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Difference between revisions of "cpp/numeric/random/piecewise linear distribution"

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< cpp‎ | numeric‎ | random
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{{cpp/title|piecewise_linear_distribution}}
 
{{cpp/title|piecewise_linear_distribution}}
{{cpp/numeric/random/piecewise_linear_distribution/sidebar}}
+
{{cpp/numeric/random/piecewise_linear_distribution/navbar}}
{{ddcl | header=random | notes={{mark since c++11}} | 1=
+
{{ddcl|header=random|since=c++11|1=
 
template< class RealType = double >
 
template< class RealType = double >
 
class piecewise_linear_distribution;
 
class piecewise_linear_distribution;
 
}}
 
}}
  
{{todo}}
+
{{tt|std::piecewise_linear_distribution}} produces random floating-point numbers, which are distributed according to a linear probability density function within each of the several subintervals {{mathjax-or|\(\small{[b_i, b_{i+1})}\)|[b{{su|b=i}}, b{{su|b=i+1}})}}. The distribution is such that the probability density at each interval boundary is exactly the predefined value {{mathjax-or|\(\small{p_i}\)|p{{su|b=i}}}}.
 +
 
 +
The probability density for any {{mathjax-or|\(\small{ b_i \le x < b_{i+1} }\)|b{{su|b=i}}≤x<b{{su|b=i+1}}}} is {{mathjax-or|\(\small{p_i\frac{b_{i+1}-x}{b_{i+1}-b_i} + p_{i+1}\frac{x-b_i}{b_{i+1}-b_i} }\)|{{mfrac|p{{su|b=i}}|b{{su|b=i+1}}-x|b{{su|b=i+1}}-b{{su|b=i}}}} + {{mfrac|p{{su|b=i+1}}|x-b{{su|b=i}}|b{{su|b=i+1}}-b{{su|b=i}}}}}}, where probability densities at interval boundaries {{mathjax-or|\(\small{p_k}\)|p{{su|b=k}}}} are calculated as {{mathjax-or|\(\small{w_k/S}\)|w{{su|b=k}}/S}} where {{mathjax-or|\(\small{S}\)|S}} is the sum of all {{mathjax-or|\(\small{\frac{1}{2}(w_k + w_{k+1})(b_{k+1} - b_k)}\)|{{mfrac||1|2}}(w{{su|b=k}}+w{{su|b=k+1}})(b{{su|b=k+1}}−b{{su|b=k}})}}.
 +
 
 +
The set of interval boundaries {{mathjax-or|\(\small{b_i}\)|b{{su|b=i}}}} and the set of weights at boundaries {{mathjax-or|\(\small{w_i}\)|w{{su|b=i}}}} are the parameters of this distribution.
 +
 
 +
{{ttt|std::piecewise_linear_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}}.
 +
 
 +
===Template parameters===
 +
{{par begin}}
 +
{{cpp/numeric/random/param_list|RealType}}
 +
{{par end}}
  
 
===Member types===
 
===Member types===
{{tdcl list begin}}
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{{dsc begin}}
{{tdcl list hitem | Member type | Definition}}
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{{dsc hitem|Member type|Definition}}
{{tdcl list item | {{tt|result_type}} | {{cpp|RealType}}}}
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{{dsc|{{tt|result_type}} {{mark c++11}}|{{co|RealType}}}}
{{tdcl list item | {{tt|param_type}} | the type of the parameter set, unspecified}}
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{{cpp/numeric/random/param_type}}
{{tdcl list end}}
+
{{dsc end}}
  
 
===Member functions===
 
===Member functions===
{{dcl list begin}}
+
{{dsc begin}}
{{dcl list template | cpp/numeric/random/distribution/dcl list constructor | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc constructor|piecewise_linear_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list reset | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc reset|piecewise_linear_distribution}}
  
{{dcl list h2 | Generation}}
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{{dsc h2|Generation}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator() | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc operator()|piecewise_linear_distribution}}
  
{{dcl list h2 | Characteristics}}
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{{dsc h2|Characteristics}}
{{dcl list todo}}
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{{dsc inc|cpp/numeric/random/piecewise_linear_distribution/dsc params}}
{{dcl list template | cpp/numeric/random/distribution/dcl list param | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc param|piecewise_linear_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list min | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc min|piecewise_linear_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list max | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc max|piecewise_linear_distribution}}
{{dcl list end}}
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{{dsc end}}
  
 
===Non-member functions===
 
===Non-member functions===
{{dcl list begin}}
+
{{dsc begin}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator_cmp | piecewise_linear_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc operator_cmp|piecewise_linear_distribution}}
{{dcl list template | cpp/numeric/random/distribution/dcl list operator_ltltgtgt | piecewise_linear_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc operator_ltltgtgt|piecewise_linear_distribution}}
{{dcl list end}}
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{{dsc end}}
  
 
===Example===
 
===Example===
{{example cpp
+
{{example
| code=
+
|code=
  | output=
+
#include <iomanip>
 +
#include <iostream>
 +
#include <map>
 +
#include <random>
 +
#include <string>
 +
 
 +
int main()
 +
{
 +
    std::random_device rd;
 +
    std::mt19937 gen{rd()};
 +
    // increase the probability from 0 to 5
 +
    // remain flat from 5 to 10
 +
    // decrease from 10 to 15 at the same rate
 +
    std::vector<double> i{0, 5, 10, 15};
 +
    std::vector<double> w{0, 1, 1, 0};
 +
    std::piecewise_linear_distribution<> d{i.begin(), i.end(), w.begin()};
 +
   
 +
    std::map<int, int> hist;
 +
    for (int n{}; n < 1e4; ++n)
 +
        ++hist[d(gen)];
 +
 
 +
    for (auto [x, y] : hist)
 +
        std::cout << std::setw(2) << std::setfill('0') << x
 +
                  << ' ' << std::string(y / 100, '*') << '\n';
 +
}
 +
|p=true
 +
|output=
 +
00 *
 +
01 ***
 +
02 ****
 +
03 ******
 +
04 *********
 +
05 *********
 +
06 *********
 +
07 **********
 +
08 *********
 +
09 **********
 +
10 *********
 +
11 *******
 +
12 ****
 +
13 ***
 +
14 *
 
}}
 
}}
 +
 +
{{langlinks|de|es|fr|it|ja|pt|ru|zh}}

Latest revision as of 01:17, 23 December 2023

 
 
 
 
 
Defined in header <random>
template< class RealType = double >
class piecewise_linear_distribution;
(since C++11)

std::piecewise_linear_distribution produces random floating-point numbers, which are distributed according to a linear probability density function within each of the several subintervals [bi, bi+1). The distribution is such that the probability density at each interval boundary is exactly the predefined value pi.

The probability density for any bi≤x<bi+1 is pi
bi+1-x
bi+1-bi
+ pi+1
x-bi
bi+1-bi
, where probability densities at interval boundaries pk are calculated as wk/S where S is the sum of all
1
2
(wk+wk+1)(bk+1−bk)
.

The set of interval boundaries bi and the set of weights at boundaries wi are the parameters of this distribution.

std::piecewise_linear_distribution satisfies all requirements of RandomNumberDistribution.

Contents

[edit] Template parameters

RealType - The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double.

[edit] Member types

Member type Definition
result_type (C++11) RealType
param_type (C++11) the type of the parameter set, see RandomNumberDistribution.

[edit] Member functions

constructs new distribution
(public member function) [edit]
(C++11)
resets the internal state of the distribution
(public member function) [edit]
Generation
generates the next random number in the distribution
(public member function) [edit]
Characteristics
returns the distribution parameters
(public member function) [edit]
(C++11)
gets or sets the distribution parameter object
(public member function) [edit]
(C++11)
returns the minimum potentially generated value
(public member function) [edit]
(C++11)
returns the maximum potentially generated value
(public member function) [edit]

[edit] Non-member functions

(C++11)(C++11)(removed in C++20)
compares two distribution objects
(function) [edit]
performs stream input and output on pseudo-random number distribution
(function template) [edit]

[edit] Example

#include <iomanip>
#include <iostream>
#include <map>
#include <random>
#include <string>
 
int main()
{
    std::random_device rd;
    std::mt19937 gen{rd()};
    // increase the probability from 0 to 5
    // remain flat from 5 to 10
    // decrease from 10 to 15 at the same rate
    std::vector<double> i{0, 5, 10, 15};
    std::vector<double> w{0, 1, 1, 0};
    std::piecewise_linear_distribution<> d{i.begin(), i.end(), w.begin()};
 
    std::map<int, int> hist;
    for (int n{}; n < 1e4; ++n)
        ++hist[d(gen)];
 
    for (auto [x, y] : hist)
        std::cout << std::setw(2) << std::setfill('0') << x
                  << ' ' << std::string(y / 100, '*') << '\n';
}

Possible output:

00 *
01 ***
02 ****
03 ******
04 *********
05 *********
06 *********
07 **********
08 *********
09 **********
10 *********
11 *******
12 ****
13 ***
14 *