williamr@2: /* boost random/normal_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: normal_distribution.hpp,v 1.20 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_NORMAL_DISTRIBUTION_HPP
williamr@2: #define BOOST_RANDOM_NORMAL_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: // deterministic polar method, uses trigonometric functions
williamr@2: template<class RealType = double>
williamr@2: class normal_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 normal_distribution(const result_type& mean = result_type(0),
williamr@2:                                const result_type& sigma = result_type(1))
williamr@2:     : _mean(mean), _sigma(sigma), _valid(false)
williamr@2:   {
williamr@2:     assert(sigma >= result_type(0));
williamr@2:   }
williamr@2: 
williamr@2:   // compiler-generated copy constructor is NOT fine, need to purge cache
williamr@2:   normal_distribution(const normal_distribution& other)
williamr@2:     : _mean(other._mean), _sigma(other._sigma), _valid(false)
williamr@2:   {
williamr@2:   }
williamr@2: 
williamr@2:   // compiler-generated copy ctor and assignment operator are fine
williamr@2: 
williamr@2:   RealType mean() const { return _mean; }
williamr@2:   RealType sigma() const { return _sigma; }
williamr@2: 
williamr@2:   void reset() { _valid = false; }
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::sqrt; using std::log; using std::sin; using std::cos;
williamr@2: #endif
williamr@2:     if(!_valid) {
williamr@2:       _r1 = eng();
williamr@2:       _r2 = eng();
williamr@2:       _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
williamr@2:       _valid = true;
williamr@2:     } else {
williamr@2:       _valid = false;
williamr@2:     }
williamr@2:     // Can we have a boost::mathconst please?
williamr@2:     const result_type pi = result_type(3.14159265358979323846);
williamr@2:     
williamr@2:     return _cached_rho * (_valid ?
williamr@2:                           cos(result_type(2)*pi*_r1) :
williamr@2:                           sin(result_type(2)*pi*_r1))
williamr@2:       * _sigma + _mean;
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 normal_distribution& nd)
williamr@2:   {
williamr@2:     os << nd._mean << " " << nd._sigma << " "
williamr@2:        << nd._valid << " " << nd._cached_rho << " " << nd._r1;
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, normal_distribution& nd)
williamr@2:   {
williamr@2:     is >> std::ws >> nd._mean >> std::ws >> nd._sigma
williamr@2:        >> std::ws >> nd._valid >> std::ws >> nd._cached_rho
williamr@2:        >> std::ws >> nd._r1;
williamr@2:     return is;
williamr@2:   }
williamr@2: #endif
williamr@2: private:
williamr@2:   result_type _mean, _sigma;
williamr@2:   result_type _r1, _r2, _cached_rho;
williamr@2:   bool _valid;
williamr@2: };
williamr@2: 
williamr@2: } // namespace boost
williamr@2: 
williamr@2: #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP