sl@0: /* boost random/gamma_distribution.hpp header file
sl@0:  *
sl@0:  * Copyright Jens Maurer 2002
sl@0:  * Distributed under the Boost Software License, Version 1.0. (See
sl@0:  * accompanying file LICENSE_1_0.txt or copy at
sl@0:  * http://www.boost.org/LICENSE_1_0.txt)
sl@0:  *
sl@0:  * See http://www.boost.org for most recent version including documentation.
sl@0:  *
sl@0:  * $Id: gamma_distribution.hpp,v 1.9 2004/07/27 03:43:32 dgregor Exp $
sl@0:  *
sl@0:  */
sl@0: 
sl@0: #ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
sl@0: #define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
sl@0: 
sl@0: #include <cmath>
sl@0: #include <cassert>
sl@0: #include <boost/limits.hpp>
sl@0: #include <boost/static_assert.hpp>
sl@0: #include <boost/random/exponential_distribution.hpp>
sl@0: 
sl@0: namespace boost {
sl@0: 
sl@0: // Knuth
sl@0: template<class RealType = double>
sl@0: class gamma_distribution
sl@0: {
sl@0: public:
sl@0:   typedef RealType input_type;
sl@0:   typedef RealType result_type;
sl@0: 
sl@0: #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
sl@0:   BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
sl@0: #endif
sl@0: 
sl@0:   explicit gamma_distribution(const result_type& alpha = result_type(1))
sl@0:     : _exp(result_type(1)), _alpha(alpha)
sl@0:   {
sl@0:     assert(alpha > result_type(0));
sl@0:     init();
sl@0:   }
sl@0: 
sl@0:   // compiler-generated copy ctor and assignment operator are fine
sl@0: 
sl@0:   RealType alpha() const { return _alpha; }
sl@0: 
sl@0:   void reset() { _exp.reset(); }
sl@0: 
sl@0:   template<class Engine>
sl@0:   result_type operator()(Engine& eng)
sl@0:   {
sl@0: #ifndef BOOST_NO_STDC_NAMESPACE
sl@0:     // allow for Koenig lookup
sl@0:     using std::tan; using std::sqrt; using std::exp; using std::log;
sl@0:     using std::pow;
sl@0: #endif
sl@0:     if(_alpha == result_type(1)) {
sl@0:       return _exp(eng);
sl@0:     } else if(_alpha > result_type(1)) {
sl@0:       // Can we have a boost::mathconst please?
sl@0:       const result_type pi = result_type(3.14159265358979323846);
sl@0:       for(;;) {
sl@0:         result_type y = tan(pi * eng());
sl@0:         result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
sl@0:           + _alpha-result_type(1);
sl@0:         if(x <= result_type(0))
sl@0:           continue;
sl@0:         if(eng() >
sl@0:            (result_type(1)+y*y) * exp((_alpha-result_type(1))
sl@0:                                         *log(x/(_alpha-result_type(1)))
sl@0:                                         - sqrt(result_type(2)*_alpha
sl@0:                                                -result_type(1))*y))
sl@0:           continue;
sl@0:         return x;
sl@0:       }
sl@0:     } else /* alpha < 1.0 */ {
sl@0:       for(;;) {
sl@0:         result_type u = eng();
sl@0:         result_type y = _exp(eng);
sl@0:         result_type x, q;
sl@0:         if(u < _p) {
sl@0:           x = exp(-y/_alpha);
sl@0:           q = _p*exp(-x);
sl@0:         } else {
sl@0:           x = result_type(1)+y;
sl@0:           q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
sl@0:         }
sl@0:         if(u >= q)
sl@0:           continue;
sl@0:         return x;
sl@0:       }
sl@0:     }
sl@0:   }
sl@0: 
sl@0: #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_ostream<CharT,Traits>&
sl@0:   operator<<(std::basic_ostream<CharT,Traits>& os, const gamma_distribution& gd)
sl@0:   {
sl@0:     os << gd._alpha;
sl@0:     return os;
sl@0:   }
sl@0: 
sl@0:   template<class CharT, class Traits>
sl@0:   friend std::basic_istream<CharT,Traits>&
sl@0:   operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
sl@0:   {
sl@0:     is >> std::ws >> gd._alpha;
sl@0:     gd.init();
sl@0:     return is;
sl@0:   }
sl@0: #endif
sl@0: 
sl@0: private:
sl@0:   void init()
sl@0:   {
sl@0: #ifndef BOOST_NO_STDC_NAMESPACE
sl@0:     // allow for Koenig lookup
sl@0:     using std::exp;
sl@0: #endif
sl@0:     _p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
sl@0:   }
sl@0: 
sl@0:   exponential_distribution<RealType> _exp;
sl@0:   result_type _alpha;
sl@0:   // some data precomputed from the parameters
sl@0:   result_type _p;
sl@0: };
sl@0: 
sl@0: } // namespace boost
sl@0: 
sl@0: #endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP