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Pseudo-random number generation

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< cpp‎ | numeric


 
 
Numerik-Bibliothek
Gemeinsame mathematischen Funktionen
Floating-Point-Umgebung
Komplexe Zahlen
Numerische Arrays
Pseudo-Zufallszahlen
Compile-time rationale Arithmetik (C++11)
Generische numerische Operationen
Original:
Generic numeric operations
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iota(C++11)
accumulate
inner_product
adjacent_difference
partial_sum
 
Pseudo-Zufallszahlen
Motoren und Adaptern
Original:
Engines and engine adaptors
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linear_congruential_engine(C++11)
mersenne_twister_engine(C++11)
subtract_with_carry_engine(C++11)
discard_block_engine(C++11)
independent_bits_engine(C++11)
shuffle_order_engine(C++11)
Generatoren
Original:
Generators
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random_device(C++11)
Ausschüttungen
Original:
Distributions
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Uniform-Distributionen
Original:
Uniform distributions
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uniform_int_distribution(C++11)
uniform_real_distribution(C++11)
generate_canonical(C++11)
Bernoulli-Distributionen
Original:
Bernoulli distributions
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bernoulli_distribution(C++11)
binomial_distribution(C++11)
negative_binomial_distribution(C++11)
geometric_distribution(C++11)
Poisson-Verteilungen
Original:
Poisson distributions
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poisson_distribution(C++11)
exponential_distribution(C++11)
gamma_distribution(C++11)
weibull_distribution(C++11)
extreme_value_distribution(C++11)
Normalverteilungen
Original:
Normal distributions
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normal_distribution(C++11)
lognormal_distribution(C++11)
chi_squared_distribution(C++11)
cauchy_distribution(C++11)
fisher_f_distribution(C++11)
student_t_distribution(C++11)
Sampling-Distributionen
Original:
Sampling distributions
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discrete_distribution(C++11)
piecewise_constant_distribution(C++11)
piecewise_linear_distribution(C++11)
Seed-Sequenzen
Original:
Seed Sequences
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seed_seq(C++11)
C-Bibliothek
Original:
C library
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rand
srand
RAND_MAX
 
Die Zufallszahl Bibliothek stellt einen Satz von Generator-Motoren (beide Pseudozufallszahlen-Generatoren, die ganzzahlige Sequenzen zu erzeugen mit einer gleichmäßigen Verteilung und wahre Zufallszahlengeneratoren falls vorhanden) und einen Satz von Zufallszahl Verteilungsklassen welche die gleichmäßige Verteilung der zu konvertieren Generator-Motoren in verschiedene statistische Verteilungen .
Original:
The random number library provides a set of generator engines (both pseudo-random number generators, which generate integer sequences with a uniform distribution, and true random number generators if available) and a set of random number distribution classes which convert the uniform distribution of the generator engines into various statistical distributions.
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All der Generator Motoren können gezielt ausgesät werden, serialisiert und deserialisiert für den Einsatz mit wiederholbaren Simulatoren .
Original:
All of the generator engines may be specifically seeded, serialized, and deserialized for use with repeatable simulators.
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Inhaltsverzeichnis

[Bearbeiten] Zufallszahl Motoren

Zufallszahl Motoren erzeugen Pseudozufallszahlen mit Seed-Daten als Entropiequelle. Mehrere verschiedene Klassen von Pseudo-Zufallszahlen-Algorithmen sind als Matrizen, die angepasst werden können umgesetzt .
Original:
Random number engines generate pseudo-random numbers using seed data as entropy source. Several different classes of pseudo-random number generation algorithms are implemented as templates that can be customized.
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Die Wahl, welcher Motor zu verwenden beinhaltet eine Reihe von Kompromissen: Die lineare Kongruenz Motor ist mäßig schnell und hat einen sehr geringen Speicherbedarf für Zustand. Die verzögerten Fibonacci-Generatoren sind sehr schnell auch auf Prozessoren ohne erweiterte Arithmetik Befehlssätze, auf Kosten der größeren Zustandsspeichereinrichtung und manchmal weniger wünschenswert Spektraleigenschaften. Die Mersenne Twister ist langsamer und hat eine größere staatliche Storage-Anforderungen, aber mit den richtigen Parametern hat die längste nicht wiederholenden Sequenz mit den begehrtesten spektralen Eigenschaften (für eine gegebene Definition wünschenswert) .
Original:
The choice of which engine to use involves a number of tradeoffs: the linear congruential engine is moderately fast and has a very small storage requirement for state. The lagged Fibonacci generators are very fast even on processors without advanced arithmetic instruction sets, at the expense of greater state storage and sometimes less desirable spectral characteristics. The Mersenne twister is slower and has greater state storage requirements but with the right parameters has the longest non-repeating sequence with the most desirable spectral characteristics (for a given definition of desirable).
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Defined in header <random>
implementiert linearen Kongruenz Algorithmus
Original:
implements linearen Kongruenz algorithm
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(Klassen-Template)
implementiert Mersenne Twister Algorithmus
Original:
implements Mersenne Twister algorithm
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(Klassen-Template)
Geräte mit zu tragen (a zurückgeblieben Fibonacci)-Algorithmus zu subtrahieren
Original:
implements subtract with carry (a zurückgeblieben Fibonacci) algorithm
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(Klassen-Template)

[Bearbeiten] Zufallszahl-Motor-Adapter

Zufallszahl Motors Adaptern erzeugen Pseudozufallszahlen mit einem anderen Motor als Zufallszahl Entropiequelle. Sie werden im allgemeinen verwendet, um die spektralen Eigenschaften des darunterliegenden Motors verändern .
Original:
Random number engine adaptors generate pseudo-random numbers using another random number engine as entropy source. They are generally used to alter the spectral characteristics of the underlying engine.
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Defined in header <random>
verwirft eine Ausgabe einer Zufallszahl Motor
Original:
discards some output of a random number engine
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(Klassen-Template)
packt die Ausgabe einer Zufallszahl Motors in Blöcke von vorgegebenen Bitzahl
Original:
packs the output of a random number engine into blocks of specified number of bits
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(Klassen-Template)
liefert die Ausgabe einer Zufallszahl Motors in unterschiedlicher Reihenfolge
Original:
delivers the output of a random number engine in different order
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(Klassen-Template)

[Bearbeiten] Vordefinierte Zufallszahlengeneratoren

Mehrere spezifische populäre Algorithmen sind vordefinierte .
Original:
Several specific popular algorithms are predefined.
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Defined in header <random>
Type
Original:
Type
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Definition
minstd_rand0 std::linear_congruential_engine<uint_fast32_t, 16807, 0, 2147483647>
minstd_rand std::linear_congruential_engine<uint_fast32_t, 48271, 0, 2147483647>
mt19937 std::mersenne_twister_engine<uint_fast32_t, 32, 624, 397, 31,

                             0x9908b0df, 11,
                             0xffffffff, 7,
                             0x9d2c5680, 15,
                             0xefc60000, 18, 1812433253>

mt19937_64 std::mersenne_twister_engine<uint_fast64_t, 64, 312, 156, 31,

                             0xb5026f5aa96619e9, 29,
                             0x5555555555555555, 17,
                             0x71d67fffeda60000, 37,
                             0xfff7eee000000000, 43, 6364136223846793005>

ranlux24_base std::subtract_with_carry_engine<uint_fast32_t, 24, 10, 24>
ranlux48_base std::subtract_with_carry_engine<uint_fast64_t, 48, 5, 12>
ranlux24 std::discard_block_engine<ranlux24_base, 223, 23>
ranlux48 std::discard_block_engine<ranlux48_base, 389, 11>
knuth_b std::shuffle_order_engine<minstd_rand0, 256>
default_random_engine
Implementierung definiert
Original:
implementation-defined
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nicht-deterministische Zufallszahlengenerator mit Hardware Entropie-Quelle
Original:
non-deterministic random number generator using hardware entropy source
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(Klasse)

[Bearbeiten] Zufallszahlenverteilungen

Zufallszahlenverteilungen sind Nachbearbeitung der Ausgabe einer Zufallszahl Motors oder Adapter derart, daß daraus resultierende Ausgabe auf einer definierten statistischen Wahrscheinlichkeitsdichtefunktion verteilt wird .
Original:
Random number distributions are post-process the output of an random number engine or adaptors in such a way that resulting output is distributed on a defined statistical probability density function.
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Defined in header <random>
Uniform-Distributionen
Original:
Uniform distributions
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produziert Integer-Werte gleichmäßig über einen Bereich verteilt
Original:
produces integer values evenly distributed across a range
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(Klassen-Template)
produziert echte Werte gleichmäßig über einen Bereich verteilt
Original:
produces real values evenly distributed across a range
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(Klassen-Template) [edit]
gleichmäßig verteilt wahren Werte der angegebenen Genauigkeit über [0, 1)
Original:
evenly distributes real values of given precision across [0, 1)
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(Funktions-Template) [edit]
Bernoulli-Distributionen
Original:
Bernoulli distributions
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produziert bool Werte auf einer Bernoulli-Verteilung .
Original:
produces bool values on a Bernoulli-Verteilung.
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(Klasse)
produziert Integer-Werte auf einem Binomialverteilung .
Original:
produces integer values on a Binomialverteilung.
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(Klassen-Template)
produziert Integer-Werte auf einem negative Binomialverteilung .
Original:
produces integer values on a negative Binomialverteilung.
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(Klassen-Template)
produziert Integer-Werte auf einem geometrischen Verteilung .
Original:
produces integer values on a geometrischen Verteilung.
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(Klassen-Template)
Poisson-Verteilungen
Original:
Poisson distributions
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produziert Integer-Werte auf einem Poisson-Verteilung .
Original:
produces integer values on a Poisson-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einer Exponentialverteilung .
Original:
produces real values on an Exponentialverteilung.
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(Klassen-Template)
produziert realen Werten auf einer Gamma-Verteilung .
Original:
produces real values on an Gamma-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einem Weibull-Verteilung .
Original:
produces real values on a Weibull-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einer Extremwertverteilung .
Original:
produces real values on an Extremwertverteilung.
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(Klassen-Template)
Normalverteilungen
Original:
Normal distributions
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produziert realen Werten auf einem Standardnormalverteilung (Gauß-) Verteilung .
Original:
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(Klassen-Template)
produziert realen Werten auf einem Lognormalverteilung .
Original:
produces real values on a Lognormalverteilung.
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(Klassen-Template)
produziert realen Werten auf einem Chi-Quadrat-Verteilung .
Original:
produces real values on a Chi-Quadrat-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einem Cauchy-Verteilung .
Original:
produces real values on a Cauchy-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einem Fisher F-Verteilung .
Original:
produces real values on a Fisher F-Verteilung.
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(Klassen-Template)
produziert realen Werten auf einem Student-t-Verteilung .
Original:
produces real values on a Student-t-Verteilung.
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(Klassen-Template)
Sampling-Distributionen
Original:
Sampling distributions
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produziert Zufallszahlen auf einem diskreten Verteilung .
Original:
produces random integers on a discrete distribution.
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(Klassen-Template)
produziert realen Werten auf Basis konstanter Teilintervalle verteilt .
Original:
produces real values distributed on constant subintervals.
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(Klassen-Template)
produziert echte Werte definiert Teilintervalle verteilt .
Original:
produces real values distributed on defined subintervals.
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(Klassen-Template)

[Bearbeiten] Vordefinierte Seed-Sequenz-Generatoren

Defined in header <random>
(C++11)
Allzweck-Bias-Beseitigung verschlüsselte Seed-Sequenz-Generator
Original:
general-purpose bias-eliminating scrambled seed sequence generator
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(Klasse)

[Bearbeiten] C-Bibliothek

Defined in header <cstdlib>
erzeugt einen Pseudo-Zufallszahlengenerator
Original:
generates a pseudo-random number
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(Funktion) [edit]
initialisiert Pseudo-Zufallszahlengenerator
Original:
initializes pseudo-random number generator
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(Funktion) [edit]
maximal möglichen Wert von std::rand generiert
Original:
maximum possible value generated by std::rand
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(Makro konstant) [edit]