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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)
commit1a78a62555be32868418fe52f8e330c9d0f95d5a (patch)
treed3765a80e7d3b9640ec2e930743630cd6b9fce2b /boost/random
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Imported Upstream version 1.49.0upstream/1.49.0
Diffstat (limited to 'boost/random')
-rw-r--r--boost/random/additive_combine.hpp283
-rw-r--r--boost/random/bernoulli_distribution.hpp197
-rw-r--r--boost/random/binomial_distribution.hpp422
-rw-r--r--boost/random/cauchy_distribution.hpp214
-rw-r--r--boost/random/chi_squared_distribution.hpp209
-rw-r--r--boost/random/detail/auto_link.hpp42
-rw-r--r--boost/random/detail/config.hpp18
-rw-r--r--boost/random/detail/const_mod.hpp216
-rw-r--r--boost/random/detail/disable_warnings.hpp23
-rw-r--r--boost/random/detail/enable_warnings.hpp18
-rw-r--r--boost/random/detail/generator_bits.hpp36
-rw-r--r--boost/random/detail/generator_seed_seq.hpp40
-rw-r--r--boost/random/detail/integer_log2.hpp84
-rw-r--r--boost/random/detail/iterator_mixin.hpp45
-rw-r--r--boost/random/detail/large_arithmetic.hpp122
-rw-r--r--boost/random/detail/operators.hpp84
-rw-r--r--boost/random/detail/ptr_helper.hpp94
-rw-r--r--boost/random/detail/seed.hpp114
-rw-r--r--boost/random/detail/seed_impl.hpp397
-rw-r--r--boost/random/detail/signed_unsigned_tools.hpp89
-rw-r--r--boost/random/detail/uniform_int_float.hpp76
-rw-r--r--boost/random/detail/vector_io.hpp75
-rw-r--r--boost/random/discard_block.hpp240
-rw-r--r--boost/random/discrete_distribution.hpp453
-rw-r--r--boost/random/exponential_distribution.hpp182
-rw-r--r--boost/random/extreme_value_distribution.hpp177
-rw-r--r--boost/random/fisher_f_distribution.hpp183
-rw-r--r--boost/random/gamma_distribution.hpp292
-rw-r--r--boost/random/generate_canonical.hpp97
-rw-r--r--boost/random/geometric_distribution.hpp267
-rw-r--r--boost/random/independent_bits.hpp260
-rw-r--r--boost/random/inversive_congruential.hpp267
-rw-r--r--boost/random/lagged_fibonacci.hpp536
-rw-r--r--boost/random/linear_congruential.hpp466
-rw-r--r--boost/random/linear_feedback_shift.hpp217
-rw-r--r--boost/random/lognormal_distribution.hpp254
-rw-r--r--boost/random/mersenne_twister.hpp545
-rw-r--r--boost/random/negative_binomial_distribution.hpp220
-rw-r--r--boost/random/normal_distribution.hpp223
-rw-r--r--boost/random/piecewise_constant_distribution.hpp466
-rw-r--r--boost/random/piecewise_linear_distribution.hpp530
-rw-r--r--boost/random/poisson_distribution.hpp360
-rw-r--r--boost/random/random_device.hpp142
-rw-r--r--boost/random/random_number_generator.hpp73
-rw-r--r--boost/random/ranlux.hpp99
-rw-r--r--boost/random/seed_seq.hpp118
-rw-r--r--boost/random/shuffle_order.hpp269
-rw-r--r--boost/random/shuffle_output.hpp51
-rw-r--r--boost/random/student_t_distribution.hpp180
-rw-r--r--boost/random/subtract_with_carry.hpp613
-rw-r--r--boost/random/taus88.hpp45
-rw-r--r--boost/random/triangle_distribution.hpp232
-rw-r--r--boost/random/uniform_01.hpp277
-rw-r--r--boost/random/uniform_int.hpp99
-rw-r--r--boost/random/uniform_int_distribution.hpp400
-rw-r--r--boost/random/uniform_on_sphere.hpp229
-rw-r--r--boost/random/uniform_real.hpp82
-rw-r--r--boost/random/uniform_real_distribution.hpp239
-rw-r--r--boost/random/uniform_smallint.hpp288
-rw-r--r--boost/random/variate_generator.hpp122
-rw-r--r--boost/random/weibull_distribution.hpp177
-rw-r--r--boost/random/xor_combine.hpp207
62 files changed, 13075 insertions, 0 deletions
diff --git a/boost/random/additive_combine.hpp b/boost/random/additive_combine.hpp
new file mode 100644
index 0000000..b4cb63c
--- /dev/null
+++ b/boost/random/additive_combine.hpp
@@ -0,0 +1,283 @@
+/* boost random/additive_combine.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: additive_combine.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_ADDITIVE_COMBINE_HPP
+#define BOOST_RANDOM_ADDITIVE_COMBINE_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <algorithm> // for std::min and std::max
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/linear_congruential.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * An instantiation of class template @c additive_combine_engine models a
+ * \pseudo_random_number_generator. It combines two multiplicative
+ * \linear_congruential_engine number generators, i.e. those with @c c = 0.
+ * It is described in
+ *
+ * @blockquote
+ * "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
+ * Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
+ * @endblockquote
+ *
+ * The template parameters MLCG1 and MLCG2 shall denote two different
+ * \linear_congruential_engine number generators, each with c = 0. Each
+ * invocation returns a random number
+ * X(n) := (MLCG1(n) - MLCG2(n)) mod (m1 - 1),
+ * where m1 denotes the modulus of MLCG1.
+ */
+template<class MLCG1, class MLCG2>
+class additive_combine_engine
+{
+public:
+ typedef MLCG1 first_base;
+ typedef MLCG2 second_base;
+ typedef typename MLCG1::result_type result_type;
+
+ // Required by old Boost.Random concept
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ /**
+ * Returns the smallest value that the generator can produce
+ */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 1; }
+ /**
+ * Returns the largest value that the generator can produce
+ */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return MLCG1::modulus-1; }
+
+ /**
+ * Constructs an @c additive_combine_engine using the
+ * default constructors of the two base generators.
+ */
+ additive_combine_engine() : _mlcg1(), _mlcg2() { }
+ /**
+ * Constructs an @c additive_combine_engine, using seed as
+ * the constructor argument for both base generators.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(additive_combine_engine,
+ result_type, seed_arg)
+ {
+ _mlcg1.seed(seed_arg);
+ _mlcg2.seed(seed_arg);
+ }
+ /**
+ * Constructs an @c additive_combine_engine, using seq as
+ * the constructor argument for both base generators.
+ *
+ * @xmlwarning
+ * The semantics of this function are liable to change.
+ * A @c seed_seq is designed to generate all the seeds
+ * in one shot, but this seeds the two base engines
+ * independantly and probably ends up giving the same
+ * sequence to both.
+ * @endxmlwarning
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(additive_combine_engine,
+ SeedSeq, seq)
+ {
+ _mlcg1.seed(seq);
+ _mlcg2.seed(seq);
+ }
+ /**
+ * Constructs an @c additive_combine_engine, using
+ * @c seed1 and @c seed2 as the constructor argument to
+ * the first and second base generators, respectively.
+ */
+ additive_combine_engine(typename MLCG1::result_type seed1,
+ typename MLCG2::result_type seed2)
+ : _mlcg1(seed1), _mlcg2(seed2) { }
+ /**
+ * Contructs an @c additive_combine_engine with
+ * values from the range defined by the input iterators first
+ * and last. first will be modified to point to the element
+ * after the last one used.
+ *
+ * Throws: @c std::invalid_argument if the input range is too small.
+ *
+ * Exception Safety: Basic
+ */
+ template<class It> additive_combine_engine(It& first, It last)
+ : _mlcg1(first, last), _mlcg2(first, last) { }
+
+ /**
+ * Seeds an @c additive_combine_engine using the default
+ * seeds of the two base generators.
+ */
+ void seed()
+ {
+ _mlcg1.seed();
+ _mlcg2.seed();
+ }
+
+ /**
+ * Seeds an @c additive_combine_engine, using @c seed as the
+ * seed for both base generators.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(additive_combine_engine,
+ result_type, seed_arg)
+ {
+ _mlcg1.seed(seed_arg);
+ _mlcg2.seed(seed_arg);
+ }
+
+ /**
+ * Seeds an @c additive_combine_engine, using @c seq to
+ * seed both base generators.
+ *
+ * See the warning on the corresponding constructor.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(additive_combine_engine,
+ SeedSeq, seq)
+ {
+ _mlcg1.seed(seq);
+ _mlcg2.seed(seq);
+ }
+
+ /**
+ * Seeds an @c additive_combine generator, using @c seed1 and @c seed2 as
+ * the seeds to the first and second base generators, respectively.
+ */
+ void seed(typename MLCG1::result_type seed1,
+ typename MLCG2::result_type seed2)
+ {
+ _mlcg1.seed(seed1);
+ _mlcg2.seed(seed2);
+ }
+
+ /**
+ * Seeds an @c additive_combine_engine with
+ * values from the range defined by the input iterators first
+ * and last. first will be modified to point to the element
+ * after the last one used.
+ *
+ * Throws: @c std::invalid_argument if the input range is too small.
+ *
+ * Exception Safety: Basic
+ */
+ template<class It> void seed(It& first, It last)
+ {
+ _mlcg1.seed(first, last);
+ _mlcg2.seed(first, last);
+ }
+
+ /** Returns the next value of the generator. */
+ result_type operator()() {
+ result_type val1 = _mlcg1();
+ result_type val2 = _mlcg2();
+ if(val2 < val1) return val1 - val2;
+ else return val1 - val2 + MLCG1::modulus - 1;
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ _mlcg1.discard(z);
+ _mlcg2.discard(z);
+ }
+
+ /**
+ * Writes the state of an @c additive_combine_engine to a @c
+ * std::ostream. The textual representation of an @c
+ * additive_combine_engine is the textual representation of
+ * the first base generator followed by the textual representation
+ * of the second base generator.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, additive_combine_engine, r)
+ { os << r._mlcg1 << ' ' << r._mlcg2; return os; }
+
+ /**
+ * Reads the state of an @c additive_combine_engine from a
+ * @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, additive_combine_engine, r)
+ { is >> r._mlcg1 >> std::ws >> r._mlcg2; return is; }
+
+ /**
+ * Returns: true iff the two @c additive_combine_engines will
+ * produce the same sequence of values.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(additive_combine_engine, x, y)
+ { return x._mlcg1 == y._mlcg1 && x._mlcg2 == y._mlcg2; }
+ /**
+ * Returns: true iff the two @c additive_combine_engines will
+ * produce different sequences of values.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(additive_combine_engine)
+
+private:
+ MLCG1 _mlcg1;
+ MLCG2 _mlcg2;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+template<class MLCG1, class MLCG2>
+const bool additive_combine_engine<MLCG1, MLCG2>::has_fixed_range;
+#endif
+
+/// \cond show_deprecated
+
+/** Provided for backwards compatibility. */
+template<class MLCG1, class MLCG2, typename MLCG1::result_type val = 0>
+class additive_combine : public additive_combine_engine<MLCG1, MLCG2>
+{
+ typedef additive_combine_engine<MLCG1, MLCG2> base_t;
+public:
+ typedef typename base_t::result_type result_type;
+ additive_combine() {}
+ template<class T>
+ additive_combine(T& arg) : base_t(arg) {}
+ template<class T>
+ additive_combine(const T& arg) : base_t(arg) {}
+ template<class It>
+ additive_combine(It& first, It last) : base_t(first, last) {}
+};
+
+/// \endcond
+
+/**
+ * The specialization \ecuyer1988 was suggested in
+ *
+ * @blockquote
+ * "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
+ * Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
+ * @endblockquote
+ */
+typedef additive_combine_engine<
+ linear_congruential_engine<uint32_t, 40014, 0, 2147483563>,
+ linear_congruential_engine<uint32_t, 40692, 0, 2147483399>
+> ecuyer1988;
+
+} // namespace random
+
+using random::ecuyer1988;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_ADDITIVE_COMBINE_HPP
diff --git a/boost/random/bernoulli_distribution.hpp b/boost/random/bernoulli_distribution.hpp
new file mode 100644
index 0000000..79d905d
--- /dev/null
+++ b/boost/random/bernoulli_distribution.hpp
@@ -0,0 +1,197 @@
+/* boost random/bernoulli_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: bernoulli_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
+#define BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template \bernoulli_distribution model a
+ * \random_distribution. Such a random distribution produces bool values
+ * distributed with probabilities P(true) = p and P(false) = 1-p. p is
+ * the parameter of the distribution.
+ */
+template<class RealType = double>
+class bernoulli_distribution
+{
+public:
+ // In principle, this could work with both integer and floating-point
+ // types. Generating floating-point random numbers in the first
+ // place is probably more expensive, so use integer as input.
+ typedef int input_type;
+ typedef bool result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef bernoulli_distribution distribution_type;
+
+ /**
+ * Constructs the parameters of the distribution.
+ *
+ * Requires: 0 <= p <= 1
+ */
+ explicit param_type(RealType p_arg = RealType(0.5))
+ : _p(p_arg)
+ {
+ BOOST_ASSERT(_p >= 0);
+ BOOST_ASSERT(_p <= 1);
+ }
+
+ /** Returns the p parameter of the distribution. */
+ RealType p() const { return _p; }
+
+ /** Writes the parameters to a std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._p;
+ return os;
+ }
+
+ /** Reads the parameters from a std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ is >> parm._p;
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._p == rhs._p; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _p;
+ };
+
+ /**
+ * Constructs a \bernoulli_distribution object.
+ * p is the parameter of the distribution.
+ *
+ * Requires: 0 <= p <= 1
+ */
+ explicit bernoulli_distribution(const RealType& p_arg = RealType(0.5))
+ : _p(p_arg)
+ {
+ BOOST_ASSERT(_p >= 0);
+ BOOST_ASSERT(_p <= 1);
+ }
+ /**
+ * Constructs \bernoulli_distribution from its parameters
+ */
+ explicit bernoulli_distribution(const param_type& parm)
+ : _p(parm.p()) {}
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /**
+ * Returns: The "p" parameter of the distribution.
+ */
+ RealType p() const { return _p; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ bool min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return false; }
+ /** Returns the largest value that the distribution can produce. */
+ bool max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return true; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_p); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm) { _p = parm.p(); }
+
+ /**
+ * 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
+ * \bernoulli_distribution.
+ */
+ template<class Engine>
+ bool operator()(Engine& eng) const
+ {
+ if(_p == RealType(0))
+ return false;
+ else
+ return RealType(eng() - (eng.min)()) <= _p * RealType((eng.max)()-(eng.min)());
+ }
+
+ /**
+ * Returns: a random variate distributed according to the
+ * \bernoulli_distribution with parameters specified by param.
+ */
+ template<class Engine>
+ bool operator()(Engine& eng, const param_type& parm) const
+ {
+ return bernoulli_distribution(parm)(eng);
+ }
+
+ /**
+ * Writes the parameters of the distribution to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, bernoulli_distribution, bd)
+ {
+ os << bd._p;
+ return os;
+ }
+
+ /**
+ * Reads the parameters of the distribution from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, bernoulli_distribution, bd)
+ {
+ is >> bd._p;
+ return is;
+ }
+
+ /**
+ * Returns true iff the two distributions will produce identical
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(bernoulli_distribution, lhs, rhs)
+ { return lhs._p == rhs._p; }
+
+ /**
+ * Returns true iff the two distributions will produce different
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(bernoulli_distribution)
+
+private:
+ RealType _p;
+};
+
+} // namespace random
+
+using random::bernoulli_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
diff --git a/boost/random/binomial_distribution.hpp b/boost/random/binomial_distribution.hpp
new file mode 100644
index 0000000..dbe2784
--- /dev/null
+++ b/boost/random/binomial_distribution.hpp
@@ -0,0 +1,422 @@
+/* boost random/binomial_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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: binomial_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <cstdlib>
+#include <iosfwd>
+
+#include <boost/random/detail/config.hpp>
+#include <boost/random/uniform_01.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+namespace detail {
+
+template<class RealType>
+struct binomial_table {
+ static const RealType table[10];
+};
+
+template<class RealType>
+const RealType binomial_table<RealType>::table[10] = {
+ 0.08106146679532726,
+ 0.04134069595540929,
+ 0.02767792568499834,
+ 0.02079067210376509,
+ 0.01664469118982119,
+ 0.01387612882307075,
+ 0.01189670994589177,
+ 0.01041126526197209,
+ 0.009255462182712733,
+ 0.008330563433362871
+};
+
+}
+
+/**
+ * The binomial distribution is an integer valued distribution with
+ * two parameters, @c t and @c p. The values of the distribution
+ * are within the range [0,t].
+ *
+ * The distribution function is
+ * \f$\displaystyle P(k) = {t \choose k}p^k(1-p)^{t-k}\f$.
+ *
+ * The algorithm used is the BTRD algorithm described in
+ *
+ * @blockquote
+ * "The generation of binomial random variates", Wolfgang Hormann,
+ * Journal of Statistical Computation and Simulation, Volume 46,
+ * Issue 1 & 2 April 1993 , pages 101 - 110
+ * @endblockquote
+ */
+template<class IntType = int, class RealType = double>
+class binomial_distribution {
+public:
+ typedef IntType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef binomial_distribution distribution_type;
+ /**
+ * Construct a param_type object. @c t and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit param_type(IntType t_arg = 1, RealType p_arg = RealType (0.5))
+ : _t(t_arg), _p(p_arg)
+ {}
+ /** Returns the @c t parameter of the distribution. */
+ IntType t() const { return _t; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._p << " " << parm._t;
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
+ {
+ is >> parm._p >> std::ws >> parm._t;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._t == rhs._t && lhs._p == rhs._p;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ IntType _t;
+ RealType _p;
+ };
+
+ /**
+ * Construct a @c binomial_distribution object. @c t and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit binomial_distribution(IntType t_arg = 1,
+ RealType p_arg = RealType(0.5))
+ : _t(t_arg), _p(p_arg)
+ {
+ init();
+ }
+
+ /**
+ * Construct an @c binomial_distribution object from the
+ * parameters.
+ */
+ explicit binomial_distribution(const param_type& parm)
+ : _t(parm.t()), _p(parm.p())
+ {
+ init();
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * binomial distribution.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng) const
+ {
+ if(use_inversion()) {
+ if(0.5 < _p) {
+ return _t - invert(_t, 1-_p, urng);
+ } else {
+ return invert(_t, _p, urng);
+ }
+ } else if(0.5 < _p) {
+ return _t - generate(urng);
+ } else {
+ return generate(urng);
+ }
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * binomial distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng, const param_type& parm) const
+ {
+ return binomial_distribution(parm)(urng);
+ }
+
+ /** Returns the @c t parameter of the distribution. */
+ IntType t() const { return _t; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
+ /** Returns the largest value that the distribution can produce. */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const { return _t; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_t, _p); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _t = parm.t();
+ _p = parm.p();
+ init();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const binomial_distribution& bd)
+ {
+ os << bd.param();
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, binomial_distribution& bd)
+ {
+ bd.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const binomial_distribution& lhs,
+ const binomial_distribution& rhs)
+ {
+ return lhs._t == rhs._t && lhs._p == rhs._p;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const binomial_distribution& lhs,
+ const binomial_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ bool use_inversion() const
+ {
+ // BTRD is safe when np >= 10
+ return m < 11;
+ }
+
+ // computes the correction factor for the Stirling approximation
+ // for log(k!)
+ static RealType fc(IntType k)
+ {
+ if(k < 10) return detail::binomial_table<RealType>::table[k];
+ else {
+ RealType ikp1 = RealType(1) / (k + 1);
+ return (RealType(1)/12
+ - (RealType(1)/360
+ - (RealType(1)/1260)*(ikp1*ikp1))*(ikp1*ikp1))*ikp1;
+ }
+ }
+
+ void init()
+ {
+ using std::sqrt;
+ using std::pow;
+
+ RealType p = (0.5 < _p)? (1 - _p) : _p;
+ IntType t = _t;
+
+ m = static_cast<IntType>((t+1)*p);
+
+ if(use_inversion()) {
+ q_n = pow((1 - p), static_cast<RealType>(t));
+ } else {
+ btrd.r = p/(1-p);
+ btrd.nr = (t+1)*btrd.r;
+ btrd.npq = t*p*(1-p);
+ RealType sqrt_npq = sqrt(btrd.npq);
+ btrd.b = 1.15 + 2.53 * sqrt_npq;
+ btrd.a = -0.0873 + 0.0248*btrd.b + 0.01*p;
+ btrd.c = t*p + 0.5;
+ btrd.alpha = (2.83 + 5.1/btrd.b) * sqrt_npq;
+ btrd.v_r = 0.92 - 4.2/btrd.b;
+ btrd.u_rv_r = 0.86*btrd.v_r;
+ }
+ }
+
+ template<class URNG>
+ result_type generate(URNG& urng) const
+ {
+ using std::floor;
+ using std::abs;
+ using std::log;
+
+ while(true) {
+ RealType u;
+ RealType v = uniform_01<RealType>()(urng);
+ if(v <= btrd.u_rv_r) {
+ RealType u = v/btrd.v_r - 0.43;
+ return static_cast<IntType>(floor(
+ (2*btrd.a/(0.5 - abs(u)) + btrd.b)*u + btrd.c));
+ }
+
+ if(v >= btrd.v_r) {
+ u = uniform_01<RealType>()(urng) - 0.5;
+ } else {
+ u = v/btrd.v_r - 0.93;
+ u = ((u < 0)? -0.5 : 0.5) - u;
+ v = uniform_01<RealType>()(urng) * btrd.v_r;
+ }
+
+ RealType us = 0.5 - abs(u);
+ IntType k = static_cast<IntType>(floor((2*btrd.a/us + btrd.b)*u + btrd.c));
+ if(k < 0 || k > _t) continue;
+ v = v*btrd.alpha/(btrd.a/(us*us) + btrd.b);
+ RealType km = abs(k - m);
+ if(km <= 15) {
+ RealType f = 1;
+ if(m < k) {
+ IntType i = m;
+ do {
+ ++i;
+ f = f*(btrd.nr/i - btrd.r);
+ } while(i != k);
+ } else if(m > k) {
+ IntType i = k;
+ do {
+ ++i;
+ v = v*(btrd.nr/i - btrd.r);
+ } while(i != m);
+ }
+ if(v <= f) return k;
+ else continue;
+ } else {
+ // final acceptance/rejection
+ v = log(v);
+ RealType rho =
+ (km/btrd.npq)*(((km/3. + 0.625)*km + 1./6)/btrd.npq + 0.5);
+ RealType t = -km*km/(2*btrd.npq);
+ if(v < t - rho) return k;
+ if(v > t + rho) continue;
+
+ IntType nm = _t - m + 1;
+ RealType h = (m + 0.5)*log((m + 1)/(btrd.r*nm))
+ + fc(m) + fc(_t - m);
+
+ IntType nk = _t - k + 1;
+ if(v <= h + (_t+1)*log(static_cast<RealType>(nm)/nk)
+ + (k + 0.5)*log(nk*btrd.r/(k+1))
+ - fc(k)
+ - fc(_t - k))
+ {
+ return k;
+ } else {
+ continue;
+ }
+ }
+ }
+ }
+
+ template<class URNG>
+ IntType invert(IntType t, RealType p, URNG& urng) const
+ {
+ RealType q = 1 - p;
+ RealType s = p / q;
+ RealType a = (t + 1) * s;
+ RealType r = q_n;
+ RealType u = uniform_01<RealType>()(urng);
+ IntType x = 0;
+ while(u > r) {
+ u = u - r;
+ ++x;
+ r = ((a/x) - s) * r;
+ }
+ return x;
+ }
+
+ // parameters
+ IntType _t;
+ RealType _p;
+
+ // common data
+ IntType m;
+
+ union {
+ // for btrd
+ struct {
+ RealType r;
+ RealType nr;
+ RealType npq;
+ RealType b;
+ RealType a;
+ RealType c;
+ RealType alpha;
+ RealType v_r;
+ RealType u_rv_r;
+ } btrd;
+ // for inversion
+ RealType q_n;
+ };
+
+ /// @endcond
+};
+
+}
+
+// backwards compatibility
+using random::binomial_distribution;
+
+}
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif
diff --git a/boost/random/cauchy_distribution.hpp b/boost/random/cauchy_distribution.hpp
new file mode 100644
index 0000000..ed673bc
--- /dev/null
+++ b/boost/random/cauchy_distribution.hpp
@@ -0,0 +1,214 @@
+/* boost random/cauchy_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: cauchy_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
+#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <istream>
+#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 {
+
+// Cauchy distribution:
+
+/**
+ * The cauchy distribution is a continuous distribution with two
+ * parameters, median and sigma.
+ *
+ * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
+ */
+template<class RealType = double>
+class cauchy_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef cauchy_distribution distribution_type;
+
+ /** Constructs the parameters of the cauchy distribution. */
+ explicit param_type(RealType median_arg = RealType(0.0),
+ RealType sigma_arg = RealType(1.0))
+ : _median(median_arg), _sigma(sigma_arg) {}
+
+ // backwards compatibility for Boost.Random
+
+ /** Returns the median of the distribution. */
+ RealType median() const { return _median; }
+ /** Returns the sigma parameter of the distribution. */
+ RealType sigma() const { return _sigma; }
+
+ // The new names in C++0x.
+
+ /** Returns the median of the distribution. */
+ RealType a() const { return _median; }
+ /** Returns the sigma parameter of the distribution. */
+ RealType b() const { return _sigma; }
+
+ /** Writes the parameters to a std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._median << " " << parm._sigma;
+ return os;
+ }
+
+ /** Reads the parameters from a std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ is >> parm._median >> std::ws >> parm._sigma;
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _median;
+ RealType _sigma;
+ };
+
+ /**
+ * Constructs a \cauchy_distribution with the paramters @c median
+ * and @c sigma.
+ */
+ explicit cauchy_distribution(RealType median_arg = RealType(0.0),
+ RealType sigma_arg = RealType(1.0))
+ : _median(median_arg), _sigma(sigma_arg) { }
+
+ /**
+ * Constructs a \cauchy_distribution from it's parameters.
+ */
+ explicit cauchy_distribution(const param_type& parm)
+ : _median(parm.median()), _sigma(parm.sigma()) { }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ // backwards compatibility for Boost.Random
+
+ /** Returns: the "median" parameter of the distribution */
+ RealType median() const { return _median; }
+ /** Returns: the "sigma" parameter of the distribution */
+ RealType sigma() const { return _sigma; }
+
+ // The new names in C++0x
+
+ /** Returns: the "median" parameter of the distribution */
+ RealType a() const { return _median; }
+ /** Returns: the "sigma" parameter of the distribution */
+ RealType b() const { return _sigma; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return -(std::numeric_limits<RealType>::infinity)(); }
+
+ /** Returns the largest value that the distribution can produce. */
+ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return (std::numeric_limits<RealType>::infinity)(); }
+
+ param_type param() const { return param_type(_median, _sigma); }
+
+ void param(const param_type& parm)
+ {
+ _median = parm.median();
+ _sigma = parm.sigma();
+ }
+
+ /**
+ * 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
+ * cauchy distribution.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng)
+ {
+ // Can we have a boost::mathconst please?
+ const result_type pi = result_type(3.14159265358979323846);
+ using std::tan;
+ RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
+ return _median + _sigma * tan(pi*val);
+ }
+
+ /**
+ * Returns: A random variate distributed according to the
+ * cauchy distribution with parameters specified by param.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm)
+ {
+ return cauchy_distribution(parm)(eng);
+ }
+
+ /**
+ * Writes the distribution to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
+ {
+ os << cd._median << " " << cd._sigma;
+ return os;
+ }
+
+ /**
+ * Reads the distribution from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
+ {
+ is >> cd._median >> std::ws >> cd._sigma;
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce
+ * identical sequences of values, given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
+ { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
+
+ /**
+ * Returns true if the two distributions may produce
+ * different sequences of values, given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
+
+private:
+ RealType _median;
+ RealType _sigma;
+};
+
+} // namespace random
+
+using random::cauchy_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
diff --git a/boost/random/chi_squared_distribution.hpp b/boost/random/chi_squared_distribution.hpp
new file mode 100644
index 0000000..9e7d478
--- /dev/null
+++ b/boost/random/chi_squared_distribution.hpp
@@ -0,0 +1,209 @@
+/* boost random/chi_squared_distribution.hpp header file
+ *
+ * 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: chi_squared_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
+
+#include <iosfwd>
+#include <boost/limits.hpp>
+
+#include <boost/random/detail/config.hpp>
+#include <boost/random/gamma_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The chi squared distribution is a real valued distribution with
+ * one parameter, @c n. The distribution produces values > 0.
+ *
+ * The distribution function is
+ * \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
+ */
+template<class RealType = double>
+class chi_squared_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef chi_squared_distribution distribution_type;
+ /**
+ * Construct a param_type object. @c n
+ * is the parameter of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit param_type(RealType n_arg = RealType(1))
+ : _n(n_arg)
+ {}
+ /** Returns the @c n parameter of the distribution. */
+ RealType n() const { return _n; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._n;
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
+ {
+ is >> parm._n;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._n == rhs._n;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ RealType _n;
+ };
+
+ /**
+ * Construct a @c chi_squared_distribution object. @c n
+ * is the parameter of the distribution.
+ *
+ * Requires: t >=0 && 0 <= p <= 1
+ */
+ explicit chi_squared_distribution(RealType n_arg = RealType(1))
+ : _impl(n_arg / 2)
+ {
+ }
+
+ /**
+ * Construct an @c chi_squared_distribution object from the
+ * parameters.
