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

Revision 857, 3.3 KB checked in by igarcia, 19 years ago (diff)
RevLine 
[857]1/* boost random/normal_distribution.hpp header file
2 *
3 * Copyright Jens Maurer 2000-2001
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: normal_distribution.hpp,v 1.20 2004/07/27 03:43:32 dgregor Exp $
11 *
12 * Revision history
13 *  2001-02-18  moved to individual header files
14 */
15
16#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
17#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
18
19#include <cmath>
20#include <cassert>
21#include <iostream>
22#include <boost/limits.hpp>
23#include <boost/static_assert.hpp>
24
25namespace boost {
26
27// deterministic polar method, uses trigonometric functions
28template<class RealType = double>
29class normal_distribution
30{
31public:
32  typedef RealType input_type;
33  typedef RealType result_type;
34
35#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
36    BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
37#endif
38
39  explicit normal_distribution(const result_type& mean = result_type(0),
40                               const result_type& sigma = result_type(1))
41    : _mean(mean), _sigma(sigma), _valid(false)
42  {
43    assert(sigma >= result_type(0));
44  }
45
46  // compiler-generated copy constructor is NOT fine, need to purge cache
47  normal_distribution(const normal_distribution& other)
48    : _mean(other._mean), _sigma(other._sigma), _valid(false)
49  {
50  }
51
52  // compiler-generated copy ctor and assignment operator are fine
53
54  RealType mean() const { return _mean; }
55  RealType sigma() const { return _sigma; }
56
57  void reset() { _valid = false; }
58
59  template<class Engine>
60  result_type operator()(Engine& eng)
61  {
62#ifndef BOOST_NO_STDC_NAMESPACE
63    // allow for Koenig lookup
64    using std::sqrt; using std::log; using std::sin; using std::cos;
65#endif
66    if(!_valid) {
67      _r1 = eng();
68      _r2 = eng();
69      _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
70      _valid = true;
71    } else {
72      _valid = false;
73    }
74    // Can we have a boost::mathconst please?
75    const result_type pi = result_type(3.14159265358979323846);
76   
77    return _cached_rho * (_valid ?
78                          cos(result_type(2)*pi*_r1) :
79                          sin(result_type(2)*pi*_r1))
80      * _sigma + _mean;
81  }
82
83#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
84  template<class CharT, class Traits>
85  friend std::basic_ostream<CharT,Traits>&
86  operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd)
87  {
88    os << nd._mean << " " << nd._sigma << " "
89       << nd._valid << " " << nd._cached_rho << " " << nd._r1;
90    return os;
91  }
92
93  template<class CharT, class Traits>
94  friend std::basic_istream<CharT,Traits>&
95  operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)
96  {
97    is >> std::ws >> nd._mean >> std::ws >> nd._sigma
98       >> std::ws >> nd._valid >> std::ws >> nd._cached_rho
99       >> std::ws >> nd._r1;
100    return is;
101  }
102#endif
103private:
104  result_type _mean, _sigma;
105  result_type _r1, _r2, _cached_rho;
106  bool _valid;
107};
108
109} // namespace boost
110
111#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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