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