c++ - Random Number Generator with Beta Distribution -

i need c or c++ source code of function betarand(a,b) produces random number beta distribution . know can use boost library i'm going port cuda architecture need code. can me?
meantime have betapdf(beta probability density function). don't know how use creating random numbers :).

the c++11 random number library doesn't provide beta distribution. however, beta distribution can modelled in terms of 2 gamma distributions, library does provide. i've implemented beta_distribution in terms of std::gamma_distribution you. far can tell, conforms requirements random number distribution.

#include <iostream> #include <sstream> #include <string> #include <random>  namespace sftrabbit {    template <typename realtype = double>   class beta_distribution   {     public:       typedef realtype result_type;        class param_type       {         public:           typedef beta_distribution distribution_type;            explicit param_type(realtype = 2.0, realtype b = 2.0)             : a_param(a), b_param(b) { }            realtype a() const { return a_param; }           realtype b() const { return b_param; }            bool operator==(const param_type& other) const           {             return (a_param == other.a_param &&                     b_param == other.b_param);           }            bool operator!=(const param_type& other) const           {             return !(*this == other);           }          private:           realtype a_param, b_param;       };        explicit beta_distribution(realtype = 2.0, realtype b = 2.0)         : a_gamma(a), b_gamma(b) { }       explicit beta_distribution(const param_type& param)         : a_gamma(param.a()), b_gamma(param.b()) { }        void reset() { }        param_type param() const       {         return param_type(a(), b());       }        void param(const param_type& param)       {         a_gamma = gamma_dist_type(param.a());         b_gamma = gamma_dist_type(param.b());       }        template <typename urng>       result_type operator()(urng& engine)       {         return generate(engine, a_gamma, b_gamma);       }        template <typename urng>       result_type operator()(urng& engine, const param_type& param)       {         gamma_dist_type a_param_gamma(param.a()),                         b_param_gamma(param.b());         return generate(engine, a_param_gamma, b_param_gamma);        }        result_type min() const { return 0.0; }       result_type max() const { return 1.0; }        result_type a() const { return a_gamma.alpha(); }       result_type b() const { return b_gamma.alpha(); }        bool operator==(const beta_distribution<result_type>& other) const       {         return (param() == other.param() &&                 a_gamma == other.a_gamma &&                 b_gamma == other.b_gamma);       }        bool operator!=(const beta_distribution<result_type>& other) const       {         return !(*this == other);       }      private:       typedef std::gamma_distribution<result_type> gamma_dist_type;        gamma_dist_type a_gamma, b_gamma;        template <typename urng>       result_type generate(urng& engine,         gamma_dist_type& x_gamma,         gamma_dist_type& y_gamma)       {         result_type x = x_gamma(engine);         return x / (x + y_gamma(engine));       }   };    template <typename chart, typename realtype>   std::basic_ostream<chart>& operator<<(std::basic_ostream<chart>& os,     const beta_distribution<realtype>& beta)   {     os << "~beta(" << beta.a() << "," << beta.b() << ")";     return os;   }    template <typename chart, typename realtype>   std::basic_istream<chart>& operator>>(std::basic_istream<chart>& is,     beta_distribution<realtype>& beta)   {     std::string str;     realtype a, b;     if (std::getline(is, str, '(') && str == "~beta" &&         >> && is.get() == ',' && >> b && is.get() == ')') {       beta = beta_distribution<realtype>(a, b);     } else {       is.setstate(std::ios::failbit);     }     return is;   }  } 

use so:

std::random_device rd; std::mt19937 gen(rd()); sftrabbit::beta_distribution<> beta(2, 2); (int = 0; < 10000; i++) {   std::cout << beta(gen) << std::endl; }