

void ROOT::Math::GSLRandomEngine::Gaussian2D	(	double	sigmaX,
		double	sigmaY,
		double	rho,
		double &	x,
		double &	y
	)		const

Bivariate Gaussian distribution with correlation.

Definition at line 235 of file GSLRndmEngines.cxx.

◆ GaussianND()

void ROOT::Math::GSLRandomEngine::GaussianND	(	size_t	dim,
		const double *	pars,
		const double *	covmat,
		double *	genpars,
		double *	lmat = `nullptr`
	)		const

Multivariate Gaussian distribution.

Definition at line 241 of file GSLRndmEngines.cxx.

◆ GaussianRatio()

double ROOT::Math::GSLRandomEngine::GaussianRatio ( double sigma ) const

Gaussian distribution - Ratio method.

Definition at line 221 of file GSLRndmEngines.cxx.

◆ GaussianTail()

double ROOT::Math::GSLRandomEngine::GaussianTail	(	double	a,
		double	sigma
	)		const

Gaussian Tail distribution.

Definition at line 228 of file GSLRndmEngines.cxx.

◆ GaussianZig()

double ROOT::Math::GSLRandomEngine::GaussianZig ( double sigma ) const

Gaussian distribution - Ziggurat method.

Definition at line 209 of file GSLRndmEngines.cxx.

◆ Initialize()

void ROOT::Math::GSLRandomEngine::Initialize ( )

initialize the generator If no rng is present the default one based on Mersenne and Twister is created

Definition at line 124 of file GSLRndmEngines.cxx.

◆ IntRndm()

unsigned long ROOT::Math::GSLRandomEngine::IntRndm ( ) const

inline

Generate an integer number between [0,max_generator-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

Definition at line 133 of file GSLRndmEngines.h.

◆ Landau()

double ROOT::Math::GSLRandomEngine::Landau ( ) const

Landau distribution.

Definition at line 287 of file GSLRndmEngines.cxx.

◆ Logistic()

double ROOT::Math::GSLRandomEngine::Logistic ( double a ) const

Logistic distribution.

Definition at line 336 of file GSLRndmEngines.cxx.

◆ LogNormal()

double ROOT::Math::GSLRandomEngine::LogNormal	(	double	zeta,
		double	sigma
	)		const

Log Normal distribution.

Definition at line 305 of file GSLRndmEngines.cxx.

◆ MaxInt()

unsigned long ROOT::Math::GSLRandomEngine::MaxInt ( ) const

return the maximum integer +1 a generator can handle

Definition at line 157 of file GSLRndmEngines.cxx.

◆ MinInt()

unsigned long ROOT::Math::GSLRandomEngine::MinInt ( ) const

return the minimum integer a generator can handle typically this value is 0

Definition at line 152 of file GSLRndmEngines.cxx.

◆ Multinomial()

std::vector< unsigned int > ROOT::Math::GSLRandomEngine::Multinomial	(	unsigned int	ntot,
		const std::vector< double > &	p
	)		const

Multinomial distribution.

Definition at line 379 of file GSLRndmEngines.cxx.

◆ Name()

std::string ROOT::Math::GSLRandomEngine::Name ( ) const

return name of generator

Definition at line 191 of file GSLRndmEngines.cxx.

◆ NegativeBinomial()

unsigned int ROOT::Math::GSLRandomEngine::NegativeBinomial	(	double	p,
		double	n
	)		const

Negative Binomial distribution.

Definition at line 372 of file GSLRndmEngines.cxx.

◆ operator()()

double ROOT::Math::GSLRandomEngine::operator() ( ) const

Generate a random number between ]0,1] 0 is excluded and 1 is included.

Definition at line 140 of file GSLRndmEngines.cxx.

◆ operator=()

GSLRandomEngine & ROOT::Math::GSLRandomEngine::operator= ( const GSLRandomEngine & eng )

Assignment operator : make a deep copy of the contained GSL generator.

Definition at line 113 of file GSLRndmEngines.cxx.

◆ Pareto()

double ROOT::Math::GSLRandomEngine::Pareto	(	double	a,
		double	b
	)		const

Pareto distribution.

Definition at line 342 of file GSLRndmEngines.cxx.

◆ Poisson()

unsigned int ROOT::Math::GSLRandomEngine::Poisson ( double mu ) const

Poisson distribution.

Definition at line 360 of file GSLRndmEngines.cxx.

◆ RandomArray() [1/2]

void ROOT::Math::GSLRandomEngine::RandomArray	(	double *	begin,
		double *	end
	)		const

Generate an array of random numbers The iterators points to the random numbers.

Definition at line 162 of file GSLRndmEngines.cxx.

◆ RandomArray() [2/2]

template<class Iterator >

void ROOT::Math::GSLRandomEngine::RandomArray	(	Iterator	begin,
		Iterator	end
	)		const

inline

Generate an array of random numbers.

The iterators points to the random numbers

Definition at line 142 of file GSLRndmEngines.h.

◆ Rayleigh()

double ROOT::Math::GSLRandomEngine::Rayleigh ( double sigma ) const

Rayleigh distribution.

Definition at line 330 of file GSLRndmEngines.cxx.

◆ Rndm()

double ROOT::Math::GSLRandomEngine::Rndm ( ) const

inline

Generate a random number between ]0,1] 0 is excluded and 1 is included.

Definition at line 120 of file GSLRndmEngines.h.

◆ RndmInt()

unsigned long ROOT::Math::GSLRandomEngine::RndmInt ( unsigned long max ) const

Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

Definition at line 147 of file GSLRndmEngines.cxx.

◆ SetSeed()

void ROOT::Math::GSLRandomEngine::SetSeed ( unsigned int seed ) const

set the random generator seed

Definition at line 170 of file GSLRndmEngines.cxx.

◆ SetType()

void ROOT::Math::GSLRandomEngine::SetType ( GSLRngWrapper * r )

inlineprotected

internal method used by the derived class to set the type of generators

Definition at line 315 of file GSLRndmEngines.h.

◆ Size()

unsigned int ROOT::Math::GSLRandomEngine::Size ( ) const

return the state size of generator

Definition at line 199 of file GSLRndmEngines.cxx.

◆ tDist()

double ROOT::Math::GSLRandomEngine::tDist ( double nu ) const

t student distribution

Definition at line 324 of file GSLRndmEngines.cxx.

◆ Terminate()

void ROOT::Math::GSLRandomEngine::Terminate ( )

delete pointer to contained rng

Definition at line 131 of file GSLRndmEngines.cxx.

Friends And Related Symbol Documentation

◆ GSLMCIntegrator

friend class GSLMCIntegrator

friend

Definition at line 67 of file GSLRndmEngines.h.

Member Data Documentation

◆ fCurTime

unsigned int ROOT::Math::GSLRandomEngine::fCurTime

mutableprivate

Definition at line 328 of file GSLRndmEngines.h.

◆ fRng

GSLRngWrapper* ROOT::Math::GSLRandomEngine::fRng

private

Definition at line 327 of file GSLRndmEngines.h.

Libraries for ROOT::Math::GSLRandomEngine:

[legend]

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

math/mathmore/inc/Math/GSLRndmEngines.h
math/mathmore/src/GSLRndmEngines.cxx

Public Member Functions

Friends

Random Distributions

Constructor & Destructor Documentation

◆ GSLRandomEngine() [1/3]

◆ GSLRandomEngine() [2/3]

◆ GSLRandomEngine() [3/3]

◆ ~GSLRandomEngine()

Member Function Documentation

◆ Beta()

◆ Binomial()

◆ Cauchy()

◆ ChiSquare()

◆ Dir2D()

◆ Dir3D()

◆ Engine()

◆ Exponential()

◆ FDist()

◆ Gamma()

◆ Gaussian()

◆ Gaussian2D()

◆ GaussianND()

◆ GaussianRatio()

◆ GaussianTail()

◆ GaussianZig()

◆ Initialize()

◆ IntRndm()

◆ Landau()

◆ Logistic()

◆ LogNormal()

◆ MaxInt()

◆ MinInt()

◆ Multinomial()

◆ Name()

◆ NegativeBinomial()

◆ operator()()

◆ operator=()

◆ Pareto()

◆ Poisson()

◆ RandomArray() [1/2]

◆ RandomArray() [2/2]

◆ Rayleigh()

◆ Rndm()

◆ RndmInt()

◆ SetSeed()

◆ SetType()

◆ Size()

◆ tDist()

◆ Terminate()

Friends And Related Symbol Documentation

◆ GSLMCIntegrator

Member Data Documentation

◆ fCurTime

◆ fRng