+ */
+ explicit chi_squared_distribution(const param_type& parm)
+ : _impl(parm.n() / 2)
+ {
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * chi squared distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng)
+ {
+ return 2 * _impl(urng);
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * chi squared distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return chi_squared_distribution(parm)(urng);
+ }
+
+ /** Returns the @c n parameter of the distribution. */
+ RealType n() const { return 2 * _impl.alpha(); }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 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(n()); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef gamma_distribution<RealType> impl_type;
+ typename impl_type::param_type impl_parm(parm.n() / 2);
+ _impl.param(impl_parm);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _impl.reset(); }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const chi_squared_distribution& c2d)
+ {
+ os << c2d.param();
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ chi_squared_distribution& c2d)
+ {
+ c2d.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const chi_squared_distribution& lhs,
+ const chi_squared_distribution& rhs)
+ {
+ return lhs._impl == rhs._impl;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const chi_squared_distribution& lhs,
+ const chi_squared_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ gamma_distribution<RealType> _impl;
+
+ /// @endcond
+};
+
+}
+
+}
+
+#endif
diff --git a/boost/random/detail/auto_link.hpp b/boost/random/detail/auto_link.hpp
new file mode 100644
index 0000000..1f30fd5
--- /dev/null
+++ b/boost/random/detail/auto_link.hpp
@@ -0,0 +1,42 @@
+/* boost random auto_link.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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)
+ *
+ * $Id: auto_link.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
+#define BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
+
+#include <boost/config.hpp>
+
+#ifdef BOOST_HAS_DECLSPEC
+ #if defined(BOOST_ALL_DYN_LINK) || defined(BOOST_RANDOM_DYN_LINK)
+ #if defined(BOOST_RANDOM_SOURCE)
+ #define BOOST_RANDOM_DECL __declspec(dllexport)
+ #else
+ #define BOOST_RANDOM_DECL __declspec(dllimport)
+ #endif
+ #endif
+#endif
+
+#ifndef BOOST_RANDOM_DECL
+ #define BOOST_RANDOM_DECL
+#endif
+
+#if !defined(BOOST_RANDOM_NO_LIB) && !defined(BOOST_ALL_NO_LIB) && !defined(BOOST_RANDOM_SOURCE)
+
+#define BOOST_LIB_NAME boost_random
+
+#if defined(BOOST_RANDOM_DYN_LINK) || defined(BOOST_ALL_DYN_LINK)
+ #define BOOST_DYN_LINK
+#endif
+
+#include <boost/config/auto_link.hpp>
+
+#endif
+
+#endif
diff --git a/boost/random/detail/config.hpp b/boost/random/detail/config.hpp
new file mode 100644
index 0000000..d6bc0cc
--- /dev/null
+++ b/boost/random/detail/config.hpp
@@ -0,0 +1,18 @@
+/* boost random/detail/config.hpp header file
+ *
+ * Copyright Steven Watanabe 2009
+ * 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: config.hpp 52492 2009-04-19 14:55:57Z steven_watanabe $
+ */
+
+#include <boost/config.hpp>
+
+#if (defined(BOOST_NO_OPERATORS_IN_NAMESPACE) || defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)) \
+ && !defined(BOOST_MSVC)
+ #define BOOST_RANDOM_NO_STREAM_OPERATORS
+#endif
diff --git a/boost/random/detail/const_mod.hpp b/boost/random/detail/const_mod.hpp
new file mode 100644
index 0000000..9778f55
--- /dev/null
+++ b/boost/random/detail/const_mod.hpp
@@ -0,0 +1,216 @@
+/* boost random/detail/const_mod.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: const_mod.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_CONST_MOD_HPP
+#define BOOST_RANDOM_CONST_MOD_HPP
+
+#include <boost/assert.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/integer_traits.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+#include <boost/random/detail/large_arithmetic.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+template<class IntType, IntType m>
+class const_mod
+{
+public:
+ static IntType apply(IntType x)
+ {
+ if(((unsigned_m() - 1) & unsigned_m()) == 0)
+ return (unsigned_type(x)) & (unsigned_m() - 1);
+ else {
+ IntType supress_warnings = (m == 0);
+ BOOST_ASSERT(supress_warnings == 0);
+ return x % (m + supress_warnings);
+ }
+ }
+
+ static IntType add(IntType x, IntType c)
+ {
+ if(((unsigned_m() - 1) & unsigned_m()) == 0)
+ return (unsigned_type(x) + unsigned_type(c)) & (unsigned_m() - 1);
+ else if(c == 0)
+ return x;
+ else if(x < m - c)
+ return x + c;
+ else
+ return x - (m - c);
+ }
+
+ static IntType mult(IntType a, IntType x)
+ {
+ if(((unsigned_m() - 1) & unsigned_m()) == 0)
+ return unsigned_type(a) * unsigned_type(x) & (unsigned_m() - 1);
+ else if(a == 0)
+ return 0;
+ else if(a == 1)
+ return x;
+ else if(m <= traits::const_max/a) // i.e. a*m <= max
+ return mult_small(a, x);
+ else if(traits::is_signed && (m%a < m/a))
+ return mult_schrage(a, x);
+ else
+ return mult_general(a, x);
+ }
+
+ static IntType mult_add(IntType a, IntType x, IntType c)
+ {
+ if(((unsigned_m() - 1) & unsigned_m()) == 0)
+ return (unsigned_type(a) * unsigned_type(x) + unsigned_type(c)) & (unsigned_m() - 1);
+ else if(a == 0)
+ return c;
+ else if(m <= (traits::const_max-c)/a) { // i.e. a*m+c <= max
+ IntType supress_warnings = (m == 0);
+ BOOST_ASSERT(supress_warnings == 0);
+ return (a*x+c) % (m + supress_warnings);
+ } else
+ return add(mult(a, x), c);
+ }
+
+ static IntType pow(IntType a, boost::uintmax_t exponent)
+ {
+ IntType result = 1;
+ while(exponent != 0) {
+ if(exponent % 2 == 1) {
+ result = mult(result, a);
+ }
+ a = mult(a, a);
+ exponent /= 2;
+ }
+ return result;
+ }
+
+ static IntType invert(IntType x)
+ { return x == 0 ? 0 : (m == 0? invert_euclidian0(x) : invert_euclidian(x)); }
+
+private:
+ typedef integer_traits<IntType> traits;
+ typedef typename make_unsigned<IntType>::type unsigned_type;
+
+ const_mod(); // don't instantiate
+
+ static IntType mult_small(IntType a, IntType x)
+ {
+ IntType supress_warnings = (m == 0);
+ BOOST_ASSERT(supress_warnings == 0);
+ return a*x % (m + supress_warnings);
+ }
+
+ static IntType mult_schrage(IntType a, IntType value)
+ {
+ const IntType q = m / a;
+ const IntType r = m % a;
+
+ BOOST_ASSERT(r < q); // check that overflow cannot happen
+
+ return sub(a*(value%q), r*(value/q));
+ }
+
+ static IntType mult_general(IntType a, IntType b)
+ {
+ IntType suppress_warnings = (m == 0);
+ BOOST_ASSERT(suppress_warnings == 0);
+ IntType modulus = m + suppress_warnings;
+ BOOST_ASSERT(modulus == m);
+ if(::boost::uintmax_t(modulus) <=
+ (::std::numeric_limits< ::boost::uintmax_t>::max)() / modulus)
+ {
+ return static_cast<IntType>(boost::uintmax_t(a) * b % modulus);
+ } else {
+ return static_cast<IntType>(detail::mulmod(a, b, modulus));
+ }
+ }
+
+ static IntType sub(IntType a, IntType b)
+ {
+ if(a < b)
+ return m - (b - a);
+ else
+ return a - b;
+ }
+
+ static unsigned_type unsigned_m()
+ {
+ if(m == 0) {
+ return unsigned_type((std::numeric_limits<IntType>::max)()) + 1;
+ } else {
+ return unsigned_type(m);
+ }
+ }
+
+ // invert c in the finite field (mod m) (m must be prime)
+ static IntType invert_euclidian(IntType c)
+ {
+ // we are interested in the gcd factor for c, because this is our inverse
+ BOOST_ASSERT(c > 0);
+ IntType l1 = 0;
+ IntType l2 = 1;
+ IntType n = c;
+ IntType p = m;
+ for(;;) {
+ IntType q = p / n;
+ l1 += q * l2;
+ p -= q * n;
+ if(p == 0)
+ return l2;
+ IntType q2 = n / p;
+ l2 += q2 * l1;
+ n -= q2 * p;
+ if(n == 0)
+ return m - l1;
+ }
+ }
+
+ // invert c in the finite field (mod m) (c must be relatively prime to m)
+ static IntType invert_euclidian0(IntType c)
+ {
+ // we are interested in the gcd factor for c, because this is our inverse
+ BOOST_ASSERT(c > 0);
+ if(c == 1) return 1;
+ IntType l1 = 0;
+ IntType l2 = 1;
+ IntType n = c;
+ IntType p = m;
+ IntType max = (std::numeric_limits<IntType>::max)();
+ IntType q = max / n;
+ BOOST_ASSERT(max % n != n - 1 && "c must be relatively prime to m.");
+ l1 += q * l2;
+ p = max - q * n + 1;
+ for(;;) {
+ if(p == 0)
+ return l2;
+ IntType q2 = n / p;
+ l2 += q2 * l1;
+ n -= q2 * p;
+ if(n == 0)
+ return m - l1;
+ q = p / n;
+ l1 += q * l2;
+ p -= q * n;
+ }
+ }
+};
+
+} // namespace random
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_CONST_MOD_HPP
diff --git a/boost/random/detail/disable_warnings.hpp b/boost/random/detail/disable_warnings.hpp
new file mode 100644
index 0000000..f3ade5e
--- /dev/null
+++ b/boost/random/detail/disable_warnings.hpp
@@ -0,0 +1,23 @@
+/* boost random/detail/disable_warnings.hpp header file
+ *
+ * Copyright Steven Watanabe 2009
+ * 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: disable_warnings.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
+ *
+ */
+
+// No #include guard. This header is intended to be included multiple times.
+
+#include <boost/config.hpp>
+
+#ifdef BOOST_MSVC
+#pragma warning(push)
+#pragma warning(disable:4512)
+#pragma warning(disable:4127)
+#pragma warning(disable:4724)
+#endif
diff --git a/boost/random/detail/enable_warnings.hpp b/boost/random/detail/enable_warnings.hpp
new file mode 100644
index 0000000..26184ea
--- /dev/null
+++ b/boost/random/detail/enable_warnings.hpp
@@ -0,0 +1,18 @@
+/* boost random/detail/enable_warnings.hpp header file
+ *
+ * Copyright Steven Watanabe 2009
+ * 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: enable_warnings.hpp 58649 2010-01-02 21:23:17Z steven_watanabe $
+ *
+ */
+
+// No #include guard. This header is intended to be included multiple times.
+
+#ifdef BOOST_MSVC
+#pragma warning(pop)
+#endif
diff --git a/boost/random/detail/generator_bits.hpp b/boost/random/detail/generator_bits.hpp
new file mode 100644
index 0000000..44b4248
--- /dev/null
+++ b/boost/random/detail/generator_bits.hpp
@@ -0,0 +1,36 @@
+/* boost random/detail/generator_bits.hpp header file
+ *
+ * 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: generator_bits.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
+#define BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
+
+#include <boost/limits.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+// This is a temporary measure that retains backwards
+// compatibility.
+template<class URNG>
+struct generator_bits {
+ static std::size_t value() {
+ return std::numeric_limits<typename URNG::result_type>::digits;
+ }
+};
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
diff --git a/boost/random/detail/generator_seed_seq.hpp b/boost/random/detail/generator_seed_seq.hpp
new file mode 100644
index 0000000..6aaf98f
--- /dev/null
+++ b/boost/random/detail/generator_seed_seq.hpp
@@ -0,0 +1,40 @@
+/* boost random/mersenne_twister.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010
+ * 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: generator_seed_seq.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_GENERATOR_SEED_SEQ_HPP_INCLUDED
+#define BOOST_RANDOM_DETAIL_GENERATOR_SEED_SEQ_HPP_INCLUDED
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class Generator>
+class generator_seed_seq {
+public:
+ generator_seed_seq(Generator& g) : gen(&g) {}
+ template<class It>
+ void generate(It first, It last) {
+ for(; first != last; ++first) {
+ *first = (*gen)();
+ }
+ }
+private:
+ Generator* gen;
+};
+
+}
+}
+}
+
+#endif
diff --git a/boost/random/detail/integer_log2.hpp b/boost/random/detail/integer_log2.hpp
new file mode 100644
index 0000000..baee426
--- /dev/null
+++ b/boost/random/detail/integer_log2.hpp
@@ -0,0 +1,84 @@
+/* boost random/detail/integer_log2.hpp header file
+ *
+ * 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: integer_log2.hpp 76145 2011-12-24 19:05:17Z danieljames $
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
+#define BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
+
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/pending/integer_log2.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+#if !defined(BOOST_NO_CONSTEXPR)
+#define BOOST_RANDOM_DETAIL_CONSTEXPR constexpr
+#elif defined(BOOST_MSVC)
+#define BOOST_RANDOM_DETAIL_CONSTEXPR __forceinline
+#elif defined(__GNUC__) && __GNUC__ >= 4
+#define BOOST_RANDOM_DETAIL_CONSTEXPR __attribute__((const)) __attribute__((always_inline))
+#else
+#define BOOST_RANDOM_DETAIL_CONSTEXPR inline
+#endif
+
+template<int Shift>
+struct integer_log2_impl
+{
+#if defined(BOOST_NO_CONSTEXPR)
+ template<class T>
+ BOOST_RANDOM_DETAIL_CONSTEXPR static int apply(T t, int accum)
+ {
+ int update = ((t >> Shift) != 0) * Shift;
+ return integer_log2_impl<Shift / 2>::apply(t >> update, accum + update);
+ }
+#else
+ template<class T>
+ BOOST_RANDOM_DETAIL_CONSTEXPR static int apply2(T t, int accum, int update)
+ {
+ return integer_log2_impl<Shift / 2>::apply(t >> update, accum + update);
+ }
+
+ template<class T>
+ BOOST_RANDOM_DETAIL_CONSTEXPR static int apply(T t, int accum)
+ {
+ return apply2(t, accum, ((t >> Shift) != 0) * Shift);
+ }
+#endif
+};
+
+template<>
+struct integer_log2_impl<1>
+{
+ template<class T>
+ BOOST_RANDOM_DETAIL_CONSTEXPR static int apply(T t, int accum)
+ {
+ return int(t >> 1) + accum;
+ }
+};
+
+template<class T>
+BOOST_RANDOM_DETAIL_CONSTEXPR int integer_log2(T t)
+{
+ return integer_log2_impl<
+ ::boost::detail::max_pow2_less<
+ ::std::numeric_limits<T>::digits, 4
+ >::value
+ >::apply(t, 0);
+}
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
diff --git a/boost/random/detail/iterator_mixin.hpp b/boost/random/detail/iterator_mixin.hpp
new file mode 100644
index 0000000..57ff75c
--- /dev/null
+++ b/boost/random/detail/iterator_mixin.hpp
@@ -0,0 +1,45 @@
+/* boost random/detail/iterator_mixin.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.
+ *
+ * Revision history
+ */
+
+#ifndef BOOST_ITERATOR_MIXIN_HPP
+#define BOOST_ITERATOR_MIXIN_HPP
+
+#include <boost/operators.hpp>
+
+namespace boost {
+
+// must be in boost namespace, otherwise the inline friend trick fails
+template<class Generator, class ResultType>
+class generator_iterator_mixin_adapter
+ : incrementable<Generator>, equality_comparable<Generator>
+{
+public:
+ typedef std::input_iterator_tag iterator_category;
+ typedef ResultType value_type;
+ typedef std::ptrdiff_t difference_type;
+ typedef const value_type * pointer;
+ typedef const value_type & reference;
+ Generator& operator++() { v = cast()(); return cast(); }
+ const value_type& operator*() const { return v; }
+
+protected:
+ // instantiate from derived classes only
+ generator_iterator_mixin_adapter() { }
+ void iterator_init() { operator++(); }
+private:
+ Generator & cast() { return static_cast<Generator&>(*this); }
+ value_type v;
+};
+
+} // namespace boost
+
+#endif // BOOST_ITERATOR_MIXIN_HPP
diff --git a/boost/random/detail/large_arithmetic.hpp b/boost/random/detail/large_arithmetic.hpp
new file mode 100644
index 0000000..24177dc
--- /dev/null
+++ b/boost/random/detail/large_arithmetic.hpp
@@ -0,0 +1,122 @@
+/* boost random/detail/large_arithmetic.hpp header file
+ *
+ * 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: large_arithmetic.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
+#define BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
+
+#include <boost/cstdint.hpp>
+#include <boost/integer.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/integer_log2.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+struct div_t {
+ boost::uintmax_t quotient;
+ boost::uintmax_t remainder;
+};
+
+inline div_t muldivmod(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
+{
+ static const int bits =
+ ::std::numeric_limits< ::boost::uintmax_t>::digits / 2;
+ static const ::boost::uintmax_t mask = (::boost::uintmax_t(1) << bits) - 1;
+ typedef ::boost::uint_t<bits>::fast digit_t;
+
+ int shift = std::numeric_limits< ::boost::uintmax_t>::digits - 1
+ - detail::integer_log2(m);
+
+ a <<= shift;
+ m <<= shift;
+
+ digit_t product[4] = { 0, 0, 0, 0 };
+ digit_t a_[2] = { digit_t(a & mask), digit_t((a >> bits) & mask) };
+ digit_t b_[2] = { digit_t(b & mask), digit_t((b >> bits) & mask) };
+ digit_t m_[2] = { digit_t(m & mask), digit_t((m >> bits) & mask) };
+
+ // multiply a * b
+ for(int i = 0; i < 2; ++i) {
+ digit_t carry = 0;
+ for(int j = 0; j < 2; ++j) {
+ ::boost::uint64_t temp = ::boost::uintmax_t(a_[i]) * b_[j] +
+ carry + product[i + j];
+ product[i + j] = digit_t(temp & mask);
+ carry = digit_t(temp >> bits);
+ }
+ if(carry != 0) {
+ product[i + 2] += carry;
+ }
+ }
+
+ digit_t quotient[2];
+
+ if(m == 0) {
+ div_t result = {
+ ((::boost::uintmax_t(product[3]) << bits) | product[2]),
+ ((::boost::uintmax_t(product[1]) << bits) | product[0]) >> shift,
+ };
+ return result;
+ }
+
+ // divide product / m
+ for(int i = 3; i >= 2; --i) {
+ ::boost::uintmax_t temp =
+ ::boost::uintmax_t(product[i]) << bits | product[i - 1];
+
+ digit_t q = digit_t((product[i] == m_[1]) ? mask : temp / m_[1]);
+
+ ::boost::uintmax_t rem =
+ ((temp - ::boost::uintmax_t(q) * m_[1]) << bits) + product[i - 2];
+
+ ::boost::uintmax_t diff = m_[0] * ::boost::uintmax_t(q);
+
+ int error = 0;
+ if(diff > rem) {
+ if(diff - rem > m) {
+ error = 2;
+ } else {
+ error = 1;
+ }
+ }
+ q -= error;
+ rem = rem + error * m - diff;
+
+ quotient[i - 2] = q;
+ product[i] = 0;
+ product[i-1] = (rem >> bits) & mask;
+ product[i-2] = rem & mask;
+ }
+
+ div_t result = {
+ ((::boost::uintmax_t(quotient[1]) << bits) | quotient[0]),
+ ((::boost::uintmax_t(product[1]) << bits) | product[0]) >> shift,
+ };
+ return result;
+}
+
+inline boost::uintmax_t muldiv(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
+{ return detail::muldivmod(a, b, m).quotient; }
+
+inline boost::uintmax_t mulmod(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
+{ return detail::muldivmod(a, b, m).remainder; }
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
diff --git a/boost/random/detail/operators.hpp b/boost/random/detail/operators.hpp
new file mode 100644
index 0000000..f27839a
--- /dev/null
+++ b/boost/random/detail/operators.hpp
@@ -0,0 +1,84 @@
+/* boost random/detail/operators.hpp header file
+ *
+ * Copyright Steven Watanabe 2010-2011
+ * 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: operators.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_OPERATORS_HPP
+#define BOOST_RANDOM_DETAIL_OPERATORS_HPP
+
+#include <boost/random/detail/config.hpp>
+#include <boost/detail/workaround.hpp>
+
+#if BOOST_WORKAROUND(BOOST_MSVC, <= 1310) \
+ || BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x5100))
+
+#define BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, T, t) \
+ template<class CharT, class Traits> \
+ friend std::basic_ostream<CharT,Traits>& \
+ operator<<(std::basic_ostream<CharT,Traits>& os, const T& t) { \
+ t.print(os, t); \
+ return os; \
+ } \
+ template<class CharT, class Traits> \
+ static std::basic_ostream<CharT,Traits>& \
+ print(std::basic_ostream<CharT,Traits>& os, const T& t)
+
+#define BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, T, t) \
+ template<class CharT, class Traits> \
+ friend std::basic_istream<CharT,Traits>& \
+ operator>>(std::basic_istream<CharT,Traits>& is, T& t) { \
+ t.read(is, t); \
+ return is; \
+ } \
+ template<class CharT, class Traits> \
+ static std::basic_istream<CharT,Traits>& \
+ read(std::basic_istream<CharT,Traits>& is, T& t)
+
+#endif
+
+#if defined(__BORLANDC__)
+
+#define BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(T, lhs, rhs) \
+ bool operator==(const T& rhs) const \
+ { return T::is_equal(*this, rhs); } \
+ static bool is_equal(const T& lhs, const T& rhs)
+
+#define BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(T) \
+ bool operator!=(const T& rhs) const \
+ { return !T::is_equal(*this, rhs); }
+
+#endif
+
+#ifndef BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR
+#define BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, T, t) \
+ template<class CharT, class Traits> \
+ friend std::basic_ostream<CharT,Traits>& \
+ operator<<(std::basic_ostream<CharT,Traits>& os, const T& t)
+#endif
+
+#ifndef BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR
+#define BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, T, t) \
+ template<class CharT, class Traits> \
+ friend std::basic_istream<CharT,Traits>& \
+ operator>>(std::basic_istream<CharT,Traits>& is, T& t)
+#endif
+
+#ifndef BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR
+#define BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(T, lhs, rhs) \
+ friend bool operator==(const T& lhs, const T& rhs)
+#endif
+
+#ifndef BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR
+#define BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(T) \
+ friend bool operator!=(const T& lhs, const T& rhs) \
+ { return !(lhs == rhs); }
+#endif
+
+#endif
diff --git a/boost/random/detail/ptr_helper.hpp b/boost/random/detail/ptr_helper.hpp
new file mode 100644
index 0000000..3f3fbdd
--- /dev/null
+++ b/boost/random/detail/ptr_helper.hpp
@@ -0,0 +1,94 @@
+/* boost random/detail/ptr_helper.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: ptr_helper.hpp 24096 2004-07-27 03:43:34Z dgregor $
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
+#define BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
+
+#include <boost/config.hpp>
+
+
+namespace boost {
+namespace random {
+namespace detail {
+
+// type_traits could help here, but I don't want to depend on type_traits.
+template<class T>
+struct ptr_helper
+{
+ typedef T value_type;
+ typedef T& reference_type;
+ typedef const T& rvalue_type;
+ static reference_type ref(T& r) { return r; }
+ static const T& ref(const T& r) { return r; }
+};
+
+#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
+template<class T>
+struct ptr_helper<T&>
+{
+ typedef T value_type;
+ typedef T& reference_type;
+ typedef T& rvalue_type;
+ static reference_type ref(T& r) { return r; }
+ static const T& ref(const T& r) { return r; }
+};
+
+template<class T>
+struct ptr_helper<T*>
+{
+ typedef T value_type;
+ typedef T& reference_type;
+ typedef T* rvalue_type;
+ static reference_type ref(T * p) { return *p; }
+ static const T& ref(const T * p) { return *p; }
+};
+#endif
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+//
+// BOOST_RANDOM_PTR_HELPER_SPEC --
+//
+// Helper macro for broken compilers defines specializations of
+// ptr_helper.
+//
+#ifdef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
+# define BOOST_RANDOM_PTR_HELPER_SPEC(T) \
+namespace boost { namespace random { namespace detail { \
+template<> \
+struct ptr_helper<T&> \
+{ \
+ typedef T value_type; \
+ typedef T& reference_type; \
+ typedef T& rvalue_type; \
+ static reference_type ref(T& r) { return r; } \
+ static const T& ref(const T& r) { return r; } \
+}; \
+ \
+template<> \
+struct ptr_helper<T*> \
+{ \
+ typedef T value_type; \
+ typedef T& reference_type; \
+ typedef T* rvalue_type; \
+ static reference_type ref(T * p) { return *p; } \
+ static const T& ref(const T * p) { return *p; } \
+}; \
+}}}
+#else
+# define BOOST_RANDOM_PTR_HELPER_SPEC(T)
+#endif
+
+#endif // BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
diff --git a/boost/random/detail/seed.hpp b/boost/random/detail/seed.hpp
new file mode 100644
index 0000000..979db29
--- /dev/null
+++ b/boost/random/detail/seed.hpp
@@ -0,0 +1,114 @@
+/* boost random/detail/seed.hpp header file
+ *
+ * Copyright Steven Watanabe 2009
+ * 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: seed.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_SEED_HPP
+#define BOOST_RANDOM_DETAIL_SEED_HPP
+
+#include <boost/config.hpp>
+
+// Sun seems to have trouble with the use of SFINAE for the
+// templated constructor. So does Borland.
+#if !defined(BOOST_NO_SFINAE) && !defined(__SUNPRO_CC) && !defined(__BORLANDC__)
+
+#include <boost/utility/enable_if.hpp>
+#include <boost/type_traits/is_arithmetic.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class T>
+struct disable_seed : boost::disable_if<boost::is_arithmetic<T> > {};
+
+template<class Engine, class T>
+struct disable_constructor : disable_seed<T> {};
+
+template<class Engine>
+struct disable_constructor<Engine, Engine> {};
+
+#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
+ template<class Generator> \
+ explicit Self(Generator& gen, typename ::boost::random::detail::disable_constructor<Self, Generator>::type* = 0)
+
+#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
+ template<class Generator> \
+ void seed(Generator& gen, typename ::boost::random::detail::disable_seed<Generator>::type* = 0)
+
+#define BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(Self, SeedSeq, seq) \
+ template<class SeedSeq> \
+ explicit Self(SeedSeq& seq, typename ::boost::random::detail::disable_constructor<Self, SeedSeq>::type* = 0)
+
+#define BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(Self, SeedSeq, seq) \
+ template<class SeedSeq> \
+ void seed(SeedSeq& seq, typename ::boost::random::detail::disable_seed<SeedSeq>::type* = 0)
+
+#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
+ explicit Self(const T& x)
+
+#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
+ void seed(const T& x)
+}
+}
+}
+
+#else
+
+#include <boost/type_traits/is_arithmetic.hpp>
+#include <boost/mpl/bool.hpp>
+
+#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
+ Self(Self& other) { *this = other; } \
+ Self(const Self& other) { *this = other; } \
+ template<class Generator> \
+ explicit Self(Generator& gen) { \
+ boost_random_constructor_impl(gen, ::boost::is_arithmetic<Generator>());\
+ } \
+ template<class Generator> \
+ void boost_random_constructor_impl(Generator& gen, ::boost::mpl::false_)
+
+#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
+ template<class Generator> \
+ void seed(Generator& gen) { \
+ boost_random_seed_impl(gen, ::boost::is_arithmetic<Generator>());\
+ }\
+ template<class Generator>\
+ void boost_random_seed_impl(Generator& gen, ::boost::mpl::false_)
+
+#define BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(Self, SeedSeq, seq) \
+ Self(Self& other) { *this = other; } \
+ Self(const Self& other) { *this = other; } \
+ template<class SeedSeq> \
+ explicit Self(SeedSeq& seq) { \
+ boost_random_constructor_impl(seq, ::boost::is_arithmetic<SeedSeq>());\
+ } \
+ template<class SeedSeq> \
+ void boost_random_constructor_impl(SeedSeq& seq, ::boost::mpl::false_)
+
+#define BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(Self, SeedSeq, seq) \
+ template<class SeedSeq> \
+ void seed(SeedSeq& seq) { \
+ boost_random_seed_impl(seq, ::boost::is_arithmetic<SeedSeq>()); \
+ } \
+ template<class SeedSeq> \
+ void boost_random_seed_impl(SeedSeq& seq, ::boost::mpl::false_)
+
+#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
+ explicit Self(const T& x) { boost_random_constructor_impl(x, ::boost::mpl::true_()); }\
+ void boost_random_constructor_impl(const T& x, ::boost::mpl::true_)
+
+#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
+ void seed(const T& x) { boost_random_seed_impl(x, ::boost::mpl::true_()); }\
+ void boost_random_seed_impl(const T& x, ::boost::mpl::true_)
+
+#endif
+
+#endif
diff --git a/boost/random/detail/seed_impl.hpp b/boost/random/detail/seed_impl.hpp
new file mode 100644
index 0000000..e044d45
--- /dev/null
+++ b/boost/random/detail/seed_impl.hpp
@@ -0,0 +1,397 @@
+/* boost random/detail/seed.hpp header file
+ *
+ * Copyright Steven Watanabe 2009
+ * 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: seed_impl.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_SEED_IMPL_HPP
+#define BOOST_RANDOM_DETAIL_SEED_IMPL_HPP
+
+#include <stdexcept>
+#include <boost/cstdint.hpp>
+#include <boost/config/no_tr1/cmath.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/integer/static_log2.hpp>
+#include <boost/type_traits/is_signed.hpp>
+#include <boost/type_traits/is_integral.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+#include <boost/mpl/bool.hpp>
+#include <boost/mpl/if.hpp>
+#include <boost/mpl/int.hpp>
+#include <boost/random/detail/const_mod.hpp>
+#include <boost/random/detail/integer_log2.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/random/detail/generator_bits.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+// finds the seed type of an engine, given its
+// result_type. If the result_type is integral
+// the seed type is the same. If the result_type
+// is floating point, the seed type is uint32_t
+template<class T>
+struct seed_type
+{
+ typedef typename boost::mpl::if_<boost::is_integral<T>,
+ T,
+ boost::uint32_t
+ >::type type;
+};
+
+template<int N>
+struct const_pow_impl
+{
+ template<class T>
+ static T call(T arg, int n, T result)
+ {
+ return const_pow_impl<N / 2>::call(arg * arg, n / 2,
+ n%2 == 0? result : result * arg);
+ }
+};
+
+template<>
+struct const_pow_impl<0>
+{
+ template<class T>
+ static T call(T, int, T result)
+ {
+ return result;
+ }
+};
+
+// requires N is an upper bound on n
+template<int N, class T>
+inline T const_pow(T arg, int n) { return const_pow_impl<N>::call(arg, n, T(1)); }
+
+template<class T>
+inline T pow2(int n)
+{
+ typedef unsigned int_type;
+ const int max_bits = std::numeric_limits<int_type>::digits;
+ T multiplier = T(int_type(1) << (max_bits - 1)) * 2;
+ return (int_type(1) << (n % max_bits)) *
+ const_pow<std::numeric_limits<T>::digits / max_bits>(multiplier, n / max_bits);
+}
+
+template<class Engine, class Iter>
+void generate_from_real(Engine& eng, Iter begin, Iter end)
+{
+ using std::fmod;
+ typedef typename Engine::result_type RealType;
+ const int Bits = detail::generator_bits<Engine>::value();
+ int remaining_bits = 0;
+ boost::uint_least32_t saved_bits = 0;
+ RealType multiplier = pow2<RealType>( Bits);
+ RealType mult32 = RealType(4294967296.0); // 2^32
+ while(true) {
+ RealType val = eng() * multiplier;
+ int available_bits = Bits;
+ // Make sure the compiler can optimize this out
+ // if it isn't possible.
+ if(Bits < 32 && available_bits < 32 - remaining_bits) {
+ saved_bits |= boost::uint_least32_t(val) << remaining_bits;
+ remaining_bits += Bits;
+ } else {
+ // If Bits < 32, then remaining_bits != 0, since
+ // if remaining_bits == 0, available_bits < 32 - 0,
+ // and we won't get here to begin with.
+ if(Bits < 32 || remaining_bits != 0) {
+ boost::uint_least32_t divisor =
+ (boost::uint_least32_t(1) << (32 - remaining_bits));
+ boost::uint_least32_t extra_bits = boost::uint_least32_t(fmod(val, mult32)) & (divisor - 1);
+ val = val / divisor;
+ *begin++ = saved_bits | (extra_bits << remaining_bits);
+ if(begin == end) return;
+ available_bits -= 32 - remaining_bits;
+ remaining_bits = 0;
+ }
+ // If Bits < 32 we should never enter this loop
+ if(Bits >= 32) {
+ for(; available_bits >= 32; available_bits -= 32) {
+ boost::uint_least32_t word = boost::uint_least32_t(fmod(val, mult32));
+ val /= mult32;
+ *begin++ = word;
+ if(begin == end) return;
+ }
+ }
+ remaining_bits = available_bits;
+ saved_bits = static_cast<boost::uint_least32_t>(val);
+ }
+ }
+}
+
+template<class Engine, class Iter>
+void generate_from_int(Engine& eng, Iter begin, Iter end)
+{
+ typedef typename Engine::result_type IntType;
+ typedef typename boost::make_unsigned<IntType>::type unsigned_type;
+ int remaining_bits = 0;
+ boost::uint_least32_t saved_bits = 0;
+ unsigned_type range = boost::random::detail::subtract<IntType>()((eng.max)(), (eng.min)());
+
+ int bits =
+ (range == (std::numeric_limits<unsigned_type>::max)()) ?
+ std::numeric_limits<unsigned_type>::digits :
+ detail::integer_log2(range + 1);
+
+ {
+ int discarded_bits = detail::integer_log2(bits);
+ unsigned_type excess = (range + 1) >> (bits - discarded_bits);
+ if(excess != 0) {
+ int extra_bits = detail::integer_log2((excess - 1) ^ excess);
+ bits = bits - discarded_bits + extra_bits;
+ }
+ }
+
+ unsigned_type mask = (static_cast<unsigned_type>(2) << (bits - 1)) - 1;
+ unsigned_type limit = ((range + 1) & ~mask) - 1;
+
+ while(true) {
+ unsigned_type val;
+ do {
+ val = boost::random::detail::subtract<IntType>()(eng(), (eng.min)());
+ } while(limit != range && val > limit);
+ val &= mask;
+ int available_bits = bits;
+ if(available_bits == 32) {
+ *begin++ = static_cast<boost::uint_least32_t>(val) & 0xFFFFFFFFu;
+ if(begin == end) return;
+ } else if(available_bits % 32 == 0) {
+ for(int i = 0; i < available_bits / 32; ++i) {
+ boost::uint_least32_t word = boost::uint_least32_t(val) & 0xFFFFFFFFu;
+ int supress_warning = (bits >= 32);
+ BOOST_ASSERT(supress_warning == 1);
+ val >>= (32 * supress_warning);
+ *begin++ = word;
+ if(begin == end) return;
+ }
+ } else if(bits < 32 && available_bits < 32 - remaining_bits) {
+ saved_bits |= boost::uint_least32_t(val) << remaining_bits;
+ remaining_bits += bits;
+ } else {
+ if(bits < 32 || remaining_bits != 0) {
+ boost::uint_least32_t extra_bits = boost::uint_least32_t(val) & ((boost::uint_least32_t(1) << (32 - remaining_bits)) - 1);
+ val >>= 32 - remaining_bits;
+ *begin++ = saved_bits | (extra_bits << remaining_bits);
+ if(begin == end) return;
+ available_bits -= 32 - remaining_bits;
+ remaining_bits = 0;
+ }
+ if(bits >= 32) {
+ for(; available_bits >= 32; available_bits -= 32) {
+ boost::uint_least32_t word = boost::uint_least32_t(val) & 0xFFFFFFFFu;
+ int supress_warning = (bits >= 32);
+ BOOST_ASSERT(supress_warning == 1);
+ val >>= (32 * supress_warning);
+ *begin++ = word;
+ if(begin == end) return;
+ }
+ }
+ remaining_bits = available_bits;
+ saved_bits = static_cast<boost::uint_least32_t>(val);
+ }
+ }
+}
+
+template<class Engine, class Iter>
+void generate_impl(Engine& eng, Iter first, Iter last, boost::mpl::true_)
+{
+ return detail::generate_from_int(eng, first, last);
+}
+
+template<class Engine, class Iter>
+void generate_impl(Engine& eng, Iter first, Iter last, boost::mpl::false_)
+{
+ return detail::generate_from_real(eng, first, last);
+}
+
+template<class Engine, class Iter>
+void generate(Engine& eng, Iter first, Iter last)
+{
+ return detail::generate_impl(eng, first, last, boost::is_integral<typename Engine::result_type>());
+}
+
+
+
+template<class IntType, IntType m, class SeedSeq>
+IntType seed_one_int(SeedSeq& seq)
+{
+ static const int log = ::boost::mpl::if_c<(m == 0),
+ ::boost::mpl::int_<(::std::numeric_limits<IntType>::digits)>,
+ ::boost::static_log2<m> >::type::value;
+ static const int k =
+ (log + ((~(static_cast<IntType>(2) << (log - 1)) & m)? 32 : 31)) / 32;
+ ::boost::uint_least32_t array[log / 32 + 4];
+ seq.generate(&array[0], &array[0] + k + 3);
+ IntType s = 0;
+ for(int j = 0; j < k; ++j) {
+ IntType digit = const_mod<IntType, m>::apply(IntType(array[j+3]));
+ IntType mult = IntType(1) << 32*j;
+ s = const_mod<IntType, m>::mult_add(mult, digit, s);
+ }
+ return s;
+}
+
+template<class IntType, IntType m, class Iter>
+IntType get_one_int(Iter& first, Iter last)
+{
+ static const int log = ::boost::mpl::if_c<(m == 0),
+ ::boost::mpl::int_<(::std::numeric_limits<IntType>::digits)>,
+ ::boost::static_log2<m> >::type::value;
+ static const int k =
+ (log + ((~(static_cast<IntType>(2) << (log - 1)) & m)? 32 : 31)) / 32;
+ IntType s = 0;
+ for(int j = 0; j < k; ++j) {
+ if(first == last) {
+ throw ::std::invalid_argument("Not enough elements in call to seed.");
+ }
+ IntType digit = const_mod<IntType, m>::apply(IntType(*first++));
+ IntType mult = IntType(1) << 32*j;
+ s = const_mod<IntType, m>::mult_add(mult, digit, s);
+ }
+ return s;
+}
+
+// TODO: work in-place whenever possible
+template<int w, std::size_t n, class SeedSeq, class UIntType>
+void seed_array_int_impl(SeedSeq& seq, UIntType (&x)[n])
+{
+ boost::uint_least32_t storage[((w+31)/32) * n];
+ seq.generate(&storage[0], &storage[0] + ((w+31)/32) * n);
+ for(std::size_t j = 0; j < n; j++) {
+ UIntType val = 0;
+ for(std::size_t k = 0; k < (w+31)/32; ++k) {
+ val += static_cast<UIntType>(storage[(w+31)/32*j + k]) << 32*k;
+ }
+ x[j] = val & ::boost::low_bits_mask_t<w>::sig_bits;
+ }
+}
+
+template<int w, std::size_t n, class SeedSeq, class IntType>
+inline void seed_array_int_impl(SeedSeq& seq, IntType (&x)[n], boost::mpl::true_)
+{
+ typedef typename boost::make_unsigned<IntType>::type unsigned_array[n];
+ seed_array_int_impl<w>(seq, reinterpret_cast<unsigned_array&>(x));
+}
+
+template<int w, std::size_t n, class SeedSeq, class IntType>
+inline void seed_array_int_impl(SeedSeq& seq, IntType (&x)[n], boost::mpl::false_)
+{
+ seed_array_int_impl<w>(seq, x);
+}
+
+template<int w, std::size_t n, class SeedSeq, class IntType>
+inline void seed_array_int(SeedSeq& seq, IntType (&x)[n])
+{
+ seed_array_int_impl<w>(seq, x, boost::is_signed<IntType>());
+}
+
+template<int w, std::size_t n, class Iter, class UIntType>
+void fill_array_int_impl(Iter& first, Iter last, UIntType (&x)[n])
+{
+ for(std::size_t j = 0; j < n; j++) {
+ UIntType val = 0;
+ for(std::size_t k = 0; k < (w+31)/32; ++k) {
+ if(first == last) {
+ throw std::invalid_argument("Not enough elements in call to seed.");
+ }
+ val += static_cast<UIntType>(*first++) << 32*k;
+ }
+ x[j] = val & ::boost::low_bits_mask_t<w>::sig_bits;
+ }
+}
+
+template<int w, std::size_t n, class Iter, class IntType>
+inline void fill_array_int_impl(Iter& first, Iter last, IntType (&x)[n], boost::mpl::true_)
+{
+ typedef typename boost::make_unsigned<IntType>::type unsigned_array[n];
+ fill_array_int_impl<w>(first, last, reinterpret_cast<unsigned_array&>(x));
+}
+
+template<int w, std::size_t n, class Iter, class IntType>
+inline void fill_array_int_impl(Iter& first, Iter last, IntType (&x)[n], boost::mpl::false_)
+{
+ fill_array_int_impl<w>(first, last, x);
+}
+
+template<int w, std::size_t n, class Iter, class IntType>
+inline void fill_array_int(Iter& first, Iter last, IntType (&x)[n])
+{
+ fill_array_int_impl<w>(first, last, x, boost::is_signed<IntType>());
+}
+
+template<int w, std::size_t n, class RealType>
+void seed_array_real_impl(const boost::uint_least32_t* storage, RealType (&x)[n])
+{
+ boost::uint_least32_t mask = ~((~boost::uint_least32_t(0)) << (w%32));
+ RealType two32 = 4294967296.0;
+ const RealType divisor = RealType(1)/detail::pow2<RealType>(w);
+ unsigned int j;
+ for(j = 0; j < n; ++j) {
+ RealType val = RealType(0);
+ RealType mult = divisor;
+ for(int k = 0; k < w/32; ++k) {
+ val += *storage++ * mult;
+ mult *= two32;
+ }
+ if(mask != 0) {
+ val += (*storage++ & mask) * mult;
+ }
+ BOOST_ASSERT(val >= 0);
+ BOOST_ASSERT(val < 1);
+ x[j] = val;
+ }
+}
+
+template<int w, std::size_t n, class SeedSeq, class RealType>
+void seed_array_real(SeedSeq& seq, RealType (&x)[n])
+{
+ using std::pow;
+ boost::uint_least32_t storage[((w+31)/32) * n];
+ seq.generate(&storage[0], &storage[0] + ((w+31)/32) * n);
+ seed_array_real_impl<w>(storage, x);
+}
+
+template<int w, std::size_t n, class Iter, class RealType>
+void fill_array_real(Iter& first, Iter last, RealType (&x)[n])
+{
+ boost::uint_least32_t mask = ~((~boost::uint_least32_t(0)) << (w%32));
+ RealType two32 = 4294967296.0;
+ const RealType divisor = RealType(1)/detail::pow2<RealType>(w);
+ unsigned int j;
+ for(j = 0; j < n; ++j) {
+ RealType val = RealType(0);
+ RealType mult = divisor;
+ for(int k = 0; k < w/32; ++k, ++first) {
+ if(first == last) throw std::invalid_argument("Not enough elements in call to seed.");
+ val += *first * mult;
+ mult *= two32;
+ }
+ if(mask != 0) {
+ if(first == last) throw std::invalid_argument("Not enough elements in call to seed.");
+ val += (*first & mask) * mult;
+ ++first;
+ }
+ BOOST_ASSERT(val >= 0);
+ BOOST_ASSERT(val < 1);
+ x[j] = val;
+ }
+}
+
+}
+}
+}
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif
diff --git a/boost/random/detail/signed_unsigned_tools.hpp b/boost/random/detail/signed_unsigned_tools.hpp
new file mode 100644
index 0000000..3c81cf4
--- /dev/null
+++ b/boost/random/detail/signed_unsigned_tools.hpp
@@ -0,0 +1,89 @@
+/* boost random/detail/signed_unsigned_tools.hpp header file
+ *
+ * Copyright Jens Maurer 2006
+ * 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.
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
+#define BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
+
+#include <boost/limits.hpp>
+#include <boost/config.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+
+/*
+ * Compute x - y, we know that x >= y, return an unsigned value.
+ */
+
+template<class T, bool sgn = std::numeric_limits<T>::is_signed>
+struct subtract { };
+
+template<class T>
+struct subtract<T, /* signed */ false>
+{
+ typedef T result_type;
+ result_type operator()(T x, T y) { return x - y; }
+};
+
+template<class T>
+struct subtract<T, /* signed */ true>
+{
+ typedef typename make_unsigned<T>::type result_type;
+ result_type operator()(T x, T y)
+ {
+ if (y >= 0) // because x >= y, it follows that x >= 0, too
+ return result_type(x) - result_type(y);
+ if (x >= 0) // y < 0
+ // avoid the nasty two's complement case for y == min()
+ return result_type(x) + result_type(-(y+1)) + 1;
+ // both x and y are negative: no signed overflow
+ return result_type(x - y);
+ }
+};
+
+/*
+ * Compute x + y, x is unsigned, result fits in type of "y".
+ */
+
+template<class T1, class T2, bool sgn = std::numeric_limits<T2>::is_signed>
+struct add { };
+
+template<class T1, class T2>
+struct add<T1, T2, /* signed */ false>
+{
+ typedef T2 result_type;
+ result_type operator()(T1 x, T2 y) { return T2(x) + y; }
+};
+
+template<class T1, class T2>
+struct add<T1, T2, /* signed */ true>
+{
+ typedef T2 result_type;
+ result_type operator()(T1 x, T2 y)
+ {
+ if (y >= 0)
+ return T2(x) + y;
+ // y < 0
+ if (x >= T1(-(y+1))) // result >= 0 after subtraction
+ // avoid the nasty two's complement edge case for y == min()
+ return T2(x - T1(-(y+1)) - 1);
+ // abs(x) < abs(y), thus T2 able to represent x
+ return T2(x) + y;
+ }
+};
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
+
diff --git a/boost/random/detail/uniform_int_float.hpp b/boost/random/detail/uniform_int_float.hpp
new file mode 100644
index 0000000..ef20915
--- /dev/null
+++ b/boost/random/detail/uniform_int_float.hpp
@@ -0,0 +1,76 @@
+/* boost random/detail/uniform_int_float.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: uniform_int_float.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
+#define BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
+
+#include <boost/limits.hpp>
+#include <boost/config.hpp>
+#include <boost/integer.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/generator_bits.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class URNG>
+class uniform_int_float
+{
+public:
+ typedef URNG base_type;
+ typedef typename base_type::result_type base_result;
+
+ typedef typename boost::uint_t<
+ (std::numeric_limits<boost::uintmax_t>::digits <
+ std::numeric_limits<base_result>::digits)?
+ std::numeric_limits<boost::uintmax_t>::digits :
+ std::numeric_limits<base_result>::digits
+ >::fast result_type;
+
+ uniform_int_float(base_type& rng)
+ : _rng(rng) {}
+
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 0; }
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ {
+ std::size_t digits = std::numeric_limits<result_type>::digits;
+ if(detail::generator_bits<URNG>::value() < digits) {
+ digits = detail::generator_bits<URNG>::value();
+ }
+ return (result_type(2) << (digits - 1)) - 1;
+ }
+ base_type& base() { return _rng; }
+ const base_type& base() const { return _rng; }
+
+ result_type operator()()
+ {
+ base_result range = static_cast<base_result>((max)())+1;
+ return static_cast<result_type>(_rng() * range);
+ }
+
+private:
+ base_type& _rng;
+};
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
diff --git a/boost/random/detail/vector_io.hpp b/boost/random/detail/vector_io.hpp
new file mode 100644
index 0000000..0bb261c
--- /dev/null
+++ b/boost/random/detail/vector_io.hpp
@@ -0,0 +1,75 @@
+/* boost random/vector_io.hpp header file
+ *
+ * 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: vector_io.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
+#define BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
+
+#include <vector>
+#include <iosfwd>
+#include <istream>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class CharT, class Traits, class T>
+void print_vector(std::basic_ostream<CharT, Traits>& os,
+ const std::vector<T>& vec)
+{
+ typename std::vector<T>::const_iterator
+ iter = vec.begin(),
+ end = vec.end();
+ os << os.widen('[');
+ if(iter != end) {
+ os << *iter;
+ ++iter;
+ for(; iter != end; ++iter)
+ {
+ os << os.widen(' ') << *iter;
+ }
+ }
+ os << os.widen(']');
+}
+
+template<class CharT, class Traits, class T>
+void read_vector(std::basic_istream<CharT, Traits>& is, std::vector<T>& vec)
+{
+ CharT ch;
+ if(!(is >> ch)) {
+ return;
+ }
+ if(ch != is.widen('[')) {
+ is.putback(ch);
+ is.setstate(std::ios_base::failbit);
+ return;
+ }
+ T val;
+ while(is >> std::ws >> val) {
+ vec.push_back(val);
+ }
+ if(is.fail()) {
+ is.clear();
+ if(!(is >> ch)) {
+ return;
+ }
+ if(ch != is.widen(']')) {
+ is.putback(ch);
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+}
+
+}
+}
+}
+
+#endif // BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
diff --git a/boost/random/discard_block.hpp b/boost/random/discard_block.hpp
new file mode 100644
index 0000000..aba6212
--- /dev/null
+++ b/boost/random/discard_block.hpp
@@ -0,0 +1,240 @@
+/* boost random/discard_block.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * Copyright Steven Watanabe 2010
+ * 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: discard_block.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-03-02 created
+ */
+
+#ifndef BOOST_RANDOM_DISCARD_BLOCK_HPP
+#define BOOST_RANDOM_DISCARD_BLOCK_HPP
+
+#include <iostream>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+
+
+namespace boost {
+namespace random {
+
+/**
+ * The class template \discard_block_engine is a model of
+ * \pseudo_random_number_generator. It modifies
+ * another generator by discarding parts of its output.
+ * Out of every block of @c p results, the first @c r
+ * will be returned and the rest discarded.
+ *
+ * Requires: 0 < p <= r
+ */
+template<class UniformRandomNumberGenerator, std::size_t p, std::size_t r>
+class discard_block_engine
+{
+ typedef typename detail::seed_type<
+ typename UniformRandomNumberGenerator::result_type>::type seed_type;
+public:
+ typedef UniformRandomNumberGenerator base_type;
+ typedef typename base_type::result_type result_type;
+
+ BOOST_STATIC_CONSTANT(std::size_t, block_size = p);
+ BOOST_STATIC_CONSTANT(std::size_t, used_block = r);
+
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(std::size_t, total_block = p);
+ BOOST_STATIC_CONSTANT(std::size_t, returned_block = r);
+
+ BOOST_STATIC_ASSERT(total_block >= returned_block);
+
+ /** Uses the default seed for the base generator. */
+ discard_block_engine() : _rng(), _n(0) { }
+ /** Constructs a new \discard_block_engine with a copy of rng. */
+ explicit discard_block_engine(const base_type & rng) : _rng(rng), _n(0) { }
+
+#ifndef BOOST_NO_RVALUE_REFERENCES
+ /** Constructs a new \discard_block_engine with rng. */
+ explicit discard_block_engine(base_type && rng) : _rng(rng), _n(0) { }
+#endif
+
+ /**
+ * Creates a new \discard_block_engine and seeds the underlying
+ * generator with @c value
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(discard_block_engine,
+ seed_type, value)
+ { _rng.seed(value); _n = 0; }
+
+ /**
+ * Creates a new \discard_block_engine and seeds the underlying
+ * generator with @c seq
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(discard_block_engine, SeedSeq, seq)
+ { _rng.seed(seq); _n = 0; }
+
+ /**
+ * Creates a new \discard_block_engine and seeds the underlying
+ * generator with first and last.
+ */
+ template<class It> discard_block_engine(It& first, It last)
+ : _rng(first, last), _n(0) { }
+
+ /** default seeds the underlying generator. */
+ void seed() { _rng.seed(); _n = 0; }
+ /** Seeds the underlying generator with s. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(discard_block_engine, seed_type, s)
+ { _rng.seed(s); _n = 0; }
+ /** Seeds the underlying generator with seq. */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(discard_block_engine, SeedSeq, seq)
+ { _rng.seed(seq); _n = 0; }
+ /** Seeds the underlying generator with first and last. */
+ template<class It> void seed(It& first, It last)
+ { _rng.seed(first, last); _n = 0; }
+
+ /** Returns the underlying engine. */
+ const base_type& base() const { return _rng; }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ if(_n >= returned_block) {
+ // discard values of random number generator
+ // Don't use discard, since we still need to
+ // be somewhat compatible with TR1.
+ // _rng.discard(total_block - _n);
+ for(std::size_t i = 0; i < total_block - _n; ++i) {
+ _rng();
+ }
+ _n = 0;
+ }
+ ++_n;
+ return _rng();
+ }
+
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ template<class It>
+ void generate(It first, It last)
+ { detail::generate(*this, first, last); }
+
+ /**
+ * Returns the smallest value that the generator can produce.
+ * This is the same as the minimum of the underlying generator.
+ */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (base_type::min)(); }
+ /**
+ * Returns the largest value that the generator can produce.
+ * This is the same as the maximum of the underlying generator.
+ */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (base_type::max)(); }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes a \discard_block_engine to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const discard_block_engine& s)
+ {
+ os << s._rng << ' ' << s._n;
+ return os;
+ }
+
+ /** Reads a \discard_block_engine from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, discard_block_engine& s)
+ {
+ is >> s._rng >> std::ws >> s._n;
+ return is;
+ }
+#endif
+
+ /** Returns true if the two generators will produce identical sequences. */
+ friend bool operator==(const discard_block_engine& x,
+ const discard_block_engine& y)
+ { return x._rng == y._rng && x._n == y._n; }
+ /** Returns true if the two generators will produce different sequences. */
+ friend bool operator!=(const discard_block_engine& x,
+ const discard_block_engine& y)
+ { return !(x == y); }
+
+private:
+ base_type _rng;
+ std::size_t _n;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class URNG, std::size_t p, std::size_t r>
+const bool discard_block_engine<URNG, p, r>::has_fixed_range;
+template<class URNG, std::size_t p, std::size_t r>
+const std::size_t discard_block_engine<URNG, p, r>::total_block;
+template<class URNG, std::size_t p, std::size_t r>
+const std::size_t discard_block_engine<URNG, p, r>::returned_block;
+template<class URNG, std::size_t p, std::size_t r>
+const std::size_t discard_block_engine<URNG, p, r>::block_size;
+template<class URNG, std::size_t p, std::size_t r>
+const std::size_t discard_block_engine<URNG, p, r>::used_block;
+#endif
+
+/// \cond \show_deprecated
+
+template<class URNG, int p, int r>
+class discard_block : public discard_block_engine<URNG, p, r>
+{
+ typedef discard_block_engine<URNG, p, r> base_t;
+public:
+ typedef typename base_t::result_type result_type;
+ discard_block() {}
+ template<class T>
+ discard_block(T& arg) : base_t(arg) {}
+ template<class T>
+ discard_block(const T& arg) : base_t(arg) {}
+ template<class It>
+ discard_block(It& first, It last) : base_t(first, last) {}
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (this->base().min)(); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (this->base().max)(); }
+};
+
+/// \endcond
+
+namespace detail {
+
+ template<class Engine>
+ struct generator_bits;
+
+ template<class URNG, std::size_t p, std::size_t r>
+ struct generator_bits<discard_block_engine<URNG, p, r> > {
+ static std::size_t value() { return generator_bits<URNG>::value(); }
+ };
+
+ template<class URNG, int p, int r>
+ struct generator_bits<discard_block<URNG, p, r> > {
+ static std::size_t value() { return generator_bits<URNG>::value(); }
+ };
+
+}
+
+} // namespace random
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_DISCARD_BLOCK_HPP
diff --git a/boost/random/discrete_distribution.hpp b/boost/random/discrete_distribution.hpp
new file mode 100644
index 0000000..d6a4ede
--- /dev/null
+++ b/boost/random/discrete_distribution.hpp
@@ -0,0 +1,453 @@
+/* boost random/discrete_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2009-2011
+ * 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: discrete_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
+
+#include <vector>
+#include <limits>
+#include <numeric>
+#include <utility>
+#include <iterator>
+#include <boost/assert.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/uniform_int.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/vector_io.hpp>
+
+#ifndef BOOST_NO_INITIALIZER_LISTS
+#include <initializer_list>
+#endif
+
+#include <boost/range/begin.hpp>
+#include <boost/range/end.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The class @c discrete_distribution models a \random_distribution.
+ * It produces integers in the range [0, n) with the probability
+ * of producing each value is specified by the parameters of the
+ * distribution.
+ */
+template<class IntType = int, class WeightType = double>
+class discrete_distribution {
+public:
+ typedef WeightType input_type;
+ typedef IntType result_type;
+
+ class param_type {
+ public:
+
+ typedef discrete_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type object, representing a distribution
+ * with \f$p(0) = 1\f$ and \f$p(k|k>0) = 0\f$.
+ */
+ param_type() : _probabilities(1, static_cast<WeightType>(1)) {}
+ /**
+ * If @c first == @c last, equivalent to the default constructor.
+ * Otherwise, the values of the range represent weights for the
+ * possible values of the distribution.
+ */
+ template<class Iter>
+ param_type(Iter first, Iter last) : _probabilities(first, last)
+ {
+ normalize();
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * If wl.size() == 0, equivalent to the default constructor.
+ * Otherwise, the values of the @c initializer_list represent
+ * weights for the possible values of the distribution.
+ */
+ param_type(const std::initializer_list<WeightType>& wl)
+ : _probabilities(wl)
+ {
+ normalize();
+ }
+#endif
+ /**
+ * If the range is empty, equivalent to the default constructor.
+ * Otherwise, the elements of the range represent
+ * weights for the possible values of the distribution.
+ */
+ template<class Range>
+ explicit param_type(const Range& range)
+ : _probabilities(boost::begin(range), boost::end(range))
+ {
+ normalize();
+ }
+
+ /**
+ * If nw is zero, equivalent to the default constructor.
+ * Otherwise, the range of the distribution is [0, nw),
+ * and the weights are found by calling fw with values
+ * evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and
+ * \f$\mbox{xmax} - \delta/2\f$, where
+ * \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$.
+ */
+ template<class Func>
+ param_type(std::size_t nw, double xmin, double xmax, Func fw)
+ {
+ std::size_t n = (nw == 0) ? 1 : nw;
+ double delta = (xmax - xmin) / n;
+ BOOST_ASSERT(delta > 0);
+ for(std::size_t k = 0; k < n; ++k) {
+ _probabilities.push_back(fw(xmin + k*delta + delta/2));
+ }
+ normalize();
+ }
+
+ /**
+ * Returns a vector containing the probabilities of each possible
+ * value of the distribution.
+ */
+ std::vector<WeightType> probabilities() const
+ {
+ return _probabilities;
+ }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ detail::print_vector(os, parm._probabilities);
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ std::vector<WeightType> temp;
+ detail::read_vector(is, temp);
+ if(is) {
+ parm._probabilities.swap(temp);
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ {
+ return lhs._probabilities == rhs._probabilities;
+ }
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+ private:
+ /// @cond show_private
+ friend class discrete_distribution;
+ explicit param_type(const discrete_distribution& dist)
+ : _probabilities(dist.probabilities())
+ {}
+ void normalize()
+ {
+ WeightType sum =
+ std::accumulate(_probabilities.begin(), _probabilities.end(),
+ static_cast<WeightType>(0));
+ for(typename std::vector<WeightType>::iterator
+ iter = _probabilities.begin(),
+ end = _probabilities.end();
+ iter != end; ++iter)
+ {
+ *iter /= sum;
+ }
+ }
+ std::vector<WeightType> _probabilities;
+ /// @endcond
+ };
+
+ /**
+ * Creates a new @c discrete_distribution object that has
+ * \f$p(0) = 1\f$ and \f$p(i|i>0) = 0\f$.
+ */
+ discrete_distribution()
+ {
+ _alias_table.push_back(std::make_pair(static_cast<WeightType>(1),
+ static_cast<IntType>(0)));
+ }
+ /**
+ * Constructs a discrete_distribution from an iterator range.
+ * If @c first == @c last, equivalent to the default constructor.
+ * Otherwise, the values of the range represent weights for the
+ * possible values of the distribution.
+ */
+ template<class Iter>
+ discrete_distribution(Iter first, Iter last)
+ {
+ init(first, last);
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * Constructs a @c discrete_distribution from a @c std::initializer_list.
+ * If the @c initializer_list is empty, equivalent to the default
+ * constructor. Otherwise, the values of the @c initializer_list
+ * represent weights for the possible values of the distribution.
+ * For example, given the distribution
+ *
+ * @code
+ * discrete_distribution<> dist{1, 4, 5};
+ * @endcode
+ *
+ * The probability of a 0 is 1/10, the probability of a 1 is 2/5,
+ * the probability of a 2 is 1/2, and no other values are possible.
+ */
+ discrete_distribution(std::initializer_list<WeightType> wl)
+ {
+ init(wl.begin(), wl.end());
+ }
+#endif
+ /**
+ * Constructs a discrete_distribution from a Boost.Range range.
+ * If the range is empty, equivalent to the default constructor.
+ * Otherwise, the values of the range represent weights for the
+ * possible values of the distribution.
+ */
+ template<class Range>
+ explicit discrete_distribution(const Range& range)
+ {
+ init(boost::begin(range), boost::end(range));
+ }
+ /**
+ * Constructs a discrete_distribution that approximates a function.
+ * If nw is zero, equivalent to the default constructor.
+ * Otherwise, the range of the distribution is [0, nw),
+ * and the weights are found by calling fw with values
+ * evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and
+ * \f$\mbox{xmax} - \delta/2\f$, where
+ * \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$.
+ */
+ template<class Func>
+ discrete_distribution(std::size_t nw, double xmin, double xmax, Func fw)
+ {
+ std::size_t n = (nw == 0) ? 1 : nw;
+ double delta = (xmax - xmin) / n;
+ BOOST_ASSERT(delta > 0);
+ std::vector<WeightType> weights;
+ for(std::size_t k = 0; k < n; ++k) {
+ weights.push_back(fw(xmin + k*delta + delta/2));
+ }
+ init(weights.begin(), weights.end());
+ }
+ /**
+ * Constructs a discrete_distribution from its parameters.
+ */
+ explicit discrete_distribution(const param_type& parm)
+ {
+ param(parm);
+ }
+
+ /**
+ * Returns a value distributed according to the parameters of the
+ * discrete_distribution.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng) const
+ {
+ BOOST_ASSERT(!_alias_table.empty());
+ WeightType test = uniform_01<WeightType>()(urng);
+ IntType result = uniform_int<IntType>((min)(), (max)())(urng);
+ if(test < _alias_table[result].first) {
+ return result;
+ } else {
+ return(_alias_table[result].second);
+ }
+ }
+
+ /**
+ * Returns a value distributed according to the parameters
+ * specified by param.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng, const param_type& parm) const
+ {
+ while(true) {
+ WeightType val = uniform_01<WeightType>()(urng);
+ WeightType sum = 0;
+ std::size_t result = 0;
+ for(typename std::vector<WeightType>::const_iterator
+ iter = parm._probabilities.begin(),
+ end = parm._probabilities.end();
+ iter != end; ++iter, ++result)
+ {
+ sum += *iter;
+ if(sum > val) {
+ return result;
+ }
+ }
+ }
+ }
+
+ /** Returns the smallest value that the distribution can produce. */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
+ /** Returns the largest value that the distribution can produce. */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return static_cast<result_type>(_alias_table.size() - 1); }
+
+ /**
+ * Returns a vector containing the probabilities of each
+ * value of the distribution. For example, given
+ *
+ * @code
+ * discrete_distribution<> dist = { 1, 4, 5 };
+ * std::vector<double> p = dist.param();
+ * @endcode
+ *
+ * the vector, p will contain {0.1, 0.4, 0.5}.
+ */
+ std::vector<WeightType> probabilities() const
+ {
+ std::vector<WeightType> result(_alias_table.size());
+ const WeightType mean =
+ static_cast<WeightType>(1) / _alias_table.size();
+ std::size_t i = 0;
+ for(typename alias_table_t::const_iterator
+ iter = _alias_table.begin(),
+ end = _alias_table.end();
+ iter != end; ++iter, ++i)
+ {
+ WeightType val = iter->first * mean;
+ result[i] += val;
+ result[iter->second] += mean - val;
+ }
+ return(result);
+ }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const
+ {
+ return param_type(*this);
+ }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ init(parm._probabilities.begin(), parm._probabilities.end());
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() {}
+
+ /** Writes a distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, discrete_distribution, dd)
+ {
+ os << dd.param();
+ return os;
+ }
+
+ /** Reads a distribution from a @c std::istream */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, discrete_distribution, dd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ dd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will return the
+ * same sequence of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(discrete_distribution, lhs, rhs)
+ {
+ return lhs._alias_table == rhs._alias_table;
+ }
+ /**
+ * Returns true if the two distributions may return different
+ * sequences of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(discrete_distribution)
+
+private:
+
+ /// @cond show_private
+
+ template<class Iter>
+ void init(Iter first, Iter last, std::input_iterator_tag)
+ {
+ std::vector<WeightType> temp(first, last);
+ init(temp.begin(), temp.end());
+ }
+ template<class Iter>
+ void init(Iter first, Iter last, std::forward_iterator_tag)
+ {
+ std::vector<std::pair<WeightType, IntType> > below_average;
+ std::vector<std::pair<WeightType, IntType> > above_average;
+ std::size_t size = std::distance(first, last);
+ WeightType weight_sum =
+ std::accumulate(first, last, static_cast<WeightType>(0));
+ WeightType weight_average = weight_sum / size;
+ std::size_t i = 0;
+ for(; first != last; ++first, ++i) {
+ WeightType val = *first / weight_average;
+ std::pair<WeightType, IntType> elem(val, static_cast<IntType>(i));
+ if(val < static_cast<WeightType>(1)) {
+ below_average.push_back(elem);
+ } else {
+ above_average.push_back(elem);
+ }
+ }
+
+ _alias_table.resize(size);
+ typename alias_table_t::iterator
+ b_iter = below_average.begin(),
+ b_end = below_average.end(),
+ a_iter = above_average.begin(),
+ a_end = above_average.end()
+ ;
+ while(b_iter != b_end && a_iter != a_end) {
+ _alias_table[b_iter->second] =
+ std::make_pair(b_iter->first, a_iter->second);
+ a_iter->first -= (static_cast<WeightType>(1) - b_iter->first);
+ if(a_iter->first < static_cast<WeightType>(1)) {
+ *b_iter = *a_iter++;
+ } else {
+ ++b_iter;
+ }
+ }
+ for(; b_iter != b_end; ++b_iter) {
+ _alias_table[b_iter->second].first = static_cast<WeightType>(1);
+ }
+ for(; a_iter != a_end; ++a_iter) {
+ _alias_table[a_iter->second].first = static_cast<WeightType>(1);
+ }
+ }
+ template<class Iter>
+ void init(Iter first, Iter last)
+ {
+ if(first == last) {
+ _alias_table.clear();
+ _alias_table.push_back(std::make_pair(static_cast<WeightType>(1),
+ static_cast<IntType>(0)));
+ } else {
+ typename std::iterator_traits<Iter>::iterator_category category;
+ init(first, last, category);
+ }
+ }
+ typedef std::vector<std::pair<WeightType, IntType> > alias_table_t;
+ alias_table_t _alias_table;
+ /// @endcond
+};
+
+}
+}
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif
diff --git a/boost/random/exponential_distribution.hpp b/boost/random/exponential_distribution.hpp
new file mode 100644
index 0000000..dd45e35
--- /dev/null
+++ b/boost/random/exponential_distribution.hpp
@@ -0,0 +1,182 @@
+/* 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
diff --git a/boost/random/extreme_value_distribution.hpp b/boost/random/extreme_value_distribution.hpp
new file mode 100644
index 0000000..61a6554
--- /dev/null
+++ b/boost/random/extreme_value_distribution.hpp
@@ -0,0 +1,177 @@
+/* boost random/extreme_value_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
+#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The extreme value distribution is a real valued distribution with two
+ * parameters a and b.
+ *
+ * It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
+ */
+template<class RealType = double>
+class extreme_value_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef extreme_value_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type from the "a" and "b" parameters
+ * of the distribution.
+ *
+ * Requires: b > 0
+ */
+ explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
+ : _a(a_arg), _b(b_arg)
+ {}
+
+ /** Returns the "a" parameter of the distribtuion. */
+ RealType a() const { return _a; }
+ /** Returns the "b" parameter of the distribution. */
+ RealType b() const { return _b; }
+
+ /** Writes a @c param_type to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ { os << parm._a << ' ' << parm._b; return os; }
+
+ /** Reads a @c param_type from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ { is >> parm._a >> std::ws >> parm._b; return is; }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _a;
+ RealType _b;
+ };
+
+ /**
+ * Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
+ *
+ * Requires: b > 0
+ */
+ explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
+ : _a(a_arg), _b(b_arg)
+ {}
+ /** Constructs an @c extreme_value_distribution from its parameters. */
+ explicit extreme_value_distribution(const param_type& parm)
+ : _a(parm.a()), _b(parm.b())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * @c extreme_value_distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng) const
+ {
+ using std::log;
+ return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
+ }
+
+ /**
+ * Returns a random variate distributed accordint to the extreme
+ * value distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return extreme_value_distribution(parm)(urng);
+ }
+
+ /** Returns the "a" parameter of the distribution. */
+ RealType a() const { return _a; }
+ /** Returns the "b" parameter of the distribution. */
+ RealType b() const { return _b; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return -std::numeric_limits<RealType>::infinity(); }
+ /** 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(_a, _b); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _a = parm.a();
+ _b = parm.b();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Writes an @c extreme_value_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
+ {
+ os << wd.param();
+ return os;
+ }
+
+ /** Reads an @c extreme_value_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ wd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two instances of @c extreme_value_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b; }
+
+ /**
+ * Returns true if the two instances of @c extreme_value_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
+
+private:
+ RealType _a;
+ RealType _b;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
diff --git a/boost/random/fisher_f_distribution.hpp b/boost/random/fisher_f_distribution.hpp
new file mode 100644
index 0000000..58a05ac
--- /dev/null
+++ b/boost/random/fisher_f_distribution.hpp
@@ -0,0 +1,183 @@
+/* boost random/fisher_f_distribution.hpp header file
+ *
+ * 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: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/chi_squared_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The Fisher F distribution is a real valued distribution with two
+ * parameters m and n.
+ *
+ * It has \f$\displaystyle p(x) =
+ * \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
+ * \left(\frac{m}{n}\right)^{m/2}
+ * x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
+ * \f$.
+ */
+template<class RealType = double>
+class fisher_f_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef fisher_f_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type from the "m" and "n" parameters
+ * of the distribution.
