Adding Gaussian noise - c++

Question

I have a .arff file which contains a list of float numbers. I need to add to every number a gaussian noise, which in MATLAB would be:
m = m+k*randn(size(m)
where m is one of the numbers in the list and k is a standard deviation and has value 0.1. What is the C++ equivalent to randn()?
Could you please provide an example?

Answer 1

Use std::normal_distribution with an appropriate generator (std::default_random_engine will usually work). See http://en.cppreference.com/w/cpp/numeric/random for details on all of the random number generation facilities of the C++ standard library.
(live example)
#include <iostream>
#include <iterator>
#include <random>
int main() {
// Example data
std::vector<double> data = {1., 2., 3., 4., 5., 6.};
// Define random generator with Gaussian distribution
const double mean = 0.0;
const double stddev = 0.1;
std::default_random_engine generator;
std::normal_distribution<double> dist(mean, stddev);
// Add Gaussian noise
for (auto& x : data) {
x = x + dist(generator);
}
// Output the result, for demonstration purposes
std::copy(begin(data), end(data), std::ostream_iterator<double>(std::cout, " "));
std::cout << "\n";
return 0;
}
Output:
0.987803 1.89132 3.06843 3.89248 5.00333 6.07448
Further considerations
For decent statistical properties, you'll probably want to choose the std::mersenne_twister_engine generator (or, for convenience, the std::mt19937 predefined version), and seed it using std::random_device:
std::mt19937 generator(std::random_device{}());
[Note: Seeding from std::random_device is a good practice to get into; if you use the current time as a seed, you can end up with the same seed value across multiple generators (e.g. when initialising several generators in a very short period of time). std::random_device will obtain entropy from the system, if available.]
In order to avoid passing the generator to the distribution every time, you can do something like:
auto dist = std::bind(std::normal_distribution<double>{mean, stddev},
std::mt19937(std::random_device{}()));
which you can then use as follows:
double val = dist();
(Live example with these modifications)

Answer 2

The c++ standard now includes several distributions for random numbers.
You are looking for std::normal_distribution.
In the documentation you can also find a code sample
// construct a trivial random generator engine from a time-based seed:
unsigned seed = std::chrono::system_clock::now().time_since_epoch().count();
std::default_random_engine generator (seed);
std::normal_distribution<double> distribution (0.0,1.0);
std::cout << "some Normal-distributed(0.0,1.0) results:" << std::endl;
for (int i=0; i<10; ++i)
std::cout << distribution(generator) << std::endl;
The parameters given to the constructor, std::normal_distribution, are first mean (0.0) and standard-deviation (1.0).