BALL::RandomNumberGenerator Class Reference

#include <BALL/MATHS/randomNumberGenerator.h>

Public Member Functions
	RandomNumberGenerator ()
	RandomNumberGenerator (const RandomNumberGenerator &rng)
	~RandomNumberGenerator ()
void	setup (int ij=1802, int kl=9373)
double	randomUniform ()
double	randomGaussian (double mean, double stddev)
int	randomInteger (int lower, int upper)
double	randomDouble (double lower, double upper)
bool	isValid () const
Private Attributes
std::vector< double >	u_
double	c_
double	cd_
double	cm_
int	i97_
int	j97_
bool	valid_

Detailed Description

The following code is taken (and adapted to BALL's C++ interface) from the code provided at

http://astronomy.swin.edu.au/~pbourke/other/random/

The following comment stems from the original C source code:

This Random Number Generator is based on the algorithm in a FORTRAN version published by George Marsaglia and Arif Zaman, Florida State University; ref.: see original comments below. At the fhw (Fachhochschule Wiesbaden, W.Germany), Dept. of Computer Science, we have written sources in further languages (C, Modula-2 Turbo-Pascal(3.0, 5.0), Basic and Ada) to get exactly the same test results compared with the original FORTRAN version. pril 1989 Karl-L. Noell <NOELL@DWIFH1.BITNET> and Helmut Weber <WEBER@DWIFH1.BITNET>

This random number generator originally appeared in "Toward a Universal Random Number Generator" by George Marsaglia and Arif Zaman. Florida State University Report: FSU-SCRI-87-50 (1987) It was later modified by F. James and published in "A Review of Pseudo- random Number Generators" THIS IS THE BEST KNOWN RANDOM NUMBER GENERATOR AVAILABLE. (However, a newly discovered technique can yield a period of 10^600. But that is still in the development stage.) It passes ALL of the tests for random number generators and has a period of 2^144, is completely portable (gives bit identical results on all machines with at least 24-bit mantissas in the floating point representation). The algorithm is a combination of a Fibonacci sequence (with lags of 97 and 33, and operation "subtraction plus one, modulo one") and an "arithmetic sequence" (using subtraction).

Use IJ = 1802 & KL = 9373 to test the random number generator. The subroutine RANMAR should be used to generate 20000 random numbers. Then display the next six random numbers generated multiplied by *4096 If the random number generator is working properly, the random numbers should be: 6533892.0 14220222.0 7275067.0 6172232.0 8354498.0 10633180.0

Definition at line 63 of file randomNumberGenerator.h.

Constructor & Destructor Documentation

BALL::RandomNumberGenerator::RandomNumberGenerator ( )

BALL::RandomNumberGenerator::RandomNumberGenerator ( const RandomNumberGenerator & rng )

BALL::RandomNumberGenerator::~RandomNumberGenerator ( )

Member Function Documentation

bool BALL::RandomNumberGenerator::isValid ( ) const [inline]

Definition at line 106 of file randomNumberGenerator.h.

double BALL::RandomNumberGenerator::randomDouble	(	double	lower,
		double	upper
	)

Generate a random double in the interval (lower, upper)

double BALL::RandomNumberGenerator::randomGaussian	(	double	mean,
		double	stddev
	)

Random number generator from ALGORITHM 712, COLLECTED ALGORITHMS FROM ACM. THIS WORK PUBLISHED IN TRANSACTIONS ON MATHEMATICAL SOFTWARE, VOL. 18, NO. 4, DECEMBER, 1992, PP. 434-435. The function returns a normally distributed pseudo-random number with a given mean and standard deviation. Calls are made to a function subprogram which must return independent random numbers uniform in the interval (0,1). The algorithm uses the ratio of uniforms method of A.J. Kinderman and J.F. Monahan augmented with quadratic bounding curves.