【STD 11】随机数和分布

引擎

引擎是function object，可以产生随机的无正负值.

基础引擎

以下三种基础引擎提供基本算法用以生成随机值.
std::linear_congruential_engine
std::measure_twister_engine
std::substract_with_carry_engine

引擎适配器

可以根据基础引擎进行初始化
std::discard_block_engine，每次抛弃给定数量的生成值
std::independent_bits_engine，以一个具体的指定数量bit生成随机值
std::shuffle_order_engine，将生成值的次序加以排列组合

代码

#include<iostream>
#include<vector>
#include<cmath>
#include<cstring>
#include<cassert>

using namespace std;

int main(){
    default_random_engine dre; // 设置随机数引擎
    uniform_int_distribution<int> di(10, 20); // 均匀分布, int
    for(int i=0; i<20; ++i) cout<<di(dre)<<" ";
    cout<<endl;
    
    uniform_real_distribution<double> dr(10, 20); // 均匀分布， float
    for(int i=0; i<10; ++i) cout<<dr(dre)<<" ";
    cout<<endl;
    
    vector<int> v={1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
    shuffle(v.begin(), v.end(), dre); // 洗牌函数
    for(auto &e: v) cout<<e<<" ";
    cout<<endl;
    return 0;
}

分布

分类	函数名	数据类型
均匀分布	uniform_int_distribution	Int
	uniform_real_distribution	Real
贝努利分布	bernoulli_distribution	Bool
	binomial_distribution	Int
	geometric_distribution	Int
	negative_binomial_distribution	Int
泊松分布	poisson_distribution	Int
	exponential_distribution	Real
	gamma_distribution	Real
	weibull_distribution	Real
	extreme_value_distribution	Real
正态分布	normal_distribution	Real
	lognormal_distribution	Real
	chi_squared_distribution	Real
	cauchy_distribution	Real
	fisher_f_distribution	Real
	student_t_distribution	Real
抽样分布	discrete_distribution	Int
	piecewise_constant_distribution	Real
	piecewise_linear_distribution	Real

代码

#include<iostream>
#include<vector>
#include<cmath>
#include<cstring>
#include<cassert>
#include<iomanip>
#include<random>
#include<map>
typedef long long LL;
using namespace std;
const int CNT=100005;

template<typename Distr, typename Eng>
void distr(Distr d, Eng e, const string &name){
    cout<<name<<":"<<endl;
    cout<<"-lower bound: "<<d.min()<<endl;
    cout<<"-upper bound: "<<d.max()<<endl;
    cout<<"-values: "<<d(e)<<" "<<d(e)<<" "<<d(e)<<endl;
    map<LL, int> mp;
    for(int i=0; i<CNT; ++i) mp[d(e)]++;
    cout<<"------------------------"<<endl;
    for(auto &e: mp){
        cout<<setw(3)<<e.first<<": "<<e.second<<endl;
    }
    cout<<"------------------------"<<endl;
    cout<<endl;
}

int main(){
    knuth_b e; // 设置随机数引擎
    uniform_real_distribution<> ud(0, 21); // 均匀分布
    distr(ud, e, "uniform real distribution");
    
    normal_distribution<> nd; // 正态分布
    distr(nd, e, "normal distribution");
    
    exponential_distribution<> ed; // 指数分布
    distr(ed, e, "exponential distribution");
    
    gamma_distribution<> gd; // gamma分布
    distr(gd, e, "gamma distribution");
    
    return 0;
}

分布数学表达式

1. binomial distribution
   $$p(i\mid t,p)=\left(\begin{array}{c}t\\ i\end{array}\right)p^i(1-p{)}^{t-i}$$
2. geometric distribution
   $$p(i\mid p)=p(1-p{)}^i$$
3. negative binomial distribution
   $$p(i\mid k,p)=\left(\begin{array}{c}k+i-1\\ i\end{array}\right)p^k(1-p{)}^i$$
4. poisson distribution
   $$p(i\mid \mu )=\frac{e^{-\mu }{\mu }^i}{i!}$$
5. exponential distribution
   $$p(x\mid \lambda )=\lambda e^{-\lambda x}$$
6. gamma distribution
   $$p(x\mid \alpha ,\beta )=\frac{e^{-x/\beta }}{{\beta }^{\alpha }\Gamma (\alpha )}{x}^{\alpha -1}$$
7. weibull distribution
   $$p(x\mid a,b)=\frac{a}{b}(\frac{x}{b}{)}^{a-1}\exp (-(\frac{x}{b}{)}^a)$$
8. extreme value distribution
   $$p(x\mid a,b)=\frac{1}{b}\exp (\frac{a-x}{b}-\exp (\frac{a-x}{b}))$$
9. normal distribution
   $$p(x\mid \mu ,\sigma )=\frac{1}{\sigma \sqrt{2\pi }}\exp (-\frac{(x-\mu {)}^2}{2{\sigma }^2})$$
10. lognormal distribution
    $$p(x\mid m,s)=\frac{1}{sx\sqrt{2\pi }}\exp (-\frac{(\ln x-m{)}^2}{2s^2})$$
11. chi squared distribution
    $$p(x\mid n)=\frac{x^{(n/2)-1}{e}^{-x/2}}{\Gamma (n/2)2^{n/2}}$$
12. cauchy distribution
    $$p(x\mid a,b)=(\pi b(1+(\frac{x-a}{b}{)}^2){)}^{-1}$$
13. fisher f distribution
    $$p(x\mid m,n)=\frac{\Gamma ((m+n)/2)}{\Gamma (m/2)\Gamma (n/2)}(\frac{m}{n}{)}^{m/2}{x}^{(m/2)-1}(1+\frac{mx}{n}{)}^{-(m+n)/2}$$
14. student t distribution
    $$p(x\mid n)=\frac{1}{\sqrt{n\pi }}\frac{\Gamma ((n+1)/2)}{\Gamma (n/2)}(1+\frac{x^2}{n}{)}^{-(n+1)/2}$$