112 lines
3.3 KiB
C++
Executable File
112 lines
3.3 KiB
C++
Executable File
/* boost random/normal_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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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: normal_distribution.hpp 41369 2007-11-25 18:07:19Z bemandawes $
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*
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* Revision history
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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#include <cmath>
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#include <cassert>
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#include <iostream>
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#include <boost/limits.hpp>
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#include <boost/static_assert.hpp>
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namespace boost {
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// deterministic Box-Muller method, uses trigonometric functions
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template<class RealType = double>
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class normal_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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#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
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BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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#endif
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explicit normal_distribution(const result_type& mean_arg = result_type(0),
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const result_type& sigma_arg = result_type(1))
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: _mean(mean_arg), _sigma(sigma_arg), _valid(false)
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{
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assert(_sigma >= result_type(0));
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}
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// compiler-generated copy constructor is NOT fine, need to purge cache
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normal_distribution(const normal_distribution& other)
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: _mean(other._mean), _sigma(other._sigma), _valid(false)
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{
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}
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// compiler-generated copy ctor and assignment operator are fine
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RealType mean() const { return _mean; }
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RealType sigma() const { return _sigma; }
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void reset() { _valid = false; }
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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::sqrt; using std::log; using std::sin; using std::cos;
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#endif
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if(!_valid) {
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_r1 = eng();
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_r2 = eng();
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_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
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_valid = true;
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} else {
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_valid = false;
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}
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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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return _cached_rho * (_valid ?
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cos(result_type(2)*pi*_r1) :
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sin(result_type(2)*pi*_r1))
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* _sigma + _mean;
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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 normal_distribution& nd)
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{
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os << nd._mean << " " << nd._sigma << " "
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<< nd._valid << " " << nd._cached_rho << " " << nd._r1;
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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, normal_distribution& nd)
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{
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is >> std::ws >> nd._mean >> std::ws >> nd._sigma
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>> std::ws >> nd._valid >> std::ws >> nd._cached_rho
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>> std::ws >> nd._r1;
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return is;
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}
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#endif
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private:
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result_type _mean, _sigma;
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result_type _r1, _r2, _cached_rho;
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bool _valid;
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};
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} // namespace boost
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#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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