williamr@2: /* boost random/exponential_distribution.hpp header file
williamr@2:  *
williamr@2:  * Copyright Jens Maurer 2000-2001
williamr@2:  * Distributed under the Boost Software License, Version 1.0. (See
williamr@2:  * accompanying file LICENSE_1_0.txt or copy at
williamr@2:  * http://www.boost.org/LICENSE_1_0.txt)
williamr@2:  *
williamr@2:  * See http://www.boost.org for most recent version including documentation.
williamr@2:  *
williamr@2:  * $Id: exponential_distribution.hpp,v 1.16 2004/07/27 03:43:32 dgregor Exp $
williamr@2:  *
williamr@2:  * Revision history
williamr@2:  *  2001-02-18  moved to individual header files
williamr@2:  */
williamr@2: 
williamr@2: #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
williamr@2: #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
williamr@2: 
williamr@2: #include <cmath>
williamr@2: #include <cassert>
williamr@2: #include <iostream>
williamr@2: #include <boost/limits.hpp>
williamr@2: #include <boost/static_assert.hpp>
williamr@2: 
williamr@2: namespace boost {
williamr@2: 
williamr@2: // exponential distribution: p(x) = lambda * exp(-lambda * x)
williamr@2: template<class RealType = double>
williamr@2: class exponential_distribution
williamr@2: {
williamr@2: public:
williamr@2:   typedef RealType input_type;
williamr@2:   typedef RealType result_type;
williamr@2: 
williamr@2: #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
williamr@2:   BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
williamr@2: #endif
williamr@2: 
williamr@2:   explicit exponential_distribution(result_type lambda = result_type(1))
williamr@2:     : _lambda(lambda) { assert(lambda > result_type(0)); }
williamr@2: 
williamr@2:   // compiler-generated copy ctor and assignment operator are fine
williamr@2: 
williamr@2:   result_type lambda() const { return _lambda; }
williamr@2: 
williamr@2:   void reset() { }
williamr@2: 
williamr@2:   template<class Engine>
williamr@2:   result_type operator()(Engine& eng)
williamr@2:   { 
williamr@2: #ifndef BOOST_NO_STDC_NAMESPACE
williamr@2:     using std::log;
williamr@2: #endif
williamr@2:     return -result_type(1) / _lambda * log(result_type(1)-eng());
williamr@2:   }
williamr@2: 
williamr@2: #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_ostream<CharT,Traits>&
williamr@2:   operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)
williamr@2:   {
williamr@2:     os << ed._lambda;
williamr@2:     return os;
williamr@2:   }
williamr@2: 
williamr@2:   template<class CharT, class Traits>
williamr@2:   friend std::basic_istream<CharT,Traits>&
williamr@2:   operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
williamr@2:   {
williamr@2:     is >> std::ws >> ed._lambda;
williamr@2:     return is;
williamr@2:   }
williamr@2: #endif
williamr@2: 
williamr@2: private:
williamr@2:   result_type _lambda;
williamr@2: };
williamr@2: 
williamr@2: } // namespace boost
williamr@2: 
williamr@2: #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP