author | Pat Downey <patd@symbian.org> |
Tue, 13 Jul 2010 17:51:34 +0100 | |
branch | RCL_3 |
changeset 43 | 97e3c206731f |
parent 0 | e4d67989cc36 |
permissions | -rw-r--r-- |
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/* boost random/normal_distribution.hpp header file |
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* |
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* Copyright Jens Maurer 2000-2001 |
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* Distributed under the Boost Software License, Version 1.0. (See |
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* accompanying file LICENSE_1_0.txt or copy at |
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* http://www.boost.org/LICENSE_1_0.txt) |
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* |
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* See http://www.boost.org for most recent version including documentation. |
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* |
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* $Id: normal_distribution.hpp,v 1.20 2004/07/27 03:43:32 dgregor Exp $ |
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* |
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* Revision history |
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* 2001-02-18 moved to individual header files |
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*/ |
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#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP |
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#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP |
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#include <cmath> |
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#include <cassert> |
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#include <iostream> |
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#include <boost/limits.hpp> |
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#include <boost/static_assert.hpp> |
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namespace boost { |
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// deterministic polar method, uses trigonometric functions |
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template<class RealType = double> |
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class normal_distribution |
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{ |
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public: |
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typedef RealType input_type; |
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typedef RealType result_type; |
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#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300) |
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BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer); |
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#endif |
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explicit normal_distribution(const result_type& mean = result_type(0), |
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const result_type& sigma = result_type(1)) |
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: _mean(mean), _sigma(sigma), _valid(false) |
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{ |
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assert(sigma >= result_type(0)); |
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} |
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// compiler-generated copy constructor is NOT fine, need to purge cache |
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normal_distribution(const normal_distribution& other) |
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: _mean(other._mean), _sigma(other._sigma), _valid(false) |
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{ |
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} |
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// compiler-generated copy ctor and assignment operator are fine |
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RealType mean() const { return _mean; } |
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RealType sigma() const { return _sigma; } |
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void reset() { _valid = false; } |
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template<class Engine> |
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result_type operator()(Engine& eng) |
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{ |
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#ifndef BOOST_NO_STDC_NAMESPACE |
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// allow for Koenig lookup |
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using std::sqrt; using std::log; using std::sin; using std::cos; |
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#endif |
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if(!_valid) { |
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_r1 = eng(); |
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_r2 = eng(); |
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_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2)); |
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_valid = true; |
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} else { |
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_valid = false; |
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} |
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// Can we have a boost::mathconst please? |
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const result_type pi = result_type(3.14159265358979323846); |
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return _cached_rho * (_valid ? |
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cos(result_type(2)*pi*_r1) : |
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sin(result_type(2)*pi*_r1)) |
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* _sigma + _mean; |
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} |
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#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS) |
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template<class CharT, class Traits> |
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friend std::basic_ostream<CharT,Traits>& |
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operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd) |
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{ |
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os << nd._mean << " " << nd._sigma << " " |
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<< nd._valid << " " << nd._cached_rho << " " << nd._r1; |
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return os; |
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} |
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template<class CharT, class Traits> |
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friend std::basic_istream<CharT,Traits>& |
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operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd) |
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{ |
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is >> std::ws >> nd._mean >> std::ws >> nd._sigma |
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>> std::ws >> nd._valid >> std::ws >> nd._cached_rho |
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>> std::ws >> nd._r1; |
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return is; |
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} |
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#endif |
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private: |
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result_type _mean, _sigma; |
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result_type _r1, _r2, _cached_rho; |
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bool _valid; |
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107 |
}; |
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} // namespace boost |
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110 |
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#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP |