Definitions of functions regarding COCO random numbers. More...
Data Structures | |
| struct | coco_random_state_s |
| A structure containing the state of the COCO random generator. More... | |
Macros | |
| #define | COCO_NORMAL_POLAR /* Use polar transformation method */ |
| #define | COCO_SHORT_LAG 273 |
| #define | COCO_LONG_LAG 607 |
Functions | |
| static void | coco_random_generate (coco_random_state_t *state) |
| A lagged Fibonacci random number generator. More... | |
| coco_random_state_t * | coco_random_new (uint32_t seed) |
| Creates and returns a new random number state using the given seed. More... | |
| void | coco_random_free (coco_random_state_t *state) |
| Frees all memory associated with the random state. More... | |
| double | coco_random_uniform (coco_random_state_t *state) |
| Returns one uniform [0, 1) random value from the random number generator associated with the given state. More... | |
| double | coco_random_normal (coco_random_state_t *state) |
| Generates an approximately normal random number. More... | |
Detailed Description
Definitions of functions regarding COCO random numbers.
- Note
- This file contains non-C89-standard types (such as uint32_t and uint64_t), which should eventually be fixed.
Macro Definition Documentation
| #define COCO_LONG_LAG 607 |
| #define COCO_NORMAL_POLAR /* Use polar transformation method */ |
| #define COCO_SHORT_LAG 273 |
Function Documentation
| void coco_random_free | ( | coco_random_state_t * | state | ) |
Frees all memory associated with the random state.
|
static |
A lagged Fibonacci random number generator.
This generator is nice because it is reasonably small and directly generates double values. The chosen lags (607 and 273) lead to a generator with a period in excess of 2^607-1.
| coco_random_state_t* coco_random_new | ( | uint32_t | seed | ) |
Creates and returns a new random number state using the given seed.
| double coco_random_normal | ( | coco_random_state_t * | state | ) |
Generates an approximately normal random number.
Instead of using the (expensive) polar method, we may cheat and abuse the central limit theorem. The sum of 12 uniform random values has mean 6, variance 1 and is approximately normal. Subtract 6 and you get an approximately N(0, 1) random number.
| double coco_random_uniform | ( | coco_random_state_t * | state | ) |
Returns one uniform [0, 1) random value from the random number generator associated with the given state.
