SoPlex
Sequential object-oriented simPlex
Sequential object-oriented simPlex
Random numbers.Class Random provides random Real variables, i.e. a value variable that gives another value each time it is accessed. It may be used just like an ordinary Real by means of an overloaded cast operator Real()%. More...
#include <random.h>
Public Member Functions | |
Access | |
| Real | next (Real minimum=0.0, Real maximum=1.0) |
| returns next random number. More... | |
| uint32_t | getSeed () const |
| returns the initial seed shift More... | |
Modification | |
| void | setSeed (uint32_t initshift) |
| initialize all seeds of the random number generator. More... | |
Constructors / destructors | |
| Random (uint32_t randomseed=0) | |
| default constructor. More... | |
| ~Random () | |
| destructor More... | |
Private Member Functions | |
Helpers | |
| Real | next_random () |
| executes KISS random number generator and returns a pseudo random Real value in [0,1]. More... | |
Private Attributes | |
Data | |
| uint32_t | seedshift |
| initial shift for random seeds. More... | |
| uint32_t | lin_seed |
| random seed for linear congruential RNS. More... | |
| uint32_t | xor_seed |
| random seed for XOR-shift RNS. More... | |
| uint32_t | mwc_seed |
| random seed Multiple-with-carry RNS. More... | |
| uint32_t | cst_seed |
| random seed shifted for mwc_seed. More... | |
Random numbers.
Class Random provides random Real variables, i.e. a value variable that gives another value each time it is accessed. It may be used just like an ordinary Real by means of an overloaded cast operator Real()%.
This is an implementation of KISS random number generator developed by George Marsaglia. KISS is combination of three different random number generators:
KISS has a period of 2^123 and passes all statistical test part of BigCrush-Test of TestU01 [1].
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explicit |
default constructor.
Constructs a new (pseudo) Random variable using randomseed as seed for the random variable's sequence.
Definition at line 153 of file random.h.
References Random::setSeed().
| uint32_t getSeed | ( | ) | const |
returns the initial seed shift
Definition at line 113 of file random.h.
References Random::seedshift.
Referenced by SoPlex::printUserSettings(), SoPlex::randomSeed(), SoPlex::saveSettingsFile(), and SPxSolver::writeState().
returns next random number.
Definition at line 102 of file random.h.
References Random::next_random().
Referenced by SPxSolver::perturbMax(), SPxSolver::perturbMin(), SPxSolver::shiftFvec(), and SPxSolver::shiftPvec().
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private |
executes KISS random number generator and returns a pseudo random Real value in [0,1].
Definition at line 74 of file random.h.
References Random::cst_seed, RADD, and RSTEP.
Referenced by Random::next(), and Random::setSeed().
| void setSeed | ( | uint32_t | initshift | ) |
initialize all seeds of the random number generator.
Definition at line 124 of file random.h.
References DEFAULT_CST, DEFAULT_LIN, DEFAULT_MWC, DEFAULT_XOR, and Random::next_random().
Referenced by Random::Random(), and SoPlex::setRandomSeed().
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private |
random seed shifted for mwc_seed.
Definition at line 67 of file random.h.
Referenced by Random::next_random().
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private |
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private |
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private |
initial shift for random seeds.
Definition at line 63 of file random.h.
Referenced by Random::getSeed().