How to generate normal random numbers using boost multiprecision?

Question

I'm trying to generate random numbers from normal distribution using boost's multiprecision. I can generate random numbers from uniform distributions, but when I tried to generate from standard normal, it reports an error. Here is the code:

(follows from Examples from boost, change mpz_int to cpp_int, and mpf_float_50 to cpp_dec_float_50)

#include <boost/multiprecision/cpp_int.hpp>
#include <boost/multiprecision/cpp_dec_float.hpp>
#include <boost/multiprecision/random.hpp>
#include <boost/multiprecision/number.hpp>

int main()
{
   using namespace boost::multiprecision;
   using namespace boost::random;

   uniform_01<cpp_dec_float_50> uf;
   normal_distribution<cpp_dec_float_50> n01(0.0, 1.0);
   independent_bits_engine<mt19937, 50L*1000L/301L, cpp_int> gen;

   std::cout << std::setprecision(50);
   for(unsigned i = 0; i < 1; ++i) {
      std::cout << uf(gen) << std::endl;
      std::cout << n01(gen) << std::endl;
   }
   return 0;
}

However, I can generate random numbers from uniform distributions, but when I tried to generate from standard normal, it shows:

g++ -I/~/boost/boost_1_58_0 -O0 -g3 -Wall -c -fmessage-length=0 -MMD -MP -MF"test_boost.d" -MT"test_boost.d" -o "test_boost.o" "../test_boost.cpp"

boost/boost_1_58_0/boost/random/detail/uniform_int_float.hpp:63: error: invalid static_cast from type ‘boost::multiprecision::detail::expression >, (boost::multiprecision::expression_template_option)1u>, boost::multiprecision::number >, (boost::multiprecision::expression_template_option)1u>, void, void>’ to type ‘long unsigned int’

I use gcc version 4.4.7, and 64 bit linux system. Thank you so much.

(I also tried to use boost's example to generate random numbers, but I have a lot of errors simply by include , such as: error: ‘struct boost::multiprecision::backends::gmp_int’ has no member named ‘data’)

I changed the code a little bit:

#include <boost/multiprecision/random.hpp>
#include <boost/random.hpp>
#include <boost/multiprecision/cpp_int.hpp>
#include <boost/multiprecision/cpp_dec_float.hpp>

int main() {
    namespace mp = boost::multiprecision;

    boost::uniform_01<mp::cpp_dec_float_50> uf;
    boost::normal_distribution<mp::cpp_dec_float_50> n01(0.0, 1.0);

    boost::random::independent_bits_engine<boost::mt19937, 50L * 1000L / 301L, mp::number<mp::cpp_int::backend_type, mp::et_off> > gen;

    std::cout << std::setprecision(50);
    for (unsigned i = 0; i < 10; ++i) {
        std::cout << uf(gen) << std::endl;
        std::cout << n01(gen) << std::endl;
    }
    return 0;
}

Here is the full error message:

**** Incremental Build of configuration Debug for project test_boost **** make all Building file: ../test_boost.cpp Invoking: Cross G++ Compiler g++ -I/~/boost/boost_1_58_0 -O0 -g3 -Wall -c -fmessage-length=0 -MMD -MP -MF"test_boost.d" -MT"test_boost.d" -o "test_boost.o" "../test_boost.cpp"

In file included from

~/boost/boost_1_58_0/boost/random/uniform_int_distribution.hpp:29,

from

~/boost/boost_1_58_0/boost/random/random_number_generator.hpp:20,

from

~/boost/boost_1_58_0/boost/random.hpp:54,

from

~/boost/boost_1_58_0/boost/multiprecision/random.hpp:31,

from

../test_boost.cpp:114:

~/boost/boost_1_58_0/boost/random/detail/uniform_int_float.hpp: In member function

‘typename boost::uint_t<((std::numeric_limits::digits < std::numeric_limits::digits) ? std::numeric_limits::digits :  std::numeric_limits::digits)>::fast boost::random::detail::uniform_int_float<URNG>::operator()() [with URNG = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >]’:

~/boost/boost_1_58_0/boost/random/uniform_int_distribution.hpp:67:   instantiated from ‘T boost::random::detail::generate_uniform_int(Engine&, T, T, mpl_::true_) [with Engine = boost::random::detail::uniform_int_float<boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> > >, T = int]’

~/boost/boost_1_58_0/boost/random/uniform_int_distribution.hpp:222:   instantiated from ‘T boost::random::detail::generate_uniform_int(Engine&, T, T, mpl_::false_) [with Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >, T = int]’

~/boost/boost_1_58_0/boost/random/uniform_int_distribution.hpp:230:   instantiated from ‘T boost::random::detail::generate_uniform_int(Engine&, T, T) [with Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >, T = int]’

~/boost/boost_1_58_0/boost/random/uniform_int_distribution.hpp:353:   instantiated from ‘IntType boost::random::uniform_int_distribution<IntType>::operator()(Engine&) const [with Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >, IntType = int]’

~/boost/boost_1_58_0/boost/random/normal_distribution.hpp:195:   instantiated from ‘std::pair<RealType, int> boost::random::detail::generate_int_float_pair(Engine&, mpl_::false_) [with RealType = boost::multiprecision::number<boost::multiprecision::backends::cpp_dec_float<50u, int, void>, (boost::multiprecision::expression_template_option)1u>, long unsigned int w = 8ul, Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >]’

~/boost/boost_1_58_0/boost/random/normal_distribution.hpp:205:   instantiated from ‘std::pair<RealType, int> boost::random::detail::generate_int_float_pair(Engine&) [with RealType = boost::multiprecision::number<boost::multiprecision::backends::cpp_dec_float<50u, int, void>, (boost::multiprecision::expression_template_option)1u>, long unsigned int w = 8ul, Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >]’

~/boost/boost_1_58_0/boost/random/normal_distribution.hpp:216:   instantiated from ‘RealType `boost::random::detail::unit_normal_distribution<RealType>::operator()(Engine&) [with Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >, RealType = boost::multiprecision::number<boost::multiprecision::backends::cpp_dec_float<50u, int, void>, (boost::multiprecision::expression_template_option)1u>]’`

~/boost/boost_1_58_0/boost/random/normal_distribution.hpp:357:   instantiated from ‘RealType `boost::random::normal_distribution<RealType>::operator()(Engine&) [with Engine = boost::random::independent_bits_engine<boost::random::mersenne_twister_engine<unsigned int, 32ul, 624ul, 397ul, 31ul, 2567483615u, 11ul, 4294967295u, 7ul, 2636928640u, 15ul, 4022730752u, 18ul, 1812433253u>, 166ul, boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u> >, RealType = boost::multiprecision::number<boost::multiprecision::backends::cpp_dec_float<50u, int, void>, (boost::multiprecision::expression_template_option)1u>]’`

../test_boost.cpp:135: instantiated from here

~/boost/boost_1_58_0/boost/random/detail/uniform_int_float.hpp:63: error: invalid static_cast from type ‘boost::multiprecision::number<boost::multiprecision::backends::cpp_int_backend<0u, 0u, (boost::multiprecision::cpp_integer_type)1u, (boost::multiprecision::cpp_int_check_type)0u, std::allocator<unsigned int> >, (boost::multiprecision::expression_template_option)0u>’ to type ‘long unsigned int’

make: *** [test_boost.o] Error 1

17:21:45 Build Finished (took 910ms)

score 0 · Accepted Answer · edited May 23 '17 at 12:06

0

A few tricky bits:

the inclusion order is important (Using Boost.Random to generate multiprecision integers from a seed)
and you should disable expression templates for the cpp_int parameter to independent_bits.

Live On Coliru

#include <boost/multiprecision/random.hpp>
#include <boost/random.hpp>
#include <boost/multiprecision/cpp_int.hpp>
#include <boost/multiprecision/cpp_dec_float.hpp>
#include <boost/multiprecision/number.hpp>

int main() {
    namespace mp = boost::multiprecision;

    boost::uniform_01<mp::cpp_dec_float_50> uf;
    boost::normal_distribution<mp::cpp_dec_float_50> n01(0.0, 1.0);

    boost::random::independent_bits_engine<boost::mt19937, 50L * 1000L / 301L, mp::number<mp::cpp_int::backend_type, mp::et_off> > gen;

    std::cout << std::setprecision(50);
    for (unsigned i = 0; i < 10; ++i) {
        std::cout << uf(gen) << std::endl;
        std::cout << n01(gen) << std::endl;
    }
    return 0;
}

Prints e.g.

0.071158143395663314294038846164419405590199598107149
-3.386122969689401403435039837396914808444794978187
0.8764330891239492672300640710157085727853216046851
-2.0064145894745984574924806549098893735202520612338
0.35063440434471256645248013148941661436898526919012
-2.6716586312329566575912648384475719362060750451386
0.55126463254396465483421760539251997054451429475851
-1.7729411307129102331140853820760877874503063867511
0.23451591287440404629503274013000569210570783079923
-1.8436859957276497364219420143355960542394553824973
0.67246064287165530800489640577641451760040603708175
-2.7866182566345250589888851601603928202838710045557
0.80792574281283013736403300555330454345085259792047
-0.15055052607056848408105897310815019836250664353778
0.37045508031046743582526542286707476033397122878445
-0.89212086300647281063038787100486855752802424330061
0.057114478905607662739791206480165678105786999645263
-2.6490252463914095599465380526414962516123643879414
0.58651613738479171168557610089809027540801543233291
-0.44308599806450532102588370830806367936934083181489

edited May 23 '17 at 12:06

Community

1
1

answered Jun 01 '15 at 21:32

sehe

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Thank you so much. I use your code but I still have the same problem. In fact, I tried several more distributions, and it seems that the random number generator doesn't work with normal, lognormal, student t, and non central chi square distributions. But it works with uniform, chi square, exponential, gamma, and weibull distribution. Do I need to set up something? I use boost 1.58.0. Thank you agian. – shyab Jun 01 '15 at 22:24
Please post a SSCCE, the above shows it can work. Live demos don't lie :) – sehe Jun 01 '15 at 22:25
Hint. A SSCE is not a list of errors. We can't work with errors in isolation. – sehe Jun 01 '15 at 22:28
I'm not sure what it is. I'm sorry I'm really new here. Is it the code with error messages? Or something else? – shyab Jun 01 '15 at 22:31
Just the code. See http://sscce.org/ (google is your friend!). Also http://stackoverflow.com/help/mcve – sehe Jun 01 '15 at 22:32
In that case, compiler version, platform and messages in a pastebin/the question could be welcome. [plus Are you _sure_ you use the same code] – sehe Jun 01 '15 at 22:35
Yes, I'm sure, I have some comments at the beginning, the actual code is copied from yours. I use gcc 4.4.7, 64 bit linux, boost 1.58.0. The error messages is added to the post. Here is the command to compile: ` g++ -I/~/boost/boost_1_58_0 -O0 -g3 -Wall -c -fmessage-length=0 -MMD -MP -MF"test_boost.d" -MT"test_boost.d" -o "test_boost.o" "../test_boost.cpp"`. Thank you again. – shyab Jun 01 '15 at 22:51
Well, "the actual code" doesn't inspire much confidence here. Perhaps you can [pastebin](http://paste.ubuntu.com/) it in full. And pastebin the messages in another one? – sehe Jun 01 '15 at 23:11
I can't see anything wrong. So it's probably the compiler version. 4.4.7 is _old_. It's also not supported by boost: [_GCC 4.5 and newer. Older versions may work too, but it was not tested_](http://www.boost.org/doc/libs/1_58_0/libs/log/doc/html/log/installation.html) – sehe Jun 02 '15 at 15:52
Interestingly this fails if we try to set a seed, e.g. adding `gen.seed(10);` after the declaration of `gen`. – Jorge Leitao Jun 25 '15 at 16:06

How to generate normal random numbers using boost multiprecision?

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