+ *
+ * Requires: m > 0 and n > 0
+ */
+ explicit param_type(RealType m_arg = RealType(1.0),
+ RealType n_arg = RealType(1.0))
+ : _m(m_arg), _n(n_arg)
+ {}
+
+ /** Returns the "m" parameter of the distribtuion. */
+ RealType m() const { return _m; }
+ /** Returns the "n" parameter of the distribution. */
+ RealType n() const { return _n; }
+
+ /** Writes a @c param_type to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ { os << parm._m << ' ' << parm._n; return os; }
+
+ /** Reads a @c param_type from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ { is >> parm._m >> std::ws >> parm._n; return is; }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._m == rhs._m && lhs._n == rhs._n; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _m;
+ RealType _n;
+ };
+
+ /**
+ * Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
+ *
+ * Requires: m > 0 and n > 0
+ */
+ explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
+ RealType n_arg = RealType(1.0))
+ : _impl_m(m_arg), _impl_n(n_arg)
+ {}
+ /** Constructs an @c fisher_f_distribution from its parameters. */
+ explicit fisher_f_distribution(const param_type& parm)
+ : _impl_m(parm.m()), _impl_n(parm.n())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * F distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng)
+ {
+ return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * F distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return fisher_f_distribution(parm)(urng);
+ }
+
+ /** Returns the "m" parameter of the distribution. */
+ RealType m() const { return _impl_m.n(); }
+ /** Returns the "n" parameter of the distribution. */
+ RealType n() const { return _impl_n.n(); }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 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(m(), n()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef chi_squared_distribution<RealType> impl_type;
+ typename impl_type::param_type m_param(parm.m());
+ _impl_m.param(m_param);
+ typename impl_type::param_type n_param(parm.n());
+ _impl_n.param(n_param);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Writes an @c fisher_f_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
+ {
+ os << fd.param();
+ return os;
+ }
+
+ /** Reads an @c fisher_f_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ fd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two instances of @c fisher_f_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
+ { return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
+
+ /**
+ * Returns true if the two instances of @c fisher_f_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
+
+private:
+ chi_squared_distribution<RealType> _impl_m;
+ chi_squared_distribution<RealType> _impl_n;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
diff --git a/boost/random/gamma_distribution.hpp b/boost/random/gamma_distribution.hpp
new file mode 100644
index 0000000..20f5c3b
--- /dev/null
+++ b/boost/random/gamma_distribution.hpp
@@ -0,0 +1,292 @@
+/* boost random/gamma_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * Copyright Steven Watanabe 2010
+ * 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 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
+#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <istream>
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/exponential_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+// The algorithm is taken from Knuth
+
+/**
+ * The gamma distribution is a continuous distribution with two
+ * parameters alpha and beta. It produces values > 0.
+ *
+ * It has
+ * \f$\displaystyle p(x) = x^{\alpha-1}\frac{e^{-x/\beta}}{\beta^\alpha\Gamma(\alpha)}\f$.
+ */
+template<class RealType = double>
+class gamma_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+
+ class param_type
+ {
+ public:
+ typedef gamma_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type object from the "alpha" and "beta"
+ * parameters.
+ *
+ * Requires: alpha > 0 && beta > 0
+ */
+ param_type(const RealType& alpha_arg = RealType(1.0),
+ const RealType& beta_arg = RealType(1.0))
+ : _alpha(alpha_arg), _beta(beta_arg)
+ {
+ }
+
+ /** Returns the "alpha" parameter of the distribution. */
+ RealType alpha() const { return _alpha; }
+ /** Returns the "beta" parameter of the distribution. */
+ RealType beta() const { return _beta; }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT, Traits>&
+ operator<<(std::basic_ostream<CharT, Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._alpha << ' ' << parm._beta;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT, Traits>&
+ operator>>(std::basic_istream<CharT, Traits>& is, param_type& parm)
+ {
+ is >> parm._alpha >> std::ws >> parm._beta;
+ return is;
+ }
+#endif
+
+ /** Returns true if the two sets of parameters are the same. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta;
+ }
+ /** Returns true if the two sets fo parameters are different. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ RealType _alpha;
+ RealType _beta;
+ };
+
+#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
+ BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
+#endif
+
+ /**
+ * Creates a new gamma_distribution with parameters "alpha" and "beta".
+ *
+ * Requires: alpha > 0 && beta > 0
+ */
+ explicit gamma_distribution(const result_type& alpha_arg = result_type(1.0),
+ const result_type& beta_arg = result_type(1.0))
+ : _exp(result_type(1)), _alpha(alpha_arg), _beta(beta_arg)
+ {
+ BOOST_ASSERT(_alpha > result_type(0));
+ BOOST_ASSERT(_beta > result_type(0));
+ init();
+ }
+
+ /** Constructs a @c gamma_distribution from its parameters. */
+ explicit gamma_distribution(const param_type& parm)
+ : _exp(result_type(1)), _alpha(parm.alpha()), _beta(parm.beta())
+ {
+ init();
+ }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Returns the "alpha" paramter of the distribution. */
+ RealType alpha() const { return _alpha; }
+ /** Returns the "beta" parameter of the distribution. */
+ RealType beta() const { return _beta; }
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 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(_alpha, _beta); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _alpha = parm.alpha();
+ _beta = parm.beta();
+ init();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _exp.reset(); }
+
+ /**
+ * Returns a random variate distributed according to
+ * the gamma distribution.
+ */
+ 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) * _beta;
+ } 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 * uniform_01<RealType>()(eng));
+ result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
+ + _alpha-result_type(1);
+ if(x <= result_type(0))
+ continue;
+ if(uniform_01<RealType>()(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 * _beta;
+ }
+ } else /* alpha < 1.0 */ {
+ for(;;) {
+ result_type u = uniform_01<RealType>()(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 * _beta;
+ }
+ }
+ }
+
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return gamma_distribution(parm)(urng);
+ }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes a @c gamma_distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const gamma_distribution& gd)
+ {
+ os << gd.param();
+ return os;
+ }
+
+ /** Reads a @c gamma_distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
+ {
+ gd.read(is);
+ return is;
+ }
+#endif
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of random variates given equal generators.
+ */
+ friend bool operator==(const gamma_distribution& lhs,
+ const gamma_distribution& rhs)
+ {
+ return lhs._alpha == rhs._alpha
+ && lhs._beta == rhs._beta
+ && lhs._exp == rhs._exp;
+ }
+
+ /**
+ * Returns true if the two distributions can produce different
+ * sequences of random variates, given equal generators.
+ */
+ friend bool operator!=(const gamma_distribution& lhs,
+ const gamma_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+ /// \cond hide_private_members
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is)
+ {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ 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)));
+ }
+ /// \endcond
+
+ exponential_distribution<RealType> _exp;
+ result_type _alpha;
+ result_type _beta;
+ // some data precomputed from the parameters
+ result_type _p;
+};
+
+
+} // namespace random
+
+using random::gamma_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
diff --git a/boost/random/generate_canonical.hpp b/boost/random/generate_canonical.hpp
new file mode 100644
index 0000000..1bba44f
--- /dev/null
+++ b/boost/random/generate_canonical.hpp
@@ -0,0 +1,97 @@
+/* boost random/generate_canonical.hpp header file
+ *
+ * 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: generate_canonical.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_GENERATE_CANONICAL_HPP
+#define BOOST_RANDOM_GENERATE_CANONICAL_HPP
+
+#include <algorithm>
+#include <boost/assert.hpp>
+#include <boost/config/no_tr1/cmath.hpp>
+#include <boost/limits.hpp>
+#include <boost/type_traits/is_integral.hpp>
+#include <boost/math/special_functions.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/random/detail/generator_bits.hpp>
+
+namespace boost {
+namespace random {
+
+namespace detail {
+
+template<class RealType, std::size_t bits, class URNG>
+RealType generate_canonical_impl(URNG& g, boost::mpl::true_ /*is_integral*/)
+{
+ using std::pow;
+ typedef typename URNG::result_type base_result;
+ std::size_t digits = std::numeric_limits<RealType>::digits;
+ RealType R = RealType((g.max)()) - RealType((g.min)()) + 1;
+ RealType mult = R;
+ RealType limit =
+ pow(RealType(2),
+ RealType((std::min)(static_cast<std::size_t>(bits), digits)));
+ RealType S = RealType(detail::subtract<base_result>()(g(), (g.min)()));
+ while(mult < limit) {
+ RealType inc = RealType(detail::subtract<base_result>()(g(), (g.min)()));
+ S += inc * mult;
+ mult *= R;
+ }
+ return S / mult;
+}
+
+template<class RealType, std::size_t bits, class URNG>
+RealType generate_canonical_impl(URNG& g, boost::mpl::false_ /*is_integral*/)
+{
+ using std::pow;
+ using std::floor;
+ BOOST_ASSERT((g.min)() == 0);
+ BOOST_ASSERT((g.max)() == 1);
+ typedef typename URNG::result_type base_result;
+ std::size_t digits = std::numeric_limits<RealType>::digits;
+ std::size_t engine_bits = detail::generator_bits<URNG>::value();
+ std::size_t b = (std::min)(bits, digits);
+ RealType R = pow(RealType(2), RealType(engine_bits));
+ RealType mult = R;
+ RealType limit = pow(RealType(2), RealType(b));
+ RealType S = RealType(g() - (g.min)());
+ while(mult < limit) {
+ RealType inc(floor((RealType(g()) - RealType((g.min)())) * R));
+ S += inc * mult;
+ mult *= R;
+ }
+ return S / mult;
+}
+
+}
+
+/**
+ * Returns a value uniformly distributed in the range [0, 1)
+ * with at least @c bits random bits.
+ */
+template<class RealType, std::size_t bits, class URNG>
+RealType generate_canonical(URNG& g)
+{
+ RealType result = detail::generate_canonical_impl<RealType, bits>(
+ g, boost::is_integral<typename URNG::result_type>());
+ BOOST_ASSERT(result >= 0);
+ BOOST_ASSERT(result <= 1);
+ if(result == 1) {
+ result -= std::numeric_limits<RealType>::epsilon() / 2;
+ BOOST_ASSERT(result != 1);
+ }
+ return result;
+}
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_GENERATE_CANONICAL_HPP
diff --git a/boost/random/geometric_distribution.hpp b/boost/random/geometric_distribution.hpp
new file mode 100644
index 0000000..daca0ce
--- /dev/null
+++ b/boost/random/geometric_distribution.hpp
@@ -0,0 +1,267 @@
+/* boost random/geometric_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: geometric_distribution.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
+#define BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp> // std::log
+#include <iosfwd>
+#include <ios>
+#include <boost/assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * An instantiation of the class template @c geometric_distribution models
+ * a \random_distribution. The distribution produces positive
+ * integers which are the number of bernoulli trials
+ * with probability @c p required to get one that fails.
+ *
+ * For the geometric distribution, \f$p(i) = p(1-p)^{i}\f$.
+ *
+ * @xmlwarning
+ * This distribution has been updated to match the C++ standard.
+ * Its behavior has changed from the original
+ * boost::geometric_distribution. A backwards compatible
+ * wrapper is provided in namespace boost.
+ * @endxmlwarning
+ */
+template<class IntType = int, class RealType = double>
+class geometric_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef IntType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef geometric_distribution distribution_type;
+
+ /** Constructs the parameters with p. */
+ explicit param_type(RealType p_arg = RealType(0.5))
+ : _p(p_arg)
+ {
+ BOOST_ASSERT(RealType(0) < _p && _p < RealType(1));
+ }
+
+ /** Returns the p parameter of the distribution. */
+ RealType p() const { return _p; }
+
+ /** Writes the parameters to a std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._p;
+ return os;
+ }
+
+ /** Reads the parameters from a std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ double p_in;
+ if(is >> p_in) {
+ if(p_in > RealType(0) && p_in < RealType(1)) {
+ parm._p = p_in;
+ } else {
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._p == rhs._p; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+
+ private:
+ RealType _p;
+ };
+
+ /**
+ * Contructs a new geometric_distribution with the paramter @c p.
+ *
+ * Requires: 0 < p < 1
+ */
+ explicit geometric_distribution(const RealType& p = RealType(0.5))
+ : _p(p)
+ {
+ BOOST_ASSERT(RealType(0) < _p && _p < RealType(1));
+ init();
+ }
+
+ /** Constructs a new geometric_distribution from its parameters. */
+ explicit geometric_distribution(const param_type& parm)
+ : _p(parm.p())
+ {
+ init();
+ }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Returns: the distribution parameter @c p */
+ RealType p() const { return _p; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return IntType(0); }
+
+ /** Returns the largest value that the distribution can produce. */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return (std::numeric_limits<IntType>::max)(); }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_p); }
+
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _p = parm.p();
+ init();
+ }
+
+ /**
+ * 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
+ * geometric_distribution.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng) const
+ {
+ using std::log;
+ using std::floor;
+ RealType x = RealType(1) - boost::uniform_01<RealType>()(eng);
+ return IntType(floor(log(x) / _log_1mp));
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * geometric distribution with parameters specified by param.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm) const
+ { return geometric_distribution(parm)(eng); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, geometric_distribution, gd)
+ {
+ os << gd._p;
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, geometric_distribution, gd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ gd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(geometric_distribution, lhs, rhs)
+ { return lhs._p == rhs._p; }
+
+ /**
+ * Returns true if the two distributions may produce different
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(geometric_distribution)
+
+private:
+
+ /// \cond show_private
+
+ void init()
+ {
+ using std::log;
+ _log_1mp = log(1 - _p);
+ }
+
+ RealType _p;
+ RealType _log_1mp;
+
+ /// \endcond
+};
+
+} // namespace random
+
+/// \cond show_deprecated
+
+/**
+ * Provided for backwards compatibility. This class is
+ * deprecated. It provides the old behavior of geometric_distribution
+ * with \f$p(i) = (1-p) p^{i-1}\f$.
+ */
+template<class IntType = int, class RealType = double>
+class geometric_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef IntType result_type;
+
+ explicit geometric_distribution(RealType p_arg = RealType(0.5))
+ : _impl(1 - p_arg) {}
+
+ RealType p() const { return 1 - _impl.p(); }
+
+ void reset() {}
+
+ template<class Engine>
+ IntType operator()(Engine& eng) const { return _impl(eng) + IntType(1); }
+
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, geometric_distribution, gd)
+ {
+ os << gd.p();
+ return os;
+ }
+
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, geometric_distribution, gd)
+ {
+ RealType val;
+ if(is >> val) {
+ typename impl_type::param_type impl_param(1 - val);
+ gd._impl.param(impl_param);
+ }
+ return is;
+ }
+
+private:
+ typedef random::geometric_distribution<IntType, RealType> impl_type;
+ impl_type _impl;
+};
+
+/// \endcond
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
diff --git a/boost/random/independent_bits.hpp b/boost/random/independent_bits.hpp
new file mode 100644
index 0000000..f387fe2
--- /dev/null
+++ b/boost/random/independent_bits.hpp
@@ -0,0 +1,260 @@
+/* boost random/independent_bits.hpp header file
+ *
+ * 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: independent_bits.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_INDEPENDENT_BITS_HPP
+#define BOOST_RANDOM_INDEPENDENT_BITS_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/limits.hpp>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/integer_log2.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * An instantiation of class template @c independent_bits_engine
+ * model a \pseudo_random_number_generator. It generates random
+ * numbers distributed between [0, 2^w) by combining one or
+ * more invocations of the base engine.
+ *
+ * Requires: 0 < w <= std::numeric_limits<UIntType>::digits
+ */
+template<class Engine, std::size_t w, class UIntType>
+class independent_bits_engine
+{
+public:
+ typedef Engine base_type;
+ typedef UIntType result_type;
+
+ // Required by old Boost.Random concept
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 0; }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return boost::low_bits_mask_t<w>::sig_bits; }
+
+ /**
+ * Constructs an @c independent_bits_engine using the
+ * default constructor of the base generator.
+ */
+ independent_bits_engine() { }
+
+ /**
+ * Constructs an @c independent_bits_engine, using seed as
+ * the constructor argument for both base generators.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(independent_bits_engine,
+ result_type, seed_arg)
+ {
+ _base.seed(seed_arg);
+ }
+
+ /**
+ * Constructs an @c independent_bits_engine, using seq as
+ * the constructor argument for the base generator.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(independent_bits_engine,
+ SeedSeq, seq)
+ { _base.seed(seq); }
+
+ /** Constructs an @c independent_bits_engine by copying @c base. */
+ independent_bits_engine(const base_type& base_arg) : _base(base_arg) {}
+
+ /**
+ * Contructs an @c independent_bits_engine with
+ * values from the range defined by the input iterators first
+ * and last. first will be modified to point to the element
+ * after the last one used.
+ *
+ * Throws: @c std::invalid_argument if the input range is too small.
+ *
+ * Exception Safety: Basic
+ */
+ template<class It>
+ independent_bits_engine(It& first, It last) : _base(first, last) { }
+
+ /**
+ * Seeds an @c independent_bits_engine using the default
+ * seed of the base generator.
+ */
+ void seed() { _base.seed(); }
+
+ /**
+ * Seeds an @c independent_bits_engine, using @c seed as the
+ * seed for the base generator.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(independent_bits_engine,
+ result_type, seed_arg)
+ { _base.seed(seed_arg); }
+
+ /**
+ * Seeds an @c independent_bits_engine, using @c seq to
+ * seed the base generator.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(independent_bits_engine,
+ SeedSeq, seq)
+ { _base.seed(seq); }
+
+ /**
+ * Seeds an @c independent_bits_engine with
+ * values from the range defined by the input iterators first
+ * and last. first will be modified to point to the element
+ * after the last one used.
+ *
+ * Throws: @c std::invalid_argument if the input range is too small.
+ *
+ * Exception Safety: Basic
+ */
+ template<class It> void seed(It& first, It last)
+ { _base.seed(first, last); }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ // While it may seem wasteful to recalculate this
+ // every time, both msvc and gcc can propagate
+ // constants, resolving this at compile time.
+ base_unsigned range =
+ detail::subtract<base_result>()((_base.max)(), (_base.min)());
+ std::size_t m =
+ (range == (std::numeric_limits<base_unsigned>::max)()) ?
+ std::numeric_limits<base_unsigned>::digits :
+ detail::integer_log2(range + 1);
+ std::size_t n = (w + m - 1) / m;
+ std::size_t w0, n0;
+ base_unsigned y0, y1;
+ base_unsigned y0_mask, y1_mask;
+ calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask);
+ if(base_unsigned(range - y0 + 1) > y0 / n) {
+ // increment n and try again.
+ ++n;
+ calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask);
+ }
+
+ BOOST_ASSERT(n0*w0 + (n - n0)*(w0 + 1) == w);
+
+ result_type S = 0;
+ for(std::size_t k = 0; k < n0; ++k) {
+ base_unsigned u;
+ do {
+ u = detail::subtract<base_result>()(_base(), (_base.min)());
+ } while(u > base_unsigned(y0 - 1));
+ S = (S << w0) + (u & y0_mask);
+ }
+ for(std::size_t k = 0; k < (n - n0); ++k) {
+ base_unsigned u;
+ do {
+ u = detail::subtract<base_result>()(_base(), (_base.min)());
+ } while(u > base_unsigned(y1 - 1));
+ S = (S << (w0 + 1)) + (u & y1_mask);
+ }
+ return S;
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t i = 0; i < z; ++i) {
+ (*this)();
+ }
+ }
+
+ const base_type& base() const { return _base; }
+
+ /**
+ * Writes the textual representation if the generator to a @c std::ostream.
+ * The textual representation of the engine is the textual representation
+ * of the base engine.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, independent_bits_engine, r)
+ {
+ os << r._base;
+ return os;
+ }
+
+ /**
+ * Reads the state of an @c independent_bits_engine from a
+ * @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, independent_bits_engine, r)
+ {
+ is >> r._base;
+ return is;
+ }
+
+ /**
+ * Returns: true iff the two @c independent_bits_engines will
+ * produce the same sequence of values.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(independent_bits_engine, x, y)
+ { return x._base == y._base; }
+ /**
+ * Returns: true iff the two @c independent_bits_engines will
+ * produce different sequences of values.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(independent_bits_engine)
+
+private:
+
+ /// \cond show_private
+ typedef typename base_type::result_type base_result;
+ typedef typename make_unsigned<base_result>::type base_unsigned;
+
+ void calc_params(
+ std::size_t n, base_unsigned range,
+ std::size_t& w0, std::size_t& n0,
+ base_unsigned& y0, base_unsigned& y1,
+ base_unsigned& y0_mask, base_unsigned& y1_mask)
+ {
+ BOOST_ASSERT(w >= n);
+ w0 = w/n;
+ n0 = n - w % n;
+ y0_mask = (base_unsigned(2) << (w0 - 1)) - 1;
+ y1_mask = (y0_mask << 1) | 1;
+ y0 = (range + 1) & ~y0_mask;
+ y1 = (range + 1) & ~y1_mask;
+ BOOST_ASSERT(y0 != 0 || base_unsigned(range + 1) == 0);
+ }
+ /// \endcond
+
+ Engine _base;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+template<class Engine, std::size_t w, class UIntType>
+const bool independent_bits_engine<Engine, w, UIntType>::has_fixed_range;
+#endif
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_INDEPENDENT_BITS_HPP
diff --git a/boost/random/inversive_congruential.hpp b/boost/random/inversive_congruential.hpp
new file mode 100644
index 0000000..616909d
--- /dev/null
+++ b/boost/random/inversive_congruential.hpp
@@ -0,0 +1,267 @@
+/* boost random/inversive_congruential.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: inversive_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
+#define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
+
+#include <iosfwd>
+#include <stdexcept>
+#include <boost/assert.hpp>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/static_log2.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/const_mod.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+// Eichenauer and Lehn 1986
+/**
+ * Instantiations of class template @c inversive_congruential_engine model a
+ * \pseudo_random_number_generator. It uses the inversive congruential
+ * algorithm (ICG) described in
+ *
+ * @blockquote
+ * "Inversive pseudorandom number generators: concepts, results and links",
+ * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
+ * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
+ * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
+ * @endblockquote
+ *
+ * The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p),
+ * where x(0), a, b, and the prime number p are parameters of the generator.
+ * The expression inv(k) denotes the multiplicative inverse of k in the
+ * field of integer numbers modulo p, with inv(0) := 0.
+ *
+ * The template parameter IntType shall denote a signed integral type large
+ * enough to hold p; a, b, and p are the parameters of the generators. The
+ * template parameter val is the validation value checked by validation.
+ *
+ * @xmlnote
+ * The implementation currently uses the Euclidian Algorithm to compute
+ * the multiplicative inverse. Therefore, the inversive generators are about
+ * 10-20 times slower than the others (see section"performance"). However,
+ * the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably
+ * not optimal for calculating the multiplicative inverse.
+ * @endxmlnote
+ */
+template<class IntType, IntType a, IntType b, IntType p>
+class inversive_congruential_engine
+{
+public:
+ typedef IntType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+ BOOST_STATIC_CONSTANT(result_type, multiplier = a);
+ BOOST_STATIC_CONSTANT(result_type, increment = b);
+ BOOST_STATIC_CONSTANT(result_type, modulus = p);
+ BOOST_STATIC_CONSTANT(IntType, default_seed = 1);
+
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return b == 0 ? 1 : 0; }
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return p-1; }
+
+ /**
+ * Constructs an @c inversive_congruential_engine, seeding it with
+ * the default seed.
+ */
+ inversive_congruential_engine() { seed(); }
+
+ /**
+ * Constructs an @c inversive_congruential_engine, seeding it with @c x0.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(inversive_congruential_engine,
+ IntType, x0)
+ { seed(x0); }
+
+ /**
+ * Constructs an @c inversive_congruential_engine, seeding it with values
+ * produced by a call to @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(inversive_congruential_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ /**
+ * Constructs an @c inversive_congruential_engine, seeds it
+ * with values taken from the itrator range [first, last),
+ * and adjusts first to point to the element after the last one
+ * used. If there are not enough elements, throws @c std::invalid_argument.
+ *
+ * first and last must be input iterators.
+ */
+ template<class It> inversive_congruential_engine(It& first, It last)
+ { seed(first, last); }
+
+ /**
+ * Calls seed(default_seed)
+ */
+ void seed() { seed(default_seed); }
+
+ /**
+ * If c mod m is zero and x0 mod m is zero, changes the current value of
+ * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
+ * distinct seeds in the range [1,m) will leave the generator in distinct
+ * states. If c is not zero, the range is [0,m).
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(inversive_congruential_engine, IntType, x0)
+ {
+ // wrap _x if it doesn't fit in the destination
+ if(modulus == 0) {
+ _value = x0;
+ } else {
+ _value = x0 % modulus;
+ }
+ // handle negative seeds
+ if(_value <= 0 && _value != 0) {
+ _value += modulus;
+ }
+ // adjust to the correct range
+ if(increment == 0 && _value == 0) {
+ _value = 1;
+ }
+ BOOST_ASSERT(_value >= (min)());
+ BOOST_ASSERT(_value <= (max)());
+ }
+
+ /**
+ * Seeds an @c inversive_congruential_engine using values from a SeedSeq.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(inversive_congruential_engine, SeedSeq, seq)
+ { seed(detail::seed_one_int<IntType, modulus>(seq)); }
+
+ /**
+ * seeds an @c inversive_congruential_engine with values taken
+ * from the itrator range [first, last) and adjusts @c first to
+ * point to the element after the last one used. If there are
+ * not enough elements, throws @c std::invalid_argument.
+ *
+ * @c first and @c last must be input iterators.
+ */
+ template<class It> void seed(It& first, It last)
+ { seed(detail::get_one_int<IntType, modulus>(first, last)); }
+
+ /** Returns the next output of the generator. */
+ IntType operator()()
+ {
+ typedef const_mod<IntType, p> do_mod;
+ _value = do_mod::mult_add(a, do_mod::invert(_value), b);
+ return _value;
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ /**
+ * Writes the textual representation of the generator to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, inversive_congruential_engine, x)
+ {
+ os << x._value;
+ return os;
+ }
+
+ /**
+ * Reads the textual representation of the generator from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, inversive_congruential_engine, x)
+ {
+ is >> x._value;
+ return is;
+ }
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(inversive_congruential_engine, x, y)
+ { return x._value == y._value; }
+
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(inversive_congruential_engine)
+
+private:
+ IntType _value;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class IntType, IntType a, IntType b, IntType p>
+const bool inversive_congruential_engine<IntType, a, b, p>::has_fixed_range;
+template<class IntType, IntType a, IntType b, IntType p>
+const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::multiplier;
+template<class IntType, IntType a, IntType b, IntType p>
+const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::increment;
+template<class IntType, IntType a, IntType b, IntType p>
+const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::modulus;
+template<class IntType, IntType a, IntType b, IntType p>
+const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::default_seed;
+#endif
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class IntType, IntType a, IntType b, IntType p, IntType val = 0>
+class inversive_congruential : public inversive_congruential_engine<IntType, a, b, p>
+{
+ typedef inversive_congruential_engine<IntType, a, b, p> base_type;
+public:
+ inversive_congruential(IntType x0 = 1) : base_type(x0) {}
+ template<class It>
+ inversive_congruential(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+/**
+ * The specialization hellekalek1995 was suggested in
+ *
+ * @blockquote
+ * "Inversive pseudorandom number generators: concepts, results and links",
+ * Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
+ * Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
+ * (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
+ * @endblockquote
+ */
+typedef inversive_congruential_engine<uint32_t, 9102, 2147483647-36884165,
+ 2147483647> hellekalek1995;
+
+} // namespace random
+
+using random::hellekalek1995;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
diff --git a/boost/random/lagged_fibonacci.hpp b/boost/random/lagged_fibonacci.hpp
new file mode 100644
index 0000000..eb4e405
--- /dev/null
+++ b/boost/random/lagged_fibonacci.hpp
@@ -0,0 +1,536 @@
+/* boost random/lagged_fibonacci.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: lagged_fibonacci.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <algorithm> // std::max
+#include <iterator>
+#include <boost/config/no_tr1/cmath.hpp> // std::pow
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/random/linear_congruential.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/generator_seed_seq.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template \lagged_fibonacci_engine model a
+ * \pseudo_random_number_generator. It uses a lagged Fibonacci
+ * algorithm with two lags @c p and @c q:
+ * x(i) = x(i-p) + x(i-q) (mod 2<sup>w</sup>) with p > q.
+ */
+template<class UIntType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_engine
+{
+public:
+ typedef UIntType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, word_size = w);
+ BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+ BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+ BOOST_STATIC_CONSTANT(UIntType, default_seed = 331u);
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return low_bits_mask_t<w>::sig_bits; }
+
+ /** Creates a new @c lagged_fibonacci_engine and calls @c seed(). */
+ lagged_fibonacci_engine() { seed(); }
+
+ /** Creates a new @c lagged_fibonacci_engine and calls @c seed(value). */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_engine,
+ UIntType, value)
+ { seed(value); }
+
+ /** Creates a new @c lagged_fibonacci_engine and calls @c seed(seq). */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ /**
+ * Creates a new @c lagged_fibonacci_engine and calls @c seed(first, last).
+ */
+ template<class It> lagged_fibonacci_engine(It& first, It last)
+ { seed(first, last); }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Calls @c seed(default_seed). */
+ void seed() { seed(default_seed); }
+
+ /**
+ * Sets the state of the generator to values produced by
+ * a \minstd_rand0 generator.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_engine,
+ UIntType, value)
+ {
+ minstd_rand0 intgen(static_cast<boost::uint32_t>(value));
+ detail::generator_seed_seq<minstd_rand0> gen(intgen);
+ seed(gen);
+ }
+
+ /**
+ * Sets the state of the generator using values produced by seq.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_engine, SeedSeq, seq)
+ {
+ detail::seed_array_int<w>(seq, x);
+ i = long_lag;
+ }
+
+ /**
+ * Sets the state of the generator to values from the iterator
+ * range [first, last). If there are not enough elements in the
+ * range [first, last) throws @c std::invalid_argument.
+ */
+ template<class It>
+ void seed(It& first, It last)
+ {
+ detail::fill_array_int<w>(first, last, x);
+ i = long_lag;
+ }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ if(i >= long_lag)
+ fill();
+ return x[i++];
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ /**
+ * Writes the textual representation of the generator to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_engine, f)
+ {
+ os << f.i;
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ os << ' ' << f.x[i];
+ return os;
+ }
+
+ /**
+ * Reads the textual representation of the generator from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_engine, f)
+ {
+ is >> f.i >> std::ws;
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ is >> f.x[i] >> std::ws;
+ return is;
+ }
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_engine, x, y)
+ { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_engine)
+
+private:
+ /// \cond show_private
+ void fill();
+ /// \endcond
+
+ unsigned int i;
+ UIntType x[long_lag];
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const bool lagged_fibonacci_engine<UIntType, w, p, q>::has_fixed_range;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::long_lag;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::short_lag;
+template<class UIntType, int w, unsigned int p, unsigned int q>
+const UIntType lagged_fibonacci_engine<UIntType, w, p, q>::default_seed;
+#endif
+
+/// \cond show_private
+
+template<class UIntType, int w, unsigned int p, unsigned int q>
+void lagged_fibonacci_engine<UIntType, w, p, q>::fill()
+{
+ // two loops to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(unsigned int j = 0; j < short_lag; ++j)
+ x[j] = (x[j] + x[j+(long_lag-short_lag)]) & low_bits_mask_t<w>::sig_bits;
+ }
+ for(unsigned int j = short_lag; j < long_lag; ++j)
+ x[j] = (x[j] + x[j-short_lag]) & low_bits_mask_t<w>::sig_bits;
+ i = 0;
+}
+
+/// \endcond
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class UIntType, int w, unsigned int p, unsigned int q, UIntType v = 0>
+class lagged_fibonacci : public lagged_fibonacci_engine<UIntType, w, p, q>
+{
+ typedef lagged_fibonacci_engine<UIntType, w, p, q> base_type;
+public:
+ lagged_fibonacci() {}
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci, UIntType, val)
+ { this->seed(val); }
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci, SeedSeq, seq)
+ { this->seed(seq); }
+ template<class It>
+ lagged_fibonacci(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+// lagged Fibonacci generator for the range [0..1)
+// contributed by Matthias Troyer
+// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
+
+/**
+ * Instantiations of class template @c lagged_fibonacci_01 model a
+ * \pseudo_random_number_generator. It uses a lagged Fibonacci
+ * algorithm with two lags @c p and @c q, evaluated in floating-point
+ * arithmetic: x(i) = x(i-p) + x(i-q) (mod 1) with p > q. See
+ *
+ * @blockquote
+ * "Uniform random number generators for supercomputers", Richard Brent,
+ * Proc. of Fifth Australian Supercomputer Conference, Melbourne,
+ * Dec. 1992, pp. 704-706.
+ * @endblockquote
+ *
+ * @xmlnote
+ * The quality of the generator crucially depends on the choice
+ * of the parameters. User code should employ one of the sensibly
+ * parameterized generators such as \lagged_fibonacci607 instead.
+ * @endxmlnote
+ *
+ * The generator requires considerable amounts of memory for the storage
+ * of its state array. For example, \lagged_fibonacci607 requires about
+ * 4856 bytes and \lagged_fibonacci44497 requires about 350 KBytes.
+ */
+template<class RealType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_01_engine
+{
+public:
+ typedef RealType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, word_size = w);
+ BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
+ BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
+
+ BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 331u);
+
+ /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(). */
+ lagged_fibonacci_01_engine() { seed(); }
+ /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(value). */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01_engine, uint32_t, value)
+ { seed(value); }
+ /** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(gen). */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01_engine, SeedSeq, seq)
+ { seed(seq); }
+ template<class It> lagged_fibonacci_01_engine(It& first, It last)
+ { seed(first, last); }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Calls seed(default_seed). */
+ void seed() { seed(default_seed); }
+
+ /**
+ * Constructs a \minstd_rand0 generator with the constructor parameter
+ * value and calls seed with it. Distinct seeds in the range
+ * [1, 2147483647) will produce generators with different states. Other
+ * seeds will be equivalent to some seed within this range. See
+ * \linear_congruential_engine for details.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_01_engine, boost::uint32_t, value)
+ {
+ minstd_rand0 intgen(value);
+ detail::generator_seed_seq<minstd_rand0> gen(intgen);
+ seed(gen);
+ }
+
+ /**
+ * Seeds this @c lagged_fibonacci_01_engine using values produced by
+ * @c seq.generate.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_01_engine, SeedSeq, seq)
+ {
+ detail::seed_array_real<w>(seq, x);
+ i = long_lag;
+ }
+
+ /**
+ * Seeds this @c lagged_fibonacci_01_engine using values from the
+ * iterator range [first, last). If there are not enough elements
+ * in the range, throws @c std::invalid_argument.
+ */
+ template<class It>
+ void seed(It& first, It last)
+ {
+ detail::fill_array_real<w>(first, last, x);
+ i = long_lag;
+ }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(0); }
+ /** Returns the upper bound of the generators outputs. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(1); }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ if(i >= long_lag)
+ fill();
+ return x[i++];
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { return detail::generate_from_real(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ /**
+ * Writes the textual representation of the generator to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_01_engine, f)
+ {
+ // allow for Koenig lookup
+ using std::pow;
+ os << f.i;
+ std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left);
+ for(unsigned int i = 0; i < f.long_lag; ++i)
+ os << ' ' << f.x[i] * f.modulus();
+ os.flags(oldflags);
+ return os;
+ }
+
+ /**
+ * Reads the textual representation of the generator from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_01_engine, f)
+ {
+ is >> f.i;
+ for(unsigned int i = 0; i < f.long_lag; ++i) {
+ typename lagged_fibonacci_01_engine::result_type value;
+ is >> std::ws >> value;
+ f.x[i] = value / f.modulus();
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_01_engine, x, y)
+ { return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
+
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_01_engine)
+
+private:
+ /// \cond show_private
+ void fill();
+ static RealType modulus()
+ {
+ using std::pow;
+ return pow(RealType(2), word_size);
+ }
+ /// \endcond
+ unsigned int i;
+ RealType x[long_lag];
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class RealType, int w, unsigned int p, unsigned int q>
+const bool lagged_fibonacci_01_engine<RealType, w, p, q>::has_fixed_range;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::long_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::short_lag;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const int lagged_fibonacci_01_engine<RealType,w,p,q>::word_size;
+template<class RealType, int w, unsigned int p, unsigned int q>
+const boost::uint32_t lagged_fibonacci_01_engine<RealType,w,p,q>::default_seed;
+#endif
+
+/// \cond show_private
+template<class RealType, int w, unsigned int p, unsigned int q>
+void lagged_fibonacci_01_engine<RealType, w, p, q>::fill()
+{
+ // two loops to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(unsigned int j = 0; j < short_lag; ++j) {
+ RealType t = x[j] + x[j+(long_lag-short_lag)];
+ if(t >= RealType(1))
+ t -= RealType(1);
+ x[j] = t;
+ }
+ }
+ for(unsigned int j = short_lag; j < long_lag; ++j) {
+ RealType t = x[j] + x[j-short_lag];
+ if(t >= RealType(1))
+ t -= RealType(1);
+ x[j] = t;
+ }
+ i = 0;
+}
+/// \endcond
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class RealType, int w, unsigned int p, unsigned int q>
+class lagged_fibonacci_01 : public lagged_fibonacci_01_engine<RealType, w, p, q>
+{
+ typedef lagged_fibonacci_01_engine<RealType, w, p, q> base_type;
+public:
+ lagged_fibonacci_01() {}
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01, boost::uint32_t, val)
+ { this->seed(val); }
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01, SeedSeq, seq)
+ { this->seed(seq); }
+ template<class It>
+ lagged_fibonacci_01(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+namespace detail {
+
+template<class Engine>
+struct generator_bits;
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+struct generator_bits<lagged_fibonacci_01_engine<RealType, w, p, q> >
+{
+ static std::size_t value() { return w; }
+};
+
+template<class RealType, int w, unsigned int p, unsigned int q>
+struct generator_bits<lagged_fibonacci_01<RealType, w, p, q> >
+{
+ static std::size_t value() { return w; }
+};
+
+}
+
+#ifdef BOOST_RANDOM_DOXYGEN
+namespace detail {
+/**
+ * The specializations lagged_fibonacci607 ... lagged_fibonacci44497
+ * use well tested lags.
+ *
+ * See
+ *
+ * @blockquote
+ * "On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent
+ * Computer Sciences Laboratory Australian National University, December 1992
+ * @endblockquote
+ *
+ * The lags used here can be found in
+ *
+ * @blockquote
+ * "Uniform random number generators for supercomputers", Richard Brent,
+ * Proc. of Fifth Australian Supercomputer Conference, Melbourne,
+ * Dec. 1992, pp. 704-706.
+ * @endblockquote
+ */
+struct lagged_fibonacci_doc {};
+}
+#endif
+
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 607, 273> lagged_fibonacci607;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 1279, 418> lagged_fibonacci1279;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 2281, 1252> lagged_fibonacci2281;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 3217, 576> lagged_fibonacci3217;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 4423, 2098> lagged_fibonacci4423;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 9689, 5502> lagged_fibonacci9689;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 19937, 9842> lagged_fibonacci19937;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 23209, 13470> lagged_fibonacci23209;
+/** @copydoc boost::random::detail::lagged_fibonacci_doc */
+typedef lagged_fibonacci_01_engine<double, 48, 44497, 21034> lagged_fibonacci44497;
+
+} // namespace random
+
+using random::lagged_fibonacci607;
+using random::lagged_fibonacci1279;
+using random::lagged_fibonacci2281;
+using random::lagged_fibonacci3217;
+using random::lagged_fibonacci4423;
+using random::lagged_fibonacci9689;
+using random::lagged_fibonacci19937;
+using random::lagged_fibonacci23209;
+using random::lagged_fibonacci44497;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP
diff --git a/boost/random/linear_congruential.hpp b/boost/random/linear_congruential.hpp
new file mode 100644
index 0000000..5f8fe7a
--- /dev/null
+++ b/boost/random/linear_congruential.hpp
@@ -0,0 +1,466 @@
+/* boost random/linear_congruential.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: linear_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
+#define BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
+
+#include <iostream>
+#include <stdexcept>
+#include <boost/assert.hpp>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/integer/static_log2.hpp>
+#include <boost/mpl/if.hpp>
+#include <boost/type_traits/is_arithmetic.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/const_mod.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+#include <boost/detail/workaround.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template linear_congruential_engine model a
+ * \pseudo_random_number_generator. Linear congruential pseudo-random
+ * number generators are described in:
+ *
+ * @blockquote
+ * "Mathematical methods in large-scale computing units", D. H. Lehmer,
+ * Proc. 2nd Symposium on Large-Scale Digital Calculating Machines,
+ * Harvard University Press, 1951, pp. 141-146
+ * @endblockquote
+ *
+ * Let x(n) denote the sequence of numbers returned by some pseudo-random
+ * number generator. Then for the linear congruential generator,
+ * x(n+1) := (a * x(n) + c) mod m. Parameters for the generator are
+ * x(0), a, c, m. The template parameter IntType shall denote an integral
+ * type. It must be large enough to hold values a, c, and m. The template
+ * parameters a and c must be smaller than m.
+ *
+ * Note: The quality of the generator crucially depends on the choice of
+ * the parameters. User code should use one of the sensibly parameterized
+ * generators such as minstd_rand instead.
+ */
+template<class IntType, IntType a, IntType c, IntType m>
+class linear_congruential_engine
+{
+public:
+ typedef IntType result_type;
+
+ // Required for old Boost.Random concept
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+ BOOST_STATIC_CONSTANT(IntType, multiplier = a);
+ BOOST_STATIC_CONSTANT(IntType, increment = c);
+ BOOST_STATIC_CONSTANT(IntType, modulus = m);
+ BOOST_STATIC_CONSTANT(IntType, default_seed = 1);
+
+ BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
+ BOOST_STATIC_ASSERT(m == 0 || a < m);
+ BOOST_STATIC_ASSERT(m == 0 || c < m);
+
+ /**
+ * Constructs a @c linear_congruential_engine, using the default seed
+ */
+ linear_congruential_engine() { seed(); }
+
+ /**
+ * Constructs a @c linear_congruential_engine, seeding it with @c x0.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_congruential_engine,
+ IntType, x0)
+ { seed(x0); }
+
+ /**
+ * Constructs a @c linear_congruential_engine, seeding it with values
+ * produced by a call to @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_congruential_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ /**
+ * Constructs a @c linear_congruential_engine and seeds it
+ * with values taken from the itrator range [first, last)
+ * and adjusts first to point to the element after the last one
+ * used. If there are not enough elements, throws @c std::invalid_argument.
+ *
+ * first and last must be input iterators.
+ */
+ template<class It>
+ linear_congruential_engine(It& first, It last)
+ {
+ seed(first, last);
+ }
+
+ // compiler-generated copy constructor and assignment operator are fine
+
+ /**
+ * Calls seed(default_seed)
+ */
+ void seed() { seed(default_seed); }
+
+ /**
+ * If c mod m is zero and x0 mod m is zero, changes the current value of
+ * the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
+ * distinct seeds in the range [1,m) will leave the generator in distinct
+ * states. If c is not zero, the range is [0,m).
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(linear_congruential_engine, IntType, x0)
+ {
+ // wrap _x if it doesn't fit in the destination
+ if(modulus == 0) {
+ _x = x0;
+ } else {
+ _x = x0 % modulus;
+ }
+ // handle negative seeds
+ if(_x <= 0 && _x != 0) {
+ _x += modulus;
+ }
+ // adjust to the correct range
+ if(increment == 0 && _x == 0) {
+ _x = 1;
+ }
+ BOOST_ASSERT(_x >= (min)());
+ BOOST_ASSERT(_x <= (max)());
+ }
+
+ /**
+ * Seeds a @c linear_congruential_engine using values from a SeedSeq.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(linear_congruential_engine, SeedSeq, seq)
+ { seed(detail::seed_one_int<IntType, m>(seq)); }
+
+ /**
+ * seeds a @c linear_congruential_engine with values taken
+ * from the itrator range [first, last) and adjusts @c first to
+ * point to the element after the last one used. If there are
+ * not enough elements, throws @c std::invalid_argument.
+ *
+ * @c first and @c last must be input iterators.
+ */
+ template<class It>
+ void seed(It& first, It last)
+ { seed(detail::get_one_int<IntType, m>(first, last)); }
+
+ /**
+ * Returns the smallest value that the @c linear_congruential_engine
+ * can produce.
+ */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return c == 0 ? 1 : 0; }
+ /**
+ * Returns the largest value that the @c linear_congruential_engine
+ * can produce.
+ */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return modulus-1; }
+
+ /** Returns the next value of the @c linear_congruential_engine. */
+ IntType operator()()
+ {
+ _x = const_mod<IntType, m>::mult_add(a, _x, c);
+ return _x;
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ typedef const_mod<IntType, m> mod_type;
+ IntType b_inv = mod_type::invert(a-1);
+ IntType b_gcd = mod_type::mult(a-1, b_inv);
+ if(b_gcd == 1) {
+ IntType a_z = mod_type::pow(a, z);
+ _x = mod_type::mult_add(a_z, _x,
+ mod_type::mult(mod_type::mult(c, b_inv), a_z - 1));
+ } else {
+ // compute (a^z - 1)*c % (b_gcd * m) / (b / b_gcd) * inv(b / b_gcd)
+ // we're storing the intermediate result / b_gcd
+ IntType a_zm1_over_gcd = 0;
+ IntType a_km1_over_gcd = (a - 1) / b_gcd;
+ boost::uintmax_t exponent = z;
+ while(exponent != 0) {
+ if(exponent % 2 == 1) {
+ a_zm1_over_gcd =
+ mod_type::mult_add(
+ b_gcd,
+ mod_type::mult(a_zm1_over_gcd, a_km1_over_gcd),
+ mod_type::add(a_zm1_over_gcd, a_km1_over_gcd));
+ }
+ a_km1_over_gcd = mod_type::mult_add(
+ b_gcd,
+ mod_type::mult(a_km1_over_gcd, a_km1_over_gcd),
+ mod_type::add(a_km1_over_gcd, a_km1_over_gcd));
+ exponent /= 2;
+ }
+
+ IntType a_z = mod_type::mult_add(b_gcd, a_zm1_over_gcd, 1);
+ IntType num = mod_type::mult(c, a_zm1_over_gcd);
+ b_inv = mod_type::invert((a-1)/b_gcd);
+ _x = mod_type::mult_add(a_z, _x, mod_type::mult(b_inv, num));
+ }
+ }
+
+ friend bool operator==(const linear_congruential_engine& x,
+ const linear_congruential_engine& y)
+ { return x._x == y._x; }
+ friend bool operator!=(const linear_congruential_engine& x,
+ const linear_congruential_engine& y)
+ { return !(x == y); }
+
+#if !defined(BOOST_RANDOM_NO_STREAM_OPERATORS)
+ /** Writes a @c linear_congruential_engine to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const linear_congruential_engine& lcg)
+ {
+ return os << lcg._x;
+ }
+
+ /** Reads a @c linear_congruential_engine from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ linear_congruential_engine& lcg)
+ {
+ lcg.read(is);
+ return is;
+ }
+#endif
+
+private:
+
+ /// \cond show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ IntType x;
+ if(is >> x) {
+ if(x >= (min)() && x <= (max)()) {
+ _x = x;
+ } else {
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+ }
+
+ /// \endcond
+
+ IntType _x;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class IntType, IntType a, IntType c, IntType m>
+const bool linear_congruential_engine<IntType, a, c, m>::has_fixed_range;
+template<class IntType, IntType a, IntType c, IntType m>
+const IntType linear_congruential_engine<IntType,a,c,m>::multiplier;
+template<class IntType, IntType a, IntType c, IntType m>
+const IntType linear_congruential_engine<IntType,a,c,m>::increment;
+template<class IntType, IntType a, IntType c, IntType m>
+const IntType linear_congruential_engine<IntType,a,c,m>::modulus;
+template<class IntType, IntType a, IntType c, IntType m>
+const IntType linear_congruential_engine<IntType,a,c,m>::default_seed;
+#endif
+
+/// \cond show_deprecated
+
+// provided for backwards compatibility
+template<class IntType, IntType a, IntType c, IntType m, IntType val = 0>
+class linear_congruential : public linear_congruential_engine<IntType, a, c, m>
+{
+ typedef linear_congruential_engine<IntType, a, c, m> base_type;
+public:
+ linear_congruential(IntType x0 = 1) : base_type(x0) {}
+ template<class It>
+ linear_congruential(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+/**
+ * The specialization \minstd_rand0 was originally suggested in
+ *
+ * @blockquote
+ * A pseudo-random number generator for the System/360, P.A. Lewis,
+ * A.S. Goodman, J.M. Miller, IBM Systems Journal, Vol. 8, No. 2,
+ * 1969, pp. 136-146
+ * @endblockquote
+ *
+ * It is examined more closely together with \minstd_rand in
+ *
+ * @blockquote
+ * "Random Number Generators: Good ones are hard to find",
+ * Stephen K. Park and Keith W. Miller, Communications of
+ * the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
+ * @endblockquote
+ */
+typedef linear_congruential_engine<uint32_t, 16807, 0, 2147483647> minstd_rand0;
+
+/** The specialization \minstd_rand was suggested in
+ *
+ * @blockquote
+ * "Random Number Generators: Good ones are hard to find",
+ * Stephen K. Park and Keith W. Miller, Communications of
+ * the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
+ * @endblockquote
+ */
+typedef linear_congruential_engine<uint32_t, 48271, 0, 2147483647> minstd_rand;
+
+
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+/**
+ * Class @c rand48 models a \pseudo_random_number_generator. It uses
+ * the linear congruential algorithm with the parameters a = 0x5DEECE66D,
+ * c = 0xB, m = 2**48. It delivers identical results to the @c lrand48()
+ * function available on some systems (assuming lcong48 has not been called).
+ *
+ * It is only available on systems where @c uint64_t is provided as an
+ * integral type, so that for example static in-class constants and/or
+ * enum definitions with large @c uint64_t numbers work.
+ */
+class rand48
+{
+public:
+ typedef boost::uint32_t result_type;
+
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ /**
+ * Returns the smallest value that the generator can produce
+ */
+ static uint32_t min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
+ /**
+ * Returns the largest value that the generator can produce
+ */
+ static uint32_t max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 0x7FFFFFFF; }
+
+ /** Seeds the generator with the default seed. */
+ rand48() : lcf(cnv(static_cast<uint32_t>(1))) {}
+ /**
+ * Constructs a \rand48 generator with x(0) := (x0 << 16) | 0x330e.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(rand48, result_type, x0)
+ { seed(x0); }
+ /**
+ * Seeds the generator with values produced by @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(rand48, SeedSeq, seq)
+ { seed(seq); }
+ /**
+ * Seeds the generator using values from an iterator range,
+ * and updates first to point one past the last value consumed.
+ */
+ template<class It> rand48(It& first, It last) : lcf(first, last) { }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Seeds the generator with the default seed. */
+ void seed() { seed(static_cast<uint32_t>(1)); }
+ /**
+ * Changes the current value x(n) of the generator to (x0 << 16) | 0x330e.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(rand48, result_type, x0)
+ { lcf.seed(cnv(x0)); }
+ /**
+ * Seeds the generator using values from an iterator range,
+ * and updates first to point one past the last value consumed.
+ */
+ template<class It> void seed(It& first, It last) { lcf.seed(first,last); }
+ /**
+ * Seeds the generator with values produced by @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(rand48, SeedSeq, seq)
+ { lcf.seed(seq); }
+
+ /** Returns the next value of the generator. */
+ uint32_t operator()() { return static_cast<uint32_t>(lcf() >> 17); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z) { lcf.discard(z); }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ {
+ for(; first != last; ++first) {
+ *first = (*this)();
+ }
+ }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes a @c rand48 to a @c std::ostream. */
+ template<class CharT,class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os, const rand48& r)
+ { os << r.lcf; return os; }
+
+ /** Reads a @c rand48 from a @c std::istream. */
+ template<class CharT,class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, rand48& r)
+ { is >> r.lcf; return is; }
+#endif
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of values.
+ */
+ friend bool operator==(const rand48& x, const rand48& y)
+ { return x.lcf == y.lcf; }
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of values.
+ */
+ friend bool operator!=(const rand48& x, const rand48& y)
+ { return !(x == y); }
+private:
+ /// \cond show_private
+ typedef random::linear_congruential_engine<uint64_t,
+ // xxxxULL is not portable
+ uint64_t(0xDEECE66DUL) | (uint64_t(0x5) << 32),
+ 0xB, uint64_t(1)<<48> lcf_t;
+ lcf_t lcf;
+
+ static boost::uint64_t cnv(boost::uint32_t x)
+ { return (static_cast<uint64_t>(x) << 16) | 0x330e; }
+ /// \endcond
+};
+#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
+
+} // namespace random
+
+using random::minstd_rand0;
+using random::minstd_rand;
+using random::rand48;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
diff --git a/boost/random/linear_feedback_shift.hpp b/boost/random/linear_feedback_shift.hpp
new file mode 100644
index 0000000..1cce9f9
--- /dev/null
+++ b/boost/random/linear_feedback_shift.hpp
@@ -0,0 +1,217 @@
+/* boost random/linear_feedback_shift.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * 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: linear_feedback_shift.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
+#define BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
+
+#include <iosfwd>
+#include <stdexcept>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instatiations of @c linear_feedback_shift model a
+ * \pseudo_random_number_generator. It was originally
+ * proposed in
+ *
+ * @blockquote
+ * "Random numbers generated by linear recurrence modulo two.",
+ * Tausworthe, R. C.(1965), Mathematics of Computation 19, 201-209.
+ * @endblockquote
+ */
+template<class UIntType, int w, int k, int q, int s>
+class linear_feedback_shift_engine
+{
+public:
+ typedef UIntType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, word_size = w);
+ BOOST_STATIC_CONSTANT(int, exponent1 = k);
+ BOOST_STATIC_CONSTANT(int, exponent2 = q);
+ BOOST_STATIC_CONSTANT(int, step_size = s);
+ BOOST_STATIC_CONSTANT(UIntType, default_seed = 341);
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return wordmask(); }
+
+ BOOST_STATIC_ASSERT(w > 0);
+ BOOST_STATIC_ASSERT(q > 0);
+ BOOST_STATIC_ASSERT(k < w);
+ BOOST_STATIC_ASSERT(0 < 2*q && 2*q < k);
+ BOOST_STATIC_ASSERT(0 < s && s <= k-q);
+
+ /** Constructs a @c linear_feedback_shift_engine, using the default seed. */
+ linear_feedback_shift_engine() { seed(); }
+
+ /** Constructs a @c linear_feedback_shift_engine, seeding it with s0. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_feedback_shift_engine,
+ UIntType, s0)
+ { seed(s0); }
+
+ /** Constructs a @c linear_feedback_shift_engine, seeding it with seq. */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_feedback_shift_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ /**
+ * Constructs a @c linear_feedback_shift_engine, seeding it with
+ * values from the range [first, last).
+ */
+ template<class It> linear_feedback_shift_engine(It& first, It last)
+ { seed(first, last); }
+
+ /** Seeds a @c linear_feedback_shift_engine with the default seed. */
+ void seed() { seed(default_seed); }
+
+ /** Seeds a @c linear_feedback_shift_engine with @c s0. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(linear_feedback_shift_engine,
+ UIntType, s0)
+ {
+ value = s0 & wordmask();
+ if(value < (1 << (w-k))) {
+ value += 1 << (w-k);
+ }
+ }
+
+ /**
+ * Seeds a @c linear_feedback_shift_engine with values
+ * produced by @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(linear_feedback_shift_engine,
+ SeedSeq, seq)
+ { seed(detail::seed_one_int<UIntType, (UIntType(2) << (w - 1))>(seq)); }
+
+ /**
+ * Seeds a @c linear_feedback_shift_engine with values
+ * from the range [first, last).
+ */
+ template<class It> void seed(It& first, It last)
+ {
+ seed(detail::get_one_int<UIntType, (UIntType(2) << (w - 1))>(first, last));
+ }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ const UIntType b = (((value << q) ^ value) & wordmask()) >> (k-s);
+ const UIntType mask = (wordmask() << (w-k)) & wordmask();
+ value = ((value & mask) << s) ^ b;
+ return value;
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ /**
+ * Writes the textual representation of the generator to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, linear_feedback_shift_engine, x)
+ {
+ os << x.value;
+ return os;
+ }
+
+ /**
+ * Reads the textual representation of the generator from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, linear_feedback_shift_engine, x)
+ {
+ is >> x.value;
+ return is;
+ }
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(linear_feedback_shift_engine, x, y)
+ { return x.value == y.value; }
+
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of outputs.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(linear_feedback_shift_engine)
+
+private:
+ /// \cond show_private
+ static UIntType wordmask() { return boost::low_bits_mask_t<w>::sig_bits; }
+ /// \endcond
+ UIntType value;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class UIntType, int w, int k, int q, int s>
+const bool linear_feedback_shift_engine<UIntType, w, k, q, s>::has_fixed_range;
+template<class UIntType, int w, int k, int q, int s>
+const int linear_feedback_shift_engine<UIntType, w, k, q, s>::word_size;
+template<class UIntType, int w, int k, int q, int s>
+const int linear_feedback_shift_engine<UIntType, w, k, q, s>::exponent1;
+template<class UIntType, int w, int k, int q, int s>
+const int linear_feedback_shift_engine<UIntType, w, k, q, s>::exponent2;
+template<class UIntType, int w, int k, int q, int s>
+const int linear_feedback_shift_engine<UIntType, w, k, q, s>::step_size;
+template<class UIntType, int w, int k, int q, int s>
+const UIntType linear_feedback_shift_engine<UIntType, w, k, q, s>::default_seed;
+#endif
+
+/// \cond show_deprecated
+
+/** Provided for backwards compatibility. */
+template<class UIntType, int w, int k, int q, int s, UIntType v = 0>
+class linear_feedback_shift :
+ public linear_feedback_shift_engine<UIntType, w, k, q, s>
+{
+ typedef linear_feedback_shift_engine<UIntType, w, k, q, s> base_type;
+public:
+ linear_feedback_shift() {}
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_feedback_shift,
+ SeedSeq, seq)
+ { seed(seq); }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_feedback_shift,
+ UIntType, val)
+ { seed(val); }
+ template<class It>
+ linear_feedback_shift(It& first, It last) : base_type(first, last) {}
+};
+
+/// \endcond
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
diff --git a/boost/random/lognormal_distribution.hpp b/boost/random/lognormal_distribution.hpp
new file mode 100644
index 0000000..bc7ddfe
--- /dev/null
+++ b/boost/random/lognormal_distribution.hpp
@@ -0,0 +1,254 @@
+/* boost random/lognormal_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: lognormal_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
+#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt
+#include <cassert>
+#include <iosfwd>
+#include <istream>
+#include <boost/limits.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/normal_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template lognormal_distribution model a
+ * \random_distribution. Such a distribution produces random numbers
+ * with \f$\displaystyle p(x) = \frac{1}{x s \sqrt{2\pi}} e^{\frac{-\left(\log(x)-m\right)^2}{2s^2}}\f$
+ * for x > 0.
+ *
+ * @xmlwarning
+ * This distribution has been updated to match the C++ standard.
+ * Its behavior has changed from the original
+ * boost::lognormal_distribution. A backwards compatible
+ * version is provided in namespace boost.
+ * @endxmlwarning
+ */
+template<class RealType = double>
+class lognormal_distribution
+{
+public:
+ typedef typename normal_distribution<RealType>::input_type input_type;
+ typedef RealType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef lognormal_distribution distribution_type;
+
+ /** Constructs the parameters of a lognormal_distribution. */
+ explicit param_type(RealType m_arg = RealType(0.0),
+ RealType s_arg = RealType(1.0))
+ : _m(m_arg), _s(s_arg) {}
+
+ /** Returns the "m" parameter of the distribution. */
+ RealType m() const { return _m; }
+
+ /** Returns the "s" parameter of the distribution. */
+ RealType s() const { return _s; }
+
+ /** Writes the parameters to a std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._m << " " << parm._s;
+ return os;
+ }
+
+ /** Reads the parameters from a std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ is >> parm._m >> std::ws >> parm._s;
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._m == rhs._m && lhs._s == rhs._s; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _m;
+ RealType _s;
+ };
+
+ /**
+ * Constructs a lognormal_distribution. @c m and @c s are the
+ * parameters of the distribution.
+ */
+ explicit lognormal_distribution(RealType m_arg = RealType(0.0),
+ RealType s_arg = RealType(1.0))
+ : _normal(m_arg, s_arg) {}
+
+ /**
+ * Constructs a lognormal_distribution from its parameters.
+ */
+ explicit lognormal_distribution(const param_type& parm)
+ : _normal(parm.m(), parm.s()) {}
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Returns the m parameter of the distribution. */
+ RealType m() const { return _normal.mean(); }
+ /** Returns the s parameter of the distribution. */
+ RealType s() const { return _normal.sigma(); }
+
+ /** 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(m(), s()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef normal_distribution<RealType> normal_type;
+ typename normal_type::param_type normal_param(parm.m(), parm.s());
+ _normal.param(normal_param);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _normal.reset(); }
+
+ /**
+ * Returns a random variate distributed according to the
+ * lognormal distribution.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng)
+ {
+ using std::exp;
+ return exp(_normal(eng));
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * lognormal distribution with parameters specified by param.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm)
+ { return lognormal_distribution(parm)(eng); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
+ {
+ os << ld._normal;
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
+ {
+ is >> ld._normal;
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lognormal_distribution, lhs, rhs)
+ { return lhs._normal == rhs._normal; }
+
+ /**
+ * Returns true if the two distributions may produce different
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lognormal_distribution)
+
+private:
+ normal_distribution<result_type> _normal;
+};
+
+} // namespace random
+
+/// \cond show_deprecated
+
+/**
+ * Provided for backwards compatibility. This class is
+ * deprecated. It provides the old behavior of lognormal_distribution with
+ * \f$\displaystyle p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$
+ * for x > 0, where \f$\displaystyle \mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and
+ * \f$\displaystyle \sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$.
+ */
+template<class RealType = double>
+class lognormal_distribution
+{
+public:
+ typedef typename normal_distribution<RealType>::input_type input_type;
+ typedef RealType result_type;
+
+ lognormal_distribution(RealType mean_arg = RealType(1.0),
+ RealType sigma_arg = RealType(1.0))
+ : _mean(mean_arg), _sigma(sigma_arg)
+ {
+ init();
+ }
+ RealType mean() const { return _mean; }
+ RealType sigma() const { return _sigma; }
+ void reset() { _normal.reset(); }
+ template<class Engine>
+ RealType operator()(Engine& eng)
+ {
+ using std::exp;
+ return exp(_normal(eng) * _nsigma + _nmean);
+ }
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
+ {
+ os << ld._normal << " " << ld._mean << " " << ld._sigma;
+ return os;
+ }
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
+ {
+ is >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
+ ld.init();
+ return is;
+ }
+private:
+ /// \cond show_private
+ void init()
+ {
+ using std::log;
+ using std::sqrt;
+ _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
+ _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
+ }
+ RealType _mean;
+ RealType _sigma;
+ RealType _nmean;
+ RealType _nsigma;
+ normal_distribution<RealType> _normal;
+ /// \endcond
+};
+
+/// \endcond
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
diff --git a/boost/random/mersenne_twister.hpp b/boost/random/mersenne_twister.hpp
new file mode 100644
index 0000000..be60389
--- /dev/null
+++ b/boost/random/mersenne_twister.hpp
@@ -0,0 +1,545 @@
+/* boost random/mersenne_twister.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010
+ * 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: mersenne_twister.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP
+#define BOOST_RANDOM_MERSENNE_TWISTER_HPP
+
+#include <iosfwd>
+#include <istream>
+#include <stdexcept>
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/ptr_helper.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+#include <boost/random/detail/generator_seed_seq.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template mersenne_twister_engine model a
+ * \pseudo_random_number_generator. It uses the algorithm described in
+ *
+ * @blockquote
+ * "Mersenne Twister: A 623-dimensionally equidistributed uniform
+ * pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura,
+ * ACM Transactions on Modeling and Computer Simulation: Special Issue on
+ * Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
+ * @endblockquote
+ *
+ * @xmlnote
+ * The boost variant has been implemented from scratch and does not
+ * derive from or use mt19937.c provided on the above WWW site. However, it
+ * was verified that both produce identical output.
+ * @endxmlnote
+ *
+ * The seeding from an integer was changed in April 2005 to address a
+ * <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>.
+ *
+ * The quality of the generator crucially depends on the choice of the
+ * parameters. User code should employ one of the sensibly parameterized
+ * generators such as \mt19937 instead.
+ *
+ * The generator requires considerable amounts of memory for the storage of
+ * its state array. For example, \mt11213b requires about 1408 bytes and
+ * \mt19937 requires about 2496 bytes.
+ */
+template<class UIntType,
+ std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+ UIntType a, std::size_t u, UIntType d, std::size_t s,
+ UIntType b, std::size_t t,
+ UIntType c, std::size_t l, UIntType f>
+class mersenne_twister_engine
+{
+public:
+ typedef UIntType result_type;
+ BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
+ BOOST_STATIC_CONSTANT(std::size_t, state_size = n);
+ BOOST_STATIC_CONSTANT(std::size_t, shift_size = m);
+ BOOST_STATIC_CONSTANT(std::size_t, mask_bits = r);
+ BOOST_STATIC_CONSTANT(UIntType, xor_mask = a);
+ BOOST_STATIC_CONSTANT(std::size_t, tempering_u = u);
+ BOOST_STATIC_CONSTANT(UIntType, tempering_d = d);
+ BOOST_STATIC_CONSTANT(std::size_t, tempering_s = s);
+ BOOST_STATIC_CONSTANT(UIntType, tempering_b = b);
+ BOOST_STATIC_CONSTANT(std::size_t, tempering_t = t);
+ BOOST_STATIC_CONSTANT(UIntType, tempering_c = c);
+ BOOST_STATIC_CONSTANT(std::size_t, tempering_l = l);
+ BOOST_STATIC_CONSTANT(UIntType, initialization_multiplier = f);
+ BOOST_STATIC_CONSTANT(UIntType, default_seed = 5489u);
+
+ // backwards compatibility
+ BOOST_STATIC_CONSTANT(UIntType, parameter_a = a);
+ BOOST_STATIC_CONSTANT(std::size_t, output_u = u);
+ BOOST_STATIC_CONSTANT(std::size_t, output_s = s);
+ BOOST_STATIC_CONSTANT(UIntType, output_b = b);
+ BOOST_STATIC_CONSTANT(std::size_t, output_t = t);
+ BOOST_STATIC_CONSTANT(UIntType, output_c = c);
+ BOOST_STATIC_CONSTANT(std::size_t, output_l = l);
+
+ // old Boost.Random concept requirements
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+
+ /**
+ * Constructs a @c mersenne_twister_engine and calls @c seed().
+ */
+ mersenne_twister_engine() { seed(); }
+
+ /**
+ * Constructs a @c mersenne_twister_engine and calls @c seed(value).
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine,
+ UIntType, value)
+ { seed(value); }
+ template<class It> mersenne_twister_engine(It& first, It last)
+ { seed(first,last); }
+
+ /**
+ * Constructs a mersenne_twister_engine and calls @c seed(gen).
+ *
+ * @xmlnote
+ * The copy constructor will always be preferred over
+ * the templated constructor.
+ * @endxmlnote
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Calls @c seed(default_seed). */
+ void seed() { seed(default_seed); }
+
+ /**
+ * Sets the state x(0) to v mod 2w. Then, iteratively,
+ * sets x(i) to
+ * (i + f * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup>
+ * for i = 1 .. n-1. x(n) is the first value to be returned by operator().
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister_engine, UIntType, value)
+ {
+ // New seeding algorithm from
+ // http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
+ // In the previous versions, MSBs of the seed affected only MSBs of the
+ // state x[].
+ const UIntType mask = (max)();
+ x[0] = value & mask;
+ for (i = 1; i < n; i++) {
+ // See Knuth "The Art of Computer Programming"
+ // Vol. 2, 3rd ed., page 106
+ x[i] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
+ }
+ }
+
+ /**
+ * Seeds a mersenne_twister_engine using values produced by seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(mersenne_twister_engine, SeeqSeq, seq)
+ {
+ detail::seed_array_int<w>(seq, x);
+ i = n;
+
+ // fix up the state if it's all zeroes.
+ if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
+ for(std::size_t j = 1; j < n; ++j) {
+ if(x[j] != 0) return;
+ }
+ x[0] = static_cast<UIntType>(1) << (w-1);
+ }
+ }
+
+ /** Sets the state of the generator using values from an iterator range. */
+ template<class It>
+ void seed(It& first, It last)
+ {
+ detail::fill_array_int<w>(first, last, x);
+ i = n;
+
+ // fix up the state if it's all zeroes.
+ if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
+ for(std::size_t j = 1; j < n; ++j) {
+ if(x[j] != 0) return;
+ }
+ x[0] = static_cast<UIntType>(1) << (w-1);
+ }
+ }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 0; }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return boost::low_bits_mask_t<w>::sig_bits; }
+
+ /** Produces the next value of the generator. */
+ result_type operator()();
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /**
+ * Advances the state of the generator by @c z steps. Equivalent to
+ *
+ * @code
+ * for(unsigned long long i = 0; i < z; ++i) {
+ * gen();
+ * }
+ * @endcode
+ */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes a mersenne_twister_engine to a @c std::ostream */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const mersenne_twister_engine& mt)
+ {
+ mt.print(os);
+ return os;
+ }
+
+ /** Reads a mersenne_twister_engine from a @c std::istream */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ mersenne_twister_engine& mt)
+ {
+ for(std::size_t j = 0; j < mt.state_size; ++j)
+ is >> mt.x[j] >> std::ws;
+ // MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template
+ // value parameter "n" available from the class template scope, so use
+ // the static constant with the same value
+ mt.i = mt.state_size;
+ return is;
+ }
+#endif
+
+ /**
+ * Returns true if the two generators are in the same state,
+ * and will thus produce identical sequences.
+ */
+ friend bool operator==(const mersenne_twister_engine& x,
+ const mersenne_twister_engine& y)
+ {
+ if(x.i < y.i) return x.equal_imp(y);
+ else return y.equal_imp(x);
+ }
+
+ /**
+ * Returns true if the two generators are in different states.
+ */
+ friend bool operator!=(const mersenne_twister_engine& x,
+ const mersenne_twister_engine& y)
+ { return !(x == y); }
+
+private:
+ /// \cond show_private
+
+ void twist();
+
+ /**
+ * Does the work of operator==. This is in a member function
+ * for portability. Some compilers, such as msvc 7.1 and
+ * Sun CC 5.10 can't access template parameters or static
+ * members of the class from inline friend functions.
+ *
+ * requires i <= other.i
+ */
+ bool equal_imp(const mersenne_twister_engine& other) const
+ {
+ UIntType back[n];
+ std::size_t offset = other.i - i;
+ for(std::size_t j = 0; j + offset < n; ++j)
+ if(x[j] != other.x[j+offset])
+ return false;
+ rewind(&back[n-1], offset);
+ for(std::size_t j = 0; j < offset; ++j)
+ if(back[j + n - offset] != other.x[j])
+ return false;
+ return true;
+ }
+
+ /**
+ * Does the work of operator<<. This is in a member function
+ * for portability.
+ */
+ template<class CharT, class Traits>
+ void print(std::basic_ostream<CharT, Traits>& os) const
+ {
+ UIntType data[n];
+ for(std::size_t j = 0; j < i; ++j) {
+ data[j + n - i] = x[j];
+ }
+ if(i != n) {
+ rewind(&data[n - i - 1], n - i);
+ }
+ os << data[0];
+ for(std::size_t j = 1; j < n; ++j) {
+ os << ' ' << data[j];
+ }
+ }
+
+ /**
+ * Copies z elements of the state preceding x[0] into
+ * the array whose last element is last.
+ */
+ void rewind(UIntType* last, std::size_t z) const
+ {
+ const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
+ const UIntType lower_mask = ~upper_mask;
+ UIntType y0 = x[m-1] ^ x[n-1];
+ if(y0 & (static_cast<UIntType>(1) << (w-1))) {
+ y0 = ((y0 ^ a) << 1) | 1;
+ } else {
+ y0 = y0 << 1;
+ }
+ for(std::size_t sz = 0; sz < z; ++sz) {
+ UIntType y1 =
+ rewind_find(last, sz, m-1) ^ rewind_find(last, sz, n-1);
+ if(y1 & (static_cast<UIntType>(1) << (w-1))) {
+ y1 = ((y1 ^ a) << 1) | 1;
+ } else {
+ y1 = y1 << 1;
+ }
+ *(last - sz) = (y0 & upper_mask) | (y1 & lower_mask);
+ y0 = y1;
+ }
+ }
+
+ /**
+ * Given a pointer to the last element of the rewind array,
+ * and the current size of the rewind array, finds an element
+ * relative to the next available slot in the rewind array.
+ */
+ UIntType
+ rewind_find(UIntType* last, std::size_t size, std::size_t j) const
+ {
+ std::size_t index = (j + n - size + n - 1) % n;
+ if(index < n - size) {
+ return x[index];
+ } else {
+ return *(last - (n - 1 - index));
+ }
+ }
+
+ /// \endcond
+
+ // state representation: next output is o(x(i))
+ // x[0] ... x[k] x[k+1] ... x[n-1] represents
+ // x(i-k) ... x(i) x(i+1) ... x(i-k+n-1)
+
+ UIntType x[n];
+ std::size_t i;
+};
+
+/// \cond show_private
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+#define BOOST_RANDOM_MT_DEFINE_CONSTANT(type, name) \
+template<class UIntType, std::size_t w, std::size_t n, std::size_t m, \
+ std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, \
+ UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f> \
+const type mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::name
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, word_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, state_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, shift_size);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, mask_bits);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, xor_mask);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_u);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_d);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_s);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_b);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_t);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_c);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_l);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, initialization_multiplier);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, default_seed);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, parameter_a);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_u );
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_s);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_b);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_t);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_c);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_l);
+BOOST_RANDOM_MT_DEFINE_CONSTANT(bool, has_fixed_range);
+#undef BOOST_RANDOM_MT_DEFINE_CONSTANT
+#endif
+
+template<class UIntType,
+ std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+ UIntType a, std::size_t u, UIntType d, std::size_t s,
+ UIntType b, std::size_t t,
+ UIntType c, std::size_t l, UIntType f>
+void
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist()
+{
+ const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
+ const UIntType lower_mask = ~upper_mask;
+
+ const std::size_t unroll_factor = 6;
+ const std::size_t unroll_extra1 = (n-m) % unroll_factor;
+ const std::size_t unroll_extra2 = (m-1) % unroll_factor;
+
+ // split loop to avoid costly modulo operations
+ { // extra scope for MSVC brokenness w.r.t. for scope
+ for(std::size_t j = 0; j < n-m-unroll_extra1; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ {
+ for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) {
+ UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
+ x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
+ }
+ }
+ // last iteration
+ UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask);
+ x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a);
+ i = 0;
+}
+/// \endcond
+
+template<class UIntType,
+ std::size_t w, std::size_t n, std::size_t m, std::size_t r,
+ UIntType a, std::size_t u, UIntType d, std::size_t s,
+ UIntType b, std::size_t t,
+ UIntType c, std::size_t l, UIntType f>
+inline typename
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
+mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()()
+{
+ if(i == n)
+ twist();
+ // Step 4
+ UIntType z = x[i];
+ ++i;
+ z ^= ((z >> u) & d);
+ z ^= ((z << s) & b);
+ z ^= ((z << t) & c);
+ z ^= (z >> l);
+ return z;
+}
+
+/**
+ * The specializations \mt11213b and \mt19937 are from
+ *
+ * @blockquote
+ * "Mersenne Twister: A 623-dimensionally equidistributed
+ * uniform pseudo-random number generator", Makoto Matsumoto
+ * and Takuji Nishimura, ACM Transactions on Modeling and
+ * Computer Simulation: Special Issue on Uniform Random Number
+ * Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
+ * @endblockquote
+ */
+typedef mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7,
+ 11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b;
+
+/**
+ * The specializations \mt11213b and \mt19937 are from
+ *
+ * @blockquote
+ * "Mersenne Twister: A 623-dimensionally equidistributed
+ * uniform pseudo-random number generator", Makoto Matsumoto
+ * and Takuji Nishimura, ACM Transactions on Modeling and
+ * Computer Simulation: Special Issue on Uniform Random Number
+ * Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
+ * @endblockquote
+ */
+typedef mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df,
+ 11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937;
+
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+typedef mersenne_twister_engine<uint64_t,64,312,156,31,
+ UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17,
+ UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43,
+ UINT64_C(6364136223846793005)> mt19937_64;
+#endif
+
+/// \cond show_deprecated
+
+template<class UIntType,
+ int w, int n, int m, int r,
+ UIntType a, int u, std::size_t s,
+ UIntType b, int t,
+ UIntType c, int l, UIntType v>
+class mersenne_twister :
+ public mersenne_twister_engine<UIntType,
+ w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253>
+{
+ typedef mersenne_twister_engine<UIntType,
+ w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> base_type;
+public:
+ mersenne_twister() {}
+ BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Gen, gen)
+ { seed(gen); }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, val)
+ { seed(val); }
+ template<class It>
+ mersenne_twister(It& first, It last) : base_type(first, last) {}
+ void seed() { base_type::seed(); }
+ BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Gen, gen)
+ {
+ detail::generator_seed_seq<Gen> seq(gen);
+ base_type::seed(seq);
+ }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, val)
+ { base_type::seed(val); }
+ template<class It>
+ void seed(It& first, It last) { base_type::seed(first, last); }
+};
+
+/// \endcond
+
+} // namespace random
+
+using random::mt11213b;
+using random::mt19937;
+using random::mt19937_64;
+
+} // namespace boost
+
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt11213b)
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937)
+BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937_64)
+
+#endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP
diff --git a/boost/random/negative_binomial_distribution.hpp b/boost/random/negative_binomial_distribution.hpp
new file mode 100644
index 0000000..23b657f
--- /dev/null
+++ b/boost/random/negative_binomial_distribution.hpp
@@ -0,0 +1,220 @@
+/* boost random/negative_binomial_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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: negative_binomial_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
+
+#include <iosfwd>
+
+#include <boost/limits.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/gamma_distribution.hpp>
+#include <boost/random/poisson_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The negative binomial distribution is an integer valued
+ * distribution with two parameters, @c k and @c p. The
+ * distribution produces non-negative values.
+ *
+ * The distribution function is
+ * \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
+ *
+ * This implementation uses a gamma-poisson mixture.
+ */
+template<class IntType = int, class RealType = double>
+class negative_binomial_distribution {
+public:
+ typedef IntType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef negative_binomial_distribution distribution_type;
+ /**
+ * Construct a param_type object. @c k and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: k >=0 && 0 <= p <= 1
+ */
+ explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
+ : _k(k_arg), _p(p_arg)
+ {}
+ /** Returns the @c k parameter of the distribution. */
+ IntType k() const { return _k; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._p << " " << parm._k;
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
+ {
+ is >> parm._p >> std::ws >> parm._k;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._k == rhs._k && lhs._p == rhs._p;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ IntType _k;
+ RealType _p;
+ };
+
+ /**
+ * Construct a @c negative_binomial_distribution object. @c k and @c p
+ * are the parameters of the distribution.
+ *
+ * Requires: k >=0 && 0 <= p <= 1
+ */
+ explicit negative_binomial_distribution(IntType k_arg = 1,
+ RealType p_arg = RealType(0.5))
+ : _k(k_arg), _p(p_arg)
+ {}
+
+ /**
+ * Construct an @c negative_binomial_distribution object from the
+ * parameters.
+ */
+ explicit negative_binomial_distribution(const param_type& parm)
+ : _k(parm.k()), _p(parm.p())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * negative binomial distribution.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng) const
+ {
+ gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
+ poisson_distribution<IntType, RealType> poisson(gamma(urng));
+ return poisson(urng);
+ }
+
+ /**
+ * Returns a random variate distributed according to the negative
+ * binomial distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng, const param_type& parm) const
+ {
+ return negative_binomial_distribution(parm)(urng);
+ }
+
+ /** Returns the @c k parameter of the distribution. */
+ IntType k() const { return _k; }
+ /** Returns the @c p parameter of the distribution. */
+ RealType p() const { return _p; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
+ /** Returns the largest value that the distribution can produce. */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
+ { return (std::numeric_limits<IntType>::max)(); }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_k, _p); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _k = parm.k();
+ _p = parm.p();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const negative_binomial_distribution& bd)
+ {
+ os << bd.param();
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is,
+ negative_binomial_distribution& bd)
+ {
+ bd.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const negative_binomial_distribution& lhs,
+ const negative_binomial_distribution& rhs)
+ {
+ return lhs._k == rhs._k && lhs._p == rhs._p;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const negative_binomial_distribution& lhs,
+ const negative_binomial_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond \show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ // parameters
+ IntType _k;
+ RealType _p;
+
+ /// @endcond
+};
+
+}
+
+}
+
+#endif
diff --git a/boost/random/normal_distribution.hpp b/boost/random/normal_distribution.hpp
new file mode 100644
index 0000000..9515fb3
--- /dev/null
+++ b/boost/random/normal_distribution.hpp
@@ -0,0 +1,223 @@
+/* boost random/normal_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010-2011
+ * 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: normal_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
+#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <istream>
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+// deterministic Box-Muller method, uses trigonometric functions
+
+/**
+ * Instantiations of class template normal_distribution model a
+ * \random_distribution. Such a distribution produces random numbers
+ * @c x distributed with probability density function
+ * \f$\displaystyle p(x) =
+ * \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}
+ * \f$,
+ * where mean and sigma are the parameters of the distribution.
+ */
+template<class RealType = double>
+class normal_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+
+ class param_type {
+ public:
+ typedef normal_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type with a given mean and
+ * standard deviation.
+ *
+ * Requires: sigma >= 0
+ */
+ explicit param_type(RealType mean_arg = RealType(0.0),
+ RealType sigma_arg = RealType(1.0))
+ : _mean(mean_arg),
+ _sigma(sigma_arg)
+ {}
+
+ /** Returns the mean of the distribution. */
+ RealType mean() const { return _mean; }
+
+ /** Returns the standand deviation of the distribution. */
+ RealType sigma() const { return _sigma; }
+
+ /** Writes a @c param_type to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ { os << parm._mean << " " << parm._sigma ; return os; }
+
+ /** Reads a @c param_type from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ { is >> parm._mean >> std::ws >> parm._sigma; return is; }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._mean == rhs._mean && lhs._sigma == rhs._sigma; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _mean;
+ RealType _sigma;
+ };
+
+ /**
+ * Constructs a @c normal_distribution object. @c mean and @c sigma are
+ * the parameters for the distribution.
+ *
+ * Requires: sigma >= 0
+ */
+ explicit normal_distribution(const RealType& mean_arg = RealType(0.0),
+ const RealType& sigma_arg = RealType(1.0))
+ : _mean(mean_arg), _sigma(sigma_arg),
+ _r1(0), _r2(0), _cached_rho(0), _valid(false)
+ {
+ BOOST_ASSERT(_sigma >= RealType(0));
+ }
+
+ /**
+ * Constructs a @c normal_distribution object from its parameters.
+ */
+ explicit normal_distribution(const param_type& parm)
+ : _mean(parm.mean()), _sigma(parm.sigma()),
+ _r1(0), _r2(0), _cached_rho(0), _valid(false)
+ {}
+
+ /** Returns the mean of the distribution. */
+ RealType mean() const { return _mean; }
+ /** Returns the standard deviation of the distribution. */
+ RealType sigma() const { return _sigma; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return -std::numeric_limits<RealType>::infinity(); }
+ /** 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(_mean, _sigma); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _mean = parm.mean();
+ _sigma = parm.sigma();
+ _valid = false;
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _valid = false; }
+
+ /** Returns a normal variate. */
+ template<class Engine>
+ result_type operator()(Engine& eng)
+ {
+ using std::sqrt;
+ using std::log;
+ using std::sin;
+ using std::cos;
+
+ if(!_valid) {
+ _r1 = boost::uniform_01<RealType>()(eng);
+ _r2 = boost::uniform_01<RealType>()(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;
+ }
+
+ /** Returns a normal variate with parameters specified by @c param. */
+ template<class URNG>
+ result_type operator()(URNG& urng, const param_type& parm)
+ {
+ return normal_distribution(parm)(urng);
+ }
+
+ /** Writes a @c normal_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, normal_distribution, nd)
+ {
+ os << nd._mean << " " << nd._sigma << " "
+ << nd._valid << " " << nd._cached_rho << " " << nd._r1;
+ return os;
+ }
+
+ /** Reads a @c normal_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(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;
+ }
+
+ /**
+ * Returns true if the two instances of @c normal_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(normal_distribution, lhs, rhs)
+ {
+ return lhs._mean == rhs._mean && lhs._sigma == rhs._sigma
+ && lhs._valid == rhs._valid
+ && (!lhs._valid || (lhs._r1 == rhs._r1 && lhs._r2 == rhs._r2));
+ }
+
+ /**
+ * Returns true if the two instances of @c normal_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(normal_distribution)
+
+private:
+ RealType _mean, _sigma;
+ RealType _r1, _r2, _cached_rho;
+ bool _valid;
+
+};
+
+} // namespace random
+
+using random::normal_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
diff --git a/boost/random/piecewise_constant_distribution.hpp b/boost/random/piecewise_constant_distribution.hpp
new file mode 100644
index 0000000..30339c0
--- /dev/null
+++ b/boost/random/piecewise_constant_distribution.hpp
@@ -0,0 +1,466 @@
+/* boost random/piecewise_constant_distribution.hpp header file
+ *
+ * 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: piecewise_constant_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
+
+#include <vector>
+#include <numeric>
+#include <boost/assert.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/random/discrete_distribution.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/vector_io.hpp>
+
+#ifndef BOOST_NO_INITIALIZER_LISTS
+#include <initializer_list>
+#endif
+
+#include <boost/range/begin.hpp>
+#include <boost/range/end.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The class @c piecewise_constant_distribution models a \random_distribution.
+ */
+template<class RealType = double, class WeightType = double>
+class piecewise_constant_distribution {
+public:
+ typedef std::size_t input_type;
+ typedef RealType result_type;
+
+ class param_type {
+ public:
+
+ typedef piecewise_constant_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type object, representing a distribution
+ * that produces values uniformly distributed in the range [0, 1).
+ */
+ param_type()
+ {
+ _weights.push_back(WeightType(1));
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ }
+ /**
+ * Constructs a @c param_type object from two iterator ranges
+ * containing the interval boundaries and the interval weights.
+ * If there are less than two boundaries, then this is equivalent to
+ * the default constructor and creates a single interval, [0, 1).
+ *
+ * The values of the interval boundaries must be strictly
+ * increasing, and the number of weights must be one less than
+ * the number of interval boundaries. If there are extra
+ * weights, they are ignored.
+ */
+ template<class IntervalIter, class WeightIter>
+ param_type(IntervalIter intervals_first, IntervalIter intervals_last,
+ WeightIter weight_first)
+ : _intervals(intervals_first, intervals_last)
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ _weights.push_back(WeightType(1));
+ } else {
+ _weights.reserve(_intervals.size() - 1);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ _weights.push_back(*weight_first++);
+ }
+ }
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * Constructs a @c param_type object from an
+ * initializer_list containing the interval boundaries
+ * and a unary function specifying the weights. Each
+ * weight is determined by calling the function at the
+ * midpoint of the corresponding interval.
+ *
+ * If the initializer_list contains less than two elements,
+ * this is equivalent to the default constructor and the
+ * distribution will produce values uniformly distributed
+ * in the range [0, 1).
+ */
+ template<class T, class F>
+ param_type(const std::initializer_list<T>& il, F f)
+ : _intervals(il.begin(), il.end())
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ _weights.push_back(WeightType(1));
+ } else {
+ _weights.reserve(_intervals.size() - 1);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
+ _weights.push_back(f(midpoint));
+ }
+ }
+ }
+#endif
+ /**
+ * Constructs a @c param_type object from Boost.Range
+ * ranges holding the interval boundaries and the weights. If
+ * there are less than two interval boundaries, this is equivalent
+ * to the default constructor and the distribution will produce
+ * values uniformly distributed in the range [0, 1). The
+ * number of weights must be one less than the number of
+ * interval boundaries.
+ */
+ template<class IntervalRange, class WeightRange>
+ param_type(const IntervalRange& intervals_arg,
+ const WeightRange& weights_arg)
+ : _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
+ _weights(boost::begin(weights_arg), boost::end(weights_arg))
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ _weights.push_back(WeightType(1));
+ }
+ }
+
+ /**
+ * Constructs the parameters for a distribution that approximates a
+ * function. The range of the distribution is [xmin, xmax). This
+ * range is divided into nw equally sized intervals and the weights
+ * are found by calling the unary function f on the midpoints of the
+ * intervals.
+ */
+ template<class F>
+ param_type(std::size_t nw, RealType xmin, RealType xmax, F f)
+ {
+ std::size_t n = (nw == 0) ? 1 : nw;
+ double delta = (xmax - xmin) / n;
+ BOOST_ASSERT(delta > 0);
+ for(std::size_t k = 0; k < n; ++k) {
+ _weights.push_back(f(xmin + k*delta + delta/2));
+ _intervals.push_back(xmin + k*delta);
+ }
+ _intervals.push_back(xmax);
+ }
+
+ /** Returns a vector containing the interval boundaries. */
+ std::vector<RealType> intervals() const { return _intervals; }
+
+ /**
+ * Returns a vector containing the probability densities
+ * over all the intervals of the distribution.
+ */
+ std::vector<RealType> densities() const
+ {
+ RealType sum = std::accumulate(_weights.begin(), _weights.end(),
+ static_cast<RealType>(0));
+ std::vector<RealType> result;
+ result.reserve(_weights.size());
+ for(std::size_t i = 0; i < _weights.size(); ++i) {
+ RealType width = _intervals[i + 1] - _intervals[i];
+ result.push_back(_weights[i] / (sum * width));
+ }
+ return result;
+ }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ detail::print_vector(os, parm._intervals);
+ detail::print_vector(os, parm._weights);
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ std::vector<RealType> new_intervals;
+ std::vector<WeightType> new_weights;
+ detail::read_vector(is, new_intervals);
+ detail::read_vector(is, new_weights);
+ if(is) {
+ parm._intervals.swap(new_intervals);
+ parm._weights.swap(new_weights);
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ {
+ return lhs._intervals == rhs._intervals
+ && lhs._weights == rhs._weights;
+ }
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+
+ friend class piecewise_constant_distribution;
+
+ std::vector<RealType> _intervals;
+ std::vector<WeightType> _weights;
+ };
+
+ /**
+ * Creates a new @c piecewise_constant_distribution with
+ * a single interval, [0, 1).
+ */
+ piecewise_constant_distribution()
+ {
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ }
+ /**
+ * Constructs a piecewise_constant_distribution from two iterator ranges
+ * containing the interval boundaries and the interval weights.
+ * If there are less than two boundaries, then this is equivalent to
+ * the default constructor and creates a single interval, [0, 1).
+ *
+ * The values of the interval boundaries must be strictly
+ * increasing, and the number of weights must be one less than
+ * the number of interval boundaries. If there are extra
+ * weights, they are ignored.
+ *
+ * For example,
+ *
+ * @code
+ * double intervals[] = { 0.0, 1.0, 4.0 };
+ * double weights[] = { 1.0, 1.0 };
+ * piecewise_constant_distribution<> dist(
+ * &intervals[0], &intervals[0] + 3, &weights[0]);
+ * @endcode
+ *
+ * The distribution has a 50% chance of producing a
+ * value between 0 and 1 and a 50% chance of producing
+ * a value between 1 and 4.
+ */
+ template<class IntervalIter, class WeightIter>
+ piecewise_constant_distribution(IntervalIter first_interval,
+ IntervalIter last_interval,
+ WeightIter first_weight)
+ : _intervals(first_interval, last_interval)
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ } else {
+ std::vector<WeightType> actual_weights;
+ actual_weights.reserve(_intervals.size() - 1);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ actual_weights.push_back(*first_weight++);
+ }
+ typedef discrete_distribution<std::size_t, WeightType> bins_type;
+ typename bins_type::param_type bins_param(actual_weights);
+ _bins.param(bins_param);
+ }
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * Constructs a piecewise_constant_distribution from an
+ * initializer_list containing the interval boundaries
+ * and a unary function specifying the weights. Each
+ * weight is determined by calling the function at the
+ * midpoint of the corresponding interval.
+ *
+ * If the initializer_list contains less than two elements,
+ * this is equivalent to the default constructor and the
+ * distribution will produce values uniformly distributed
+ * in the range [0, 1).
+ */
+ template<class T, class F>
+ piecewise_constant_distribution(std::initializer_list<T> il, F f)
+ : _intervals(il.begin(), il.end())
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ } else {
+ std::vector<WeightType> actual_weights;
+ actual_weights.reserve(_intervals.size() - 1);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
+ actual_weights.push_back(f(midpoint));
+ }
+ typedef discrete_distribution<std::size_t, WeightType> bins_type;
+ typename bins_type::param_type bins_param(actual_weights);
+ _bins.param(bins_param);
+ }
+ }
+#endif
+ /**
+ * Constructs a piecewise_constant_distribution from Boost.Range
+ * ranges holding the interval boundaries and the weights. If
+ * there are less than two interval boundaries, this is equivalent
+ * to the default constructor and the distribution will produce
+ * values uniformly distributed in the range [0, 1). The
+ * number of weights must be one less than the number of
+ * interval boundaries.
+ */
+ template<class IntervalsRange, class WeightsRange>
+ piecewise_constant_distribution(const IntervalsRange& intervals_arg,
+ const WeightsRange& weights_arg)
+ : _bins(weights_arg),
+ _intervals(boost::begin(intervals_arg), boost::end(intervals_arg))
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ }
+ }
+ /**
+ * Constructs a piecewise_constant_distribution that approximates a
+ * function. The range of the distribution is [xmin, xmax). This
+ * range is divided into nw equally sized intervals and the weights
+ * are found by calling the unary function f on the midpoints of the
+ * intervals.
+ */
+ template<class F>
+ piecewise_constant_distribution(std::size_t nw,
+ RealType xmin,
+ RealType xmax,
+ F f)
+ : _bins(nw, xmin, xmax, f)
+ {
+ if(nw == 0) { nw = 1; }
+ RealType delta = (xmax - xmin) / nw;
+ _intervals.reserve(nw + 1);
+ for(std::size_t i = 0; i < nw; ++i) {
+ _intervals.push_back(xmin + i * delta);
+ }
+ _intervals.push_back(xmax);
+ }
+ /**
+ * Constructs a piecewise_constant_distribution from its parameters.
+ */
+ explicit piecewise_constant_distribution(const param_type& parm)
+ : _bins(parm._weights),
+ _intervals(parm._intervals)
+ {
+ }
+
+ /**
+ * Returns a value distributed according to the parameters of the
+ * piecewist_constant_distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng) const
+ {
+ std::size_t i = _bins(urng);
+ return uniform_real<RealType>(_intervals[i], _intervals[i+1])(urng);
+ }
+
+ /**
+ * Returns a value distributed according to the parameters
+ * specified by param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return piecewise_constant_distribution(parm)(urng);
+ }
+
+ /** Returns the smallest value that the distribution can produce. */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return _intervals.front(); }
+ /** Returns the largest value that the distribution can produce. */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return _intervals.back(); }
+
+ /**
+ * Returns a vector containing the probability density
+ * over each interval.
+ */
+ std::vector<RealType> densities() const
+ {
+ std::vector<RealType> result(_bins.probabilities());
+ for(std::size_t i = 0; i < result.size(); ++i) {
+ result[i] /= (_intervals[i+1] - _intervals[i]);
+ }
+ return(result);
+ }
+ /** Returns a vector containing the interval boundaries. */
+ std::vector<RealType> intervals() const { return _intervals; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const
+ {
+ return param_type(_intervals, _bins.probabilities());
+ }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ std::vector<RealType> new_intervals(parm._intervals);
+ typedef discrete_distribution<std::size_t, RealType> bins_type;
+ typename bins_type::param_type bins_param(parm._weights);
+ _bins.param(bins_param);
+ _intervals.swap(new_intervals);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _bins.reset(); }
+
+ /** Writes a distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(
+ os, piecewise_constant_distribution, pcd)
+ {
+ os << pcd.param();
+ return os;
+ }
+
+ /** Reads a distribution from a @c std::istream */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(
+ is, piecewise_constant_distribution, pcd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ pcd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will return the
+ * same sequence of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(
+ piecewise_constant_distribution, lhs, rhs)
+ {
+ return lhs._bins == rhs._bins && lhs._intervals == rhs._intervals;
+ }
+ /**
+ * Returns true if the two distributions may return different
+ * sequences of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(piecewise_constant_distribution)
+
+private:
+ discrete_distribution<std::size_t, WeightType> _bins;
+ std::vector<RealType> _intervals;
+};
+
+}
+}
+
+#endif
diff --git a/boost/random/piecewise_linear_distribution.hpp b/boost/random/piecewise_linear_distribution.hpp
new file mode 100644
index 0000000..7e67f7d
--- /dev/null
+++ b/boost/random/piecewise_linear_distribution.hpp
@@ -0,0 +1,530 @@
+/* boost random/piecewise_linear_distribution.hpp header file
+ *
+ * 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: piecewise_linear_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_PIECEWISE_LINEAR_DISTRIBUTION_HPP_INCLUDED
+#define BOOST_RANDOM_PIECEWISE_LINEAR_DISTRIBUTION_HPP_INCLUDED
+
+#include <vector>
+#include <algorithm>
+#include <cmath>
+#include <cstdlib>
+#include <boost/assert.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/random/discrete_distribution.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/vector_io.hpp>
+
+#ifndef BOOST_NO_INITIALIZER_LISTS
+#include <initializer_list>
+#endif
+
+#include <boost/range/begin.hpp>
+#include <boost/range/end.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The class @c piecewise_linear_distribution models a \random_distribution.
+ */
+template<class RealType = double>
+class piecewise_linear_distribution {
+public:
+ typedef std::size_t input_type;
+ typedef RealType result_type;
+
+ class param_type {
+ public:
+
+ typedef piecewise_linear_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type object, representing a distribution
+ * that produces values uniformly distributed in the range [0, 1).
+ */
+ param_type()
+ {
+ _weights.push_back(RealType(1));
+ _weights.push_back(RealType(1));
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ }
+ /**
+ * Constructs a @c param_type object from two iterator ranges
+ * containing the interval boundaries and weights at the boundaries.
+ * If there are fewer than two boundaries, then this is equivalent to
+ * the default constructor and the distribution will produce values
+ * uniformly distributed in the range [0, 1).
+ *
+ * The values of the interval boundaries must be strictly
+ * increasing, and the number of weights must be the same as
+ * the number of interval boundaries. If there are extra
+ * weights, they are ignored.
+ */
+ template<class IntervalIter, class WeightIter>
+ param_type(IntervalIter intervals_first, IntervalIter intervals_last,
+ WeightIter weight_first)
+ : _intervals(intervals_first, intervals_last)
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _weights.push_back(RealType(1));
+ _weights.push_back(RealType(1));
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ } else {
+ _weights.reserve(_intervals.size());
+ for(std::size_t i = 0; i < _intervals.size(); ++i) {
+ _weights.push_back(*weight_first++);
+ }
+ }
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * Constructs a @c param_type object from an initializer_list
+ * containing the interval boundaries and a unary function
+ * specifying the weights at the boundaries. Each weight is
+ * determined by calling the function at the corresponding point.
+ *
+ * If the initializer_list contains fewer than two elements,
+ * this is equivalent to the default constructor and the
+ * distribution will produce values uniformly distributed
+ * in the range [0, 1).
+ */
+ template<class T, class F>
+ param_type(const std::initializer_list<T>& il, F f)
+ : _intervals(il.begin(), il.end())
+ {
+ if(_intervals.size() < 2) {
+ _intervals.clear();
+ _weights.push_back(RealType(1));
+ _weights.push_back(RealType(1));
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ } else {
+ _weights.reserve(_intervals.size());
+ for(typename std::vector<RealType>::const_iterator
+ iter = _intervals.begin(), end = _intervals.end();
+ iter != end; ++iter)
+ {
+ _weights.push_back(f(*iter));
+ }
+ }
+ }
+#endif
+ /**
+ * Constructs a @c param_type object from Boost.Range ranges holding
+ * the interval boundaries and the weights at the boundaries. If
+ * there are fewer than two interval boundaries, this is equivalent
+ * to the default constructor and the distribution will produce
+ * values uniformly distributed in the range [0, 1). The
+ * number of weights must be equal to the number of
+ * interval boundaries.
