| /* boost random/gamma_distribution.hpp header file |
| * |
| * Copyright Jens Maurer 2002 |
| * 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: gamma_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ |
| * |
| */ |
| |
| #ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP |
| #define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP |
| |
| #include <boost/config/no_tr1/cmath.hpp> |
| #include <cassert> |
| #include <boost/limits.hpp> |
| #include <boost/static_assert.hpp> |
| #include <boost/random/detail/config.hpp> |
| #include <boost/random/exponential_distribution.hpp> |
| |
| namespace boost { |
| |
| // The algorithm is taken from Knuth |
| |
| /** |
| * The gamma distribution is a continuous distribution with a single |
| * parameter alpha. |
| * |
| * It has \f$p(x) = x^{\alpha-1}\frac{e^{-x}}{\Gamma(\alpha)}\f$. |
| */ |
| template<class RealType = double> |
| class gamma_distribution |
| { |
| public: |
| typedef RealType input_type; |
| typedef RealType result_type; |
| |
| #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS |
| BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer); |
| #endif |
| |
| explicit gamma_distribution(const result_type& alpha_arg = result_type(1)) |
| : _exp(result_type(1)), _alpha(alpha_arg) |
| { |
| assert(_alpha > result_type(0)); |
| init(); |
| } |
| |
| // compiler-generated copy ctor and assignment operator are fine |
| |
| RealType alpha() const { return _alpha; } |
| |
| void reset() { _exp.reset(); } |
| |
| template<class Engine> |
| result_type operator()(Engine& eng) |
| { |
| #ifndef BOOST_NO_STDC_NAMESPACE |
| // allow for Koenig lookup |
| using std::tan; using std::sqrt; using std::exp; using std::log; |
| using std::pow; |
| #endif |
| if(_alpha == result_type(1)) { |
| return _exp(eng); |
| } else if(_alpha > result_type(1)) { |
| // Can we have a boost::mathconst please? |
| const result_type pi = result_type(3.14159265358979323846); |
| for(;;) { |
| result_type y = tan(pi * eng()); |
| result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y |
| + _alpha-result_type(1); |
| if(x <= result_type(0)) |
| continue; |
| if(eng() > |
| (result_type(1)+y*y) * exp((_alpha-result_type(1)) |
| *log(x/(_alpha-result_type(1))) |
| - sqrt(result_type(2)*_alpha |
| -result_type(1))*y)) |
| continue; |
| return x; |
| } |
| } else /* alpha < 1.0 */ { |
| for(;;) { |
| result_type u = eng(); |
| result_type y = _exp(eng); |
| result_type x, q; |
| if(u < _p) { |
| x = exp(-y/_alpha); |
| q = _p*exp(-x); |
| } else { |
| x = result_type(1)+y; |
| q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1)); |
| } |
| if(u >= q) |
| continue; |
| return x; |
| } |
| } |
| } |
| |
| #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 gamma_distribution& gd) |
| { |
| os << gd._alpha; |
| return os; |
| } |
| |
| template<class CharT, class Traits> |
| friend std::basic_istream<CharT,Traits>& |
| operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd) |
| { |
| is >> std::ws >> gd._alpha; |
| gd.init(); |
| return is; |
| } |
| #endif |
| |
| private: |
| /// \cond hide_private_members |
| void init() |
| { |
| #ifndef BOOST_NO_STDC_NAMESPACE |
| // allow for Koenig lookup |
| using std::exp; |
| #endif |
| _p = exp(result_type(1)) / (_alpha + exp(result_type(1))); |
| } |
| /// \endcond |
| |
| exponential_distribution<RealType> _exp; |
| result_type _alpha; |
| // some data precomputed from the parameters |
| result_type _p; |
| }; |
| |
| } // namespace boost |
| |
| #endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP |