1 /* boost random/normal_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: normal_distribution.hpp,v 1.20 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_NORMAL_DISTRIBUTION_HPP

    17 #define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP

    18 

    19 #include <cmath>

    20 #include <cassert>

    21 #include <iostream>

    22 #include <boost/limits.hpp>

    23 #include <boost/static_assert.hpp>

    24 

    25 namespace boost {

    26 

    27 // deterministic polar method, uses trigonometric functions

    28 template<class RealType = double>

    29 class normal_distribution

    30 {

    31 public:

    32   typedef RealType input_type;

    33   typedef RealType result_type;

    34 

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

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

    37 #endif

    38 

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

    40                                const result_type& sigma = result_type(1))

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

    42   {

    43     assert(sigma >= result_type(0));

    44   }

    45 

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

    47   normal_distribution(const normal_distribution& other)

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

    49   {

    50   }

    51 

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

    53 

    54   RealType mean() const { return _mean; }

    55   RealType sigma() const { return _sigma; }

    56 

    57   void reset() { _valid = false; }

    58 

    59   template<class Engine>

    60   result_type operator()(Engine& eng)

    61   {

    62 #ifndef BOOST_NO_STDC_NAMESPACE

    63     // allow for Koenig lookup

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

    65 #endif

    66     if(!_valid) {

    67       _r1 = eng();

    68       _r2 = eng();

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

    70       _valid = true;

    71     } else {

    72       _valid = false;

    73     }

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

    75     const result_type pi = result_type(3.14159265358979323846);

    76     

    77     return _cached_rho * (_valid ?

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

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

    80       * _sigma + _mean;

    81   }

    82 

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

    84   template<class CharT, class Traits>

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

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

    87   {

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

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

    90     return os;

    91   }

    92 

    93   template<class CharT, class Traits>

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

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

    96   {

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

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

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

   100     return is;

   101   }

   102 #endif

   103 private:

   104   result_type _mean, _sigma;

   105   result_type _r1, _r2, _cached_rho;

   106   bool _valid;

   107 };

   108 

   109 } // namespace boost

   110 

   111 #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP