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Génération de nombres pseudo-aléatoires

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< cpp‎ | numeric


 
 
Bibliothèque Numerics
Fonctions mathématiques courantes
Virgule flottante environnement
Nombres complexes
Tableaux numériques
La génération de nombres pseudo-aléatoires
Moment de la compilation arithmétique rationnelle (C++11)
Génériques des opérations numériques
Original:
Generic numeric operations
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iota (C++11)
accumulate
inner_product
adjacent_difference
partial_sum
 
La génération de nombres pseudo-aléatoires
Les moteurs et les adaptateurs de moteur
Original:
Engines and engine adaptors
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linear_congruential_engine (C++11)
mersenne_twister_engine (C++11)
subtract_with_carry_engine (C++11)
discard_block_engine (C++11)
independent_bits_engine (C++11)
shuffle_order_engine (C++11)
Générateurs
Original:
Generators
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random_device (C++11)
Les distributions
Original:
Distributions
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Distributions uniformes
Original:
Uniform distributions
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uniform_int_distribution (C++11)
uniform_real_distribution (C++11)
generate_canonical (C++11)
Distributions de Bernoulli
Original:
Bernoulli distributions
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bernoulli_distribution (C++11)
binomial_distribution (C++11)
negative_binomial_distribution (C++11)
geometric_distribution (C++11)
Distributions de Poisson
Original:
Poisson distributions
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poisson_distribution (C++11)
exponential_distribution (C++11)
gamma_distribution (C++11)
weibull_distribution (C++11)
extreme_value_distribution (C++11)
Les distributions normales
Original:
Normal distributions
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normal_distribution (C++11)
lognormal_distribution (C++11)
chi_squared_distribution (C++11)
cauchy_distribution (C++11)
fisher_f_distribution (C++11)
student_t_distribution (C++11)
Distributions d'échantillonnage
Original:
Sampling distributions
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discrete_distribution (C++11)
piecewise_constant_distribution (C++11)
piecewise_linear_distribution (C++11)
Séquences de semences
Original:
Seed Sequences
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seed_seq (C++11)
Bibliothèque C
Original:
C library
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rand
srand
RAND_MAX
 

La bibliothèque de nombres aléatoires fournit un ensemble de générateurs (tous étant des générateurs de nombres pseudo-aléatoires, qui génèrent des séquences de nombres entiers avec une répartition uniforme, et de véritables générateurs de nombres aléatoires si possible) ainsi qu'un ensemble de classes de distribution aléatoires de nombres qui convertissent une distribution uniforme d'un générateur en différentes distributions statistiques.

Tous les générateurs peuvent être spécifiquement utilisés avec une graine, sérialisés et désérialisés pour des utilisations à répétition.

Sommaire

[modifier] Générateurs de nombres aléatoires

Les générateurs de nombres aléatoires génèrent des nombres pseudo-aléatoires en utilisant des données-graines (seed data) comme source d'entropie. Plusieurs classes d'algorithmes de génération de nombres pseudo-aléatoires sont implémentées sous forme de modèles (template) qui peuvent être personnalisés.

Le choix du moteur à utiliser implique un certain nombre de compromis : le moteur de congruence linéaire est modérément rapide et a une occupation mémoire très faible pour sauvegarder son état. Les générateurs Fibonacci décalés sont très rapides, même sur les processeurs sans jeux d'instructions arithmétiques avancés, au détriment d'une occupation mémoire plus importante et parfois des caractéristiques spectrales moins intéressantes. Le Mersenne Twister est plus lent et a la plus grande occupation mémoire, mais avec les bons paramètres il a séquence sans répétition la plus longue et avec de bonnes caractéristiques spectrales (pour une définition donnée de bonne) .
Original:
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).
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Defined in header <random>
met en œuvre l'algorithme congruence linéaire
Original:
implements congruence linéaire algorithm
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(classe générique)
met en œuvre l'algorithme Mersenne twister
Original:
implements Mersenne twister algorithm
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(classe générique)
outils soustraire à effectuer (une retardée de Fibonacci) algorithme
Original:
implements subtract with carry (a retardée de Fibonacci) algorithm
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(classe générique)

[modifier] Aléatoires adaptateurs moteur numéro

Aléatoires adaptateurs moteur nombre de générer nombres pseudo-aléatoires en utilisant un autre moteur de nombre aléatoire comme source d'entropie. Ils sont généralement utilisés pour modifier les caractéristiques spectrales du moteur sous-jacent .
Original:
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.
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Defined in header <random>
supprime certains de sortie d'un moteur de nombres aléatoires
Original:
discards some output of a random number engine
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(classe générique)
emballe la sortie d'un moteur à nombre aléatoire en blocs d'un nombre déterminé de bits
Original:
packs the output of a random number engine into blocks of specified number of bits
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(classe générique)
délivre en sortie d'un moteur de nombres aléatoires dans un ordre différent
Original:
delivers the output of a random number engine in different order
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(classe générique)

[modifier] Prédéfinis générateurs de nombres aléatoires

Plusieurs algorithmes spécifiques populaires sont prédéfinis .
Original:
Several specific popular algorithms are predefined.
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Defined in header <random>
Type d'
Original:
Type
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Definition
minstd_rand0 std::linear_congruential_engine<uint_fast32_t, 16807, 0, 2147483647>
minstd_rand std::linear_congruential_engine<uint_fast32_t, 48271, 0, 2147483647>
mt19937 std::mersenne_twister_engine<uint_fast32_t, 32, 624, 397, 31,

