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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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===Member types===
 
===Member types===
 
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Revision as of 01:40, 12 June 2012

Template:cpp/numeric/random/piecewise linear distribution/sidebar

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.

Contents

Member types

Member type Definition
result_type RealType
param_type the type of the parameter set, unspecified

Member functions

Template:cpp/numeric/random/distribution/dcl list constructorTemplate:cpp/numeric/random/distribution/dcl list resetTemplate:cpp/numeric/random/distribution/dcl list operator()Template:cpp/numeric/random/piecewise linear distribution/dcl list intervalsTemplate:cpp/numeric/random/piecewise linear distribution/dcl list densitiesTemplate:cpp/numeric/random/distribution/dcl list paramTemplate:cpp/numeric/random/distribution/dcl list minTemplate:cpp/numeric/random/distribution/dcl list max
Generation
Characteristics

Non-member functions

Template:cpp/numeric/random/distribution/dcl list operator cmpTemplate:cpp/numeric/random/distribution/dcl list operator ltltgtgt

Example

#include <iostream>
#include <iomanip>
#include <string>
#include <map>
#include <random>
 
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=0; n<10000; ++n) {
        ++hist[d(gen)];
    }
    for(auto p : hist) {
        std::cout << std::setw(2) << p.first << ' ' << std::string(p.second/100,
    }
}

Output:

0 *
 1 ***
 2 ****
 3 ******
 4 *********
 5 *********
 6 *********
 7 **********
 8 *********
 9 **********
10 *********
11 *******
12 ****
13 ***
14 *