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,v 1.16 2004/07/27 03:43:32 dgregor Exp $

    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 <cmath>

    20 #include <cassert>

    21 #include <iostream>

    22 #include <boost/limits.hpp>

    23 #include <boost/static_assert.hpp>

    24 

    25 namespace boost {

    26 

    27 // exponential distribution: p(x) = lambda * exp(-lambda * x)

    28 template<class RealType = double>

    29 class exponential_distribution

    30 {

    31 public:

    32   typedef RealType input_type;

    33   typedef RealType result_type;

    34 

    35 #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)

    36   BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);

    37 #endif

    38 

    39   explicit exponential_distribution(result_type lambda = result_type(1))

    40     : _lambda(lambda) { assert(lambda > result_type(0)); }

    41 

    42   // compiler-generated copy ctor and assignment operator are fine

    43 

    44   result_type lambda() const { return _lambda; }

    45 

    46   void reset() { }

    47 

    48   template<class Engine>

    49   result_type operator()(Engine& eng)

    50   { 

    51 #ifndef BOOST_NO_STDC_NAMESPACE

    52     using std::log;

    53 #endif

    54     return -result_type(1) / _lambda * log(result_type(1)-eng());

    55   }

    56 

    57 #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)

    58   template<class CharT, class Traits>

    59   friend std::basic_ostream<CharT,Traits>&

    60   operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)

    61   {

    62     os << ed._lambda;

    63     return os;

    64   }

    65 

    66   template<class CharT, class Traits>

    67   friend std::basic_istream<CharT,Traits>&

    68   operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)

    69   {

    70     is >> std::ws >> ed._lambda;

    71     return is;

    72   }

    73 #endif

    74 

    75 private:

    76   result_type _lambda;

    77 };

    78 

    79 } // namespace boost

    80 

    81 #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP