Re: [Boost-users] [Beginner] Setting up a function which generates normally distributed numbers

From: Angus Leeming (angus.leeming_at_[hidden])
Date: 2005-10-12 19:10:01

Snorre Jakobsen wrote:

> Hello
> 
> I'm sorry if this is answered in the documentation, but I didn't find
> it. I want a function which returns a normally distributed number.
> 
> #include <boost/random.hpp>
> #include <time.h>
> 
> using namespace boost;
> 
> double SampleNormal (double mean, double sigma) {
>          mt19937 rng;                // select random number generator
>          rng.seed((unsigned int) time(0));     // seconds since 1970
>          // select desired probability distribution
>          normal_distribution<double> norm_dist(mean, sigma);
>          // bind random number generator to distribution, forming a
>          function variate_generator<mt19937&, normal_distribution<double>
>          >
> normal_sampler(rng, norm_dist);
>          // sample from the distribution
>          return normal_sampler();
> }
> 
> This (from http://surl.se/tvk) works very well, except if it's invoked
> (with same parameters) more often than once a second. If so, the
> generator gets equal seeds and returns equal values. How can I construct
> my program so the seeding happens only once?

Hi, Snorre.

Funny! I wrote the very piece of code below this evening!

Make your function a functor, so you initialise the random number generator
only once, in the class' construnctor, but can then use it mulitple times.

Regards,
Angus

#include <boost/random.hpp>
#include <time.h>

class SampleNormal {
    typedef boost::mt19937 rng_t;
    typedef boost::normal_distribution<double> dist_t;
    typedef boost::variate_generator<rng_t&, dist_t> generator_t;

    rng_t rng_;
    dist_t dist_;
    generator_t dice_;

public:
    SampleNormal(double mean, double sigma)
        : rng_(time(0))
        , dist_(mean, sigma)
        , dice_(rng_, dist_)
    {}

    double operator()()
    {
        return dice_();
    }
};

#include <iostream>

int main()
{
    SampleNormal normal_sampler(3, 0.5);

    for (int i = 0; i != 10; ++i)
        std::cout << normal_sampler() << '\n';
    std::flush(std::cout);

    return 0;
}