Eigen matrix library filling a matrix with random float values in a given range

user_5588384 0
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The setRandom function in the Eigen matrix library fills a given matrix with random numbers in the range [-1,1]. How can I extend this to generate numbers within any given range? I require floating point numbers and I am okay with pseudo-randomness.

I have tried doing the following:

B = LO + A.cast<double>().array()/(static_cast <double>(RAND_MAX)/(HI-LO));

Here A is the matrix in question and [LO,HI] is the range I am looking to fill it in. The problem is that the value of RAND_MAX for me is 2147483647 and this is messing up the entire calculation.

Any help is much appreciated.

eigen3 eigen c++
4 Answers

Combine the c++11 random number generators with a nullary expression from Eigen:

std::random_device rd;
std::mt19937 gen(rd());  //here you could also set a seed
std::uniform_real_distribution<double> dis(LO, HI);

//generate a 3x3 matrix expression
Eigen::MatrixXd::NullaryExpr random_matrix(3,3,[&](){return dis(gen);});

//store the random_number in a matrix M
Eigen::MatrixXd M = random_matrix;

Note that you get a new random number each time you call random_matrix(0,0). That's ok for matrix operations which access the element once. If you need a random matrix that is used in more than one place, you can save it into an Eigen matrix M as shown in the last line.

user_24128460

How about this way?

#include<iostream>
#include<random>
#include <Eigen/Dense>



int main(){

  std::random_device rd;
  std::mt19937 gen(rd());  
  std::uniform_real_distribution<float> dis(0, 1);

  Eigen::MatrixXf m = Eigen::MatrixXf::Zero(10,10).unaryExpr([&](float dummy){return dis(gen);});
  cout<<"Uniform random matrix:\n"<<m<<endl;
  cout<<"Mean: "<<m.mean()<<endl;

  return 0;
}

Here I replaced NullaryExpr which was used in @davidhigh with unaryExpr. Reason for this is that I got some weird errors when I tried @davidhigh answer.

Edit: based on @arprice #if EIGEN_VERSION_AT_LEAST(3, 3, 0) auto rand_fn = [&](){return uni(gen);}; #else auto rand_fn = [&](float){return uni(gen);}; #endif Eigen::Vector3d::NullaryExpr(rand_fn);

user_15747790
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