Multiple independent sets of random numbers

Question

I want to generate N independent sets of random numbers in C++.

I tried with the std::random , however I can do it only by declaring multiple default_random_engines. It works, but it does not suffice for my case because I do not know a priori the number of independent sets that I need.

It is important, because I need to know that each set of randomly generated numbers obeys the selected distribution, I cannot just use the same function for all of my numbers.

Answer 1

I would say you don't need multiple random engines, what you need is multiple distributions.

something like

std::default_random_engine generator;

std::uniform_real_distribution<double> distributionA(0.0,1.0);
std::uniform_real_distribution<double> distributionB(-1.0,2.0);
std::uniform_real_distribution<double> distributionC(-7.0,0.5);

and later do sampling

double a = distributionA(generator);
double b = distributionB(generator);
double c = distributionC(generator);