source: NonGTP/Boost/boost/random/gamma_distribution.hpp @ 857

Revision 857, 3.6 KB checked in by igarcia, 19 years ago (diff)
Line 
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
23namespace boost {
24
25// Knuth
26template<class RealType = double>
27class gamma_distribution
28{
29public:
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
115private:
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
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