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c++eigen3

Eigen3 Matrix Random

i want to use the Eigen3 library with the random number generator Mersenne Twister, is there a simple way to extend eigen (simple) ?

I cannot find in the documentation of eigen what random number generator they are using and if its thread safe?

Solution

  • See this page for an example showing how to use C++11 random generators within Eigen. You can easily adapt it to use the std::mersenne_twister_engine engine.