Question

I have been playing with Boost.Random for a day now, and while boost::uniform_int_distribution<> works well, I am having trouble with boost::exponential_distribution<>.

A simple program is worth a thousand words:

#include <iostream>
#include <boost/random/mersenne_twister.hpp>
#include <boost/random/exponential_distribution.hpp>

int main() {
  boost::mt19937 gen;
  boost::exponential_distribution<> dis;
  std::cout << dis(gen) << "\n";
  return 0;
}

Compiled with Clang 3.0, using Boost 1.39.1 (no, I cannot upgrade Boost).

The output is invariably the same: nan.

I could not find any reported issue so I guess it’s me not using the library correctly… Any clue would be appreciated.

Answer 1

Given a random number r, uniformly distributed on [0,1), -log(r) is distributed on (0,infinity) with the distribution exp(-x).
The former is boost::uniform_01().

If you need a distribution p exp(-px), then it’s -(1/p)log(r).

In both cases here log(x) is a natural log (base e).

UPD: Using boost::variate_generator seems to work for me (boost 1.43):

#include <iostream>
#include<boost/random.hpp>

int main() {
  boost::mt19937 rng(11u); 
  boost::variate_generator< boost::mt19937&, boost::exponential_distribution<> > rndm(rng, boost::exponential_distribution<>()) ;
  std::cout<<rndm()<<"\n";
}

I did not check the distribution though.