C++ normal distribution

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使用C++内置的random_device可实现normal distribution。

First of all, create random_device rd

std::random_device rd;

 这是一个根据机器硬件类型产生真随机数的generator。

Secondly, create mt19937.

std::mt19937 gen(rd());

 mt19937是一个19937bit的预定义随机数。

Last, create normal distribution. 

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

 0 is mean and 1 is stddev.

d(gen)

 调用以上snippet即可获得正态分布中的一个随机数。