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<div class="title">mrpt::random::CRandomGenerator Class Reference<div class="ingroups"><a class="el" href="group__mrpt__base__grp.html">[mrpt-base]</a></div></div> </div>
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<!-- doxytag: class="mrpt::random::CRandomGenerator" --><hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>A thred-safe pseudo random number generator, based on an internal MT19937 randomness generator. </p>
<p>The base algorithm for randomness is platform-independent. See <a href="http://en.wikipedia.org/wiki/Mersenne_twister">http://en.wikipedia.org/wiki/Mersenne_twister</a></p>
<p>For real thread-safety, each thread must create and use its own instance of this class.</p>
<p>Single-thread programs can use the static object <a class="el" href="namespacemrpt_1_1random.html#a4743bfa8fcb282b6f5d66395ccabaa73" title="A static instance of a CRandomGenerator class, for use in single-thread applications.">mrpt::random::randomGenerator</a> </p>
</div>
<p><code>#include <<a class="el" href="_random_generators_8h_source.html">mrpt/random/RandomGenerators.h</a>></code></p>
<p><a href="classmrpt_1_1random_1_1_c_random_generator-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">struct  </td><td class="memItemRight" valign="bottom"><a class="el" href="structmrpt_1_1random_1_1_c_random_generator_1_1_t_m_t19937__data.html">TMT19937_data</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Data used internally by the MT19937 PRNG algorithm. <a href="structmrpt_1_1random_1_1_c_random_generator_1_1_t_m_t19937__data.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Initialization</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a9dd3aa1b262e296450419370123866d1">CRandomGenerator</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor: initialize random seed based on current time. <a href="#a9dd3aa1b262e296450419370123866d1"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a5134b7ac823d79b9f0f555ffdba7bd86">CRandomGenerator</a> (const uint32_t seed)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor for providing a custom random seed to initialize the PRNG. <a href="#a5134b7ac823d79b9f0f555ffdba7bd86"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a231ef5bd9387714debad4914e5da6985">randomize</a> (const uint32_t seed)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Initialize the PRNG from the given random seed. <a href="#a231ef5bd9387714debad4914e5da6985"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#add506d08802a5a6e1b1aa46a76048cd1">randomize</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Randomize the generators, based on current time. <a href="#add506d08802a5a6e1b1aa46a76048cd1"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Uniform pdf</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">uint32_t </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#aede40e77053b8b4350fd786f1683e260">drawUniform32bit</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, in the whole range of 32-bit integers. <a href="#aede40e77053b8b4350fd786f1683e260"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a7a4bbaa961f106cd88a872986737a2fb">drawUniform</a> (const double Min, const double Max)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, scaled to the selected range. <a href="#a7a4bbaa961f106cd88a872986737a2fb"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class MAT > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a2378ba5fdabf270b2c48726dbcb627cc">drawUniformMatrix</a> (MAT &matrix, const double unif_min=0, const double unif_max=1)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fills the given matrix with independent, uniformly distributed samples. <a href="#a2378ba5fdabf270b2c48726dbcb627cc"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class VEC > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a4ef658fc363148b999c6654c07e8c504">drawUniformVector</a> (VEC &v, const double unif_min=0, const double unif_max=1)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fills the given vector with independent, uniformly distributed samples. <a href="#a4ef658fc363148b999c6654c07e8c504"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Normal/Gaussian pdf</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a174c76f98b4213166fb87b577fdf2aaa">drawGaussian1D_normalized</a> (double *likelihood=NULL)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate a normalized (mean=0, std=1) normally distributed sample. <a href="#a174c76f98b4213166fb87b577fdf2aaa"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a3eab704e20a481c7ebf9884b06726cec">drawGaussian1D</a> (const double mean, const double std)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate a normally distributed pseudo-random number. <a href="#a3eab704e20a481c7ebf9884b06726cec"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class MAT > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a63ed9d57fc7fe778bd50842f49077dda">drawGaussian1DMatrix</a> (MAT &matrix, const double mean=0, const double std=1)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fills the given matrix with independent, 1D-normally