Portable Reconstructible Random Number Generator. More...

#include <array>
#include <xtensor/xarray.hpp>
#include <xtensor/xnoalias.hpp>
#include <xtensor/xtensor.hpp>
#include <boost/math/special_functions/erf.hpp>
#include <boost/math/special_functions/gamma.hpp>
#include <xtensor/xvectorize.hpp>

Classes
class	prrng::exponential_distribution
	Exponential distribution. More...

class	prrng::power_distribution
	Power distribution. More...

class	prrng::gamma_distribution
	Gamma distribution. More...

class	prrng::pareto_distribution
	Pareto distribution. More...

class	prrng::weibull_distribution
	Weibull distribution. More...

class	prrng::normal_distribution
	Normal distribution. More...

class	prrng::GeneratorBase< Derived >
	Base class of the pseudorandom number generators providing common methods. More...

class	prrng::pcg32
	Random number generate using the pcg32 algorithm. More...

class	prrng::pcg32_index
	Overload of prrng::pcg32() that keeps track of the current index of the generator in the sequence. More...

struct	prrng::alignment
	Structure to assemble the alignment parameters. More...

class	prrng::pcg32_cumsum< Data >
	Generator of a random cumulative sum of which a chunk is kept in memory. More...

class	prrng::GeneratorBase_array< Derived, M >
	Base class of an array of pseudorandom number generators. More...

class	prrng::pcg32_arrayBase< Generator, Shape >
	Base class, see pcg32_array for description. More...

class	prrng::pcg32_array
	Array of independent generators. More...

class	prrng::pcg32_tensor< N >
	Fixed rank version of pcg32_array. More...

class	prrng::pcg32_index_array
	Array of prrng::pcg32_index(). More...

class	prrng::pcg32_index_tensor< N >
	Fixed rank version of pcg32_index_array. More...

class	prrng::pcg32_arrayBase_chunkBase< Generator, Data, Index, is_cumsum >
	Array of generators of which a chunk of random numbers is kept in memory. More...

class	prrng::pcg32_arrayBase_chunk< Generator, Data, Index >
	Array of generators of which a chunk of random numbers is kept in memory. More...

class	prrng::pcg32_arrayBase_cumsum< Generator, Data, Index >
	TODO: copydoc. More...

class	prrng::pcg32_array_chunk< Data, Index >
	Array of generators of which a chunk of the random sequence is kept in memory. More...

class	prrng::pcg32_tensor_chunk< Data, Index, N >
	Array of generators of which a chunk of the random sequence is kept in memory. More...

class	prrng::pcg32_array_cumsum< Data, Index >
	Array of generators of a random cumulative sum, see prrng::pcg32_cumsum(). More...

class	prrng::pcg32_tensor_cumsum< Data, Index, N >
	Array of generators of a random cumulative sum, see prrng::pcg32_cumsum(). More...

Namespaces
namespace	prrng
	Portable Reconstructible (Pseudo!) Random Number Generator.

Macros
#define	PRRNG_PCG32_INITSTATE 0x853c49e6748fea9bULL
	Default initialisation state for pcg32() (used as constructor parameter that can be overwritten at run-time).

#define	PRRNG_PCG32_INITSEQ 0xda3e39cb94b95bdbULL
	Default initialisation sequence for pcg32() (used as constructor parameter that can be overwritten at run-time).

#define	PRRNG_PCG32_MULT 6364136223846793005ULL
	Multiplicative factor for pcg32() (used internally, cannot be overwritten at run-time).

#define	PRRNG_USE_BOOST 1
	To use prrng without Boost.

#define	PRRNG_VERSION "@PROJECT_VERSION@"
	Library version.

#define	PRRNG_ASSERT(expr)
	All assertions are implementation as:

#define	PRRNG_DEBUG(expr)
	All debug assertions are implementation as:

#define	PRRNG_WARNING(message) PRRNG_WARNING_IMPL(message, __FILE__, __LINE__, __FUNCTION__)
	Warnings are implemented as:

#define	PRRNG_WARNING_PYTHON(message)
	Warnings specific to the Python API are implemented as:

Enumerations
enum	prrng::distribution { prrng::random , prrng::delta , prrng::exponential , prrng::power , prrng::gamma , prrng::pareto , prrng::weibull , prrng::normal , prrng::custom }
	Distribution identifier. More...

