1 /* boost random/lognormal_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: lognormal_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_LOGNORMAL_DISTRIBUTION_HPP

    17 #define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP

    18 

    19 #include <cmath>      // std::exp, std::sqrt

    20 #include <cassert>

    21 #include <iostream>

    22 #include <boost/limits.hpp>

    23 #include <boost/static_assert.hpp>

    24 #include <boost/random/normal_distribution.hpp>

    25 

    26 #ifdef BOOST_NO_STDC_NAMESPACE

    27 namespace std {

    28   using ::log;

    29   using ::sqrt;

    30 }

    31 #endif

    32 

    33 namespace boost {

    34 

    35 #if defined(__GNUC__) && (__GNUC__ < 3)

    36 // Special gcc workaround: gcc 2.95.x ignores using-declarations

    37 // in template classes (confirmed by gcc author Martin v. Loewis)

    38   using std::sqrt;

    39   using std::exp;

    40 #endif

    41 

    42 template<class RealType = double>

    43 class lognormal_distribution

    44 {

    45 public:

    46   typedef typename normal_distribution<RealType>::input_type input_type;

    47   typedef RealType result_type;

    48 

    49 #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS

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

    51 #endif

    52 

    53   explicit lognormal_distribution(result_type mean = result_type(1),

    54                                   result_type sigma = result_type(1))

    55     : _mean(mean), _sigma(sigma)

    56   { 

    57     assert(mean > result_type(0));

    58     init();

    59   }

    60 

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

    62 

    63   RealType& mean() const { return _mean; }

    64   RealType& sigma() const { return _sigma; }

    65   void reset() { _normal.reset(); }

    66 

    67   template<class Engine>

    68   result_type operator()(Engine& eng)

    69   {

    70 #ifndef BOOST_NO_STDC_NAMESPACE

    71     // allow for Koenig lookup

    72     using std::exp;

    73 #endif

    74     return exp(_normal(eng) * _nsigma + _nmean);

    75   }

    76 

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

    78   template<class CharT, class Traits>

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

    80   operator<<(std::basic_ostream<CharT,Traits>& os, const lognormal_distribution& ld)

    81   {

    82     os << ld._normal << " " << ld._mean << " " << ld._sigma;

    83     return os;

    84   }

    85 

    86   template<class CharT, class Traits>

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

    88   operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld)

    89   {

    90     is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;

    91     ld.init();

    92     return is;

    93   }

    94 #endif

    95 

    96 private:

    97   void init()

    98   {

    99 #ifndef BOOST_NO_STDC_NAMESPACE

   100     // allow for Koenig lookup

   101     using std::exp; using std::log; using std::sqrt;

   102 #endif

   103     _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));

   104     _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));

   105   }

   106 

   107   RealType _mean, _sigma;

   108   RealType _nmean, _nsigma;

   109   normal_distribution<result_type> _normal;

   110 };

   111 

   112 } // namespace boost

   113 

   114 #endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP