/src/contrib/boost/random/normal_distribution.hpp

  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 60755 2010-03-22 00:45:06Z steven_watanabe $
 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 <boost/config/no_tr1/cmath.hpp>
 20#include <cassert>
 21#include <iostream>
 22#include <boost/limits.hpp>
 23#include <boost/static_assert.hpp>
 24#include <boost/random/detail/config.hpp>
 25
 26namespace boost {
 27
 28/**
 29 * Instantiations of class template normal_distribution model a
 30 * \random_distribution. Such a distribution produces random numbers
 31 * @c x distributed with probability density function
 32 * \f$p(x) = \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}\f$,
 33 * where mean and sigma are the parameters of the distribution.
 34 */
 35// deterministic Box-Muller method, uses trigonometric functions
 36template<class RealType = double>
 37class normal_distribution
 38{
 39public:
 40  typedef RealType input_type;
 41  typedef RealType result_type;
 42
 43#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
 44    BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
 45#endif
 46
 47  /**
 48   * Constructs a normal_distribution object. @c mean and @c sigma are
 49   * the parameters for the distribution.
 50   *
 51   * Requires: sigma > 0
 52   */
 53  explicit normal_distribution(const result_type& mean_arg = result_type(0),
 54                               const result_type& sigma_arg = result_type(1))
 55    : _mean(mean_arg), _sigma(sigma_arg), _valid(false)
 56  {
 57    assert(_sigma >= result_type(0));
 58  }
 59
 60  // compiler-generated copy constructor is NOT fine, need to purge cache
 61  normal_distribution(const normal_distribution& other)
 62    : _mean(other._mean), _sigma(other._sigma), _valid(false)
 63  {
 64  }
 65
 66  // compiler-generated copy ctor and assignment operator are fine
 67
 68  /**
 69   * Returns: The "mean" parameter of the distribution.
 70   */
 71  RealType mean() const { return _mean; }
 72  /**
 73   * Returns: The "sigma" parameter of the distribution.
 74   */
 75  RealType sigma() const { return _sigma; }
 76
 77  void reset() { _valid = false; }
 78
 79  template<class Engine>
 80  result_type operator()(Engine& eng)
 81  {
 82#ifndef BOOST_NO_STDC_NAMESPACE
 83    // allow for Koenig lookup
 84    using std::sqrt; using std::log; using std::sin; using std::cos;
 85#endif
 86    if(!_valid) {
 87      _r1 = eng();
 88      _r2 = eng();
 89      _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
 90      _valid = true;
 91    } else {
 92      _valid = false;
 93    }
 94    // Can we have a boost::mathconst please?
 95    const result_type pi = result_type(3.14159265358979323846);
 96    
 97    return _cached_rho * (_valid ?
 98                          cos(result_type(2)*pi*_r1) :
 99                          sin(result_type(2)*pi*_r1))
100      * _sigma + _mean;
101  }
102
103#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
104  template<class CharT, class Traits>
105  friend std::basic_ostream<CharT,Traits>&
106  operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd)
107  {
108    os << nd._mean << " " << nd._sigma << " "
109       << nd._valid << " " << nd._cached_rho << " " << nd._r1;
110    return os;
111  }
112
113  template<class CharT, class Traits>
114  friend std::basic_istream<CharT,Traits>&
115  operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)
116  {
117    is >> std::ws >> nd._mean >> std::ws >> nd._sigma
118       >> std::ws >> nd._valid >> std::ws >> nd._cached_rho
119       >> std::ws >> nd._r1;
120    return is;
121  }
122#endif
123private:
124  result_type _mean, _sigma;
125  result_type _r1, _r2, _cached_rho;
126  bool _valid;
127};
128
129} // namespace boost
130
131#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP