C++ normal distribution

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--序

使用C++內置的random_device可實現normal distribution。

First of all, create random_device rd

std::random_device rd;

 這是一個根據機器硬件類型產生真隨機數的generator。

Secondly, create mt19937.

std::mt19937 gen(rd());

 mt19937是一個19937bit的預定義隨機數。

Last, create normal distribution. 

std::normal_distribution<> d{0, 1};

 0 is mean and 1 is stddev.

d(gen)

 調用以上snippet即可獲得正態分布中的一個隨機數。