[/
 / Copyright (c) 2009 Steven Watanabe
 /
 / Distributed under the Boost Software License, Version 1.0. (See
 / accompanying file LICENSE_1_0.txt or copy at
 / http://www.boost.org/LICENSE_1_0.txt)
]

[section Introduction]

Random numbers are required in a number of different problem domains, such as

* numerics (simulation, Monte-Carlo integration) 
* games (non-deterministic enemy behavior) 
* security (key generation) 
* testing (random coverage in white-box tests) 

The Boost Random Number Generator Library provides a framework for random
number generators with well-defined properties so that the generators can be
used in the demanding numerics and security domains. For a general
introduction to random numbers in numerics, see 

[:"Numerical Recipes in C: The art of scientific computing", William H. Press,
Saul A. Teukolsky, William A. Vetterling, Brian P. Flannery, 2nd ed., 1992,
pp. 274-328]
 
Depending on the requirements of the problem domain, different variations of
random number generators are appropriate: 

* non-deterministic random number generator 
* pseudo-random number generator 
* quasi-random number generator 

All variations have some properties in common, these concepts (in the STL
sense) are called __NumberGenerator and __UniformRandomNumberGenerator. Each
concept will be defined in a subsequent section. 

The goals for this library are the following:

* allow easy integration of third-party random-number generators 
* define a validation interface for the generators 
* provide easy-to-use front-end classes which model popular distributions 
* provide maximum efficiency 
* allow control on quantization effects in front-end processing (not yet done) 

[endsect]

[section Number Generator]

A number generator is a /function object/ (std:20.3 [lib.function.objects]) that
takes zero arguments. Each call to `operator()` returns a number. In the
following table, X denotes a number generator class returning objects of type
T, and u is a value of X.

[table NumberGenerator requirements
  [[expression] [return type] [pre/post-condition]]
  [[`X::result_type`] [`T`] [`std::numeric_limits<T>::is_specialized` is
                             `true`, `T` is __LessThanComparable]]
  [[`u.operator()()`] [`T`] [-]]
] 

[note The NumberGenerator requirements do not impose any restrictions on the
characteristics of the returned numbers.]

[endsect]

[section Uniform Random Number Generator]

A uniform random number generator is a __NumberGenerator that provides a
sequence of random numbers uniformly distributed on a given range. The
range can be compile-time fixed or available (only) after run-time construction
of the object.

The /tight lower bound/ of some (finite) set S is the (unique) member l in S, so
that for all v in S, l <= v holds. Likewise, the /tight upper bound/ of some
(finite) set S is the (unique) member u in S, so that for all v in S, v <= u
holds.

In the following table, X denotes a number generator class returning objects
of type T, and v is a const value of X.

[table UniformRandomNumberGenerator requirements
  [[expression] [return type] [pre/post-condition]]
  [[`X::has_fixed_range`] [`bool`] [compile-time constant; if `true`, the range
                                    on which the random numbers are uniformly
                                    distributed is known at compile-time and
                                    members `min_value` and `max_value` exist.
                                    Note: This flag may also be `false` due to
                                    compiler limitations]]
  [[`X::min_value`] [`T`] [compile-time constant; `min_value` is only defined if
                           `has_fixed_range` is `true`.  If it exists, it is
                           equal to `v.min()`.]]
  [[`X::max_value`] [`T`] [compile-time constant; `max_value` is only defined if
                           `has_fixed_range` is `true`.  If it exists, it is
                           equal to `v.max()`]] 
  [[`v.min()`] [`T`] [tight lower bound on the set of all values returned by
                      `operator()`. The return value of this function shall not
                      change during the lifetime of the object.]]
  [[`v.max()`] [`T`] [if `std::numeric_limits<T>::is_integer`, tight upper
                      bound on the set of all values returned by `operator()`,
                      otherwise, the smallest representable number larger than
                      the tight upper bound on the set of all values returned
                      by `operator()`.  In any case, the return value of this
                      function shall not change during the lifetime of the
                      object.]]
]

The member functions `min`, `max`, and `operator()` shall have amortized
constant time complexity.

[note For integer generators (i.e. integer `T`), the generated values `x`
fulfill `min() <= x <= max()`, for non-integer generators (i.e. non-integer
`T`), the generated values `x` fulfill `min() <= x < max()`.

Rationale: The range description with min and max serves two purposes. First,
it allows scaling of the values to some canonical range, such as [0..1).
Second, it describes the significant bits of the values, which may be
relevant for further processing.

The range is a closed interval \[min,max\] for integers, because the underlying
type may not be able to represent the half-open interval \[min,max+1). It is
a half-open interval \[min, max) for non-integers, because this is much more
practical for borderline cases of continuous distributions.]

[note The __UniformRandomNumberGenerator concept does not require
`operator()(long)` and thus it does not fulfill the `RandomNumberGenerator`
(std:25.2.11 \[lib.alg.random.shuffle\]) requirements. Use the
__random_number_generator adapter for that.

Rationale: `operator()(long)` is not provided, because mapping the output of
some generator with integer range to a different integer range is not trivial.]

[endsect]

[section Non-deterministic Uniform Random Number Generator]

A non-deterministic uniform random number generator is a
__UniformRandomNumberGenerator that is based on some stochastic process.
Thus, it provides a sequence of truly-random numbers. Examples for such
processes are nuclear decay, noise of a Zehner diode, tunneling of quantum
particles, rolling a die, drawing from an urn, and tossing a coin. Depending
on the environment, inter-arrival times of network packets or keyboard events
may be close approximations of stochastic processes.

The class __random_device is a model for a non-deterministic random number
generator.

[note This type of random-number generator is useful for security
applications, where it is important to prevent an outside attacker from
guessing the numbers and thus obtaining your encryption or authentication key.
Thus, models of this concept should be cautious not to leak any information,
to the extent possible by the environment. For example, it might be advisable
to explicitly clear any temporary storage as soon as it is no longer needed.]

[endsect]

[section Pseudo-Random Number Generator]

A pseudo-random number generator is a __UniformRandomNumberGenerator which
provides a deterministic sequence of pseudo-random numbers, based on some
algorithm and internal state. [classref boost::random::linear_congruential
Linear congruential] and [classref boost::random::inversive_congruential
inversive congruential] generators are examples of such [prng pseudo-random
number generators]. Often, these generators are very sensitive to their
parameters. In order to prevent wrong implementations from being used, an
external testsuite should check that the generated sequence and the validation
value provided do indeed match.

Donald E. Knuth gives an extensive overview on pseudo-random number generation
in his book "The Art of Computer Programming, Vol. 2, 3rd edition,
Addison-Wesley, 1997". The descriptions for the specific generators contain
additional references.

[note Because the state of a pseudo-random number generator is necessarily
finite, the sequence of numbers returned by the generator will loop
eventually.]

In addition to the __UniformRandomNumberGenerator requirements,
a pseudo-random number generator has some additional requirements. In the
following table, `X` denotes a pseudo-random number generator class returning
objects of type `T`, `x` is a value of `T`, `u` is a value of `X`, and `v` is
a const value of `X`.

[table PseudoRandomNumberGenerator requirements
  [[expression] [return type] [pre/post-condition]]
  [[`X()`] [-] [creates a generator in some implementation-defined state.
                Note: Several generators thusly created may possibly produce
                dependent or identical sequences of random numbers.]]
  [[`explicit X(...)`] [-] [creates a generator with user-provided state; the
                            implementation shall specify the constructor
                            argument(s)]]
  [[`u.seed(...)`] [`void`] [sets the current state according to the
                             argument(s); at least functions with the same
                             signature as the non-default constructor(s)
                             shall be provided.]]
  [[`X::validation(x)`] [`bool`] [compares the pre-computed and hardcoded
                                  10001th element in the generator's random
                                  number sequence with x. The generator must
                                  have been constructed by its default
                                  constructor and seed must not have been
                                  called for the validation to be
                                  meaningful.]]
]

[note The seed member function is similar to the assign member function in
STL containers. However, the naming did not seem appropriate.]

Classes which model a pseudo-random number generator shall also model
__EqualityComparable, i.e. implement `operator==`. Two pseudo-random number
generators are defined to be /equivalent/ if they both return an identical
sequence of numbers starting from a given state.

Classes which model a pseudo-random number generator should also model the
__Streamable concept, i.e. implement `operator<<` and `operator>>`. If so,
`operator<<` writes all current state of the pseudo-random number generator
to the given `ostream` so that `operator>>` can restore the state at a later
time. The state shall be written in a platform-independent manner, but it is
assumed that the `locales` used for writing and reading be the same. The
pseudo-random number generator with the restored state and the original at
the just-written state shall be equivalent.

Classes which model a pseudo-random number generator may also model the
__CopyConstructible and __Assignable concepts. However, note that the
sequences of the original and the copy are strongly correlated (in fact,
they are identical), which may make them unsuitable for some problem domains.
Thus, copying pseudo-random number generators is discouraged; they should
always be passed by (non-const) reference.

The classes __rand48, __minstd_rand, and __mt19937 are models for a
pseudo-random number generator.

[note This type of random-number generator is useful for numerics, games and
testing. The non-zero arguments constructor(s) and the `seed()` member
function(s) allow for a user-provided state to be installed in the generator.
This is useful for debugging Monte-Carlo algorithms and analyzing particular
test scenarios. The __Streamable concept allows to save/restore the state of
the generator, for example to re-run a test suite at a later time.]

[endsect]

[section Random Distribution]

A random distribution produces random numbers distributed according to some
distribution, given uniformly distributed random values as input. In the
following table, `X` denotes a random distribution class returning objects of
type `T`, `u` is a value of `X`, `x` is a (possibly const) value of `X`, and
`e` is an lvalue of an arbitrary type that meets the requirements of a
__UniformRandomNumberGenerator, returning values of type `U`.

[table Random distribution requirements (in addition to NumberGenerator, CopyConstructible, and Assignable)
  [[expression] [return type] [pre/post-condition] [complexity]]
  [[`X::input_type`] [`U`] [-] [compile-time]]
  [[`u.reset()`] [`void`] [subsequent uses of `u` do not depend on values
                           produced by `e` prior to invoking `reset`.]
                         [constant]]
  [[`u(e)`] [`T`] [the sequence of numbers returned by successive invocations
                   with the same object `e` is randomly distributed with some
                   probability density function `p(x)`]
                  [amortized constant  number of invocations of `e`]]
  [[`os << x`] [`std::ostream&`] [writes a textual representation for the
                                  parameters and additional internal data of
                                  the distribution `x` to `os`.
                                  post: The `os.fmtflags` and fill character
                                  are unchanged.]
                                 [O(size of state)]]
  [[`is >> u`] [`std::istream&`] [restores the parameters and additional
                                  internal data of the distribution `u`.
                                  pre: `is` provides a textual representation
                                  that was previously written by `operator<<`
                                  post: The `is.fmtflags` are unchanged.]
                                 [O(size of state)]]
]

Additional requirements: The sequence of numbers produced by repeated
invocations of `x(e)` does not change whether or not `os << x` is invoked
between any of the invocations `x(e)`. If a textual representation is written
using `os << x` and that representation is restored into the same or a
different object `y` of the same type using `is >> y`, repeated invocations
of `y(e)` produce the same sequence of random numbers as would repeated
invocations of `x(e)`.

[endsect]