1 | /* boost random/exponential_distribution.hpp header file
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2 | *
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3 | * Copyright Jens Maurer 2000-2001
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4 | * Distributed under the Boost Software License, Version 1.0. (See
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5 | * accompanying file LICENSE_1_0.txt or copy at
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6 | * http://www.boost.org/LICENSE_1_0.txt)
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7 | *
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8 | * See http://www.boost.org for most recent version including documentation.
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9 | *
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10 | * $Id: exponential_distribution.hpp,v 1.16 2004/07/27 03:43:32 dgregor Exp $
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11 | *
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12 | * Revision history
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13 | * 2001-02-18 moved to individual header files
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14 | */
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15 |
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16 | #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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17 | #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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18 |
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19 | #include <cmath>
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20 | #include <cassert>
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21 | #include <iostream>
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22 | #include <boost/limits.hpp>
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23 | #include <boost/static_assert.hpp>
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24 |
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25 | namespace boost {
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26 |
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27 | // exponential distribution: p(x) = lambda * exp(-lambda * x)
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28 | template<class RealType = double>
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29 | class exponential_distribution
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30 | {
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31 | public:
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32 | typedef RealType input_type;
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33 | typedef RealType result_type;
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34 |
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35 | #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
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36 | BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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37 | #endif
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38 |
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39 | explicit exponential_distribution(result_type lambda = result_type(1))
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40 | : _lambda(lambda) { assert(lambda > result_type(0)); }
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41 |
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42 | // compiler-generated copy ctor and assignment operator are fine
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43 |
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44 | result_type lambda() const { return _lambda; }
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45 |
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46 | void reset() { }
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47 |
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48 | template<class Engine>
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49 | result_type operator()(Engine& eng)
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50 | {
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51 | #ifndef BOOST_NO_STDC_NAMESPACE
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52 | using std::log;
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53 | #endif
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54 | return -result_type(1) / _lambda * log(result_type(1)-eng());
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55 | }
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56 |
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57 | #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
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58 | template<class CharT, class Traits>
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59 | friend std::basic_ostream<CharT,Traits>&
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60 | operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)
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61 | {
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62 | os << ed._lambda;
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63 | return os;
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64 | }
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65 |
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66 | template<class CharT, class Traits>
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67 | friend std::basic_istream<CharT,Traits>&
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68 | operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
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69 | {
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70 | is >> std::ws >> ed._lambda;
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71 | return is;
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72 | }
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73 | #endif
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74 |
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75 | private:
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76 | result_type _lambda;
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77 | };
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78 |
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79 | } // namespace boost
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80 |
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81 | #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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