/* boost random/normal_distribution.hpp header file | |
* | |
* Copyright Jens Maurer 2000-2001 | |
* Distributed under the Boost Software License, Version 1.0. (See | |
* accompanying file LICENSE_1_0.txt or copy at | |
* http://www.boost.org/LICENSE_1_0.txt) | |
* | |
* See http://www.boost.org for most recent version including documentation. | |
* | |
* $Id: normal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ | |
* | |
* Revision history | |
* 2001-02-18 moved to individual header files | |
*/ | |
#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP | |
#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP | |
#include <boost/config/no_tr1/cmath.hpp> | |
#include <cassert> | |
#include <iostream> | |
#include <boost/limits.hpp> | |
#include <boost/static_assert.hpp> | |
#include <boost/random/detail/config.hpp> | |
namespace boost { | |
/** | |
* Instantiations of class template normal_distribution model a | |
* \random_distribution. Such a distribution produces random numbers | |
* @c x distributed with probability density function | |
* \f$p(x) = \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}\f$, | |
* where mean and sigma are the parameters of the distribution. | |
*/ | |
// deterministic Box-Muller method, uses trigonometric functions | |
template<class RealType = double> | |
class normal_distribution | |
{ | |
public: | |
typedef RealType input_type; | |
typedef RealType result_type; | |
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300) | |
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer); | |
#endif | |
/** | |
* Constructs a normal_distribution object. @c mean and @c sigma are | |
* the parameters for the distribution. | |
* | |
* Requires: sigma > 0 | |
*/ | |
explicit normal_distribution(const result_type& mean_arg = result_type(0), | |
const result_type& sigma_arg = result_type(1)) | |
: _mean(mean_arg), _sigma(sigma_arg), _valid(false) | |
{ | |
assert(_sigma >= result_type(0)); | |
} | |
// compiler-generated copy constructor is NOT fine, need to purge cache | |
normal_distribution(const normal_distribution& other) | |
: _mean(other._mean), _sigma(other._sigma), _valid(false) | |
{ | |
} | |
// compiler-generated copy ctor and assignment operator are fine | |
/** | |
* Returns: The "mean" parameter of the distribution. | |
*/ | |
RealType mean() const { return _mean; } | |
/** | |
* Returns: The "sigma" parameter of the distribution. | |
*/ | |
RealType sigma() const { return _sigma; } | |
void reset() { _valid = false; } | |
template<class Engine> | |
result_type operator()(Engine& eng) | |
{ | |
#ifndef BOOST_NO_STDC_NAMESPACE | |
// allow for Koenig lookup | |
using std::sqrt; using std::log; using std::sin; using std::cos; | |
#endif | |
if(!_valid) { | |
_r1 = eng(); | |
_r2 = eng(); | |
_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2)); | |
_valid = true; | |
} else { | |
_valid = false; | |
} | |
// Can we have a boost::mathconst please? | |
const result_type pi = result_type(3.14159265358979323846); | |
return _cached_rho * (_valid ? | |
cos(result_type(2)*pi*_r1) : | |
sin(result_type(2)*pi*_r1)) | |
* _sigma + _mean; | |
} | |
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS | |
template<class CharT, class Traits> | |
friend std::basic_ostream<CharT,Traits>& | |
operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd) | |
{ | |
os << nd._mean << " " << nd._sigma << " " | |
<< nd._valid << " " << nd._cached_rho << " " << nd._r1; | |
return os; | |
} | |
template<class CharT, class Traits> | |
friend std::basic_istream<CharT,Traits>& | |
operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd) | |
{ | |
is >> std::ws >> nd._mean >> std::ws >> nd._sigma | |
>> std::ws >> nd._valid >> std::ws >> nd._cached_rho | |
>> std::ws >> nd._r1; | |
return is; | |
} | |
#endif | |
private: | |
result_type _mean, _sigma; | |
result_type _r1, _r2, _cached_rho; | |
bool _valid; | |
}; | |
} // namespace boost | |
#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP |