C++: generate gaussian distribution

Question

I would like to know if in C++ standard libraries there is any gaussian distribution number generator, or if you have any code snippet to pass.

Thanks in advance.

Answer 1

The standard library does not. Boost.Random does, however. I'd use that if I were you.

Answer 2

C++ Technical Report 1 adds support for random number generation. So if you're using a relatively recent compiler (visual c++ 2008 GCC 4.3), chances are that it is available out of the box.

See here for sample usage of std::tr1::normal_distribution (and many more).

Answer 3

The GNU Scientific Libraries has this feature. GSL - Gaussian Distribution

Answer 4

The answer to this question changes with C++11 which has the random header which includes std::normal_distribution. Walter Brown's paper N3551, Random Number Generation in C++11 is probably one of the better introductions to this library.

The following code demonstrates how to use this header (see it live):

#include <iostream>
#include <iomanip>
#include <map>
#include <random>

int main()
{
    std::random_device rd;

    std::mt19937 e2(rd());

    std::normal_distribution<> dist(2, 2);

    std::map<int, int> hist;
    for (int n = 0; n < 10000; ++n) {
        ++hist[std::floor(dist(e2))];
    }

    for (auto p : hist) {
        std::cout << std::fixed << std::setprecision(1) << std::setw(2)
                  << p.first << ' ' << std::string(p.second/200, '*') << '\n';
    }
}

I provide a more general set of examples to random number generation in C++11 in my answer to C++ random float number generation with an example in Boost and using rand() as well.