boost/random/gamma_distribution.hpp
/* 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 41369 2007-11-25 18:07:19Z bemandawes $
*
*/
#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_arg = result_type(1))
: _exp(result_type(1)), _alpha(alpha_arg)
{
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