Home/ Questions/Q 8324031
In Process

The Archive Base Latest Questions

Editorial Team
  • 0
Asked: 2026-06-08T23:54:35+00:00

I have legacy C++ code that I wrote to generate uniform random numbers and

  • 0

I have legacy C++ code that I wrote to generate uniform random numbers and a Gaussian distribution. It implements algorithms by Dr. George Marsaglia that are extremely fast. (I was using them to generate skazillions of samples for Monte Carlo high-dimensional integration.)

I think it would be a good idea to re-factor the generator and distribution to work with the new C++11 std::random scheme.

Can anyone point me to a tutorial or a good reference for std::random that includes the necessary info for how to extend it? Example code would be ideal.

UPDATE. Thanks for everyone’s help. I have now written a drop-in replacement for the std::normal_distribution that ships with Visual C++ 2010. On my machine, the replacement is 26% faster when fed by the default engine. I am a little disappointed that the difference is not bigger, but hey, that’s my problem. 🙂

Share

Leave an answer

You must login to add an answer.

Need An Account,

1 Answer

  1. Editorial Team

    N3376 is the latest draft C++ standard (this is post C++11, but is an excellent snapshot of C++11).

    Everything C++11-random is in: 26.5 Random number generation [rand]

    26.5.1.4 Random number engine requirements [rand.req.eng] has all of the requirements your uniform random number generator would need to fulfill.

    26.5.1.6 Random number distribution requirements [rand.req.dist] has all of the requirements your Gaussian distribution would need to fulfill.

    26.5.8.5.1 Class template normal_distribution [rand.dist.norm.normal] is the section describing the std-defined Gaussian distribution.

    The C++11 <random> is very STL-like in that it sets up requirements for random number generators (containers), and random distributions (algorithms), and then the client can mix and match the two. It’s a really very cool design.

    Sorry, I don’t know of a good tutorial. The C++ standard is an excellent reference and a lousy tutorial. However you are obviously well educated in the domain of random numbers. So assuming you know a thing or two about C++, the C++ standard may not be too bad.

    Open source implementations of <random> are available if you want to peruse their source (for an example). One example is libc++. All they ask is that you retain their copyright notices if you reuse any of their code.

    Edit

    You are uniquely qualified to write this tutorial. 🙂

    • 0