Pseudo-random number generation

The random number library provides classes that generate random and pseudo-random numbers. These classes include:

• Random number engines (both pseudo-random number generators, which generate integer sequences with a uniform distribution, and true random number generators if available)
• Random number distributions (e.g. uniform, normal, or poisson distributions) which convert the output of random number engines into various statistical distributions

Engines and distributions are designed to be used together to produce random values. All of the engines may be specifically seeded, serialized, and deserialized for use with repeatable simulators.

Random number engines

Random number engines generate pseudo-random numbers using seed data as entropy source. Several different classes of pseudo-random number generation algorithms are implemented as templates that can be customized.

The choice of which engine to use involves a number of tradeoffs: the linear congruential engine is moderately fast and has a very small storage requirement for state. The lagged Fibonacci generators are very fast even on processors without advanced arithmetic instruction sets, at the expense of greater state storage and sometimes less desirable spectral characteristics. The Mersenne twister is slower and has greater state storage requirements but with the right parameters has the longest non-repeating sequence with the most desirable spectral characteristics (for a given definition of desirable).

Random number engine adaptors

Random number engine adaptors generate pseudo-random numbers using another random number engine as entropy source. They are generally used to alter the spectral characteristics of the underlying engine.

Predefined random number generators

Several specific popular algorithms are predefined.

Non-deterministic random numbers

std::random_device is a non-deterministic uniform random number generator, although implementations are allowed to implement std::random_device using a pseudo-random number engine if there is no support for non-deterministic random number generation.

Random number distributions

A random number distribution post-processes the output of an random number engine in such a way that resulting output is distributed according to a defined statistical probability density function.

Utilities

C random library

In addition to the engines and distributions described above, the functions and constants from the C random library are also available though not recommended:

Example

#include <iostream>
#include <iomanip>
#include <string>
#include <map>
#include <random>
#include <cmath>
 
int main()
{
    // Seed with a real random value, if available
    std::random_device rd;
 
    // Choose a random mean between 1 and 6
    std::default_random_engine e1(rd());
    std::uniform_int_distribution<int> uniform_dist(1, 6);
    int mean = uniform_dist(e1);
    std::cout << "Randomly-chosen mean: " << mean << '\n';
 
    // Generate a normal distribution around that mean
    std::mt19937 e2(rd());
    std::normal_distribution<> normal_dist(mean, 2);
 
    std::map<int, int> hist;
    for (int n = 0; n < 10000; ++n) {
        ++hist[std::round(normal_dist(e2))];
    }
    std::cout << "Normal distribution around " << mean << ":\n";
    for (auto p : hist) {
        std::cout << std::fixed << std::setprecision(1) << std::setw(2)
                  << p.first << ' ' << std::string(p.second/200, '*') << '\n';
    }
}

Randomly-chosen mean: 4
Normal distribution around 4:
-4 
-3 
-2 
-1 
 0 *
 1 ***
 2 ******
 3 ********
 4 *********
 5 ********
 6 ******
 7 ***
 8 *
 9 
10 
11 
12

See also