sgpp::base::RandomNumberGenerator Class Reference

Singleton class for generating pseudo-random numbers (wrapper around std::mt19937 from <random>). More...

#include <RandomNumberGenerator.hpp>

Public Types
typedef std::mt19937::result_type	SeedType
	type of the seed

Public Member Functions
double	getGaussianRN (double mean=0.0, double stdDev=1.0)
	Generate a Gaussian pseudo-random number.
void	getGaussianRV (DataVector &vector, double mean=0.0, double stdDev=1.0)
	Fills vector with Gaussian pseudo-random numbers.
SeedType	getSeed () const
size_t	getUniformIndexRN (size_t size)
	Generate a uniform pseudo-random array index.
double	getUniformRN (double a=0.0, double b=1.0)
	Generate a uniform pseudo-random number.
void	getUniformRV (DataVector &vector, double a=0.0, double b=1.0)
	Fills vector with uniform pseudo-random numbers.
void	setSeed ()
	Reseeds with time-dependent seed.
void	setSeed (SeedType seed)
	Reseeds.

Static Public Member Functions
static RandomNumberGenerator &	getInstance ()

Protected Attributes
std::mt19937	generator
	random number generator
SeedType	seed
	seed

Detailed Description

Singleton class for generating pseudo-random numbers (wrapper around std::mt19937 from <random>).

Member Typedef Documentation

SeedType

typedef std::mt19937::result_type sgpp::base::RandomNumberGenerator::SeedType

type of the seed

Member Function Documentation

getGaussianRN()

double sgpp::base::RandomNumberGenerator::getGaussianRN	(	double	mean = 0.0,
		double	stdDev = 1.0
	)

Generate a Gaussian pseudo-random number.

Parameters

mean	mean of the Gaussian distribution
stdDev	standard deviation of the Gaussian distribution

Returns

Gaussian pseudo-random number

References generator.

Referenced by sgpp::optimization::test_problems::ConstrainedTestProblem::generateDisplacement(), sgpp::optimization::test_problems::UnconstrainedTestProblem::generateDisplacement(), getGaussianRV(), and sgpp::optimization::optimizer::CMAES::optimize().

getGaussianRV()

void sgpp::base::RandomNumberGenerator::getGaussianRV	(	DataVector &	vector,
		double	mean = 0.0,
		double	stdDev = 1.0
	)

Fills vector with Gaussian pseudo-random numbers.

Parameters

[out]	vector	vector to be filled, has to have desired size beforehand
	mean	mean of the Gaussian distribution
	stdDev	standard deviation of the Gaussian distribution

References getGaussianRN(), and sgpp::base::DataVector::getSize().

getInstance()

RandomNumberGenerator & sgpp::base::RandomNumberGenerator::getInstance ( )

static

Returns

singleton instance

Referenced by sgpp::optimization::ResponseSurfaceVector::averageL2Error(), sgpp::optimization::ResponseSurfaceVector::averageNRMSE(), sgpp::optimization::test_problems::ConstrainedTestProblem::generateDisplacement(), sgpp::optimization::test_problems::UnconstrainedTestProblem::generateDisplacement(), sgpp::optimization::ResponseSurface::l2Error(), sgpp::optimization::ResponseSurface::nrmsError(), sgpp::optimization::optimizer::CMAES::optimize(), sgpp::optimization::optimizer::DifferentialEvolution::optimize(), sgpp::optimization::optimizer::MultiStart::optimize(), and sgpp::optimization::ResponseSurface::precalculateErrorTestData().

getSeed()

RandomNumberGenerator::SeedType sgpp::base::RandomNumberGenerator::getSeed

(

)

const

Returns

seed

References seed.

getUniformIndexRN()

size_t sgpp::base::RandomNumberGenerator::getUniformIndexRN

(

size_t

size

)

Generate a uniform pseudo-random array index.

Parameters

size	size of the array

Returns

discrete uniform pseudo-random number in \(\{0, \dotsc, \text{\texttt{size}} - 1\}\)

References generator.

Referenced by sgpp::optimization::optimizer::DifferentialEvolution::optimize().

getUniformRN()

double sgpp::base::RandomNumberGenerator::getUniformRN	(	double	a = 0.0,
		double	b = 1.0
	)

Generate a uniform pseudo-random number.

Parameters

a	lower bound
b	upper bound

Returns

uniform pseudo-random number in \([a, b]\)

References generator.

Referenced by sgpp::optimization::ResponseSurfaceVector::averageL2Error(), sgpp::optimization::ResponseSurfaceVector::averageNRMSE(), getUniformRV(), sgpp::optimization::ResponseSurface::l2Error(), sgpp::optimization::ResponseSurface::nrmsError(), sgpp::optimization::optimizer::DifferentialEvolution::optimize(), sgpp::optimization::optimizer::MultiStart::optimize(), and sgpp::optimization::ResponseSurface::precalculateErrorTestData().

getUniformRV()

void sgpp::base::RandomNumberGenerator::getUniformRV	(	DataVector &	vector,
		double	a = 0.0,
		double	b = 1.0
	)

Fills vector with uniform pseudo-random numbers.

Parameters

[out]	vector	vector to be filled, has to have desired size beforehand
	a	lower bound
	b	upper bound

References sgpp::base::DataVector::getSize(), and getUniformRN().

setSeed() [1/2]

void sgpp::base::RandomNumberGenerator::setSeed

(

)

Reseeds with time-dependent seed.

References setSeed().

Referenced by setSeed().

setSeed() [2/2]

void sgpp::base::RandomNumberGenerator::setSeed

(

RandomNumberGenerator::SeedType

seed

)

Reseeds.

Parameters

seed	seed to be used

References generator, and seed.

Member Data Documentation

generator

std::mt19937 sgpp::base::RandomNumberGenerator::generator

protected

random number generator

Referenced by getGaussianRN(), getUniformIndexRN(), getUniformRN(), and setSeed().

seed

SeedType sgpp::base::RandomNumberGenerator::seed

protected

seed

Referenced by getSeed(), setSeed(), and python.uq.learner.builder.RegressorSpecificationDescriptor.FoldingDescriptor::withSeed().

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

• base/src/sgpp/base/tools/RandomNumberGenerator.hpp
• base/src/sgpp/base/tools/RandomNumberGenerator.cpp