134 lines
3.6 KiB
C++
Executable File
134 lines
3.6 KiB
C++
Executable File
/* boost random/gamma_distribution.hpp header file
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*
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* Copyright Jens Maurer 2002
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id: gamma_distribution.hpp 41369 2007-11-25 18:07:19Z bemandawes $
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*
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*/
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#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
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#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
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#include <cmath>
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#include <cassert>
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#include <boost/limits.hpp>
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#include <boost/static_assert.hpp>
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#include <boost/random/exponential_distribution.hpp>
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namespace boost {
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// Knuth
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template<class RealType = double>
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class gamma_distribution
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{
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public:
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typedef RealType input_type;
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typedef RealType result_type;
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#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
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BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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#endif
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explicit gamma_distribution(const result_type& alpha_arg = result_type(1))
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: _exp(result_type(1)), _alpha(alpha_arg)
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{
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assert(_alpha > result_type(0));
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init();
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}
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// compiler-generated copy ctor and assignment operator are fine
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RealType alpha() const { return _alpha; }
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void reset() { _exp.reset(); }
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template<class Engine>
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result_type operator()(Engine& eng)
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{
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#ifndef BOOST_NO_STDC_NAMESPACE
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// allow for Koenig lookup
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using std::tan; using std::sqrt; using std::exp; using std::log;
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using std::pow;
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#endif
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if(_alpha == result_type(1)) {
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return _exp(eng);
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} else if(_alpha > result_type(1)) {
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// Can we have a boost::mathconst please?
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const result_type pi = result_type(3.14159265358979323846);
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for(;;) {
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result_type y = tan(pi * eng());
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result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
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+ _alpha-result_type(1);
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if(x <= result_type(0))
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continue;
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if(eng() >
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(result_type(1)+y*y) * exp((_alpha-result_type(1))
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*log(x/(_alpha-result_type(1)))
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- sqrt(result_type(2)*_alpha
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-result_type(1))*y))
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continue;
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return x;
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}
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} else /* alpha < 1.0 */ {
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for(;;) {
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result_type u = eng();
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result_type y = _exp(eng);
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result_type x, q;
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if(u < _p) {
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x = exp(-y/_alpha);
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q = _p*exp(-x);
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} else {
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x = result_type(1)+y;
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q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
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}
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if(u >= q)
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continue;
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return x;
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}
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}
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}
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#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
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template<class CharT, class Traits>
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friend std::basic_ostream<CharT,Traits>&
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operator<<(std::basic_ostream<CharT,Traits>& os, const gamma_distribution& gd)
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{
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os << gd._alpha;
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return os;
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}
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template<class CharT, class Traits>
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friend std::basic_istream<CharT,Traits>&
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operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
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{
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is >> std::ws >> gd._alpha;
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gd.init();
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return is;
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}
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#endif
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private:
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void init()
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{
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#ifndef BOOST_NO_STDC_NAMESPACE
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// allow for Koenig lookup
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using std::exp;
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#endif
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_p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
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}
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exponential_distribution<RealType> _exp;
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result_type _alpha;
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// some data precomputed from the parameters
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result_type _p;
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};
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} // namespace boost
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#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
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