[mlpack-svn] [MLPACK] #202: Random number generator from a normal distribution

[MLPACK Trac]

#202: Random number generator from a normal distribution
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  Reporter:  pram            |        Owner:        
      Type:  wishlist        |       Status:  closed
  Priority:  major           |    Milestone:        
 Component:  mlpack          |   Resolution:  fixed 
  Keywords:  random numbers  |     Blocking:        
Blocked By:                  |  
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Changes (by rcurtin):

  * status:  new => closed
  * resolution:  => fixed


Comment:

 I added `RandNormal()` which gives numbers on the standard normal
 distribution as well as an overload which takes a mean and variance.  I
 don't want to wrap all the distributions there, so if we have any other
 commonly-used ones, we can add them to random.hpp but it's fairly easy to
 use one of the other ones in your code:

 {{{
 // some stuff
 ...
 // Now I need a random number!
 boost::random::cauchy_distribution<> dist;
 double randomNumber = dist(randGen);
 }}}

 This exploits the global object 'randGen', which is basically the random
 seed object all the Boost random number generators use (it's defined in
 random.hpp and is of type boost::random::mt19937).

 Careful though -- before Boost 1.47, all of the Boost.Random stuff was
 just in the boost namespace; now, it's in boost::random.  You can see how
 I handle this in random.hpp pretty easily.

 Let me know if maybe there is a better name we could use than
 RandNormal().

-- 
Ticket URL: <http://trac.research.cc.gatech.edu/fastlab/ticket/202#comment:2>
MLPACK <www.fast-lab.org>
MLPACK is an intuitive, fast, and scalable C++ machine learning library developed by the FASTLAB at Georgia Tech under Dr. Alex Gray.