]>
Commit | Line | Data |
---|---|---|
1 | /* boost random/exponential_distribution.hpp header file | |
2 | * | |
3 | * Copyright Jens Maurer 2000-2001 | |
4 | * Copyright Steven Watanabe 2011 | |
5 | * Distributed under the Boost Software License, Version 1.0. (See | |
6 | * accompanying file LICENSE_1_0.txt or copy at | |
7 | * http://www.boost.org/LICENSE_1_0.txt) | |
8 | * | |
9 | * See http://www.boost.org for most recent version including documentation. | |
10 | * | |
11 | * $Id$ | |
12 | * | |
13 | * Revision history | |
14 | * 2001-02-18 moved to individual header files | |
15 | */ | |
16 | ||
17 | #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP | |
18 | #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP | |
19 | ||
20 | #include <boost/config/no_tr1/cmath.hpp> | |
21 | #include <iosfwd> | |
22 | #include <boost/assert.hpp> | |
23 | #include <boost/limits.hpp> | |
24 | #include <boost/random/detail/config.hpp> | |
25 | #include <boost/random/detail/operators.hpp> | |
26 | #include <boost/random/uniform_01.hpp> | |
27 | ||
28 | namespace boost { | |
29 | namespace random { | |
30 | ||
31 | /** | |
32 | * The exponential distribution is a model of \random_distribution with | |
33 | * a single parameter lambda. | |
34 | * | |
35 | * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$ | |
36 | */ | |
37 | template<class RealType = double> | |
38 | class exponential_distribution | |
39 | { | |
40 | public: | |
41 | typedef RealType input_type; | |
42 | typedef RealType result_type; | |
43 | ||
44 | class param_type | |
45 | { | |
46 | public: | |
47 | ||
48 | typedef exponential_distribution distribution_type; | |
49 | ||
50 | /** | |
51 | * Constructs parameters with a given lambda. | |
52 | * | |
53 | * Requires: lambda > 0 | |
54 | */ | |
55 | param_type(RealType lambda_arg = RealType(1.0)) | |
56 | : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } | |
57 | ||
58 | /** Returns the lambda parameter of the distribution. */ | |
59 | RealType lambda() const { return _lambda; } | |
60 | ||
61 | /** Writes the parameters to a @c std::ostream. */ | |
62 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) | |
63 | { | |
64 | os << parm._lambda; | |
65 | return os; | |
66 | } | |
67 | ||
68 | /** Reads the parameters from a @c std::istream. */ | |
69 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) | |
70 | { | |
71 | is >> parm._lambda; | |
72 | return is; | |
73 | } | |
74 | ||
75 | /** Returns true if the two sets of parameters are equal. */ | |
76 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) | |
77 | { return lhs._lambda == rhs._lambda; } | |
78 | ||
79 | /** Returns true if the two sets of parameters are different. */ | |
80 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) | |
81 | ||
82 | private: | |
83 | RealType _lambda; | |
84 | }; | |
85 | ||
86 | /** | |
87 | * Constructs an exponential_distribution with a given lambda. | |
88 | * | |
89 | * Requires: lambda > 0 | |
90 | */ | |
91 | explicit exponential_distribution(RealType lambda_arg = RealType(1.0)) | |
92 | : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); } | |
93 | ||
94 | /** | |
95 | * Constructs an exponential_distribution from its parameters | |
96 | */ | |
97 | explicit exponential_distribution(const param_type& parm) | |
98 | : _lambda(parm.lambda()) {} | |
99 | ||
100 | // compiler-generated copy ctor and assignment operator are fine | |
101 | ||
102 | /** Returns the lambda parameter of the distribution. */ | |
103 | RealType lambda() const { return _lambda; } | |
104 | ||
105 | /** Returns the smallest value that the distribution can produce. */ | |
106 | RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
107 | { return RealType(0); } | |
108 | /** Returns the largest value that the distribution can produce. */ | |
109 | RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const | |
110 | { return (std::numeric_limits<RealType>::infinity)(); } | |
111 | ||
112 | /** Returns the parameters of the distribution. */ | |
113 | param_type param() const { return param_type(_lambda); } | |
114 | /** Sets the parameters of the distribution. */ | |
115 | void param(const param_type& parm) { _lambda = parm.lambda(); } | |
116 | ||
117 | /** | |
118 | * Effects: Subsequent uses of the distribution do not depend | |
119 | * on values produced by any engine prior to invoking reset. | |
120 | */ | |
121 | void reset() { } | |
122 | ||
123 | /** | |
124 | * Returns a random variate distributed according to the | |
125 | * exponential distribution. | |
126 | */ | |
127 | template<class Engine> | |
128 | result_type operator()(Engine& eng) const | |
129 | { | |
130 | using std::log; | |
131 | return -result_type(1) / | |
132 | _lambda * log(result_type(1)-uniform_01<RealType>()(eng)); | |
133 | } | |
134 | ||
135 | /** | |
136 | * Returns a random variate distributed according to the exponential | |
137 | * distribution with parameters specified by param. | |
138 | */ | |
139 | template<class Engine> | |
140 | result_type operator()(Engine& eng, const param_type& parm) const | |
141 | { | |
142 | return exponential_distribution(parm)(eng); | |
143 | } | |
144 | ||
145 | /** Writes the distribution to a std::ostream. */ | |
146 | BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed) | |
147 | { | |
148 | os << ed._lambda; | |
149 | return os; | |
150 | } | |
151 | ||
152 | /** Reads the distribution from a std::istream. */ | |
153 | BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed) | |
154 | { | |
155 | is >> ed._lambda; | |
156 | return is; | |
157 | } | |
158 | ||
159 | /** | |
160 | * Returns true iff the two distributions will produce identical | |
161 | * sequences of values given equal generators. | |
162 | */ | |
163 | BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs) | |
164 | { return lhs._lambda == rhs._lambda; } | |
165 | ||
166 | /** | |
167 | * Returns true iff the two distributions will produce different | |
168 | * sequences of values given equal generators. | |
169 | */ | |
170 | BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution) | |
171 | ||
172 | private: | |
173 | result_type _lambda; | |
174 | }; | |
175 | ||
176 | } // namespace random | |
177 | ||
178 | using random::exponential_distribution; | |
179 | ||
180 | } // namespace boost | |
181 | ||
182 | #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP |