/* boost random/normal_distribution.hpp header file

  *

  * Copyright Jens Maurer 2000-2001

  * Distributed under the Boost Software License, Version 1.0. (See

  * accompanying file LICENSE_1_0.txt or copy at

  * http://www.boost.org/LICENSE_1_0.txt)

  *

  * See http://www.boost.org for most recent version including documentation.

  *

  * $Id: normal_distribution.hpp,v 1.20 2004/07/27 03:43:32 dgregor Exp $

  *

  * Revision history

  *  2001-02-18  moved to individual header files

  */

 #ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP

 #define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP

 #include <cmath>

 #include <cassert>

 #include <iostream>

 #include <boost/limits.hpp>

 #include <boost/static_assert.hpp>

 namespace boost {

 // deterministic polar method, uses trigonometric functions

 template<class RealType = double>

 class normal_distribution

 {

 public:

   typedef RealType input_type;

   typedef RealType result_type;

 #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)

     BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);

 #endif

   explicit normal_distribution(const result_type& mean = result_type(0),

                                const result_type& sigma = result_type(1))

     : _mean(mean), _sigma(sigma), _valid(false)

   {

     assert(sigma >= result_type(0));

   }

   // compiler-generated copy constructor is NOT fine, need to purge cache

   normal_distribution(const normal_distribution& other)

     : _mean(other._mean), _sigma(other._sigma), _valid(false)

   {

   }

   // compiler-generated copy ctor and assignment operator are fine

   RealType mean() const { return _mean; }

   RealType sigma() const { return _sigma; }

   void reset() { _valid = false; }

   template<class Engine>

   result_type operator()(Engine& eng)

   {

 #ifndef BOOST_NO_STDC_NAMESPACE

     // allow for Koenig lookup

     using std::sqrt; using std::log; using std::sin; using std::cos;

 #endif

     if(!_valid) {

       _r1 = eng();

       _r2 = eng();

       _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));

       _valid = true;

     } else {

       _valid = false;

     }

     // Can we have a boost::mathconst please?

     const result_type pi = result_type(3.14159265358979323846);

     return _cached_rho * (_valid ?

                           cos(result_type(2)*pi*_r1) :

                           sin(result_type(2)*pi*_r1))

       * _sigma + _mean;

   }

 #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)

   template<class CharT, class Traits>

   friend std::basic_ostream<CharT,Traits>&

   operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd)

   {

     os << nd._mean << " " << nd._sigma << " "

        << nd._valid << " " << nd._cached_rho << " " << nd._r1;

     return os;

   }

   template<class CharT, class Traits>

   friend std::basic_istream<CharT,Traits>&

   operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)

   {

     is >> std::ws >> nd._mean >> std::ws >> nd._sigma

        >> std::ws >> nd._valid >> std::ws >> nd._cached_rho

        >> std::ws >> nd._r1;

     return is;

   }

 #endif

 private:

   result_type _mean, _sigma;

   result_type _r1, _r2, _cached_rho;

   bool _valid;

 };

 } // namespace boost

 #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP