Weighted Random Sampling With Replacement in C

The problem is to select k items with-replacement from a list of n items with a probability that depends on the weights associated with the items in the original list.

Input:  x[n], w[n]
Output: x[n]   (x is overwritten)

void wrswr(gsl_rng *r, std::vector &x, const std::vector &w)
{
  if(x.size() != w.size())
  {
    cerr << "w and x must have same length ..." << endl;
    exit(-1);
  }
  else
  {
    size_t N = (size_t)x.size();
    std::vector tempx(N);

    double sum_w = 0.0;
    for(size_t i = 0; i < N; ++i)
    {
      sum_w += w.at(i);
      tempx.at(i) = x.at(i);  // copy of source xk
    }

    for(size_t i = 0; i < N; ++i)
    {
      double u = gsl_rng_uniform(r);

      size_t j = 0;
      double c = w[0] / sum_w;
      while (u > c && j < N)
      {
        j = j + 1;
        c = c + w[j] / sum_w;
      }
      x.at(i) = tempx.at(j); 
    }
  }
}         

Weighted Random Sampling

You need to compile it using GSL library. I implemented the idea available on this post.  For a normal random sampling with replacement algorithm without weights is available in GSL itself. Refer to this page for details on "Shuffling and Sampling" with GSL.