/src/contrib/boost/random/normal_distribution.hpp
http://pythonocc.googlecode.com/ · C++ Header · 131 lines · 77 code · 16 blank · 38 comment · 4 complexity · 38558782e1747b4a9f3c5751745517b9 MD5 · raw file
- /* 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