epoc32/include/stdapis/boost/random/gamma_distribution.hpp
author William Roberts <williamr@symbian.org>
Wed, 31 Mar 2010 12:33:34 +0100
branchSymbian3
changeset 4 837f303aceeb
permissions -rw-r--r--
Current Symbian^3 public API header files (from PDK 3.0.h)
This is the epoc32/include tree with the "platform" subtrees removed, and
all but a selected few mbg and rsg files removed.
     1 /* boost random/gamma_distribution.hpp header file
     2  *
     3  * Copyright Jens Maurer 2002
     4  * Distributed under the Boost Software License, Version 1.0. (See
     5  * accompanying file LICENSE_1_0.txt or copy at
     6  * http://www.boost.org/LICENSE_1_0.txt)
     7  *
     8  * See http://www.boost.org for most recent version including documentation.
     9  *
    10  * $Id: gamma_distribution.hpp,v 1.9 2004/07/27 03:43:32 dgregor Exp $
    11  *
    12  */
    13 
    14 #ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
    15 #define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
    16 
    17 #include <cmath>
    18 #include <cassert>
    19 #include <boost/limits.hpp>
    20 #include <boost/static_assert.hpp>
    21 #include <boost/random/exponential_distribution.hpp>
    22 
    23 namespace boost {
    24 
    25 // Knuth
    26 template<class RealType = double>
    27 class gamma_distribution
    28 {
    29 public:
    30   typedef RealType input_type;
    31   typedef RealType result_type;
    32 
    33 #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
    34   BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
    35 #endif
    36 
    37   explicit gamma_distribution(const result_type& alpha = result_type(1))
    38     : _exp(result_type(1)), _alpha(alpha)
    39   {
    40     assert(alpha > result_type(0));
    41     init();
    42   }
    43 
    44   // compiler-generated copy ctor and assignment operator are fine
    45 
    46   RealType alpha() const { return _alpha; }
    47 
    48   void reset() { _exp.reset(); }
    49 
    50   template<class Engine>
    51   result_type operator()(Engine& eng)
    52   {
    53 #ifndef BOOST_NO_STDC_NAMESPACE
    54     // allow for Koenig lookup
    55     using std::tan; using std::sqrt; using std::exp; using std::log;
    56     using std::pow;
    57 #endif
    58     if(_alpha == result_type(1)) {
    59       return _exp(eng);
    60     } else if(_alpha > result_type(1)) {
    61       // Can we have a boost::mathconst please?
    62       const result_type pi = result_type(3.14159265358979323846);
    63       for(;;) {
    64         result_type y = tan(pi * eng());
    65         result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
    66           + _alpha-result_type(1);
    67         if(x <= result_type(0))
    68           continue;
    69         if(eng() >
    70            (result_type(1)+y*y) * exp((_alpha-result_type(1))
    71                                         *log(x/(_alpha-result_type(1)))
    72                                         - sqrt(result_type(2)*_alpha
    73                                                -result_type(1))*y))
    74           continue;
    75         return x;
    76       }
    77     } else /* alpha < 1.0 */ {
    78       for(;;) {
    79         result_type u = eng();
    80         result_type y = _exp(eng);
    81         result_type x, q;
    82         if(u < _p) {
    83           x = exp(-y/_alpha);
    84           q = _p*exp(-x);
    85         } else {
    86           x = result_type(1)+y;
    87           q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
    88         }
    89         if(u >= q)
    90           continue;
    91         return x;
    92       }
    93     }
    94   }
    95 
    96 #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
    97   template<class CharT, class Traits>
    98   friend std::basic_ostream<CharT,Traits>&
    99   operator<<(std::basic_ostream<CharT,Traits>& os, const gamma_distribution& gd)
   100   {
   101     os << gd._alpha;
   102     return os;
   103   }
   104 
   105   template<class CharT, class Traits>
   106   friend std::basic_istream<CharT,Traits>&
   107   operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
   108   {
   109     is >> std::ws >> gd._alpha;
   110     gd.init();
   111     return is;
   112   }
   113 #endif
   114 
   115 private:
   116   void init()
   117   {
   118 #ifndef BOOST_NO_STDC_NAMESPACE
   119     // allow for Koenig lookup
   120     using std::exp;
   121 #endif
   122     _p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
   123   }
   124 
   125   exponential_distribution<RealType> _exp;
   126   result_type _alpha;
   127   // some data precomputed from the parameters
   128   result_type _p;
   129 };
   130 
   131 } // namespace boost
   132 
   133 #endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP