RandomLib::MPFRNormalK< bits > Class Template Reference

The normal distribution for MPFR (Kahn algorithm). More...

#include <RandomLib/MPFRNormalK.hpp>

Public Member Functions
	MPFRNormalK ()
	~MPFRNormalK ()
void	operator() (MPFRRandom< bits > &t, gmp_randstate_t r) const
int	operator() (mpfr_t val, gmp_randstate_t r, mpfr_rnd_t round) const

Detailed Description

template<int bits = 32>
class RandomLib::MPFRNormalK< bits >

The normal distribution for MPFR (Kahn algorithm).

This class is DEPRECATED. It is included for illustrative purposes only. The MPFRNormal class provides a somewhat more efficient method for sampling from the normal distribution.

Refs:

• H. Kahn, Rand Report RM-1237-AEC, p. 41 (1954).
• M. Abramowitz and I. A. Stegun, p. 953, Sec. 26.8.6.a(4) (1964).

N.B. Damien Stehle' drew my attention to this algorithm as a useful way to compute normal deviates exactly.

This class uses mutable private objects. So a single MPFRNormalK object cannot safely be used by multiple threads. In a multi-processing environment, each thread should use a thread-specific MPFRNormalK object.

Template Parameters

bits	the number of bits in each digit.

Definition at line 43 of file MPFRNormalK.hpp.

Constructor & Destructor Documentation

template<int bits = 32>

RandomLib::MPFRNormalK< bits >::MPFRNormalK ( )

inline

Initialize the MPFRNormalK object.

Definition at line 49 of file MPFRNormalK.hpp.

template<int bits = 32>

RandomLib::MPFRNormalK< bits >::~MPFRNormalK ( )

inline

Destroy the MPFRNormalK object.

Definition at line 54 of file MPFRNormalK.hpp.

Member Function Documentation

template<int bits = 32>

void RandomLib::MPFRNormalK< bits >::operator() ( MPFRRandom< bits > &  t, gmp_randstate_t  r  ) const

inline

Sample from the normal distribution with mean 0 and variance 1 returning a MPFRRandom.

Parameters

[out]	t	the MPFRRandom result.
[in,out]	r	a GMP random generator.

Definition at line 63 of file MPFRNormalK.hpp.

template<int bits = 32>

int RandomLib::MPFRNormalK< bits >::operator() ( mpfr_t  val, gmp_randstate_t  r, mpfr_rnd_t  round  ) const

inline

Sample from the normal distribution with mean 0 and variance 1.

Parameters

[out]	val	the sample from the normal distribution
[in,out]	r	a GMP random generator.
[in]	round	the rounding direction.

Returns

the MPFR ternary result (±1 if val is larger/smaller than the exact sample).

Definition at line 74 of file MPFRNormalK.hpp.

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

• MPFRNormalK.hpp