Random

Random is a C++ class implementing the zufall random generator functions by W. P. Petersen[1].

Classes in this Package

Two classes are provided in namespace teh::zufall. Class Random contains zufall random number generators for uniform, normal, and Poisson distributions. Class RandomSeed manages a random seed in proper range for class Random.

Here is a brief summary of these classes:

RandomSeed (
  unsigned int const entropy,   // An entropy value; default is std::time(NULL)
  unsigned int const minSeed,   // Minimum allowed seed > zero
  unsigned int const maxSeed)   // Maximum allowed seed; < (max(unsigned int) - 144)

RandomSeed::Get()               // Get the seed.
RandomSeed::GetRange()          // Get the valid seed range.
RandomSeed::GetUpperLimit()     // Get the maximum seed value + 1 for the zufall algorithms.

Random ( unsigned int const seed )

// Each generator function has 2 forms:
// 1) generate a vector of values
// 2) generate a single value

void Random::Uniform ( unsigned int const n, std::vector<double> & u )
unsigned int Random::Uniform ()

void Random::Normal ( unsigned int const n, std::vector<double> & g )
unsigned int Random::Normal ()

void Random::Poisson ( unsigned int const n, double const mu, std::vector<unsigned int> & q )
unsigned int Random::Poisson ( double const mu )

Using class Random

// Initialize the seed and random number generator:
RandomSeed seedGen;
Random rng( seedGen.Get() );
std::size_t const numValues = 10000;

// Uniform random values
std::vector<double> u;
rng.Uniform( sizeSet, u );

// Gaussian normal random values
std::vector<double> g;
rng.Normal( sizeSet, g );

// Poisson random values
std::vector<unsigned int> p;
double const mu = 2.0;
rng.Poisson( sizeSet, mu, p );

The zufall functions

W. P. Petersen released the zufall package in 1994 as a set of Fortran77 functions[1]. The package was made available in the netlib repository, currently at http://www.netlib.org/random/zufall.f

License

No license terms are explicitly stated in the original zufall code provided in the netlib repository.

This C++ implementation of zufall, including all classes and other code in namespace teh, as well as other code files and documetation in this package, are provided under the Apache 2.0 license, whose full text and terms are in the accompanying file LICENSE.md

Citations

1. Petersen, W. P., 1994. Lagged Fibonacci Series Random Number Generators for the NEC SX-3. International Journal of High Speed Computing; vol. 06, no. 03, pp. 387-398.