1.1 --- /dev/null	Thu Jan 01 00:00:00 1970 +0000
     1.2 +++ b/epoc32/include/stdapis/boost/random/gamma_distribution.hpp	Tue Mar 16 16:12:26 2010 +0000
     1.3 @@ -0,0 +1,133 @@
     1.4 +/* boost random/gamma_distribution.hpp header file
     1.5 + *
     1.6 + * Copyright Jens Maurer 2002
     1.7 + * Distributed under the Boost Software License, Version 1.0. (See
     1.8 + * accompanying file LICENSE_1_0.txt or copy at
     1.9 + * http://www.boost.org/LICENSE_1_0.txt)
    1.10 + *
    1.11 + * See http://www.boost.org for most recent version including documentation.
    1.12 + *
    1.13 + * $Id: gamma_distribution.hpp,v 1.9 2004/07/27 03:43:32 dgregor Exp $
    1.14 + *
    1.15 + */
    1.16 +
    1.17 +#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
    1.18 +#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
    1.19 +
    1.20 +#include <cmath>
    1.21 +#include <cassert>
    1.22 +#include <boost/limits.hpp>
    1.23 +#include <boost/static_assert.hpp>
    1.24 +#include <boost/random/exponential_distribution.hpp>
    1.25 +
    1.26 +namespace boost {
    1.27 +
    1.28 +// Knuth
    1.29 +template<class RealType = double>
    1.30 +class gamma_distribution
    1.31 +{
    1.32 +public:
    1.33 +  typedef RealType input_type;
    1.34 +  typedef RealType result_type;
    1.35 +
    1.36 +#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
    1.37 +  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
    1.38 +#endif
    1.39 +
    1.40 +  explicit gamma_distribution(const result_type& alpha = result_type(1))
    1.41 +    : _exp(result_type(1)), _alpha(alpha)
    1.42 +  {
    1.43 +    assert(alpha > result_type(0));
    1.44 +    init();
    1.45 +  }
    1.46 +
    1.47 +  // compiler-generated copy ctor and assignment operator are fine
    1.48 +
    1.49 +  RealType alpha() const { return _alpha; }
    1.50 +
    1.51 +  void reset() { _exp.reset(); }
    1.52 +
    1.53 +  template<class Engine>
    1.54 +  result_type operator()(Engine& eng)
    1.55 +  {
    1.56 +#ifndef BOOST_NO_STDC_NAMESPACE
    1.57 +    // allow for Koenig lookup
    1.58 +    using std::tan; using std::sqrt; using std::exp; using std::log;
    1.59 +    using std::pow;
    1.60 +#endif
    1.61 +    if(_alpha == result_type(1)) {
    1.62 +      return _exp(eng);
    1.63 +    } else if(_alpha > result_type(1)) {
    1.64 +      // Can we have a boost::mathconst please?
    1.65 +      const result_type pi = result_type(3.14159265358979323846);
    1.66 +      for(;;) {
    1.67 +        result_type y = tan(pi * eng());
    1.68 +        result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
    1.69 +          + _alpha-result_type(1);
    1.70 +        if(x <= result_type(0))
    1.71 +          continue;
    1.72 +        if(eng() >
    1.73 +           (result_type(1)+y*y) * exp((_alpha-result_type(1))
    1.74 +                                        *log(x/(_alpha-result_type(1)))
    1.75 +                                        - sqrt(result_type(2)*_alpha
    1.76 +                                               -result_type(1))*y))
    1.77 +          continue;
    1.78 +        return x;
    1.79 +      }
    1.80 +    } else /* alpha < 1.0 */ {
    1.81 +      for(;;) {
    1.82 +        result_type u = eng();
    1.83 +        result_type y = _exp(eng);
    1.84 +        result_type x, q;
    1.85 +        if(u < _p) {
    1.86 +          x = exp(-y/_alpha);
    1.87 +          q = _p*exp(-x);
    1.88 +        } else {
    1.89 +          x = result_type(1)+y;
    1.90 +          q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
    1.91 +        }
    1.92 +        if(u >= q)
    1.93 +          continue;
    1.94 +        return x;
    1.95 +      }
    1.96 +    }
    1.97 +  }
    1.98 +
    1.99 +#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
   1.100 +  template<class CharT, class Traits>
   1.101 +  friend std::basic_ostream<CharT,Traits>&
   1.102 +  operator<<(std::basic_ostream<CharT,Traits>& os, const gamma_distribution& gd)
   1.103 +  {
   1.104 +    os << gd._alpha;
   1.105 +    return os;
   1.106 +  }
   1.107 +
   1.108 +  template<class CharT, class Traits>
   1.109 +  friend std::basic_istream<CharT,Traits>&
   1.110 +  operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
   1.111 +  {
   1.112 +    is >> std::ws >> gd._alpha;
   1.113 +    gd.init();
   1.114 +    return is;
   1.115 +  }
   1.116 +#endif
   1.117 +
   1.118 +private:
   1.119 +  void init()
   1.120 +  {
   1.121 +#ifndef BOOST_NO_STDC_NAMESPACE
   1.122 +    // allow for Koenig lookup
   1.123 +    using std::exp;
   1.124 +#endif
   1.125 +    _p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
   1.126 +  }
   1.127 +
   1.128 +  exponential_distribution<RealType> _exp;
   1.129 +  result_type _alpha;
   1.130 +  // some data precomputed from the parameters
   1.131 +  result_type _p;
   1.132 +};
   1.133 +
   1.134 +} // namespace boost
   1.135 +
   1.136 +#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP