--- /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