Example boost random generating function.

boost_random.hpp

#include <boost/random.hpp>
#include <boost/random/normal_distribution.hpp>
#include <boost/random/random_device.hpp>
#include <boost/random/uniform_real.hpp>

double BoostRandom(double dummy) {
  static boost::random_device rd;
  static boost::mt19937 rng(rd());
  // static boost::normal_distribution<> nd(0.0, 1.0);
  // return nd(rng);
  static boost::uniform_real<> unif(-1.0, 1.0);
  return unif(rng);
}

// For Eigen3 we initialize Matrix by:
MatrixXd::Zero(100, 100).unaryExpr(std::ptr_fun(BoostRandom));