Functions
std::vector< double >	prrng::default_parameters (enum distribution distribution, const std::vector< double > &parameters=std::vector< double >{})

std::string	prrng::version ()
	Version string, e.g.

std::vector< std::string >	prrng::version_dependencies ()
	Versions of this library and of all of its dependencies.

std::vector< std::string >	prrng::version_compiler ()
	Information on the compiler, the platform, the C++ standard, and the compilation date.

template<class It , class T , class R = size_t>
R	prrng::iterator::lower_bound (const It first, const It last, const T &value, R guess=0, R proximity=10)
	Return index of the first element in the range [first, last) such that `element < value` is `false` (i.e.

template<class T , class V , class R >
void	prrng::inplace::lower_bound (const T &matrix, const V &value, R &index, typename R::value_type proximity=10)
	Similar to `lower_bound` but on the last axis of an nd-array (e.g.

template<class V , class I >
void	prrng::inplace::cumsum_chunk (V &cumsum, const V &delta, const I &shift)
	Update the chunk of a cumsum computed and stored in chunks.

template<class T , class V , class R >
R	prrng::lower_bound (const T &matrix, const V &value, const R &index, size_t proximity=10)
	Iterating on the last axis of an nd-array (e.g.

template<class T , class V , class R >
R	prrng::lower_bound (const T &matrix, const V &value)
	Iterating on the last axis of an nd-array (e.g.

template<class V , class I >
V	prrng::cumsum_chunk (const V &cumsum, const V &delta, const I &shift)
	Update the chunk of a cumsum computed and stored in chunks.

template<class T >
auto	prrng::auto_pcg32 (const T &initstate)
	Return a pcg32, a pcg32_array, or a pcg32_tensor based on input.

template<class T , class S >
auto	prrng::auto_pcg32 (const T &initstate, const S &initseq)
	Return a pcg32, a pcg32_array, or a pcg32_tensor based on input.

Detailed Description

Portable Reconstructible Random Number Generator.

The idea is that a random sequence can be restored independent of platform or compiler. In addition, this library allows you to store a point in the sequence, and then later restore the sequence exactly from this point (in both directions actually).

Note that the core of this code is taken from https://github.com/imneme/pcg-c-basic All the credits goes to those developers. This is just a wrapper.

Copyright: Copyright 2021. Tom de Geus. All rights reserved.

license This project is released under the MIT License.

Definition in file prrng.h.

Macro Definition Documentation

◆ PRRNG_ASSERT

#define PRRNG_ASSERT ( expr )

All assertions are implementation as:

PRRNG_ASSERT(...)

They can be enabled by:

#define PRRNG_ENABLE_ASSERT

(before including prrng). The advantage is that:

File and line-number are displayed if the assertion fails.
prrng's assertions can be enabled/disabled independently from those of other libraries.

Exceptions

std::runtime_error

Definition at line 129 of file prrng.h.

◆ PRRNG_DEBUG

#define PRRNG_DEBUG ( expr )

All debug assertions are implementation as:

PRRNG_DEBUG(...)

They can be enabled by:

#define PRRNG_ENABLE_DEBUG

(before including prrng). The advantage is that:

File and line-number are displayed if the assertion fails.
prrng's assertions can be enabled/disabled independently from those of other libraries.

Exceptions

std::runtime_error

Definition at line 152 of file prrng.h.

◆ PRRNG_PCG32_INITSEQ

#define PRRNG_PCG32_INITSEQ 0xda3e39cb94b95bdbULL

Default initialisation sequence for pcg32() (used as constructor parameter that can be overwritten at run-time).

Definition at line 33 of file prrng.h.

◆ PRRNG_PCG32_INITSTATE

#define PRRNG_PCG32_INITSTATE 0x853c49e6748fea9bULL

Default initialisation state for pcg32() (used as constructor parameter that can be overwritten at run-time).

Definition at line 27 of file prrng.h.

◆ PRRNG_PCG32_MULT

#define PRRNG_PCG32_MULT 6364136223846793005ULL

Multiplicative factor for pcg32() (used internally, cannot be overwritten at run-time).

Definition at line 39 of file prrng.h.

◆ PRRNG_USE_BOOST

#define PRRNG_USE_BOOST 1

To use prrng without Boost.

#define PRRNG_USE_BOOST 0
#include <prrng.h>

You will loose the normal and Gamma distributions.

Definition at line 55 of file prrng.h.

◆ PRRNG_VERSION

#define PRRNG_VERSION "@PROJECT_VERSION@"

Library version.

Either:

Configure using CMake at install time. Internally uses:

python -c "from setuptools_scm import get_version; print(get_version())"

Define externally using:
```
-DPRRNG_VERSION="`python -c "from setuptools_scm import get_version;
```
print(get_version())"`"
```
From the root of this project. This is what ``setup.py`` does.
```
Note that both CMakeLists.txt and setup.py will construct the version using setuptools_scm. Tip: use the environment variable SETUPTOOLS_SCM_PRETEND_VERSION to overwrite the automatic version.

Definition at line 106 of file prrng.h.

◆ PRRNG_WARNING

#define PRRNG_WARNING ( message ) PRRNG_WARNING_IMPL(message, __FILE__, __LINE__, __FUNCTION__)

Warnings are implemented as:

 PRRNG_WARNING(...)

They can be disabled by:

 #define PRRNG_DISABLE_WARNING

Definition at line 167 of file prrng.h.

◆ PRRNG_WARNING_PYTHON

#define PRRNG_WARNING_PYTHON ( message )

Warnings specific to the Python API are implemented as:

 PRRNG_WARNING_PYTHON(...)

They can be enabled by:

 #define PRRNG_ENABLE_WARNING_PYTHON

Definition at line 182 of file prrng.h.

Function Documentation

◆ cumsum_chunk()

template<class V , class I >

void prrng::inplace::cumsum_chunk	(	V &	cumsum,
		const V &	delta,
		const I &	shift
	)

inline

Update the chunk of a cumsum computed and stored in chunks.

Parameters

cumsum	The current chunk of the cumsum (updated).
delta	The 'diff's of the next chunk in the cumsum.
shift	The shift per row.

Definition at line 771 of file prrng.h.

◆ lower_bound() [1/2]

template<class It , class T , class R = size_t>

R prrng::iterator::lower_bound	(	const It	first,
		const It	last,
		const T &	value,
		R	guess = `0`,
		R	proximity = `10`
	)

inline

Return index of the first element in the range [first, last) such that element < value is false (i.e.

greater or equal to), or last if no such element is found.

Compared to the default function, this function allows for a guess of the index and a proximity search around. This could be efficient for finding items in large arrays.

Parameters

first	Iterator defining the beginning of the range to examine (e.g. `a.begin()`).
last	Iterator defining the end of the range to examine (e.g. `a.end()`)
value	Value to find.
guess	Guess of the index where to find the value.
proximity	Size of the proximity search around `guess` (use `0` to disable).

Returns: The index of value (i.e. a[index] < value <= a[index + 1]).

Definition at line 694 of file prrng.h.

◆ lower_bound() [2/2]

template<class T , class V , class R >

void prrng::inplace::lower_bound	(	const T &	matrix,
		const V &	value,
		R &	index,
		typename R::value_type	proximity = `10`
	)

inline

Similar to lower_bound but on the last axis of an nd-array (e.g.

per row of a rank 2 matrix).

Parameters

matrix	The matrix defining a range per row.
value	The value to find (per row).
index	Initial guess on `index` (updated).
proximity	Size of the proximity search around `guess` (use `0` to disable proximity search).

Definition at line 736 of file prrng.h.

Classes

Namespaces

Macros

Enumerations

Functions

Detailed Description

Macro Definition Documentation

◆ PRRNG_ASSERT

◆ PRRNG_DEBUG

◆ PRRNG_PCG32_INITSEQ

◆ PRRNG_PCG32_INITSTATE

◆ PRRNG_PCG32_MULT

◆ PRRNG_USE_BOOST

◆ PRRNG_VERSION

◆ PRRNG_WARNING

◆ PRRNG_WARNING_PYTHON

Function Documentation

◆ cumsum_chunk()

◆ lower_bound() [1/2]

◆ lower_bound() [2/2]