                             0x9908b0df, 11,
                             0xffffffff, 7,
                             0x9d2c5680, 15,
                             0xefc60000, 18, 1812433253>

mt19937_64 std::mersenne_twister_engine<uint_fast64_t, 64, 312, 156, 31,

                             0xb5026f5aa96619e9, 29,
                             0x5555555555555555, 17,
                             0x71d67fffeda60000, 37,
                             0xfff7eee000000000, 43, 6364136223846793005>

ranlux24_base std::subtract_with_carry_engine<uint_fast32_t, 24, 10, 24>
ranlux48_base std::subtract_with_carry_engine<uint_fast64_t, 48, 5, 12>
ranlux24 std::discard_block_engine<ranlux24_base, 223, 23>
ranlux48 std::discard_block_engine<ranlux48_base, 389, 11>
knuth_b std::shuffle_order_engine<minstd_rand0, 256>
default_random_engine
' Définie par l'implémentation
Original:
implementation-defined
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non-déterministe générateur de nombres aléatoires en utilisant la source d'entropie matérielle
Original:
non-deterministic random number generator using hardware entropy source
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(classe)

[modifier] Distributions de nombres aléatoires

Distributions de nombres aléatoires sont post-traitement de la sortie d'un moteur à nombre aléatoire ou des adaptateurs, de telle sorte que la sortie qui en résulte est réparti sur une fonction définie probabilité statistique densité .
Original:
Random number distributions are post-process the output of an random number engine or adaptors in such a way that resulting output is distributed on a defined statistical probability density function.
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Defined in header <random>
Distributions uniformes
Original:
Uniform distributions
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produit des valeurs entières uniformément distribués dans une zone
Original:
produces integer values evenly distributed across a range
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(classe générique)
produit des valeurs réelles uniformément distribués dans une zone
Original:
produces real values evenly distributed across a range
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(classe générique) [edit]
répartit uniformément les valeurs réelles de la précision donnée dans [0, 1)
Original:
evenly distributes real values of given precision across [0, 1)
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(fonction générique) [edit]
Distributions de Bernoulli
Original:
Bernoulli distributions
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produit des valeurs bool sur un Distribution de Bernoulli .
Original:
produces bool values on a Distribution de Bernoulli.
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(classe)
produit des valeurs entières sur un distribution binomiale .
Original:
produces integer values on a distribution binomiale.
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(classe générique)
produit des valeurs entières sur un distribution binomiale négative .
Original:
produces integer values on a distribution binomiale négative.
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(classe générique)
produit des valeurs entières sur un la distribution géométrique .
Original:
produces integer values on a la distribution géométrique.
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(classe générique)
Distributions de Poisson
Original:
Poisson distributions
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produit des valeurs entières sur un distribution de Poisson .
Original:
produces integer values on a distribution de Poisson.
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(classe générique)
produit des valeurs réelles sur un distribution exponentielle .
Original:
produces real values on an distribution exponentielle.
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(classe générique)
produit des valeurs réelles sur un distribution gamma .
Original:
produces real values on an distribution gamma.
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(classe générique)
produit des valeurs réelles sur un Distribution de Weibull .
Original:
produces real values on a Distribution de Weibull.
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(classe générique)
produit des valeurs réelles sur un distribution des valeurs extrêmes .
Original:
produces real values on an distribution des valeurs extrêmes.
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(classe générique)
Les distributions normales
Original:
Normal distributions
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produit des valeurs réelles sur un normale standard (gaussienne) .
Original:
produces real values on a normale standard (gaussienne).
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(classe générique)
produit des valeurs réelles sur un distribution log-normale .
Original:
produces real values on a distribution log-normale.
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(classe générique)
produit des valeurs réelles sur un la distribution du chi-carré .
Original:
produces real values on a la distribution du chi-carré.
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(classe générique)
produit des valeurs réelles sur un Distribution de Cauchy .
Original:
produces real values on a Distribution de Cauchy.
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(classe générique)
produit des valeurs réelles sur un Fisher F-distribution .
Original:
produces real values on a Fisher F-distribution.
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(classe générique)
produit des valeurs réelles sur un T de Student distribution .
Original:
produces real values on a T de Student distribution.
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(classe générique)
Distributions d'échantillonnage
Original:
Sampling distributions
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produit des nombres entiers aléatoires sur une distribution discrète .
Original:
produces random integers on a discrete distribution.
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(classe générique)
produit des valeurs réelles réparties sur sous-intervalles constants .
Original:
produces real values distributed on constant subintervals.
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(classe générique)
produit des valeurs réelles réparties sur sous-intervalles définis .
Original:
produces real values distributed on defined subintervals.
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(classe générique)

[modifier] Générateurs de séquences prédéfinies de semences

Defined in header <random>
(C++11)
usage général biais d'éliminer brouillés générateur de séquence de semences
Original:
general-purpose bias-eliminating scrambled seed sequence generator
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(classe)

[modifier] Bibliothèque C

Defined in header <cstdlib>
génère un nombre pseudo-aléatoire
Original:
generates a pseudo-random number
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(fonction) [edit]
initialise générateur de nombre pseudo-aléatoire
Original:
initializes pseudo-random number generator
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(fonction) [edit]
valeur maximale possible générée par std::rand
Original:
maximum possible value generated by std::rand
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(constante macro) [edit]