author | Dremov Kirill (Nokia-D-MSW/Tampere) <kirill.dremov@nokia.com> |
Tue, 02 Feb 2010 02:01:42 +0200 | |
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/* boost random/lognormal_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: lognormal_distribution.hpp,v 1.16 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_LOGNORMAL_DISTRIBUTION_HPP |
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#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |
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#include <cmath> // std::exp, std::sqrt |
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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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#include <boost/random/normal_distribution.hpp> |
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#ifdef BOOST_NO_STDC_NAMESPACE |
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namespace std { |
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using ::log; |
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using ::sqrt; |
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} |
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#endif |
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namespace boost { |
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#if defined(__GNUC__) && (__GNUC__ < 3) |
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// Special gcc workaround: gcc 2.95.x ignores using-declarations |
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// in template classes (confirmed by gcc author Martin v. Loewis) |
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using std::sqrt; |
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using std::exp; |
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#endif |
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template<class RealType = double> |
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class lognormal_distribution |
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{ |
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public: |
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typedef typename normal_distribution<RealType>::input_type input_type; |
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typedef RealType result_type; |
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#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS |
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BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer); |
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#endif |
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explicit lognormal_distribution(result_type mean = result_type(1), |
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result_type sigma = result_type(1)) |
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: _mean(mean), _sigma(sigma) |
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{ |
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assert(mean > result_type(0)); |
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init(); |
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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() { _normal.reset(); } |
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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::exp; |
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#endif |
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return exp(_normal(eng) * _nsigma + _nmean); |
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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 lognormal_distribution& ld) |
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{ |
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os << ld._normal << " " << ld._mean << " " << ld._sigma; |
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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, lognormal_distribution& ld) |
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{ |
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is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma; |
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ld.init(); |
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return is; |
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} |
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#endif |
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private: |
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void init() |
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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::exp; using std::log; using std::sqrt; |
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#endif |
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_nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean)); |
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_nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1))); |
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} |
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RealType _mean, _sigma; |
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RealType _nmean, _nsigma; |
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normal_distribution<result_type> _normal; |
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}; |
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} // namespace boost |
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#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP |