I'm looking for a set of portable distributions for the standard C++11 engines like std::mt19937
.
The engine implementations perform consistently (i.e. same sequence generated on different platforms – tested with Clang and MSVC), but the distributions seem to be implemented differently on the different platforms.
So, even though the engines produce the same sequence, it seems that a distribution (for example, std::normal_distribution<double>
) does not use the same number of samples on the different platforms which is not acceptable in my case.
Is there maybe a 3rd party lib I can use that follows the C++11 random templates, but that will deliver consistent values across popular platforms (Looking at support across GCC, MSVC and Clang/llvm).
I need uniform, normal, poison and Rayleigh.
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