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/src/contrib/boost/random/exponential_distribution.hpp

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 1/* boost random/exponential_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: exponential_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_EXPONENTIAL_DISTRIBUTION_HPP
17#define BOOST_RANDOM_EXPONENTIAL_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 * The exponential distribution has a single parameter lambda.
30 *
31 * It has \f$p(x) = \lambda e^{-\lambda x}\f$
32 */
33template<class RealType = double>
34class exponential_distribution
35{
36public:
37  typedef RealType input_type;
38  typedef RealType result_type;
39
40#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
41  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
42#endif
43
44  explicit exponential_distribution(result_type lambda_arg = result_type(1))
45    : _lambda(lambda_arg) { assert(_lambda > result_type(0)); }
46
47  // compiler-generated copy ctor and assignment operator are fine
48
49  result_type lambda() const { return _lambda; }
50
51  void reset() { }
52
53  template<class Engine>
54  result_type operator()(Engine& eng)
55  { 
56#ifndef BOOST_NO_STDC_NAMESPACE
57    using std::log;
58#endif
59    return -result_type(1) / _lambda * log(result_type(1)-eng());
60  }
61
62#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
63  template<class CharT, class Traits>
64  friend std::basic_ostream<CharT,Traits>&
65  operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)
66  {
67    os << ed._lambda;
68    return os;
69  }
70
71  template<class CharT, class Traits>
72  friend std::basic_istream<CharT,Traits>&
73  operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
74  {
75    is >> std::ws >> ed._lambda;
76    return is;
77  }
78#endif
79
80private:
81  result_type _lambda;
82};
83
84} // namespace boost
85
86#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP