ossrv_pub/boost_apis/boost/random/exponential_distribution.hpp
author Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
Tue, 02 Feb 2010 02:01:42 +0200
changeset 0 e4d67989cc36
permissions -rw-r--r--
Revision: 201002 Kit: 201005
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
0
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     1
/* boost random/exponential_distribution.hpp header file
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     2
 *
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     3
 * Copyright Jens Maurer 2000-2001
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     4
 * Distributed under the Boost Software License, Version 1.0. (See
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     5
 * accompanying file LICENSE_1_0.txt or copy at
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     6
 * http://www.boost.org/LICENSE_1_0.txt)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     7
 *
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     8
 * See http://www.boost.org for most recent version including documentation.
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
     9
 *
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    10
 * $Id: exponential_distribution.hpp,v 1.16 2004/07/27 03:43:32 dgregor Exp $
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    11
 *
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    12
 * Revision history
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    13
 *  2001-02-18  moved to individual header files
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    14
 */
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    15
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    16
#ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    17
#define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    18
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    19
#include <cmath>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    20
#include <cassert>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    21
#include <iostream>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    22
#include <boost/limits.hpp>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    23
#include <boost/static_assert.hpp>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    24
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    25
namespace boost {
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    26
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    27
// exponential distribution: p(x) = lambda * exp(-lambda * x)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    28
template<class RealType = double>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    29
class exponential_distribution
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    30
{
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    31
public:
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    32
  typedef RealType input_type;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    33
  typedef RealType result_type;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    34
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    35
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    36
  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    37
#endif
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    38
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    39
  explicit exponential_distribution(result_type lambda = result_type(1))
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    40
    : _lambda(lambda) { assert(lambda > result_type(0)); }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    41
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    42
  // compiler-generated copy ctor and assignment operator are fine
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    43
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    44
  result_type lambda() const { return _lambda; }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    45
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    46
  void reset() { }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    47
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    48
  template<class Engine>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    49
  result_type operator()(Engine& eng)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    50
  { 
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    51
#ifndef BOOST_NO_STDC_NAMESPACE
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    52
    using std::log;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    53
#endif
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    54
    return -result_type(1) / _lambda * log(result_type(1)-eng());
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    55
  }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    56
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    57
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    58
  template<class CharT, class Traits>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    59
  friend std::basic_ostream<CharT,Traits>&
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    60
  operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    61
  {
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    62
    os << ed._lambda;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    63
    return os;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    64
  }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    65
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    66
  template<class CharT, class Traits>
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    67
  friend std::basic_istream<CharT,Traits>&
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    68
  operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    69
  {
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    70
    is >> std::ws >> ed._lambda;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    71
    return is;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    72
  }
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    73
#endif
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    74
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    75
private:
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    76
  result_type _lambda;
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    77
};
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    78
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    79
} // namespace boost
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    80
e4d67989cc36 Revision: 201002
Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com>
parents:
diff changeset
    81
#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP