ossrv_pub/boost_apis/boost/random/gamma_distribution.hpp
changeset 0 e4d67989cc36
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/ossrv_pub/boost_apis/boost/random/gamma_distribution.hpp	Tue Feb 02 02:01:42 2010 +0200
@@ -0,0 +1,133 @@
+/* boost random/gamma_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * 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: gamma_distribution.hpp,v 1.9 2004/07/27 03:43:32 dgregor Exp $
+ *
+ */
+
+#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
+#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
+
+#include <cmath>
+#include <cassert>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/exponential_distribution.hpp>
+
+namespace boost {
+
+// Knuth
+template<class RealType = double>
+class gamma_distribution
+{
+public:
+  typedef RealType input_type;
+  typedef RealType result_type;
+
+#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
+  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
+#endif
+
+  explicit gamma_distribution(const result_type& alpha = result_type(1))
+    : _exp(result_type(1)), _alpha(alpha)
+  {
+    assert(alpha > result_type(0));
+    init();
+  }
+
+  // compiler-generated copy ctor and assignment operator are fine
+
+  RealType alpha() const { return _alpha; }
+
+  void reset() { _exp.reset(); }
+
+  template<class Engine>
+  result_type operator()(Engine& eng)
+  {
+#ifndef BOOST_NO_STDC_NAMESPACE
+    // allow for Koenig lookup
+    using std::tan; using std::sqrt; using std::exp; using std::log;
+    using std::pow;
+#endif
+    if(_alpha == result_type(1)) {
+      return _exp(eng);
+    } else if(_alpha > result_type(1)) {
+      // Can we have a boost::mathconst please?
+      const result_type pi = result_type(3.14159265358979323846);
+      for(;;) {
+        result_type y = tan(pi * eng());
+        result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
+          + _alpha-result_type(1);
+        if(x <= result_type(0))
+          continue;
+        if(eng() >
+           (result_type(1)+y*y) * exp((_alpha-result_type(1))
+                                        *log(x/(_alpha-result_type(1)))
+                                        - sqrt(result_type(2)*_alpha
+                                               -result_type(1))*y))
+          continue;
+        return x;
+      }
+    } else /* alpha < 1.0 */ {
+      for(;;) {
+        result_type u = eng();
+        result_type y = _exp(eng);
+        result_type x, q;
+        if(u < _p) {
+          x = exp(-y/_alpha);
+          q = _p*exp(-x);
+        } else {
+          x = result_type(1)+y;
+          q = _p + (result_type(1)-_p) * pow(x, _alpha-result_type(1));
+        }
+        if(u >= q)
+          continue;
+        return x;
+      }
+    }
+  }
+
+#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 gamma_distribution& gd)
+  {
+    os << gd._alpha;
+    return os;
+  }
+
+  template<class CharT, class Traits>
+  friend std::basic_istream<CharT,Traits>&
+  operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
+  {
+    is >> std::ws >> gd._alpha;
+    gd.init();
+    return is;
+  }
+#endif
+
+private:
+  void init()
+  {
+#ifndef BOOST_NO_STDC_NAMESPACE
+    // allow for Koenig lookup
+    using std::exp;
+#endif
+    _p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
+  }
+
+  exponential_distribution<RealType> _exp;
+  result_type _alpha;
+  // some data precomputed from the parameters
+  result_type _p;
+};
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP