boost/random/normal_distribution.hpp
/* boost random/normal_distribution.hpp header file
*
* Copyright Jens Maurer 2000-2001
* 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: normal_distribution.hpp 41369 2007-11-25 18:07:19Z bemandawes $
*
* Revision history
* 2001-02-18 moved to individual header files
*/
#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
#include <cmath>
#include <cassert>
#include <iostream>
#include <boost/limits.hpp>
#include <boost/static_assert.hpp>
namespace boost {
// deterministic Box-Muller method, uses trigonometric functions
template<class RealType = double>
class normal_distribution
{
public:
typedef RealType input_type;
typedef RealType result_type;
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
#endif
explicit normal_distribution(const result_type& mean_arg = result_type(0),
const result_type& sigma_arg = result_type(1))
: _mean(mean_arg), _sigma(sigma_arg), _valid(false)
{
assert(_sigma >= result_type(0));
}
// compiler-generated copy constructor is NOT fine, need to purge cache
normal_distribution(const normal_distribution& other)
: _mean(other._mean), _sigma(other._sigma), _valid(false)
{
}
// compiler-generated copy ctor and assignment operator are fine
RealType mean() const { return _mean; }
RealType sigma() const { return _sigma; }
void reset() { _valid = false; }
template<class Engine>
result_type operator()(Engine& eng)
{
#ifndef BOOST_NO_STDC_NAMESPACE
// allow for Koenig lookup
using std::sqrt; using std::log; using std::sin; using std::cos;
#endif
if(!_valid) {
_r1 = eng();
_r2 = eng();
_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
_valid = true;
} else {
_valid = false;
}
// Can we have a boost::mathconst please?
const result_type pi = result_type(3.14159265358979323846);
return _cached_rho * (_valid ?
cos(result_type(2)*pi*_r1) :
sin(result_type(2)*pi*_r1))
* _sigma + _mean;
}
#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 normal_distribution& nd)
{
os << nd._mean << " " << nd._sigma << " "
<< nd._valid << " " << nd._cached_rho << " " << nd._r1;
return os;
}
template<class CharT, class Traits>
friend std::basic_istream<CharT,Traits>&
operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)
{
is >> std::ws >> nd._mean >> std::ws >> nd._sigma
>> std::ws >> nd._valid >> std::ws >> nd._cached_rho
>> std::ws >> nd._r1;
return is;
}
#endif
private:
result_type _mean, _sigma;
result_type _r1, _r2, _cached_rho;
bool _valid;
};
} // namespace boost
#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP