Provide pseudo-random generator and Poisson sampling. More...

#include <sc.h>

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Typedefs
typedef uint64_t	sc_rand_state_t
	The internal state of sc_rand and derived functions. More...

Functions
double	sc_rand (sc_rand_state_t *state)
	Draw a (pseudo-)random variable uniformly distributed in [0, 1). More...

double	sc_rand_normal (sc_rand_state_t state, double second_result)
	Sample the Gauss standard normal distribution. More...

int	sc_rand_small (sc_rand_state_t *state, double d)
	Randomly draw either 0 or 1 where the probability for 1 is small. More...

int	sc_rand_poisson (sc_rand_state_t *state, double mean)
	Draw from a random variable following the Poisson distribution. More...

Detailed Description

Provide pseudo-random generator and Poisson sampling.

Typedef Documentation

typedef uint64_t sc_rand_state_t

The internal state of sc_rand and derived functions.

Can be set arbitrarily to obtain reproducible pseudo random numbers.

double sc_rand ( sc_rand_state_t * state )

Draw a (pseudo-)random variable uniformly distributed in [0, 1).

Parameters

[in,out] state Internal state of random number generator.

Sample the Gauss standard normal distribution.

Implements polar form of the Box Muller transform based on sc_rand.

Parameters

[in,out]	state	Internal state of random number generator.
[in,out]	second_result	We compute two independent samples. The first is the return value. The second is placed in *second_result unless second_result == NULL.

Draw from a random variable following the Poisson distribution.

Parameters

[in,out]	state	Internal state of random number generator.
[in]	mean	Mean value of Poisson distribution.

Randomly draw either 0 or 1 where the probability for 1 is small.

Parameters

[in,out]	state	Internal state of random number generator.
[in]	d	Probability of drawing ones.