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authorAnas Nashif <anas.nashif@intel.com>2012-10-30 19:57:26 (GMT)
committerAnas Nashif <anas.nashif@intel.com>2012-10-30 19:57:26 (GMT)
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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: exponential_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * 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