distributed samples. <a href="#a63ed9d57fc7fe778bd50842f49077dda"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="namespacemrpt_1_1math.html#a3814c2b868f059d6a7ab0d8ecd2311d6">CMatrixDouble</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#aff719f0ca610030fc41a75e2b2373822">drawDefinitePositiveMatrix</a> (const size_t dim, const double std_scale=1.0, const double diagonal_epsilon=1e-8)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generates a random definite-positive matrix of the given size, using the formula C = v*v^t + epsilon*I, with "v" being a vector of gaussian random samples. <a href="#aff719f0ca610030fc41a75e2b2373822"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class VEC > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#acbe63466320842a1ceb738bae1a062e4">drawGaussian1DVector</a> (VEC &v, const double mean=0, const double std=1)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Fills the given vector with independent, 1D-normally distributed samples. <a href="#acbe63466320842a1ceb738bae1a062e4"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename T > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a7e74a5bba69f5a49b40ed38f32499c9d">drawGaussianMultivariate</a> (<a class="el" href="classstd_1_1vector.html">std::vector</a>< T > &out_result, const <a class="el" href="classmrpt_1_1math_1_1_c_matrix_template_numeric.html">CMatrixTemplateNumeric</a>< T > &cov, const <a class="el" href="classstd_1_1vector.html">std::vector</a>< T > *mean=NULL)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate multidimensional random samples according to a given covariance matrix. <a href="#a7e74a5bba69f5a49b40ed38f32499c9d"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class VECTORLIKE , class COVMATRIX > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#ae8d65bbc56b2f33acfcfaae4343b79b9">drawGaussianMultivariate</a> (VECTORLIKE &out_result, const COVMATRIX &cov, const VECTORLIKE *mean=NULL)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate multidimensional random samples according to a given covariance matrix. <a href="#ae8d65bbc56b2f33acfcfaae4343b79b9"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template<typename VECTOR_OF_VECTORS , typename COVMATRIX > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a02ebde6aa19bc11b17960e88e2a9e58b">drawGaussianMultivariateMany</a> (VECTOR_OF_VECTORS &ret, size_t desiredSamples, const COVMATRIX &cov, const typename <a class="el" href="eigen__plugins_8h.html#afd07186978da46f9908364e389f8a403">VECTOR_OF_VECTORS::value_type</a> *mean=NULL)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Generate a given number of multidimensional random samples according to a given covariance matrix. <a href="#a02ebde6aa19bc11b17960e88e2a9e58b"></a><br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Miscellaneous</div></td></tr>
<tr><td class="memTemplParams" colspan="2">template<class VEC > </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#ac0f4a363fb29bf340e64ab9af6231d7b">permuteVector</a> (const VEC &in_vector, VEC &out_result)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a random permutation of a vector: all the elements of the input vector are in the output but at random positions. <a href="#ac0f4a363fb29bf340e64ab9af6231d7b"></a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#aef6819d05b148c234c3921181fbb8e54">MT19937_generateNumbers</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#ad1852e43a441086367edaf4b8d461966">MT19937_initializeGenerator</a> (const uint32_t &seed)</td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">struct <br class="typebreak"/>
<a class="el" href="structmrpt_1_1random_1_1_c_random_generator_1_1_t_m_t19937__data.html">mrpt::random::CRandomGenerator::TMT19937_data</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a80c8fcac9c7b3b0548c3328637487f33">m_MT19937_data</a></td></tr>
</table>
<hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a9dd3aa1b262e296450419370123866d1"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::CRandomGenerator" ref="a9dd3aa1b262e296450419370123866d1" args="()" -->
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<td class="memname">mrpt::random::CRandomGenerator::CRandomGenerator </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [inline]</code></td>
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<p>Default constructor: initialize random seed based on current time. </p>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00075">75</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
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<a class="anchor" id="a5134b7ac823d79b9f0f555ffdba7bd86"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::CRandomGenerator" ref="a5134b7ac823d79b9f0f555ffdba7bd86" args="(const uint32_t seed)" -->
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<td class="memname">mrpt::random::CRandomGenerator::CRandomGenerator </td>
<td>(</td>
<td class="paramtype">const uint32_t </td>
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<td><code> [inline]</code></td>
