|
vSMC
vSMC: Scalable Monte Carlo
|
|
vSMC
vSMC: Scalable Monte Carlo
|
Random number generating engines and utilities. More...
Modules | |
| AES-NI | |
| Random number generating using AES-NI. | |
| Distribution | |
| Distribution random varaites. | |
| Intel DRNG | |
| Random number generating using Intel RDRAND instructions. | |
| Intel Math Kernel Library | |
| Random number generating using MKL RNG. | |
| Philox | |
| Random number generating using Random123 Philox RNG. | |
| Random walk | |
| Random walk MCMC kernels. | |
| Threefry | |
| Random number generating using Random123 Threefry RNG. | |
| U01 | |
| Converting random integers to uniform floating points. | |
| U01 Sequence | |
| Generating ordered uniform random sequence. | |
| Xorshift | |
| Random number generating using the Xorshift algorithm. | |
Classes | |
| class | vsmc::CounterEngine< Generator > |
| Counter based RNG engine. More... | |
| class | vsmc::RNGBits< RNGType > |
| The value of RNGMaxBits<RNGType>::value - RNGMinBits<RNGType>::value. More... | |
| class | vsmc::RNGMaxBits< RNGType > |
| Find the largest N such that RNGType::max() >= (M >> (W - N)) where M = std::numeric_limits<typename RNGType::result_type>::max() W = std::numeric_limits<typename RNGType::result_type>::digits. More... | |
| class | vsmc::RNGMinBits< RNGType > |
Find the smallest N such that (RNGType::min() >> N) == 0 More... | |
| class | vsmc::RNGSetScalar< RNGType > |
| Scalar RNG set. More... | |
| class | vsmc::RNGSetTBB< RNGType > |
| Thread-local storage RNG set using tbb::combinable. More... | |
| class | vsmc::RNGSetVector< RNGType > |
| Vector RNG set. More... | |
| class | vsmc::SeedGenerator< ID, ResultType > |
| Seed generator. More... | |
| class | vsmc::SeedGenerator< ID, std::array< ResultType, K > > |
| Seed generator counters. More... | |
| class | vsmc::UniformBits< UIntType > |
| Generate uniform bits of given type. More... | |
Typedefs | |
| using | vsmc::Seed = SeedGenerator< NullType, unsigned > |
| The default Seed type. More... | |
Functions | |
| template<typename T , std::size_t K> | |
| void | vsmc::increment (std::array< T, K > &ctr) |
| Increment a counter by one. More... | |
| template<typename T , std::size_t K, T NSkip> | |
| void | vsmc::increment (std::array< T, K > &ctr, std::integral_constant< T, NSkip >) |
| Increment a counter by given steps. More... | |
| template<typename T , std::size_t K> | |
| void | vsmc::increment (std::array< T, K > &ctr, T nskip) |
| Increment a counter by given steps. More... | |
| template<typename T , std::size_t K, std::size_t Blocks> | |
| void | vsmc::increment (std::array< T, K > &ctr, std::array< std::array< T, K >, Blocks > &ctr_block) |
| Increment a counter by a given steps, and store each step in an array of counters. More... | |
| template<typename T , std::size_t K> | |
| void | vsmc::increment (std::array< T, K > &ctr, std::size_t n, std::array< T, K > *ctr_block) |
| Increment a counter by given steps, and store each step in an array of counters. More... | |
| template<typename RNGType > | |
| void | vsmc::rng_rand (RNGType &rng, std::size_t n, typename RNGType::result_type *r) |
| Generate random bits. More... | |
| template<typename UIntType , typename RealType > | |
| RealType | vsmc::u01_cc (UIntType u) noexcept |
| Convert uniform unsigned integers to floating points on [0, 1]. More... | |
| template<typename UIntType , typename RealType > | |
| void | vsmc::u01_cc (std::size_t n, const UIntType *u, RealType *r) noexcept |
| Convert uniform unsigned integers to floating points on [0, 1]. More... | |
| template<typename UIntType , typename RealType > | |
| RealType | vsmc::u01_co (UIntType u) noexcept |
| Convert uniform unsigned integers to floating points on [0, 1) More... | |
| template<typename UIntType , typename RealType > | |
| void | vsmc::u01_co (std::size_t n, const UIntType *u, RealType *r) noexcept |
| Convert uniform unsigned integers to floating points on [0, 1) More... | |
| template<typename UIntType , typename RealType , typename Left , typename Right > | |
| RealType | vsmc::u01_lr (UIntType u) noexcept |
| Convert uniform unsigned integers to floating points within [0, 1]. More... | |
| template<typename UIntType , typename RealType , typename Left , typename Right > | |
| void | vsmc::u01_lr (std::size_t n, const UIntType *u, RealType *r) noexcept |
| Convert uniform unsigned integers to floating points within [0, 1]. More... | |
| template<typename UIntType , typename RealType > | |
| RealType | vsmc::u01_oc (UIntType u) noexcept |
| Convert uniform unsigned integers to floating points on (0, 1]. More... | |
| template<typename UIntType , typename RealType > | |
| void | vsmc::u01_oc (std::size_t n, const UIntType *u, RealType *r) noexcept |
| Convert uniform unsigned integers to floating points on (0, 1]. More... | |
| template<typename UIntType , typename RealType > | |
| RealType | vsmc::u01_oo (UIntType u) noexcept |
| Convert uniform unsigned integers to floating points on (0, 1) More... | |
| template<typename UIntType , typename RealType > | |
| void | vsmc::u01_oo (std::size_t n, const UIntType *u, RealType *r) noexcept |
| Convert uniform unsigned integers to floating points on (0, 1) More... | |
Random number generating engines and utilities.
| using vsmc::Seed = typedef SeedGenerator<NullType, unsigned > |
|
inline |
Increment a counter by one.
Definition at line 62 of file counter.hpp.
|
inline |
Increment a counter by given steps.
Definition at line 70 of file counter.hpp.
|
inline |
Increment a counter by given steps.
Definition at line 84 of file counter.hpp.
|
inline |
Increment a counter by a given steps, and store each step in an array of counters.
Definition at line 149 of file counter.hpp.
|
inline |
Increment a counter by given steps, and store each step in an array of counters.
Definition at line 256 of file counter.hpp.
| void vsmc::rng_rand | ( | RNGType & | rng, |
| std::size_t | n, | ||
| typename RNGType::result_type * | r | ||
| ) |
Generate random bits.
Definition at line 524 of file common.hpp.
|
noexcept |
|
noexcept |
|
noexcept |
|
noexcept |
|
noexcept |
Convert uniform unsigned integers to floating points within [0, 1].
Let \(W\) be the number of digits of unsigned integer type UIntType. Let \(M\) be the number of significant digits of floating point type RealType. Assuming the input is a uniform random number on the set \(\{0,1,\dots,2^W - 1\), the output is uniform over the interval \([0,1]\) or one of its (half-)open interval variant. The exact output depend on the template parameter Left and Right.
|
noexcept |
|
noexcept |
|
noexcept |
|
noexcept |
1.8.11
