add C-11 random feature

src/shogun/base/SGObject.cpp

@@ -510,7 +510,7 @@ void CSGObject::init()
 	m_parameters = new Parameter();
 	m_model_selection_parameters = new Parameter();
 	m_gradient_parameters=new Parameter();
-	m_rng = std::unique_ptr<CRandom>(new CRandom(sg_random_seed));
+	m_rng = std::unique_ptr<CRandom>(new CRandom());
 	m_generic = PT_NOT_GENERIC;
 	m_load_pre_called = false;
 	m_load_post_called = false;

src/shogun/base/init.cpp

@@ -34,15 +34,6 @@ shogun::CMap<void*, shogun::MemoryBlock>* sg_mallocs=NULL;
 #include <google/protobuf/stubs/common.h>
 #endif
 
-#ifdef _WIN32
-#define _CRT_RAND_S
-#include <stdlib.h>
-#endif
-
-#ifdef DEV_RANDOM
-#include <fcntl.h>
-#endif
-
 namespace shogun
 {
 	Parallel* sg_parallel=NULL;
@@ -272,25 +263,7 @@ namespace shogun
 
 	uint32_t generate_seed()
 	{
-		uint32_t seed;
-#if defined(_WIN32)
-		rand_s(&seed);
-#elif defined(HAVE_ARC4RANDOM)
-		seed = arc4random();
-#elif defined(DEV_RANDOM)
-		int fd = open(DEV_RANDOM, O_RDONLY);
-		ASSERT(fd >= 0);
-		ssize_t actual_read =
-		    read(fd, reinterpret_cast<char*>(&seed), sizeof(seed));
-		close(fd);
-		ASSERT(actual_read == sizeof(seed));
-#else
-		SG_SWARNING("Not safe seed for the PRNG\n");
-		struct timeval tv;
-		gettimeofday(&tv, NULL);
-		seed = (uint32_t)(4223517 * getpid() * tv.tv_sec * tv.tv_usec);
-#endif
-		return seed;
+		return std::random_device()();
 	}
 
 	void set_global_seed(uint32_t seed)

src/shogun/base/init.h

@@ -12,6 +12,7 @@
 #include <shogun/lib/config.h>
 
 #include <functional>
+#include <random>
 #include <stdio.h>
 
 namespace shogun
@@ -23,6 +24,7 @@ namespace shogun
 	class CRandom;
 	class SGLinalg;
 	class CSignal;
+	extern uint32_t sg_random_seed;
 
 	/** This function must be called before libshogun is used. Usually shogun
 	 * does
@@ -33,9 +35,7 @@ namespace shogun
 	 * @param print_message function pointer to print a message
 	 * @param print_warning function pointer to print a warning message
 	 * @param print_error function pointer to print an error message (this will
-	 * be
-	 *                                  printed before shogun throws an
-	 * exception)
+	 * be printed before shogun throws an exception)
 	 *
 	 * @param cancel_computations function pointer to check for exception
 	 *
@@ -123,17 +123,28 @@ namespace shogun
 	 */
 	CMath* get_global_math();
 
-/** Set global random seed
- * @param seed seed for random generator
- */
-void set_global_seed(uint32_t seed);
+	/** Set global random seed
+	 * @param seed seed for random generator
+	 */
+	void set_global_seed(uint32_t seed);
 
-/** get global random seed
- * @return random seed
- */
-uint32_t get_global_seed();
+	/** get global random seed
+	 * @return random seed
+	 */
+	uint32_t get_global_seed();
+
+	/**
+	 * Generate a seed for PRNG
+	 *
+	 * @return entropy for PRNG
+	 */
+	uint32_t generate_seed();
 
-uint32_t generate_seed();
+	template <typename T = std::mt19937>
+	T get_prng()
+	{
+		return T(sg_random_seed);
+	}
 
 #ifndef SWIG // SWIG should skip this part
 /** get the global linalg library object

src/shogun/mathematics/Math.h

@@ -820,8 +820,7 @@ class CMath : public CSGObject
 			}
 			else
 			{
-				auto m_rng =
-				    std::unique_ptr<CRandom>(new CRandom());
+				auto m_rng = std::unique_ptr<CRandom>(new CRandom());
 				for (index_t i = 0; i < v.vlen; ++i)
 					swap(v[i], v[m_rng->random(i, v.vlen - 1)]);
 			}

src/shogun/multiclass/LaRank.h

@@ -249,8 +249,7 @@ namespace shogun
 
 			LaRankPattern & sample ()
 			{
-			    auto m_rng =
-			        std::unique_ptr<CRandom>(new CRandom());
+			    auto m_rng = std::unique_ptr<CRandom>(new CRandom());
 			    ASSERT(!empty())
 			    while (true)
 			    {