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- /* boost random/exponential_distribution.hpp header file
- *
- * Copyright Jens Maurer 2000-2001
- * Copyright Steven Watanabe 2011
- * 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.
- *
- * $Id$
- *
- * Revision history
- * 2001-02-18 moved to individual header files
- */
- #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
- #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
- #include <boost/config/no_tr1/cmath.hpp>
- #include <iosfwd>
- #include <boost/assert.hpp>
- #include <boost/limits.hpp>
- #include <boost/random/detail/config.hpp>
- #include <boost/random/detail/operators.hpp>
- #include <boost/random/uniform_01.hpp>
- namespace boost {
- namespace random {
- /**
- * The exponential distribution is a model of \random_distribution with
- * a single parameter lambda.
- *
- * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
- */
- template<class RealType = double>
- class exponential_distribution
- {
- public:
- typedef RealType input_type;
- typedef RealType result_type;
- class param_type
- {
- public:
- typedef exponential_distribution distribution_type;
- /**
- * Constructs parameters with a given lambda.
- *
- * Requires: lambda > 0
- */
- param_type(RealType lambda_arg = RealType(1.0))
- : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
- /** Returns the lambda parameter of the distribution. */
- RealType lambda() const { return _lambda; }
- /** Writes the parameters to a @c std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
- {
- os << parm._lambda;
- return os;
- }
-
- /** Reads the parameters from a @c std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
- {
- is >> parm._lambda;
- return is;
- }
- /** Returns true if the two sets of parameters are equal. */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
- { return lhs._lambda == rhs._lambda; }
- /** Returns true if the two sets of parameters are different. */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
- private:
- RealType _lambda;
- };
- /**
- * Constructs an exponential_distribution with a given lambda.
- *
- * Requires: lambda > 0
- */
- explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
- : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
- /**
- * Constructs an exponential_distribution from its parameters
- */
- explicit exponential_distribution(const param_type& parm)
- : _lambda(parm.lambda()) {}
- // compiler-generated copy ctor and assignment operator are fine
- /** Returns the lambda parameter of the distribution. */
- RealType lambda() const { return _lambda; }
- /** Returns the smallest value that the distribution can produce. */
- RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return RealType(0); }
- /** Returns the largest value that the distribution can produce. */
- RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
- { return (std::numeric_limits<RealType>::infinity)(); }
- /** Returns the parameters of the distribution. */
- param_type param() const { return param_type(_lambda); }
- /** Sets the parameters of the distribution. */
- void param(const param_type& parm) { _lambda = parm.lambda(); }
- /**
- * Effects: Subsequent uses of the distribution do not depend
- * on values produced by any engine prior to invoking reset.
- */
- void reset() { }
- /**
- * Returns a random variate distributed according to the
- * exponential distribution.
- */
- template<class Engine>
- result_type operator()(Engine& eng) const
- {
- using std::log;
- return -result_type(1) /
- _lambda * log(result_type(1)-uniform_01<RealType>()(eng));
- }
- /**
- * Returns a random variate distributed according to the exponential
- * distribution with parameters specified by param.
- */
- template<class Engine>
- result_type operator()(Engine& eng, const param_type& parm) const
- {
- return exponential_distribution(parm)(eng);
- }
- /** Writes the distribution to a std::ostream. */
- BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
- {
- os << ed._lambda;
- return os;
- }
- /** Reads the distribution from a std::istream. */
- BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
- {
- is >> ed._lambda;
- return is;
- }
- /**
- * Returns true iff the two distributions will produce identical
- * sequences of values given equal generators.
- */
- BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
- { return lhs._lambda == rhs._lambda; }
-
- /**
- * Returns true iff the two distributions will produce different
- * sequences of values given equal generators.
- */
- BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
- private:
- result_type _lambda;
- };
- } // namespace random
- using random::exponential_distribution;
- } // namespace boost
- #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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