+ */
+ template<class IntervalRange, class WeightRange>
+ param_type(const IntervalRange& intervals_arg,
+ const WeightRange& weights_arg)
+ : _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
+ _weights(boost::begin(weights_arg), boost::end(weights_arg))
+ {
+ if(_intervals.size() < 2) {
+ _weights.clear();
+ _weights.push_back(RealType(1));
+ _weights.push_back(RealType(1));
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ }
+ }
+
+ /**
+ * Constructs the parameters for a distribution that approximates a
+ * function. The range of the distribution is [xmin, xmax). This
+ * range is divided into nw equally sized intervals and the weights
+ * are found by calling the unary function f on the boundaries of the
+ * intervals.
+ */
+ template<class F>
+ param_type(std::size_t nw, RealType xmin, RealType xmax, F f)
+ {
+ std::size_t n = (nw == 0) ? 1 : nw;
+ double delta = (xmax - xmin) / n;
+ BOOST_ASSERT(delta > 0);
+ for(std::size_t k = 0; k < n; ++k) {
+ _weights.push_back(f(xmin + k*delta));
+ _intervals.push_back(xmin + k*delta);
+ }
+ _weights.push_back(f(xmax));
+ _intervals.push_back(xmax);
+ }
+
+ /** Returns a vector containing the interval boundaries. */
+ std::vector<RealType> intervals() const { return _intervals; }
+
+ /**
+ * Returns a vector containing the probability densities
+ * at all the interval boundaries.
+ */
+ std::vector<RealType> densities() const
+ {
+ RealType sum = static_cast<RealType>(0);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ RealType width = _intervals[i + 1] - _intervals[i];
+ sum += (_weights[i] + _weights[i + 1]) * width / 2;
+ }
+ std::vector<RealType> result;
+ result.reserve(_weights.size());
+ for(typename std::vector<RealType>::const_iterator
+ iter = _weights.begin(), end = _weights.end();
+ iter != end; ++iter)
+ {
+ result.push_back(*iter / sum);
+ }
+ return result;
+ }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ detail::print_vector(os, parm._intervals);
+ detail::print_vector(os, parm._weights);
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ std::vector<RealType> new_intervals;
+ std::vector<RealType> new_weights;
+ detail::read_vector(is, new_intervals);
+ detail::read_vector(is, new_weights);
+ if(is) {
+ parm._intervals.swap(new_intervals);
+ parm._weights.swap(new_weights);
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ {
+ return lhs._intervals == rhs._intervals
+ && lhs._weights == rhs._weights;
+ }
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ friend class piecewise_linear_distribution;
+
+ std::vector<RealType> _intervals;
+ std::vector<RealType> _weights;
+ };
+
+ /**
+ * Creates a new @c piecewise_linear_distribution that
+ * produces values uniformly distributed in the range [0, 1).
+ */
+ piecewise_linear_distribution()
+ {
+ default_init();
+ }
+ /**
+ * Constructs a piecewise_linear_distribution from two iterator ranges
+ * containing the interval boundaries and the weights at the boundaries.
+ * If there are fewer than two boundaries, then this is equivalent to
+ * the default constructor and creates a distribution that
+ * produces values uniformly distributed in the range [0, 1).
+ *
+ * The values of the interval boundaries must be strictly
+ * increasing, and the number of weights must be equal to
+ * the number of interval boundaries. If there are extra
+ * weights, they are ignored.
+ *
+ * For example,
+ *
+ * @code
+ * double intervals[] = { 0.0, 1.0, 2.0 };
+ * double weights[] = { 0.0, 1.0, 0.0 };
+ * piecewise_constant_distribution<> dist(
+ * &intervals[0], &intervals[0] + 3, &weights[0]);
+ * @endcode
+ *
+ * produces a triangle distribution.
+ */
+ template<class IntervalIter, class WeightIter>
+ piecewise_linear_distribution(IntervalIter first_interval,
+ IntervalIter last_interval,
+ WeightIter first_weight)
+ : _intervals(first_interval, last_interval)
+ {
+ if(_intervals.size() < 2) {
+ default_init();
+ } else {
+ _weights.reserve(_intervals.size());
+ for(std::size_t i = 0; i < _intervals.size(); ++i) {
+ _weights.push_back(*first_weight++);
+ }
+ init();
+ }
+ }
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /**
+ * Constructs a piecewise_linear_distribution from an
+ * initializer_list containing the interval boundaries
+ * and a unary function specifying the weights. Each
+ * weight is determined by calling the function at the
+ * corresponding interval boundary.
+ *
+ * If the initializer_list contains fewer than two elements,
+ * this is equivalent to the default constructor and the
+ * distribution will produce values uniformly distributed
+ * in the range [0, 1).
+ */
+ template<class T, class F>
+ piecewise_linear_distribution(std::initializer_list<T> il, F f)
+ : _intervals(il.begin(), il.end())
+ {
+ if(_intervals.size() < 2) {
+ default_init();
+ } else {
+ _weights.reserve(_intervals.size());
+ for(typename std::vector<RealType>::const_iterator
+ iter = _intervals.begin(), end = _intervals.end();
+ iter != end; ++iter)
+ {
+ _weights.push_back(f(*iter));
+ }
+ init();
+ }
+ }
+#endif
+ /**
+ * Constructs a piecewise_linear_distribution from Boost.Range
+ * ranges holding the interval boundaries and the weights. If
+ * there are fewer than two interval boundaries, this is equivalent
+ * to the default constructor and the distribution will produce
+ * values uniformly distributed in the range [0, 1). The
+ * number of weights must be equal to the number of
+ * interval boundaries.
+ */
+ template<class IntervalsRange, class WeightsRange>
+ piecewise_linear_distribution(const IntervalsRange& intervals_arg,
+ const WeightsRange& weights_arg)
+ : _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
+ _weights(boost::begin(weights_arg), boost::end(weights_arg))
+ {
+ if(_intervals.size() < 2) {
+ default_init();
+ } else {
+ init();
+ }
+ }
+ /**
+ * Constructs a piecewise_linear_distribution that approximates a
+ * function. The range of the distribution is [xmin, xmax). This
+ * range is divided into nw equally sized intervals and the weights
+ * are found by calling the unary function f on the interval boundaries.
+ */
+ template<class F>
+ piecewise_linear_distribution(std::size_t nw,
+ RealType xmin,
+ RealType xmax,
+ F f)
+ {
+ if(nw == 0) { nw = 1; }
+ RealType delta = (xmax - xmin) / nw;
+ _intervals.reserve(nw + 1);
+ for(std::size_t i = 0; i < nw; ++i) {
+ RealType x = xmin + i * delta;
+ _intervals.push_back(x);
+ _weights.push_back(f(x));
+ }
+ _intervals.push_back(xmax);
+ _weights.push_back(f(xmax));
+ init();
+ }
+ /**
+ * Constructs a piecewise_linear_distribution from its parameters.
+ */
+ explicit piecewise_linear_distribution(const param_type& parm)
+ : _intervals(parm._intervals),
+ _weights(parm._weights)
+ {
+ init();
+ }
+
+ /**
+ * Returns a value distributed according to the parameters of the
+ * piecewise_linear_distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng) const
+ {
+ std::size_t i = _bins(urng);
+ bool is_in_rectangle = (i % 2 == 0);
+ i = i / 2;
+ uniform_real<RealType> dist(_intervals[i], _intervals[i+1]);
+ if(is_in_rectangle) {
+ return dist(urng);
+ } else if(_weights[i] < _weights[i+1]) {
+ return (std::max)(dist(urng), dist(urng));
+ } else {
+ return (std::min)(dist(urng), dist(urng));
+ }
+ }
+
+ /**
+ * Returns a value distributed according to the parameters
+ * specified by param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return piecewise_linear_distribution(parm)(urng);
+ }
+
+ /** Returns the smallest value that the distribution can produce. */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return _intervals.front(); }
+ /** Returns the largest value that the distribution can produce. */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return _intervals.back(); }
+
+ /**
+ * Returns a vector containing the probability densities
+ * at the interval boundaries.
+ */
+ std::vector<RealType> densities() const
+ {
+ RealType sum = static_cast<RealType>(0);
+ for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
+ RealType width = _intervals[i + 1] - _intervals[i];
+ sum += (_weights[i] + _weights[i + 1]) * width / 2;
+ }
+ std::vector<RealType> result;
+ result.reserve(_weights.size());
+ for(typename std::vector<RealType>::const_iterator
+ iter = _weights.begin(), end = _weights.end();
+ iter != end; ++iter)
+ {
+ result.push_back(*iter / sum);
+ }
+ return result;
+ }
+ /** Returns a vector containing the interval boundaries. */
+ std::vector<RealType> intervals() const { return _intervals; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const
+ {
+ return param_type(_intervals, _weights);
+ }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ std::vector<RealType> new_intervals(parm._intervals);
+ std::vector<RealType> new_weights(parm._weights);
+ init(new_intervals, new_weights);
+ _intervals.swap(new_intervals);
+ _weights.swap(new_weights);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _bins.reset(); }
+
+ /** Writes a distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(
+ os, piecewise_linear_distribution, pld)
+ {
+ os << pld.param();
+ return os;
+ }
+
+ /** Reads a distribution from a @c std::istream */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(
+ is, piecewise_linear_distribution, pld)
+ {
+ param_type parm;
+ if(is >> parm) {
+ pld.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will return the
+ * same sequence of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(
+ piecewise_linear_distribution, lhs, rhs)
+ {
+ return lhs._intervals == rhs._intervals && lhs._weights == rhs._weights;
+ }
+ /**
+ * Returns true if the two distributions may return different
+ * sequences of values, when passed equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(piecewise_linear_distribution)
+
+private:
+
+ /// @cond \show_private
+
+ void init(const std::vector<RealType>& intervals_arg,
+ const std::vector<RealType>& weights_arg)
+ {
+ std::vector<RealType> bin_weights;
+ bin_weights.reserve((intervals_arg.size() - 1) * 2);
+ for(std::size_t i = 0; i < intervals_arg.size() - 1; ++i) {
+ RealType width = intervals_arg[i + 1] - intervals_arg[i];
+ RealType w1 = weights_arg[i];
+ RealType w2 = weights_arg[i + 1];
+ bin_weights.push_back((std::min)(w1, w2) * width);
+ bin_weights.push_back(std::abs(w1 - w2) * width / 2);
+ }
+ typedef discrete_distribution<std::size_t, RealType> bins_type;
+ typename bins_type::param_type bins_param(bin_weights);
+ _bins.param(bins_param);
+ }
+
+ void init()
+ {
+ init(_intervals, _weights);
+ }
+
+ void default_init()
+ {
+ _intervals.clear();
+ _intervals.push_back(RealType(0));
+ _intervals.push_back(RealType(1));
+ _weights.clear();
+ _weights.push_back(RealType(1));
+ _weights.push_back(RealType(1));
+ init();
+ }
+
+ discrete_distribution<std::size_t, RealType> _bins;
+ std::vector<RealType> _intervals;
+ std::vector<RealType> _weights;
+
+ /// @endcond
+};
+
+}
+}
+
+#endif
diff --git a/boost/random/poisson_distribution.hpp b/boost/random/poisson_distribution.hpp
new file mode 100644
index 0000000..c1eac37
--- /dev/null
+++ b/boost/random/poisson_distribution.hpp
@@ -0,0 +1,360 @@
+/* boost random/poisson_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * Copyright Steven Watanabe 2010
+ * 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: poisson_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
+#define BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <cstdlib>
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/detail/config.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+namespace detail {
+
+template<class RealType>
+struct poisson_table {
+ static RealType value[10];
+};
+
+template<class RealType>
+RealType poisson_table<RealType>::value[10] = {
+ 0.0,
+ 0.0,
+ 0.69314718055994529,
+ 1.7917594692280550,
+ 3.1780538303479458,
+ 4.7874917427820458,
+ 6.5792512120101012,
+ 8.5251613610654147,
+ 10.604602902745251,
+ 12.801827480081469
+};
+
+}
+
+/**
+ * An instantiation of the class template @c poisson_distribution is a
+ * model of \random_distribution. The poisson distribution has
+ * \f$p(i) = \frac{e^{-\lambda}\lambda^i}{i!}\f$
+ *
+ * This implementation is based on the PTRD algorithm described
+ *
+ * @blockquote
+ * "The transformed rejection method for generating Poisson random variables",
+ * Wolfgang Hormann, Insurance: Mathematics and Economics
+ * Volume 12, Issue 1, February 1993, Pages 39-45
+ * @endblockquote
+ */
+template<class IntType = int, class RealType = double>
+class poisson_distribution {
+public:
+ typedef IntType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef poisson_distribution distribution_type;
+ /**
+ * Construct a param_type object with the parameter "mean"
+ *
+ * Requires: mean > 0
+ */
+ explicit param_type(RealType mean_arg = RealType(1))
+ : _mean(mean_arg)
+ {
+ BOOST_ASSERT(_mean > 0);
+ }
+ /* Returns the "mean" parameter of the distribution. */
+ RealType mean() const { return _mean; }
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT, Traits>&
+ operator<<(std::basic_ostream<CharT, Traits>& os,
+ const param_type& parm)
+ {
+ os << parm._mean;
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT, Traits>&
+ operator>>(std::basic_istream<CharT, Traits>& is, param_type& parm)
+ {
+ is >> parm._mean;
+ return is;
+ }
+#endif
+ /** Returns true if the parameters have the same values. */
+ friend bool operator==(const param_type& lhs, const param_type& rhs)
+ {
+ return lhs._mean == rhs._mean;
+ }
+ /** Returns true if the parameters have different values. */
+ friend bool operator!=(const param_type& lhs, const param_type& rhs)
+ {
+ return !(lhs == rhs);
+ }
+ private:
+ RealType _mean;
+ };
+
+ /**
+ * Constructs a @c poisson_distribution with the parameter @c mean.
+ *
+ * Requires: mean > 0
+ */
+ explicit poisson_distribution(RealType mean_arg = RealType(1))
+ : _mean(mean_arg)
+ {
+ BOOST_ASSERT(_mean > 0);
+ init();
+ }
+
+ /**
+ * Construct an @c poisson_distribution object from the
+ * parameters.
+ */
+ explicit poisson_distribution(const param_type& parm)
+ : _mean(parm.mean())
+ {
+ init();
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * poisson distribution.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng) const
+ {
+ if(use_inversion()) {
+ return invert(urng);
+ } else {
+ return generate(urng);
+ }
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * poisson distribution with parameters specified by param.
+ */
+ template<class URNG>
+ IntType operator()(URNG& urng, const param_type& parm) const
+ {
+ return poisson_distribution(parm)(urng);
+ }
+
+ /** Returns the "mean" parameter of the distribution. */
+ RealType mean() const { return _mean; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
+ /** Returns the largest value that the distribution can produce. */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
+ { return (std::numeric_limits<IntType>::max)(); }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_mean); }
+ /** Sets parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _mean = parm.mean();
+ init();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ /** Writes the parameters of the distribution to a @c std::ostream. */
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os,
+ const poisson_distribution& pd)
+ {
+ os << pd.param();
+ return os;
+ }
+
+ /** Reads the parameters of the distribution from a @c std::istream. */
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, poisson_distribution& pd)
+ {
+ pd.read(is);
+ return is;
+ }
+#endif
+
+ /** Returns true if the two distributions will produce the same
+ sequence of values, given equal generators. */
+ friend bool operator==(const poisson_distribution& lhs,
+ const poisson_distribution& rhs)
+ {
+ return lhs._mean == rhs._mean;
+ }
+ /** Returns true if the two distributions could produce different
+ sequences of values, given equal generators. */
+ friend bool operator!=(const poisson_distribution& lhs,
+ const poisson_distribution& rhs)
+ {
+ return !(lhs == rhs);
+ }
+
+private:
+
+ /// @cond show_private
+
+ template<class CharT, class Traits>
+ void read(std::basic_istream<CharT, Traits>& is) {
+ param_type parm;
+ if(is >> parm) {
+ param(parm);
+ }
+ }
+
+ bool use_inversion() const
+ {
+ return _mean < 10;
+ }
+
+ static RealType log_factorial(IntType k)
+ {
+ BOOST_ASSERT(k >= 0);
+ BOOST_ASSERT(k < 10);
+ return detail::poisson_table<RealType>::value[k];
+ }
+
+ void init()
+ {
+ using std::sqrt;
+ using std::exp;
+
+ if(use_inversion()) {
+ _exp_mean = exp(-_mean);
+ } else {
+ _ptrd.smu = sqrt(_mean);
+ _ptrd.b = 0.931 + 2.53 * _ptrd.smu;
+ _ptrd.a = -0.059 + 0.02483 * _ptrd.b;
+ _ptrd.inv_alpha = 1.1239 + 1.1328 / (_ptrd.b - 3.4);
+ _ptrd.v_r = 0.9277 - 3.6224 / (_ptrd.b - 2);
+ }
+ }
+
+ template<class URNG>
+ IntType generate(URNG& urng) const
+ {
+ using std::floor;
+ using std::abs;
+ using std::log;
+
+ while(true) {
+ RealType u;
+ RealType v = uniform_01<RealType>()(urng);
+ if(v <= 0.86 * _ptrd.v_r) {
+ u = v / _ptrd.v_r - 0.43;
+ return static_cast<IntType>(floor(
+ (2*_ptrd.a/(0.5-abs(u)) + _ptrd.b)*u + _mean + 0.445));
+ }
+
+ if(v >= _ptrd.v_r) {
+ u = uniform_01<RealType>()(urng) - 0.5;
+ } else {
+ u = v/_ptrd.v_r - 0.93;
+ u = ((u < 0)? -0.5 : 0.5) - u;
+ v = uniform_01<RealType>()(urng) * _ptrd.v_r;
+ }
+
+ RealType us = 0.5 - abs(u);
+ if(us < 0.013 && v > us) {
+ continue;
+ }
+
+ RealType k = floor((2*_ptrd.a/us + _ptrd.b)*u+_mean+0.445);
+ v = v*_ptrd.inv_alpha/(_ptrd.a/(us*us) + _ptrd.b);
+
+ RealType log_sqrt_2pi = 0.91893853320467267;
+
+ if(k >= 10) {
+ if(log(v*_ptrd.smu) <= (k + 0.5)*log(_mean/k)
+ - _mean
+ - log_sqrt_2pi
+ + k
+ - (1/12. - (1/360. - 1/(1260.*k*k))/(k*k))/k) {
+ return static_cast<IntType>(k);
+ }
+ } else if(k >= 0) {
+ if(log(v) <= k*log(_mean)
+ - _mean
+ - log_factorial(static_cast<IntType>(k))) {
+ return static_cast<IntType>(k);
+ }
+ }
+ }
+ }
+
+ template<class URNG>
+ IntType invert(URNG& urng) const
+ {
+ RealType p = _exp_mean;
+ IntType x = 0;
+ RealType u = uniform_01<RealType>()(urng);
+ while(u > p) {
+ u = u - p;
+ ++x;
+ p = _mean * p / x;
+ }
+ return x;
+ }
+
+ RealType _mean;
+
+ union {
+ // for ptrd
+ struct {
+ RealType v_r;
+ RealType a;
+ RealType b;
+ RealType smu;
+ RealType inv_alpha;
+ } _ptrd;
+ // for inversion
+ RealType _exp_mean;
+ };
+
+ /// @endcond
+};
+
+} // namespace random
+
+using random::poisson_distribution;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
diff --git a/boost/random/random_device.hpp b/boost/random/random_device.hpp
new file mode 100644
index 0000000..6c9d872
--- /dev/null
+++ b/boost/random/random_device.hpp
@@ -0,0 +1,142 @@
+/* boost random/random_device.hpp header file
+ *
+ * Copyright Jens Maurer 2000
+ * Copyright Steven Watanabe 2010-2011
+ * 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)
+ *
+ * $Id: random_device.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2000-02-18 Portability fixes (thanks to Beman Dawes)
+ */
+
+// See http://www.boost.org/libs/random for documentation.
+
+
+#ifndef BOOST_RANDOM_RANDOM_DEVICE_HPP
+#define BOOST_RANDOM_RANDOM_DEVICE_HPP
+
+#include <string>
+#include <boost/config.hpp>
+#include <boost/noncopyable.hpp>
+#include <boost/random/detail/auto_link.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Class \random_device models a \nondeterministic_random_number_generator.
+ * It uses one or more implementation-defined stochastic processes to
+ * generate a sequence of uniformly distributed non-deterministic random
+ * numbers. For those environments where a non-deterministic random number
+ * generator is not available, class random_device must not be implemented. See
+ *
+ * @blockquote
+ * "Randomness Recommendations for Security", D. Eastlake, S. Crocker,
+ * J. Schiller, Network Working Group, RFC 1750, December 1994
+ * @endblockquote
+ *
+ * for further discussions.
+ *
+ * @xmlnote
+ * Some operating systems abstract the computer hardware enough
+ * to make it difficult to non-intrusively monitor stochastic processes.
+ * However, several do provide a special device for exactly this purpose.
+ * It seems to be impossible to emulate the functionality using Standard
+ * C++ only, so users should be aware that this class may not be available
+ * on all platforms.
+ * @endxmlnote
+ *
+ * <b>Implementation Note for Linux</b>
+ *
+ * On the Linux operating system, token is interpreted as a filesystem
+ * path. It is assumed that this path denotes an operating system
+ * pseudo-device which generates a stream of non-deterministic random
+ * numbers. The pseudo-device should never signal an error or end-of-file.
+ * Otherwise, @c std::ios_base::failure is thrown. By default,
+ * \random_device uses the /dev/urandom pseudo-device to retrieve
+ * the random numbers. Another option would be to specify the /dev/random
+ * pseudo-device, which blocks on reads if the entropy pool has no more
+ * random bits available.
+ *
+ * <b>Implementation Note for Windows</b>
+ *
+ * On the Windows operating system, token is interpreted as the name
+ * of a cryptographic service provider. By default \random_device uses
+ * MS_DEF_PROV.
+ *
+ * <b>Performance</b>
+ *
+ * The test program <a href="\boost/libs/random/performance/nondet_random_speed.cpp">
+ * nondet_random_speed.cpp</a> measures the execution times of the
+ * random_device.hpp implementation of the above algorithms in a tight
+ * loop. The performance has been evaluated on an
+ * Intel(R) Core(TM) i7 CPU Q 840 \@ 1.87GHz, 1867 Mhz with
+ * Visual C++ 2010, Microsoft Windows 7 Professional and with gcc 4.4.5,
+ * Ubuntu Linux 2.6.35-25-generic.
+ *
+ * <table cols="2">
+ * <tr><th>Platform</th><th>time per invocation [microseconds]</th></tr>
+ * <tr><td> Windows </td><td>2.9</td></tr>
+ * <tr><td> Linux </td><td>1.7</td></tr>
+ * </table>
+ *
+ * The measurement error is estimated at +/- 1 usec.
+ */
+class random_device : private noncopyable
+{
+public:
+ typedef unsigned int result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+ /** Returns the smallest value that the \random_device can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
+ /** Returns the largest value that the \random_device can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return ~0u; }
+
+ /** Constructs a @c random_device, optionally using the default device. */
+ BOOST_RANDOM_DECL random_device();
+ /**
+ * Constructs a @c random_device, optionally using the given token as an
+ * access specification (for example, a URL) to some implementation-defined
+ * service for monitoring a stochastic process.
+ */
+ BOOST_RANDOM_DECL explicit random_device(const std::string& token);
+
+ BOOST_RANDOM_DECL ~random_device();
+
+ /**
+ * Returns: An entropy estimate for the random numbers returned by
+ * operator(), in the range min() to log2( max()+1). A deterministic
+ * random number generator (e.g. a pseudo-random number engine)
+ * has entropy 0.
+ *
+ * Throws: Nothing.
+ */
+ BOOST_RANDOM_DECL double entropy() const;
+ /** Returns a random value in the range [min, max]. */
+ BOOST_RANDOM_DECL unsigned int operator()();
+
+ /** Fills a range with random 32-bit values. */
+ template<class Iter>
+ void generate(Iter begin, Iter end)
+ {
+ for(; begin != end; ++begin) {
+ *begin = (*this)();
+ }
+ }
+
+private:
+ class impl;
+ impl * pimpl;
+};
+
+} // namespace random
+
+using random::random_device;
+
+} // namespace boost
+
+#endif /* BOOST_RANDOM_RANDOM_DEVICE_HPP */
diff --git a/boost/random/random_number_generator.hpp b/boost/random/random_number_generator.hpp
new file mode 100644
index 0000000..f8eaf01
--- /dev/null
+++ b/boost/random/random_number_generator.hpp
@@ -0,0 +1,73 @@
+/* boost random/random_number_generator.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: random_number_generator.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
+#define BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
+
+#include <boost/assert.hpp>
+#include <boost/random/uniform_int_distribution.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template random_number_generator model a
+ * RandomNumberGenerator (std:25.2.11 [lib.alg.random.shuffle]). On
+ * each invocation, it returns a uniformly distributed integer in
+ * the range [0..n).
+ *
+ * The template parameter IntType shall denote some integer-like value type.
+ */
+template<class URNG, class IntType = long>
+class random_number_generator
+{
+public:
+ typedef URNG base_type;
+ typedef IntType argument_type;
+ typedef IntType result_type;
+ /**
+ * Constructs a random_number_generator functor with the given
+ * \uniform_random_number_generator as the underlying source of
+ * random numbers.
+ */
+ random_number_generator(base_type& rng) : _rng(rng) {}
+
+ // compiler-generated copy ctor is fine
+ // assignment is disallowed because there is a reference member
+
+ /**
+ * Returns a value in the range [0, n)
+ */
+ result_type operator()(argument_type n)
+ {
+ BOOST_ASSERT(n > 0);
+ return uniform_int_distribution<IntType>(0, n-1)(_rng);
+ }
+
+private:
+ base_type& _rng;
+};
+
+} // namespace random
+
+using random::random_number_generator;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
diff --git a/boost/random/ranlux.hpp b/boost/random/ranlux.hpp
new file mode 100644
index 0000000..8847666
--- /dev/null
+++ b/boost/random/ranlux.hpp
@@ -0,0 +1,99 @@
+/* boost random/ranlux.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: ranlux.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 created
+ */
+
+#ifndef BOOST_RANDOM_RANLUX_HPP
+#define BOOST_RANDOM_RANLUX_HPP
+
+#include <boost/config.hpp>
+#include <boost/random/subtract_with_carry.hpp>
+#include <boost/random/discard_block.hpp>
+
+namespace boost {
+
+namespace random {
+
+namespace detail {
+/**
+ * The ranlux family of generators are described in
+ *
+ * @blockquote
+ * "A portable high-quality random number generator for lattice field theory
+ * calculations", M. Luescher, Computer Physics Communications, 79 (1994)
+ * pp 100-110.
+ * @endblockquote
+ *
+ * The levels are given in
+ *
+ * @blockquote
+ * "RANLUX: A Fortran implementation ofthe high-quality
+ * pseudorandom number generator of Luescher", F. James,
+ * Computer Physics Communications 79 (1994) 111-114
+ * @endblockquote
+ */
+class ranlux_documentation {};
+}
+
+typedef subtract_with_carry_engine<uint32_t, 24, 10, 24> ranlux_base;
+typedef subtract_with_carry_01_engine<float, 24, 10, 24> ranlux_base_01;
+typedef subtract_with_carry_01_engine<double, 48, 10, 24> ranlux64_base_01;
+
+
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux_base, 223, 24> ranlux3;
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux_base, 389, 24> ranlux4;
+
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux_base_01, 223, 24> ranlux3_01;
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux_base_01, 389, 24> ranlux4_01;
+
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux64_base_01, 223, 24> ranlux64_3_01;
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux64_base_01, 389, 24> ranlux64_4_01;
+
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+typedef subtract_with_carry_engine<uint64_t, 48, 10, 24> ranlux64_base;
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux64_base, 223, 24> ranlux64_3;
+/** @copydoc boost::random::detail::ranlux_documentation */
+typedef discard_block_engine<ranlux64_base, 389, 24> ranlux64_4;
+#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
+
+
+typedef subtract_with_carry_engine<uint32_t, 24, 10, 24> ranlux24_base;
+typedef subtract_with_carry_engine<uint64_t, 48, 5, 12> ranlux48_base;
+
+typedef discard_block_engine<ranlux24_base, 223, 23> ranlux24;
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+typedef discard_block_engine<ranlux48_base, 389, 11> ranlux48;
+#endif
+}
+
+using random::ranlux3;
+using random::ranlux4;
+using random::ranlux3_01;
+using random::ranlux4_01;
+using random::ranlux64_3_01;
+using random::ranlux64_4_01;
+#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
+using random::ranlux64_3;
+using random::ranlux64_4;
+#endif
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
diff --git a/boost/random/seed_seq.hpp b/boost/random/seed_seq.hpp
new file mode 100644
index 0000000..557b4fa
--- /dev/null
+++ b/boost/random/seed_seq.hpp
@@ -0,0 +1,118 @@
+/* boost random/seed_seq.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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: seed_seq.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_SEED_SEQ_HPP
+#define BOOST_RANDOM_SEED_SEQ_HPP
+
+#include <boost/config.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/range/begin.hpp>
+#include <boost/range/end.hpp>
+#include <cstddef>
+#include <vector>
+#include <algorithm>
+#include <iterator>
+
+#ifndef BOOST_NO_INITIALIZER_LISTS
+#include <initializer_list>
+#endif
+
+namespace boost {
+namespace random {
+
+/**
+ * The class @c seed_seq stores a sequence of 32-bit words
+ * for seeding a \pseudo_random_number_generator. These
+ * words will be combined to fill the entire state of the
+ * generator.
+ */
+class seed_seq {
+public:
+ typedef boost::uint_least32_t result_type;
+
+ /** Initializes a seed_seq to hold an empty sequence. */
+ seed_seq() {}
+#ifndef BOOST_NO_INITIALIZER_LISTS
+ /** Initializes the sequence from an initializer_list. */
+ template<class T>
+ seed_seq(const std::initializer_list<T>& il) : v(il.begin(), il.end()) {}
+#endif
+ /** Initializes the sequence from an iterator range. */
+ template<class Iter>
+ seed_seq(Iter first, Iter last) : v(first, last) {}
+ /** Initializes the sequence from Boost.Range range. */
+ template<class Range>
+ explicit seed_seq(const Range& range)
+ : v(boost::begin(range), boost::end(range)) {}
+
+ /**
+ * Fills a range with 32-bit values based on the stored sequence.
+ *
+ * Requires: Iter must be a Random Access Iterator whose value type
+ * is an unsigned integral type at least 32 bits wide.
+ */
+ template<class Iter>
+ void generate(Iter first, Iter last) const
+ {
+ typedef typename std::iterator_traits<Iter>::value_type value_type;
+ std::fill(first, last, static_cast<value_type>(0x8b8b8b8bu));
+ std::size_t s = v.size();
+ std::size_t n = last - first;
+ std::size_t t =
+ (n >= 623) ? 11 :
+ (n >= 68) ? 7 :
+ (n >= 39) ? 5 :
+ (n >= 7) ? 3 :
+ (n - 1)/2;
+ std::size_t p = (n - t) / 2;
+ std::size_t q = p + t;
+ std::size_t m = (std::max)(s+1, n);
+ value_type mask = 0xffffffffu;
+ for(std::size_t k = 0; k < m; ++k) {
+ value_type r1 =
+ *(first + k%n) ^ *(first + (k+p)%n) ^ *(first + (k+n-1)%n);
+ r1 = r1 ^ (r1 >> 27);
+ r1 = (r1 * 1664525u) & mask;
+ value_type r2 = r1 +
+ ((k == 0) ? s :
+ (k <= s) ? k % n + v[k - 1] :
+ (k % n));
+ *(first + (k+p)%n) = (*(first + (k+p)%n) + r1) & mask;
+ *(first + (k+q)%n) = (*(first + (k+q)%n) + r2) & mask;
+ *(first + k%n) = r2;
+ }
+ for(std::size_t k = m; k < m + n; ++k) {
+ value_type r3 =
+ (*(first + k%n) + *(first + (k+p)%n) + *(first + (k+n-1)%n))
+ & mask;
+ r3 = r3 ^ (r3 >> 27);
+ r3 = (r3 * 1566083941u) & mask;
+ value_type r4 = r3 - k%m;
+ *(first + (k+p)%n) ^= r3;
+ *(first + (k+q)%n) ^= r4;
+ *(first + k%n) = r4;
+ }
+ }
+ /** Returns the size of the sequence. */
+ std::size_t size() const { return v.size(); }
+ /** Writes the stored sequence to iter. */
+ template<class Iter>
+ void param(Iter out) { std::copy(v.begin(), v.end(), out); }
+private:
+ std::vector<result_type> v;
+};
+
+}
+}
+
+#endif
diff --git a/boost/random/shuffle_order.hpp b/boost/random/shuffle_order.hpp
new file mode 100644
index 0000000..1c8d875
--- /dev/null
+++ b/boost/random/shuffle_order.hpp
@@ -0,0 +1,269 @@
+/* boost random/shuffle_order.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010
+ * 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: shuffle_order.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_SHUFFLE_ORDER_HPP
+#define BOOST_RANDOM_SHUFFLE_ORDER_HPP
+
+#include <iostream>
+#include <algorithm> // std::copy
+#include <cassert>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/random/linear_congruential.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instatiations of class template @c shuffle_order_engine model a
+ * \pseudo_random_number_generator. It mixes the output
+ * of some (usually \linear_congruential_engine)
+ * \uniform_random_number_generator to get better statistical properties.
+ * The algorithm is described in
+ *
+ * @blockquote
+ * "Improving a poor random number generator", Carter Bays
+ * and S.D. Durham, ACM Transactions on Mathematical Software,
+ * Vol 2, No. 1, March 1976, pp. 59-64.
