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