183 lines
5.5 KiB
C++
183 lines
5.5 KiB
C++
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/* boost random/exponential_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Copyright Steven Watanabe 2011
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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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* $Id$
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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_EXPONENTIAL_DISTRIBUTION_HPP
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#define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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#include <boost/config/no_tr1/cmath.hpp>
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#include <iosfwd>
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#include <boost/assert.hpp>
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#include <boost/limits.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/uniform_01.hpp>
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namespace boost {
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namespace random {
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/**
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* The exponential distribution is a model of \random_distribution with
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* a single parameter lambda.
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*
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* It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
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*/
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template<class RealType = double>
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class exponential_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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class param_type
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{
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public:
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typedef exponential_distribution distribution_type;
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/**
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* Constructs parameters with a given lambda.
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*
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* Requires: lambda > 0
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*/
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param_type(RealType lambda_arg = RealType(1.0))
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: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
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/** Returns the lambda parameter of the distribution. */
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RealType lambda() const { return _lambda; }
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/** Writes the parameters to a @c std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
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{
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os << parm._lambda;
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return os;
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}
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/** Reads the parameters from a @c std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
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{
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is >> parm._lambda;
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return is;
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}
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/** Returns true if the two sets of parameters are equal. */
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
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{ return lhs._lambda == rhs._lambda; }
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/** Returns true if the two sets of parameters are different. */
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
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private:
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RealType _lambda;
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};
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/**
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* Constructs an exponential_distribution with a given lambda.
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*
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* Requires: lambda > 0
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*/
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explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
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: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
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/**
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* Constructs an exponential_distribution from its parameters
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*/
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explicit exponential_distribution(const param_type& parm)
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: _lambda(parm.lambda()) {}
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// compiler-generated copy ctor and assignment operator are fine
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/** Returns the lambda parameter of the distribution. */
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RealType lambda() const { return _lambda; }
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/** Returns the smallest value that the distribution can produce. */
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RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return RealType(0); }
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/** Returns the largest value that the distribution can produce. */
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RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
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{ return (std::numeric_limits<RealType>::infinity)(); }
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/** Returns the parameters of the distribution. */
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param_type param() const { return param_type(_lambda); }
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/** Sets the parameters of the distribution. */
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void param(const param_type& parm) { _lambda = parm.lambda(); }
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/**
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* Effects: Subsequent uses of the distribution do not depend
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* on values produced by any engine prior to invoking reset.
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*/
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void reset() { }
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/**
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* Returns a random variate distributed according to the
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* exponential distribution.
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*/
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template<class Engine>
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result_type operator()(Engine& eng) const
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{
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using std::log;
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return -result_type(1) /
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_lambda * log(result_type(1)-uniform_01<RealType>()(eng));
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}
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/**
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* Returns a random variate distributed according to the exponential
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* distribution with parameters specified by param.
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*/
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template<class Engine>
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result_type operator()(Engine& eng, const param_type& parm) const
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{
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return exponential_distribution(parm)(eng);
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}
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/** Writes the distribution to a std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
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{
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os << ed._lambda;
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return os;
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}
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/** Reads the distribution from a std::istream. */
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
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{
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is >> ed._lambda;
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return is;
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}
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/**
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* Returns true iff the two distributions will produce identical
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* sequences of values given equal generators.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
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{ return lhs._lambda == rhs._lambda; }
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/**
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* Returns true iff the two distributions will produce different
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* sequences of values given equal generators.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
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private:
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result_type _lambda;
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};
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} // namespace random
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using random::exponential_distribution;
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} // namespace boost
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#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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