/* boost random/normal_distribution.hpp header file

 *

 * Copyright Jens Maurer 2000-2001

 * Distributed under the Boost Software License, Version 1.0. (See

 * accompanying file LICENSE_1_0.txt or copy at

 * http://www.boost.org/LICENSE_1_0.txt)

 *

 * See http://www.boost.org for most recent version including documentation.

 *

 * $Id: normal_distribution.hpp,v 1.20 2004/07/27 03:43:32 dgregor Exp $

 *

 * Revision history

 *  2001-02-18  moved to individual header files

 */

#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP

#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP

#include <cmath>

#include <cassert>

#include <iostream>

#include <boost/limits.hpp>

#include <boost/static_assert.hpp>

namespace boost {

// deterministic polar method, uses trigonometric functions

template<class RealType = double>

class normal_distribution

{

public:

  typedef RealType input_type;

  typedef RealType result_type;

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

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

#endif

  explicit normal_distribution(const result_type& mean = result_type(0),

                               const result_type& sigma = result_type(1))

    : _mean(mean), _sigma(sigma), _valid(false)

  {

    assert(sigma >= result_type(0));

  }

  // compiler-generated copy constructor is NOT fine, need to purge cache

  normal_distribution(const normal_distribution& other)

    : _mean(other._mean), _sigma(other._sigma), _valid(false)

  {

  }

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

  RealType mean() const { return _mean; }

  RealType sigma() const { return _sigma; }

  void reset() { _valid = false; }

  template<class Engine>

  result_type operator()(Engine& eng)

  {

#ifndef BOOST_NO_STDC_NAMESPACE

    // allow for Koenig lookup

    using std::sqrt; using std::log; using std::sin; using std::cos;

#endif

    if(!_valid) {

      _r1 = eng();

      _r2 = eng();

      _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));

      _valid = true;

    } else {

      _valid = false;

    }

    // Can we have a boost::mathconst please?

    const result_type pi = result_type(3.14159265358979323846);

    return _cached_rho * (_valid ?

                          cos(result_type(2)*pi*_r1) :

                          sin(result_type(2)*pi*_r1))

      * _sigma + _mean;

  }

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

  template<class CharT, class Traits>

  friend std::basic_ostream<CharT,Traits>&

  operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd)

  {

    os << nd._mean << " " << nd._sigma << " "

       << nd._valid << " " << nd._cached_rho << " " << nd._r1;

    return os;

  }

  template<class CharT, class Traits>

  friend std::basic_istream<CharT,Traits>&

  operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)

  {

    is >> std::ws >> nd._mean >> std::ws >> nd._sigma

       >> std::ws >> nd._valid >> std::ws >> nd._cached_rho

       >> std::ws >> nd._r1;

    return is;

  }

#endif

private:

  result_type _mean, _sigma;

  result_type _r1, _r2, _cached_rho;

  bool _valid;

};

} // namespace boost

#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP