| /* 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 |