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<p>Constructor for providing a custom random seed to initialize the PRNG. </p>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00078">78</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="aff719f0ca610030fc41a75e2b2373822"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawDefinitePositiveMatrix" ref="aff719f0ca610030fc41a75e2b2373822" args="(const size_t dim, const double std_scale=1.0, const double diagonal_epsilon=1e-8)" -->
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<td class="memname"><a class="el" href="namespacemrpt_1_1math.html#a3814c2b868f059d6a7ab0d8ecd2311d6">CMatrixDouble</a> mrpt::random::CRandomGenerator::drawDefinitePositiveMatrix </td>
<td>(</td>
<td class="paramtype">const size_t </td>
<td class="paramname"><em>dim</em>, </td>
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<td class="paramname"><em>std_scale</em> = <code>1.0</code>, </td>
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<p>Generates a random definite-positive matrix of the given size, using the formula C = v*v^t + epsilon*I, with "v" being a vector of gaussian random samples. </p>
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<a class="anchor" id="a3eab704e20a481c7ebf9884b06726cec"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussian1D" ref="a3eab704e20a481c7ebf9884b06726cec" args="(const double mean, const double std)" -->
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<td class="memname">double mrpt::random::CRandomGenerator::drawGaussian1D </td>
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<td class="paramtype">const double </td>
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<p>Generate a normally distributed pseudo-random number. </p>
<dl><dt><b>Parameters:</b></dt><dd>
<table class="params">
<tr><td class="paramname">mean</td><td>The mean value of desired normal distribution </td></tr>
<tr><td class="paramname">std</td><td>The standard deviation value of desired normal distribution </td></tr>
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<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00140">140</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
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<a class="anchor" id="a174c76f98b4213166fb87b577fdf2aaa"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussian1D_normalized" ref="a174c76f98b4213166fb87b577fdf2aaa" args="(double *likelihood=NULL)" -->
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<td class="memname">double mrpt::random::CRandomGenerator::drawGaussian1D_normalized </td>
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<p>Generate a normalized (mean=0, std=1) normally distributed sample. </p>
<dl><dt><b>Parameters:</b></dt><dd>
<table class="params">
<tr><td class="paramname">likelihood</td><td>If desired, pass a pointer to a double which will receive the likelihood of the given sample to have been obtained, that is, the value of the normal pdf at the sample value. </td></tr>
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<p>Referenced by <a class="el" href="_random_generators_8h_source.html#l00346">mrpt::random::matrixRandomNormal()</a>, and <a class="el" href="_random_generators_8h_source.html#l00360">mrpt::random::vectorRandomNormal()</a>.</p>
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<a class="anchor" id="a63ed9d57fc7fe778bd50842f49077dda"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussian1DMatrix" ref="a63ed9d57fc7fe778bd50842f49077dda" args="(MAT &matrix, const double mean=0, const double std=1)" -->
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<td class="paramkey"></td>
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<td class="paramtype">const double </td>
<td class="paramname"><em>mean</em> = <code>0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>std</em> = <code>1</code> </td>
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<td></td>
<td>)</td>
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<p>Fills the given matrix with independent, 1D-normally distributed samples. </p>
<p>Matrix classes can be CMatrixTemplateNumeric or CMatrixFixedNumeric </p>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a3eab704e20a481c7ebf9884b06726cec" title="Generate a normally distributed pseudo-random number.">drawGaussian1D</a> </dd></dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00149">149</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>References <a class="el" href="eigen__plugins_8h_source.html#l00373">mean()</a>.</p>
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<a class="anchor" id="acbe63466320842a1ceb738bae1a062e4"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussian1DVector" ref="acbe63466320842a1ceb738bae1a062e4" args="(VEC &v, const double mean=0, const double std=1)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawGaussian1DVector </td>
<td>(</td>
<td class="paramtype">VEC & </td>
<td class="paramname"><em>v</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>mean</em> = <code>0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>std</em> = <code>1</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
</tr>
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<div class="memdoc">
<p>Fills the given vector with independent, 1D-normally distributed samples. </p>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a3eab704e20a481c7ebf9884b06726cec" title="Generate a normally distributed pseudo-random number.">drawGaussian1D</a> </dd></dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00167">167</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>References <a class="el" href="eigen__plugins_8h_source.html#l00373">mean()</a>.</p>
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<a class="anchor" id="a7e74a5bba69f5a49b40ed38f32499c9d"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussianMultivariate" ref="a7e74a5bba69f5a49b40ed38f32499c9d" args="(std::vector< T > &out_result, const CMatrixTemplateNumeric< T > &cov, const std::vector< T > *mean=NULL)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawGaussianMultivariate </td>
<td>(</td>
<td class="paramtype"><a class="el" href="classstd_1_1vector.html">std::vector</a>< T > & </td>
<td class="paramname"><em>out_result</em>, </td>
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<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="classmrpt_1_1math_1_1_c_matrix_template_numeric.html">CMatrixTemplateNumeric</a>< T > & </td>
<td class="paramname"><em>cov</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="classstd_1_1vector.html">std::vector</a>< T > * </td>
<td class="paramname"><em>mean</em> = <code>NULL</code> </td>
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<td>)</td>
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<p>Generate multidimensional random samples according to a given covariance matrix. </p>
<p>Mean is assumed to be zero if mean==NULL. </p>
<dl><dt><b>Exceptions:</b></dt><dd>
<table class="exception">
<tr><td class="paramname"><a class="el" href="classstd_1_1exception.html" title="STL class.">std::exception</a></td><td>On invalid covariance matrix </td></tr>
</table>
</dd>
</dl>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a02ebde6aa19bc11b17960e88e2a9e58b" title="Generate a given number of multidimensional random samples according to a given covariance matrix...">drawGaussianMultivariateMany</a> </dd></dl>
<p>Referenced by <a class="el" href="_random_generators_8h_source.html#l00396">mrpt::random::randomNormalMultiDimensional()</a>.</p>
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<a class="anchor" id="ae8d65bbc56b2f33acfcfaae4343b79b9"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussianMultivariate" ref="ae8d65bbc56b2f33acfcfaae4343b79b9" args="(VECTORLIKE &out_result, const COVMATRIX &cov, const VECTORLIKE *mean=NULL)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawGaussianMultivariate </td>
<td>(</td>
<td class="paramtype">VECTORLIKE & </td>
<td class="paramname"><em>out_result</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const COVMATRIX & </td>
<td class="paramname"><em>cov</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const VECTORLIKE * </td>
<td class="paramname"><em>mean</em> = <code>NULL</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
</tr>
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<div class="memdoc">
<p>Generate multidimensional random samples according to a given covariance matrix. </p>
<p>Mean is assumed to be zero if mean==NULL. </p>
<dl><dt><b>Exceptions:</b></dt><dd>
<table class="exception">
<tr><td class="paramname"><a class="el" href="classstd_1_1exception.html" title="STL class.">std::exception</a></td><td>On invalid covariance matrix </td></tr>
</table>
</dd>
</dl>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a02ebde6aa19bc11b17960e88e2a9e58b" title="Generate a given number of multidimensional random samples according to a given covariance matrix...">drawGaussianMultivariateMany</a> </dd></dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00196">196</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>References <a class="el" href="mrpt__macros_8h_source.html#l00282">ASSERT_</a>, <a class="el" href="eigen__plugins_8h_source.html#l00373">mean()</a>, <a class="el" href="mrpt__macros_8h_source.html#l00285">ASSERT_EQUAL_</a>, <a class="el" href="_eigenvalues_source.html#l00220">Eigen::SelfAdjointEigenSolver::eigenvectors()</a>, and <a class="el" href="_eigenvalues_source.html#l00242">Eigen::SelfAdjointEigenSolver::eigenvalues()</a>.</p>
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<a class="anchor" id="a02ebde6aa19bc11b17960e88e2a9e58b"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawGaussianMultivariateMany" ref="a02ebde6aa19bc11b17960e88e2a9e58b" args="(VECTOR_OF_VECTORS &ret, size_t desiredSamples, const COVMATRIX &cov, const typename VECTOR_OF_VECTORS::value_type *mean=NULL)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawGaussianMultivariateMany </td>
<td>(</td>
<td class="paramtype">VECTOR_OF_VECTORS & </td>
<td class="paramname"><em>ret</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">size_t </td>
<td class="paramname"><em>desiredSamples</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const COVMATRIX & </td>
<td class="paramname"><em>cov</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const typename <a class="el" href="eigen__plugins_8h.html#afd07186978da46f9908364e389f8a403">VECTOR_OF_VECTORS::value_type</a> * </td>
<td class="paramname"><em>mean</em> = <code>NULL</code> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
</tr>
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<p>Generate a given number of multidimensional random samples according to a given covariance matrix. </p>
<dl><dt><b>Parameters:</b></dt><dd>
<table class="params">
<tr><td class="paramname">cov</td><td>The covariance matrix where to draw the samples from. </td></tr>
<tr><td class="paramname">desiredSamples</td><td>The number of samples to generate. </td></tr>
<tr><td class="paramname">ret</td><td>The output list of samples </td></tr>
<tr><td class="paramname">mean</td><td>The mean, or zeros if mean==NULL. </td></tr>
</table>
</dd>
</dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00239">239</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>References <a class="el" href="mrpt__macros_8h_source.html#l00285">ASSERT_EQUAL_</a>, <a class="el" href="eigen__plugins_8h_source.html#l00373">mean()</a>, <a class="el" href="_eigenvalues_source.html#l00220">Eigen::SelfAdjointEigenSolver::eigenvectors()</a>, and <a class="el" href="_eigenvalues_source.html#l00242">Eigen::SelfAdjointEigenSolver::eigenvalues()</a>.</p>
<p>Referenced by <a class="el" href="_random_generators_8h_source.html#l00414">mrpt::random::randomNormalMultiDimensionalMany()</a>, and <a class="el" href="transform__gaussian_8h_source.html#l00116">mrpt::math::transform_gaussian_montecarlo()</a>.</p>
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<a class="anchor" id="a7a4bbaa961f106cd88a872986737a2fb"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawUniform" ref="a7a4bbaa961f106cd88a872986737a2fb" args="(const double Min, const double Max)" -->
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<td class="memname">double mrpt::random::CRandomGenerator::drawUniform </td>
<td>(</td>
<td class="paramtype">const double </td>
<td class="paramname"><em>Min</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>Max</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
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<div class="memdoc">
<p>Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, scaled to the selected range. </p>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00093">93</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>Referenced by <a class="el" href="_p_f__implementations_8h_source.html#l00859">mrpt::slam::PF_implementation::PF_SLAM_aux_perform_one_rejection_sampling_step()</a>, <a class="el" href="_random_generators_8h_source.html#l00317">mrpt::random::matrixRandomUni()</a>, and <a class="el" href="_random_generators_8h_source.html#l00331">mrpt::random::vectorRandomUni()</a>.</p>
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<a class="anchor" id="aede40e77053b8b4350fd786f1683e260"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawUniform32bit" ref="aede40e77053b8b4350fd786f1683e260" args="()" -->
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<td class="memname">uint32_t mrpt::random::CRandomGenerator::drawUniform32bit </td>
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<p>Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, in the whole range of 32-bit integers. </p>
<p>See: <a href="http://en.wikipedia.org/wiki/Mersenne_twister">http://en.wikipedia.org/wiki/Mersenne_twister</a> </p>
<p>Referenced by <a class="el" href="_p_f__implementations_8h_source.html#l00518">mrpt::slam::PF_implementation::PF_SLAM_implementation_pfAuxiliaryPFStandardAndOptimal()</a>, <a class="el" href="_p_f__implementations_8h_source.html#l00859">mrpt::slam::PF_implementation::PF_SLAM_aux_perform_one_rejection_sampling_step()</a>, and <a class="el" href="_random_generators_8h_source.html#l00307">mrpt::random::random_generator_for_STL()</a>.</p>
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<a class="anchor" id="a2378ba5fdabf270b2c48726dbcb627cc"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawUniformMatrix" ref="a2378ba5fdabf270b2c48726dbcb627cc" args="(MAT &matrix, const double unif_min=0, const double unif_max=1)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawUniformMatrix </td>
<td>(</td>
<td class="paramtype">MAT & </td>
<td class="paramname"><em>matrix</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>unif_min</em> = <code>0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>unif_max</em> = <code>1</code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
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<p>Fills the given matrix with independent, uniformly distributed samples. </p>
<p>Matrix classes can be CMatrixTemplateNumeric or CMatrixFixedNumeric </p>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a7a4bbaa961f106cd88a872986737a2fb" title="Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, scaled to the selected range.">drawUniform</a> </dd></dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00102">102</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
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<a class="anchor" id="a4ef658fc363148b999c6654c07e8c504"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::drawUniformVector" ref="a4ef658fc363148b999c6654c07e8c504" args="(VEC &v, const double unif_min=0, const double unif_max=1)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::drawUniformVector </td>
<td>(</td>
<td class="paramtype">VEC & </td>
<td class="paramname"><em>v</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>unif_min</em> = <code>0</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const double </td>
<td class="paramname"><em>unif_max</em> = <code>1</code> </td>
</tr>
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<td></td>
<td>)</td>
<td></td><td><code> [inline]</code></td>
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<p>Fills the given vector with independent, uniformly distributed samples. </p>
<dl class="see"><dt><b>See also:</b></dt><dd><a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a7a4bbaa961f106cd88a872986737a2fb" title="Generate a uniformly distributed pseudo-random number using the MT19937 algorithm, scaled to the selected range.">drawUniform</a> </dd></dl>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00116">116</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
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<a class="anchor" id="aef6819d05b148c234c3921181fbb8e54"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::MT19937_generateNumbers" ref="aef6819d05b148c234c3921181fbb8e54" args="()" -->
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<td class="memname">void mrpt::random::CRandomGenerator::MT19937_generateNumbers </td>
<td>(</td>
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<td><code> [protected]</code></td>
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<a class="anchor" id="ad1852e43a441086367edaf4b8d461966"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::MT19937_initializeGenerator" ref="ad1852e43a441086367edaf4b8d461966" args="(const uint32_t &seed)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::MT19937_initializeGenerator </td>
<td>(</td>
<td class="paramtype">const uint32_t & </td>
<td class="paramname"><em>seed</em></td><td>)</td>
<td><code> [protected]</code></td>
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<a class="anchor" id="ac0f4a363fb29bf340e64ab9af6231d7b"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::permuteVector" ref="ac0f4a363fb29bf340e64ab9af6231d7b" args="(const VEC &in_vector, VEC &out_result)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::permuteVector </td>
<td>(</td>
<td class="paramtype">const VEC & </td>
<td class="paramname"><em>in_vector</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
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<td class="paramtype">VEC & </td>
<td class="paramname"><em>out_result</em> </td>
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<td>)</td>
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<p>Returns a random permutation of a vector: all the elements of the input vector are in the output but at random positions. </p>
<p>Definition at line <a class="el" href="_random_generators_8h_source.html#l00288">288</a> of file <a class="el" href="_random_generators_8h_source.html">RandomGenerators.h</a>.</p>
<p>Referenced by <a class="el" href="_random_generators_8h_source.html#l00383">mrpt::random::randomPermutation()</a>.</p>
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<a class="anchor" id="a231ef5bd9387714debad4914e5da6985"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::randomize" ref="a231ef5bd9387714debad4914e5da6985" args="(const uint32_t seed)" -->
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<td class="memname">void mrpt::random::CRandomGenerator::randomize </td>
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<td class="paramname"><em>seed</em></td><td>)</td>
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<p>Initialize the PRNG from the given random seed. </p>
<p>Referenced by <a class="el" href="_random_generators_8h_source.html#l00373">mrpt::random::Randomize()</a>.</p>
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<a class="anchor" id="add506d08802a5a6e1b1aa46a76048cd1"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::randomize" ref="add506d08802a5a6e1b1aa46a76048cd1" args="()" -->
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<td class="memname">void mrpt::random::CRandomGenerator::randomize </td>
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<p>Randomize the generators, based on current time. </p>
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<hr/><h2>Member Data Documentation</h2>
<a class="anchor" id="a80c8fcac9c7b3b0548c3328637487f33"></a><!-- doxytag: member="mrpt::random::CRandomGenerator::m_MT19937_data" ref="a80c8fcac9c7b3b0548c3328637487f33" args="" -->
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<td class="memname">struct <a class="el" href="structmrpt_1_1random_1_1_c_random_generator_1_1_t_m_t19937__data.html">mrpt::random::CRandomGenerator::TMT19937_data</a> <a class="el" href="classmrpt_1_1random_1_1_c_random_generator.html#a80c8fcac9c7b3b0548c3328637487f33">mrpt::random::CRandomGenerator::m_MT19937_data</a><code> [protected]</code></td>
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