1 //==============================================================================
2 //
3 //  This file is part of GPSTk, the GPS Toolkit.
4 //
5 //  The GPSTk is free software; you can redistribute it and/or modify
6 //  it under the terms of the GNU Lesser General Public License as published
7 //  by the Free Software Foundation; either version 3.0 of the License, or
8 //  any later version.
9 //
10 //  The GPSTk is distributed in the hope that it will be useful,
11 //  but WITHOUT ANY WARRANTY; without even the implied warranty of
12 //  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
13 //  GNU Lesser General Public License for more details.
14 //
15 //  You should have received a copy of the GNU Lesser General Public
16 //  License along with GPSTk; if not, write to the Free Software Foundation,
17 //  Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110, USA
18 //
19 //  This software was developed by Applied Research Laboratories at the
20 //  University of Texas at Austin.
21 //  Copyright 2004-2020, The Board of Regents of The University of Texas System
22 //
23 //==============================================================================
24 
25 //==============================================================================
26 //
27 //  This software was developed by Applied Research Laboratories at the
28 //  University of Texas at Austin, under contract to an agency or agencies
29 //  within the U.S. Department of Defense. The U.S. Government retains all
30 //  rights to use, duplicate, distribute, disclose, or release this software.
31 //
32 //  Pursuant to DoD Directive 523024
33 //
34 //  DISTRIBUTION STATEMENT A: This software has been approved for public
35 //                            release, distribution is unlimited.
36 //
37 //==============================================================================
38 
39 /// @file random.hpp
40 /// Simple random number generator.
41 
42 #ifndef GPSTK_GEOMATICS_RANDOM_INCLUDE
43 #define GPSTK_GEOMATICS_RANDOM_INCLUDE
44 
45 /// Generate random numbers uniformly distributed from 0 to 1.
46 double Rand(long seed=0);
47 
48 /// Generate normally distributed random numbers, zero mean and
49 /// sqrt of variance sigma.  Uses Box-Muller and Rand().
50 double RandNorm(double sigma);
51 
52 /// Return random integers between low and hi. Seed the generator by calling
53 /// Rand(seed) before this call.
54 int ARand(int low, int hi);
55 
56 /// Return random doubles between low and hi. Seed the generator by calling
57 /// Rand(seed) before this call.
58 double ARand(double low, double hi);
59 
60 /// Generate a random walk sequence, given sqrt variance sigma, time step dt
61 /// and previous point xlast.
62 double RandomWalk(double dt, double sigma, double xlast);
63 
64 /// Generate exponentially correlated random numbers, given sqrt variance sigma,
65 /// time step dt, time constant T, and previous point xlast.
66 double RandExpCor(double dt, double sigma, double T, double xlast);
67 
68 #endif
69