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Boost Random Number Library

Random numbers are useful in a variety of applications. The Boost Random Number Library (Boost.Random for short) provides a vast variety of generators and distributions to produce random numbers having useful properties, such as uniform distribution.

You should read the concepts documentation for an introduction and the definition of the basic concepts. For a quick start, it may be sufficient to have a look at random_demo.cpp.

For a very quick start, here's an example:

  boost::mt19937 rng;                 // produces randomness out of thin air
                                      // see pseudo-random number generators
  boost::uniform_int<> six(1,6)       // distribution that maps to 1..6
                                      // see random number distributions
  boost::variate_generator<boost::mt19937, boost::uniform_int<> >
           die(rng, six);             // glues randomness with mapping
  int x = die();                      // simulate rolling a die

Library Organization

The library is separated into several header files, all within the boost/random/ directory. Additionally, a convenience header file which includes all other headers in boost/random/ is available as boost/random.hpp.

A front-end class template called variate_generate is provided; please read the documentation about it.

• boost/random/variate_generator.hpp

Several random number generators are available in the following header files; please read the documentation about these.

• boost/random/linear_congruential.hpp
• boost/random/additive_combine.hpp
• boost/random/inversive_congruential.hpp
• boost/random/shuffle_output.hpp
• boost/random/mersenne_twister.hpp
• boost/random/lagged_fibonacci.hpp

Similarly, several random number distributions are available in the following header files; please read the documentation about these.

• boost/random/uniform_smallint.hpp
• boost/random/uniform_int.hpp
• boost/random/uniform_01.hpp
• boost/random/uniform_real.hpp
• boost/random/triangle_distribution.hpp
• boost/random/bernoulli_distribution.hpp
• boost/random/cauchy_distribution.hpp
• boost/random/exponential_distribution.hpp
• boost/random/geometric_distribution.hpp
• boost/random/normal_distribution.hpp
• boost/random/lognormal_distribution.hpp
• boost/random/uniform_on_sphere.hpp

Additionally, non-deterministic random number generators are available in the header <boost/nondet_random.hpp>. Documentation is also available.

In order to map the interface of the generators and distribution functions to other concepts, some decorators are available.

Tests

An extensive test suite for the pseudo-random number generators and distributions is available as random_test.cpp.

Some performance results obtained using random_speed.cpp are also available.

Rationale

The methods for generating and evaluating deterministic and non-deterministic random numbers differ radically. Furthermore, due to the inherent deterministic design of present-day computers, it is often difficult to implement non-deterministic random number generation facilities. Thus, the random number library is split into separate header files, mirroring the two different application domains.

History and Acknowledgements

In November 1999, Jeet Sukumaran proposed a framework based on virtual functions, and later sketched a template-based approach. Ed Brey pointed out that Microsoft Visual C++ does not support in-class member initializations and suggested the enum workaround. Dave Abrahams highlighted quantization issues.

The first public release of this random number library materialized in March 2000 after extensive discussions on the boost mailing list. Many thanks to Beman Dawes for his original min_rand class, portability fixes, documentation suggestions, and general guidance. Harry Erwin sent a header file which provided additional insight into the requirements. Ed Brey and Beman Dawes wanted an iterator-like interface.

Beman Dawes managed the formal review, during which Matthias Troyer, Csaba Szepesvari, and Thomas Holenstein gave detailed comments. The reviewed version became an official part of boost on 17 June 2000.

Gary Powell contributed suggestions for code cleanliness. Dave Abrahams and Howard Hinnant suggested to move the basic generator templates from namespace boost::detail to boost::random.

Ed Brey asked to remove superfluous warnings and helped with uint64_t handling. Andreas Scherer tested with MSVC. Matthias Troyer contributed a lagged Fibonacci generator. Michael Stevens found a bug in the copy semantics of normal_distribution and suggested documentation improvements.

Jens Maurer, 2001-08-31