+ * http://doi.acm.org/10.1145/355666.355670
+ * @endblockquote
+ *
+ * The output of the base generator is buffered in an array of
+ * length k. Every output X(n) has a second role: It gives an
+ * index into the array where X(n+1) will be retrieved. Used
+ * array elements are replaced with fresh output from the base
+ * generator.
+ *
+ * Template parameters are the base generator and the array
+ * length k, which should be around 100.
+ */
+template<class UniformRandomNumberGenerator, std::size_t k>
+class shuffle_order_engine
+{
+public:
+ typedef UniformRandomNumberGenerator base_type;
+ typedef typename base_type::result_type result_type;
+
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(std::size_t, buffer_size = k);
+ BOOST_STATIC_CONSTANT(std::size_t, table_size = k);
+
+ BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
+ BOOST_STATIC_ASSERT(k > 0);
+
+ /**
+ * Constructs a @c shuffle_order_engine by invoking the
+ * default constructor of the base generator.
+ *
+ * Complexity: Exactly k+1 invocations of the base generator.
+ */
+ shuffle_order_engine() : _rng() { init(); }
+ /**
+ * Constructs a @c shuffle_output_engine by invoking the one-argument
+ * constructor of the base generator with the parameter seed.
+ *
+ * Complexity: Exactly k+1 invocations of the base generator.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(shuffle_order_engine,
+ result_type, s)
+ { _rng.seed(s); init(); }
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(shuffle_order_engine, SeedSeq, seq)
+ { _rng.seed(seq); init(); }
+ /**
+ * Constructs a @c shuffle_output_engine by using a copy
+ * of the provided generator.
+ *
+ * Precondition: The template argument UniformRandomNumberGenerator
+ * shall denote a CopyConstructible type.
+ *
+ * Complexity: Exactly k+1 invocations of the base generator.
+ */
+ explicit shuffle_order_engine(const base_type & rng) : _rng(rng) { init(); }
+
+#ifndef BOOST_NO_RVALUE_REFERENCES
+ explicit shuffle_order_engine(base_type&& rng) : _rng(rng) { init(); }
+#endif
+
+ template<class It> shuffle_order_engine(It& first, It last)
+ : _rng(first, last) { init(); }
+ void seed() { _rng.seed(); init(); }
+ /**
+ * Invokes the one-argument seed method of the base generator
+ * with the parameter seed and re-initializes the internal buffer array.
+ *
+ * Complexity: Exactly k+1 invocations of the base generator.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(shuffle_order_engine,
+ result_type, seed_arg)
+ { _rng.seed(seed_arg); init(); }
+ /**
+ * Invokes the one-argument seed method of the base generator
+ * with the parameter seq and re-initializes the internal buffer array.
+ *
+ * Complexity: Exactly k+1 invocations of the base generator.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(shuffle_order_engine, SeedSeq, seq)
+ { _rng.seed(seq); init(); }
+ template<class It> void seed(It& first, It last)
+ { _rng.seed(first, last); init(); }
+
+ const base_type& base() const { return _rng; }
+
+ result_type operator()() {
+ // calculating the range every time may seem wasteful. However, this
+ // makes the information locally available for the optimizer.
+ typedef typename make_unsigned<result_type>::type base_unsigned;
+ const base_unsigned brange =
+ detail::subtract<result_type>()((max)(), (min)());
+ const base_unsigned off =
+ detail::subtract<result_type>()(y, (min)());
+
+ base_unsigned j;
+ if(k == 1) {
+ j = 0;
+ } else if(brange < (std::numeric_limits<base_unsigned>::max)() / k) {
+ // try to do it in the native type if we know that it won't
+ // overflow
+ j = k * off / (brange + 1);
+ } else if(brange < (std::numeric_limits<uintmax_t>::max)() / k) {
+ // Otherwise try to use uint64_t
+ j = static_cast<base_unsigned>(
+ static_cast<uintmax_t>(off) * k /
+ (static_cast<uintmax_t>(brange) + 1));
+ } else {
+ boost::uintmax_t divisor =
+ static_cast<boost::uintmax_t>(brange) + 1;
+ j = static_cast<base_unsigned>(detail::muldiv(off, k, divisor));
+ }
+ // assert(0 <= j && j < k);
+ y = v[j];
+ v[j] = _rng();
+ return y;
+ }
+
+ /** Advances the generator by z steps. */
+ void discard(boost::uintmax_t z)
+ {
+ for(boost::uintmax_t j = 0; j < z; ++j) {
+ (*this)();
+ }
+ }
+
+ /** Fills a range with pseudo-random values. */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (base_type::min)(); }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (base_type::max)(); }
+
+ /** Writes a @c shuffle_order_engine to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, shuffle_order_engine, s)
+ {
+ os << s._rng;
+ for(std::size_t i = 0; i < k; ++i)
+ os << ' ' << s.v[i];
+ os << ' ' << s.y;
+ return os;
+ }
+
+ /** Reads a @c shuffle_order_engine from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, shuffle_order_engine, s)
+ {
+ is >> s._rng;
+ for(std::size_t i = 0; i < k; ++i)
+ is >> std::ws >> s.v[i];
+ is >> std::ws >> s.y;
+ return is;
+ }
+
+ /** Returns true if the two generators will produce identical sequences. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(shuffle_order_engine, x, y)
+ { return x._rng == y._rng && x.y == y.y && std::equal(x.v, x.v+k, y.v); }
+ /** Returns true if the two generators will produce different sequences. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(shuffle_order_engine)
+
+private:
+
+ /// \cond show_private
+
+ void init()
+ {
+ // we cannot use std::generate, because it uses pass-by-value for _rng
+ for(result_type * p = v; p != v+k; ++p)
+ *p = _rng();
+ y = _rng();
+ }
+
+ /// \endcond
+
+ base_type _rng;
+ result_type v[k];
+ result_type y;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class URNG, std::size_t k>
+const bool shuffle_order_engine<URNG, k>::has_fixed_range;
+template<class URNG, std::size_t k>
+const std::size_t shuffle_order_engine<URNG, k>::table_size;
+template<class URNG, std::size_t k>
+const std::size_t shuffle_order_engine<URNG, k>::buffer_size;
+#endif
+
+/**
+ * According to Harry Erwin (private e-mail), the specialization
+ * @c kreutzer1986 was suggested in:
+ *
+ * @blockquote
+ * "System Simulation: Programming Styles and Languages (International
+ * Computer Science Series)", Wolfgang Kreutzer, Addison-Wesley, December 1986.
+ * @endblockquote
+ */
+typedef shuffle_order_engine<
+ linear_congruential_engine<uint32_t, 1366, 150889, 714025>,
+ 97> kreutzer1986;
+
+/**
+ * The specialization @c knuth_b is specified by the C++ standard.
+ * It is described in
+ *
+ * @blockquote
+ * "The Art of Computer Programming, Second Edition, Volume 2,
+ * Seminumerical Algorithms", Donald Knuth, Addison-Wesley, 1981.
+ * @endblockquote
+ */
+typedef shuffle_order_engine<minstd_rand0, 256> knuth_b;
+
+} // namespace random
+
+using random::kreutzer1986;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
diff --git a/boost/random/shuffle_output.hpp b/boost/random/shuffle_output.hpp
new file mode 100644
index 0000000..44b823f
--- /dev/null
+++ b/boost/random/shuffle_output.hpp
@@ -0,0 +1,51 @@
+/* boost random/shuffle_output.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: shuffle_output.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
+#define BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
+
+#include <boost/random/shuffle_order.hpp>
+
+namespace boost {
+namespace random {
+
+/// \cond
+
+template<typename URNG, int k,
+ typename URNG::result_type val = 0>
+class shuffle_output : public shuffle_order_engine<URNG, k>
+{
+ typedef shuffle_order_engine<URNG, k> base_t;
+ typedef typename base_t::result_type result_type;
+public:
+ shuffle_output() {}
+ template<class T>
+ shuffle_output(T& arg) : base_t(arg) {}
+ template<class T>
+ shuffle_output(const T& arg) : base_t(arg) {}
+ template<class It>
+ shuffle_output(It& first, It last) : base_t(first, last) {}
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (this->base().min)(); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return (this->base().max)(); }
+};
+
+/// \endcond
+
+}
+}
+
+#endif // BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
diff --git a/boost/random/student_t_distribution.hpp b/boost/random/student_t_distribution.hpp
new file mode 100644
index 0000000..665afdb
--- /dev/null
+++ b/boost/random/student_t_distribution.hpp
@@ -0,0 +1,180 @@
+/* boost random/student_t_distribution.hpp header file
+ *
+ * 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: student_t_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
+#define BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/chi_squared_distribution.hpp>
+#include <boost/random/normal_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The Student t distribution is a real valued distribution with one
+ * parameter n, the number of degrees of freedom.
+ *
+ * It has \f$\displaystyle p(x) =
+ * \frac{1}{\sqrt{n\pi}}
+ * \frac{\Gamma((n+1)/2)}{\Gamma(n/2)}
+ * \left(1+\frac{x^2}{n}\right)^{-(n+1)/2}
+ * \f$.
+ */
+template<class RealType = double>
+class student_t_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef student_t_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type with "n" degrees of freedom.
+ *
+ * Requires: n > 0
+ */
+ explicit param_type(RealType n_arg = RealType(1.0))
+ : _n(n_arg)
+ {}
+
+ /** Returns the number of degrees of freedom of the distribution. */
+ RealType n() const { return _n; }
+
+ /** Writes a @c param_type to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ { os << parm._n; return os; }
+
+ /** Reads a @c param_type from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ { is >> parm._n; return is; }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._n == rhs._n; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _n;
+ };
+
+ /**
+ * Constructs an @c student_t_distribution with "n" degrees of freedom.
+ *
+ * Requires: n > 0
+ */
+ explicit student_t_distribution(RealType n_arg = RealType(1.0))
+ : _normal(), _chi_squared(n_arg)
+ {}
+ /** Constructs an @c student_t_distribution from its parameters. */
+ explicit student_t_distribution(const param_type& parm)
+ : _normal(), _chi_squared(parm.n())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * Student t distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng)
+ {
+ using std::sqrt;
+ return _normal(urng) / sqrt(_chi_squared(urng) / n());
+ }
+
+ /**
+ * Returns a random variate distributed accordint to the Student
+ * t distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return student_t_distribution(parm)(urng);
+ }
+
+ /** Returns the number of degrees of freedom. */
+ RealType n() const { return _chi_squared.n(); }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ { return -std::numeric_limits<RealType>::infinity(); }
+ /** 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(n()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ typedef chi_squared_distribution<RealType> chi_squared_type;
+ typename chi_squared_type::param_type chi_squared_param(parm.n());
+ _chi_squared.param(chi_squared_param);
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset()
+ {
+ _normal.reset();
+ _chi_squared.reset();
+ }
+
+ /** Writes a @c student_t_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, student_t_distribution, td)
+ {
+ os << td.param();
+ return os;
+ }
+
+ /** Reads a @c student_t_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, student_t_distribution, td)
+ {
+ param_type parm;
+ if(is >> parm) {
+ td.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two instances of @c student_t_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(student_t_distribution, lhs, rhs)
+ { return lhs._normal == rhs._normal && lhs._chi_squared == rhs._chi_squared; }
+
+ /**
+ * Returns true if the two instances of @c student_t_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(student_t_distribution)
+
+private:
+ normal_distribution<RealType> _normal;
+ chi_squared_distribution<RealType> _chi_squared;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
diff --git a/boost/random/subtract_with_carry.hpp b/boost/random/subtract_with_carry.hpp
new file mode 100644
index 0000000..298eb33
--- /dev/null
+++ b/boost/random/subtract_with_carry.hpp
@@ -0,0 +1,613 @@
+/* boost random/subtract_with_carry.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: subtract_with_carry.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
+ *
+ * Revision history
+ * 2002-03-02 created
+ */
+
+#ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
+#define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
+
+#include <boost/config/no_tr1/cmath.hpp> // std::pow
+#include <iostream>
+#include <algorithm> // std::equal
+#include <stdexcept>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/cstdint.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/integer/static_log2.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/detail/workaround.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+#include <boost/random/detail/generator_seed_seq.hpp>
+#include <boost/random/linear_congruential.hpp>
+
+
+namespace boost {
+namespace random {
+
+namespace detail {
+
+struct subtract_with_carry_discard
+{
+ template<class Engine>
+ static void apply(Engine& eng, boost::uintmax_t z)
+ {
+ typedef typename Engine::result_type IntType;
+ const std::size_t short_lag = Engine::short_lag;
+ const std::size_t long_lag = Engine::long_lag;
+ std::size_t k = eng.k;
+ IntType carry = eng.carry;
+ if(k != 0) {
+ // increment k until it becomes 0.
+ if(k < short_lag) {
+ std::size_t limit = (short_lag - k) < z?
+ short_lag : (k + static_cast<std::size_t>(z));
+ for(std::size_t j = k; j < limit; ++j) {
+ carry = eng.do_update(j, j + long_lag - short_lag, carry);
+ }
+ }
+ std::size_t limit = (long_lag - k) < z?
+ long_lag : (k + static_cast<std::size_t>(z));
+ std::size_t start = (k < short_lag ? short_lag : k);
+ for(std::size_t j = start; j < limit; ++j) {
+ carry = eng.do_update(j, j - short_lag, carry);
+ }
+ }
+
+ k = ((z % long_lag) + k) % long_lag;
+
+ if(k < z) {
+ // main loop: update full blocks from k = 0 to long_lag
+ for(std::size_t i = 0; i < (z - k) / long_lag; ++i) {
+ for(std::size_t j = 0; j < short_lag; ++j) {
+ carry = eng.do_update(j, j + long_lag - short_lag, carry);
+ }
+ for(std::size_t j = short_lag; j < long_lag; ++j) {
+ carry = eng.do_update(j, j - short_lag, carry);
+ }
+ }
+
+ // Update the last partial block
+ std::size_t limit = short_lag < k? short_lag : k;
+ for(std::size_t j = 0; j < limit; ++j) {
+ carry = eng.do_update(j, j + long_lag - short_lag, carry);
+ }
+ for(std::size_t j = short_lag; j < k; ++j) {
+ carry = eng.do_update(j, j - short_lag, carry);
+ }
+ }
+ eng.carry = carry;
+ eng.k = k;
+ }
+};
+
+}
+
+/**
+ * Instantiations of @c subtract_with_carry_engine model a
+ * \pseudo_random_number_generator. The algorithm is
+ * described in
+ *
+ * @blockquote
+ * "A New Class of Random Number Generators", George
+ * Marsaglia and Arif Zaman, Annals of Applied Probability,
+ * Volume 1, Number 3 (1991), 462-480.
+ * @endblockquote
+ */
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+class subtract_with_carry_engine
+{
+public:
+ typedef IntType result_type;
+ BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
+ BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
+ BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
+ BOOST_STATIC_CONSTANT(uint32_t, default_seed = 19780503u);
+
+ // Required by the old Boost.Random concepts
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ // Backwards compatibility
+ BOOST_STATIC_CONSTANT(result_type, modulus = (result_type(1) << w));
+
+ BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
+
+ /**
+ * Constructs a new @c subtract_with_carry_engine and seeds
+ * it with the default seed.
+ */
+ subtract_with_carry_engine() { seed(); }
+ /**
+ * Constructs a new @c subtract_with_carry_engine and seeds
+ * it with @c value.
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_engine,
+ IntType, value)
+ { seed(value); }
+ /**
+ * Constructs a new @c subtract_with_carry_engine and seeds
+ * it with values produced by @c seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+ /**
+ * Constructs a new @c subtract_with_carry_engine and seeds
+ * it with values from a range. first is updated to point
+ * one past the last value consumed. If there are not
+ * enough elements in the range to fill the entire state of
+ * the generator, throws @c std::invalid_argument.
+ */
+ template<class It> subtract_with_carry_engine(It& first, It last)
+ { seed(first,last); }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Seeds the generator with the default seed. */
+ void seed() { seed(default_seed); }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_engine,
+ IntType, value)
+ {
+ typedef linear_congruential_engine<uint32_t,40014,0,2147483563> gen_t;
+ gen_t intgen(static_cast<boost::uint32_t>(value));
+ detail::generator_seed_seq<gen_t> gen(intgen);
+ seed(gen);
+ }
+
+ /** Seeds the generator with values produced by @c seq.generate(). */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry, SeedSeq, seq)
+ {
+ detail::seed_array_int<w>(seq, x);
+ carry = (x[long_lag-1] == 0);
+ k = 0;
+ }
+
+ /**
+ * Seeds the generator with values from a range. Updates @c first to
+ * point one past the last consumed value. If the range does not
+ * contain enough elements to fill the entire state of the generator,
+ * throws @c std::invalid_argument.
+ */
+ template<class It>
+ void seed(It& first, It last)
+ {
+ detail::fill_array_int<w>(first, last, x);
+ carry = (x[long_lag-1] == 0);
+ k = 0;
+ }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return 0; }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return boost::low_bits_mask_t<w>::sig_bits; }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ std::size_t short_index =
+ (k < short_lag)?
+ (k + long_lag - short_lag) :
+ (k - short_lag);
+ carry = do_update(k, short_index, carry);
+ IntType result = x[k];
+ ++k;
+ if(k >= long_lag)
+ k = 0;
+ return result;
+ }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ detail::subtract_with_carry_discard::apply(*this, z);
+ }
+
+ /** Fills a range with random values. */
+ template<class It>
+ void generate(It first, It last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Writes a @c subtract_with_carry_engine to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_engine, f)
+ {
+ for(unsigned int j = 0; j < f.long_lag; ++j)
+ os << f.compute(j) << ' ';
+ os << f.carry;
+ return os;
+ }
+
+ /** Reads a @c subtract_with_carry_engine from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_engine, f)
+ {
+ for(unsigned int j = 0; j < f.long_lag; ++j)
+ is >> f.x[j] >> std::ws;
+ is >> f.carry;
+ f.k = 0;
+ return is;
+ }
+
+ /**
+ * Returns true if the two generators will produce identical
+ * sequences of values.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_engine, x, y)
+ {
+ for(unsigned int j = 0; j < r; ++j)
+ if(x.compute(j) != y.compute(j))
+ return false;
+ return true;
+ }
+
+ /**
+ * Returns true if the two generators will produce different
+ * sequences of values.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_engine)
+
+private:
+ /// \cond show_private
+ // returns x(i-r+index), where index is in 0..r-1
+ IntType compute(unsigned int index) const
+ {
+ return x[(k+index) % long_lag];
+ }
+
+ friend struct detail::subtract_with_carry_discard;
+
+ IntType do_update(std::size_t current, std::size_t short_index, IntType carry)
+ {
+ IntType delta;
+ IntType temp = x[current] + carry;
+ if (x[short_index] >= temp) {
+ // x(n) >= 0
+ delta = x[short_index] - temp;
+ carry = 0;
+ } else {
+ // x(n) < 0
+ delta = modulus - temp + x[short_index];
+ carry = 1;
+ }
+ x[current] = delta;
+ return carry;
+ }
+ /// \endcond
+
+ // state representation; next output (state) is x(i)
+ // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
+ // x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1)
+ // speed: base: 20-25 nsec
+ // ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec
+ // This state representation makes operator== and save/restore more
+ // difficult, because we've already computed "too much" and thus
+ // have to undo some steps to get at x(i-r) etc.
+
+ // state representation: next output (state) is x(i)
+ // x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
+ // x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1)
+ // speed: base 28 nsec
+ // ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec
+ IntType x[long_lag];
+ std::size_t k;
+ IntType carry;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const bool subtract_with_carry_engine<IntType, w, s, r>::has_fixed_range;
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const IntType subtract_with_carry_engine<IntType, w, s, r>::modulus;
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_engine<IntType, w, s, r>::word_size;
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_engine<IntType, w, s, r>::long_lag;
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_engine<IntType, w, s, r>::short_lag;
+template<class IntType, std::size_t w, std::size_t s, std::size_t r>
+const uint32_t subtract_with_carry_engine<IntType, w, s, r>::default_seed;
+#endif
+
+
+// use a floating-point representation to produce values in [0..1)
+/**
+ * Instantiations of \subtract_with_carry_01_engine model a
+ * \pseudo_random_number_generator. The algorithm is
+ * described in
+ *
+ * @blockquote
+ * "A New Class of Random Number Generators", George
+ * Marsaglia and Arif Zaman, Annals of Applied Probability,
+ * Volume 1, Number 3 (1991), 462-480.
+ * @endblockquote
+ */
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+class subtract_with_carry_01_engine
+{
+public:
+ typedef RealType result_type;
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
+ BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
+ BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
+ BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 19780503u);
+
+ BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer);
+
+ /** Creates a new \subtract_with_carry_01_engine using the default seed. */
+ subtract_with_carry_01_engine() { init_modulus(); seed(); }
+ /** Creates a new subtract_with_carry_01_engine and seeds it with value. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01_engine,
+ boost::uint32_t, value)
+ { init_modulus(); seed(value); }
+ /**
+ * Creates a new \subtract_with_carry_01_engine and seeds with with values
+ * produced by seq.generate().
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_01_engine,
+ SeedSeq, seq)
+ { init_modulus(); seed(seq); }
+ /**
+ * Creates a new \subtract_with_carry_01_engine and seeds it with values
+ * from a range. Advances first to point one past the last consumed
+ * value. If the range does not contain enough elements to fill the
+ * entire state, throws @c std::invalid_argument.
+ */
+ template<class It> subtract_with_carry_01_engine(It& first, It last)
+ { init_modulus(); seed(first,last); }
+
+private:
+ /// \cond show_private
+ void init_modulus()
+ {
+#ifndef BOOST_NO_STDC_NAMESPACE
+ // allow for Koenig lookup
+ using std::pow;
+#endif
+ _modulus = pow(RealType(2), RealType(word_size));
+ }
+ /// \endcond
+
+public:
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Seeds the generator with the default seed. */
+ void seed() { seed(default_seed); }
+
+ /** Seeds the generator with @c value. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01_engine,
+ boost::uint32_t, value)
+ {
+ typedef linear_congruential_engine<uint32_t, 40014, 0, 2147483563> gen_t;
+ gen_t intgen(value);
+ detail::generator_seed_seq<gen_t> gen(intgen);
+ seed(gen);
+ }
+
+ /** Seeds the generator with values produced by @c seq.generate(). */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry_01_engine,
+ SeedSeq, seq)
+ {
+ detail::seed_array_real<w>(seq, x);
+ carry = (x[long_lag-1] ? 0 : 1 / _modulus);
+ k = 0;
+ }
+
+ /**
+ * Seeds the generator with values from a range. Updates first to
+ * point one past the last consumed element. If there are not
+ * enough elements in the range to fill the entire state, throws
+ * @c std::invalid_argument.
+ */
+ template<class It>
+ void seed(It& first, It last)
+ {
+ detail::fill_array_real<w>(first, last, x);
+ carry = (x[long_lag-1] ? 0 : 1 / _modulus);
+ k = 0;
+ }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return result_type(0); }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
+ { return result_type(1); }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ std::size_t short_index =
+ (k < short_lag) ?
+ (k + long_lag - short_lag) :
+ (k - short_lag);
+ carry = do_update(k, short_index, carry);
+ RealType result = x[k];
+ ++k;
+ if(k >= long_lag)
+ k = 0;
+ return result;
+ }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ { detail::subtract_with_carry_discard::apply(*this, z); }
+
+ /** Fills a range with random values. */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_real(*this, first, last); }
+
+ /** Writes a \subtract_with_carry_01_engine to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_01_engine, f)
+ {
+ std::ios_base::fmtflags oldflags =
+ os.flags(os.dec | os.fixed | os.left);
+ for(unsigned int j = 0; j < f.long_lag; ++j)
+ os << (f.compute(j) * f._modulus) << ' ';
+ os << (f.carry * f._modulus);
+ os.flags(oldflags);
+ return os;
+ }
+
+ /** Reads a \subtract_with_carry_01_engine from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_01_engine, f)
+ {
+ RealType value;
+ for(unsigned int j = 0; j < long_lag; ++j) {
+ is >> value >> std::ws;
+ f.x[j] = value / f._modulus;
+ }
+ is >> value;
+ f.carry = value / f._modulus;
+ f.k = 0;
+ return is;
+ }
+
+ /** Returns true if the two generators will produce identical sequences. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_01_engine, x, y)
+ {
+ for(unsigned int j = 0; j < r; ++j)
+ if(x.compute(j) != y.compute(j))
+ return false;
+ return true;
+ }
+
+ /** Returns true if the two generators will produce different sequences. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_01_engine)
+
+private:
+ /// \cond show_private
+ RealType compute(unsigned int index) const
+ {
+ return x[(k+index) % long_lag];
+ }
+
+ friend struct detail::subtract_with_carry_discard;
+
+ RealType do_update(std::size_t current, std::size_t short_index, RealType carry)
+ {
+ RealType delta = x[short_index] - x[current] - carry;
+ if(delta < 0) {
+ delta += RealType(1);
+ carry = RealType(1)/_modulus;
+ } else {
+ carry = 0;
+ }
+ x[current] = delta;
+ return carry;
+ }
+ /// \endcond
+ std::size_t k;
+ RealType carry;
+ RealType x[long_lag];
+ RealType _modulus;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+const bool subtract_with_carry_01_engine<RealType, w, s, r>::has_fixed_range;
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::word_size;
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::long_lag;
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::short_lag;
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+const uint32_t subtract_with_carry_01_engine<RealType, w, s, r>::default_seed;
+#endif
+
+
+/// \cond show_deprecated
+
+template<class IntType, IntType m, unsigned s, unsigned r, IntType v>
+class subtract_with_carry :
+ public subtract_with_carry_engine<IntType,
+ boost::static_log2<m>::value, s, r>
+{
+ typedef subtract_with_carry_engine<IntType,
+ boost::static_log2<m>::value, s, r> base_type;
+public:
+ subtract_with_carry() {}
+ BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry, Gen, gen)
+ { seed(gen); }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry,
+ IntType, val)
+ { seed(val); }
+ template<class It>
+ subtract_with_carry(It& first, It last) : base_type(first, last) {}
+ void seed() { base_type::seed(); }
+ BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry, Gen, gen)
+ {
+ detail::generator_seed_seq<Gen> seq(gen);
+ base_type::seed(seq);
+ }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry, IntType, val)
+ { base_type::seed(val); }
+ template<class It>
+ void seed(It& first, It last) { base_type::seed(first, last); }
+};
+
+template<class RealType, int w, unsigned s, unsigned r, int v = 0>
+class subtract_with_carry_01 :
+ public subtract_with_carry_01_engine<RealType, w, s, r>
+{
+ typedef subtract_with_carry_01_engine<RealType, w, s, r> base_type;
+public:
+ subtract_with_carry_01() {}
+ BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry_01, Gen, gen)
+ { seed(gen); }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01,
+ uint32_t, val)
+ { seed(val); }
+ template<class It>
+ subtract_with_carry_01(It& first, It last) : base_type(first, last) {}
+ void seed() { base_type::seed(); }
+ BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry_01, Gen, gen)
+ {
+ detail::generator_seed_seq<Gen> seq(gen);
+ base_type::seed(seq);
+ }
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01, uint32_t, val)
+ { base_type::seed(val); }
+ template<class It>
+ void seed(It& first, It last) { base_type::seed(first, last); }
+};
+
+/// \endcond
+
+namespace detail {
+
+template<class Engine>
+struct generator_bits;
+
+template<class RealType, std::size_t w, std::size_t s, std::size_t r>
+struct generator_bits<subtract_with_carry_01_engine<RealType, w, s, r> > {
+ static std::size_t value() { return w; }
+};
+
+template<class RealType, int w, unsigned s, unsigned r, int v>
+struct generator_bits<subtract_with_carry_01<RealType, w, s, r, v> > {
+ static std::size_t value() { return w; }
+};
+
+}
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
diff --git a/boost/random/taus88.hpp b/boost/random/taus88.hpp
new file mode 100644
index 0000000..c9d3810
--- /dev/null
+++ b/boost/random/taus88.hpp
@@ -0,0 +1,45 @@
+/* boost random/taus88.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/libs/random for documentation.
+ *
+ * $Id: taus88.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_TAUS88_HPP
+#define BOOST_RANDOM_TAUS88_HPP
+
+#include <boost/random/linear_feedback_shift.hpp>
+#include <boost/random/xor_combine.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The specialization taus88 was suggested in
+ *
+ * @blockquote
+ * "Maximally Equidistributed Combined Tausworthe Generators",
+ * Pierre L'Ecuyer, Mathematics of Computation, Volume 65,
+ * Number 213, January 1996, Pages 203-213
+ * @endblockquote
+ */
+typedef xor_combine_engine<
+ xor_combine_engine<
+ linear_feedback_shift_engine<uint32_t, 32, 31, 13, 12>, 0,
+ linear_feedback_shift_engine<uint32_t, 32, 29, 2, 4>, 0>, 0,
+ linear_feedback_shift_engine<uint32_t, 32, 28, 3, 17>, 0> taus88;
+
+} // namespace random
+
+using random::taus88;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_TAUS88_HPP
diff --git a/boost/random/triangle_distribution.hpp b/boost/random/triangle_distribution.hpp
new file mode 100644
index 0000000..8776000
--- /dev/null
+++ b/boost/random/triangle_distribution.hpp
@@ -0,0 +1,232 @@
+/* boost random/triangle_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: triangle_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
+#define BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <ios>
+#include <istream>
+#include <boost/assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of @c triangle_distribution model a \random_distribution.
+ * A @c triangle_distribution has three parameters, @c a, @c b, and @c c,
+ * which are the smallest, the most probable and the largest values of
+ * the distribution respectively.
+ */
+template<class RealType = double>
+class triangle_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef triangle_distribution distribution_type;
+
+ /** Constructs the parameters of a @c triangle_distribution. */
+ explicit param_type(RealType a_arg = RealType(0.0),
+ RealType b_arg = RealType(0.5),
+ RealType c_arg = RealType(1.0))
+ : _a(a_arg), _b(b_arg), _c(c_arg)
+ {
+ BOOST_ASSERT(_a <= _b && _b <= _c);
+ }
+
+ /** Returns the minimum value of the distribution. */
+ RealType a() const { return _a; }
+ /** Returns the mode of the distribution. */
+ RealType b() const { return _b; }
+ /** Returns the maximum value of the distribution. */
+ RealType c() const { return _c; }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._a << " " << parm._b << " " << parm._c;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ double a_in, b_in, c_in;
+ if(is >> a_in >> std::ws >> b_in >> std::ws >> c_in) {
+ if(a_in <= b_in && b_in <= c_in) {
+ parm._a = a_in;
+ parm._b = b_in;
+ parm._c = c_in;
+ } else {
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b && lhs._c == rhs._c; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _a;
+ RealType _b;
+ RealType _c;
+ };
+
+ /**
+ * Constructs a @c triangle_distribution with the parameters
+ * @c a, @c b, and @c c.
+ *
+ * Preconditions: a <= b <= c.
+ */
+ explicit triangle_distribution(RealType a_arg = RealType(0.0),
+ RealType b_arg = RealType(0.5),
+ RealType c_arg = RealType(1.0))
+ : _a(a_arg), _b(b_arg), _c(c_arg)
+ {
+ BOOST_ASSERT(_a <= _b && _b <= _c);
+ init();
+ }
+
+ /** Constructs a @c triangle_distribution from its parameters. */
+ explicit triangle_distribution(const param_type& parm)
+ : _a(parm.a()), _b(parm.b()), _c(parm.c())
+ {
+ init();
+ }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Returns the @c a parameter of the distribution */
+ result_type a() const { return _a; }
+ /** Returns the @c b parameter of the distribution */
+ result_type b() const { return _b; }
+ /** Returns the @c c parameter of the distribution */
+ result_type c() const { return _c; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _a; }
+ /** Returns the largest value that the distribution can produce. */
+ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _c; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_a, _b, _c); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _a = parm.a();
+ _b = parm.b();
+ _c = parm.c();
+ init();
+ }
+
+ /**
+ * 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
+ * triangle distribution.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng)
+ {
+ using std::sqrt;
+ result_type u = uniform_01<>()(eng);
+ if( u <= q1 )
+ return _a + p1*sqrt(u);
+ else
+ return _c - d3*sqrt(d2*u-d1);
+ }
+
+ /**
+ * Returns a random variate distributed according to the
+ * triangle distribution with parameters specified by param.
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm)
+ { return triangle_distribution(parm)(eng); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, triangle_distribution, td)
+ {
+ os << td.param();
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, triangle_distribution, td)
+ {
+ param_type parm;
+ if(is >> parm) {
+ td.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(triangle_distribution, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b && lhs._c == rhs._c; }
+
+ /**
+ * Returns true if the two distributions may produce different
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(triangle_distribution)
+
+private:
+ /// \cond show_private
+ void init()
+ {
+ using std::sqrt;
+ d1 = _b - _a;
+ d2 = _c - _a;
+ d3 = sqrt(_c - _b);
+ q1 = d1 / d2;
+ p1 = sqrt(d1 * d2);
+ }
+ /// \endcond
+
+ RealType _a, _b, _c;
+ RealType d1, d2, d3, q1, p1;
+};
+
+} // namespace random
+
+using random::triangle_distribution;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
diff --git a/boost/random/uniform_01.hpp b/boost/random/uniform_01.hpp
new file mode 100644
index 0000000..d32a085
--- /dev/null
+++ b/boost/random/uniform_01.hpp
@@ -0,0 +1,277 @@
+/* boost random/uniform_01.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: uniform_01.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_01_HPP
+#define BOOST_RANDOM_UNIFORM_01_HPP
+
+#include <iostream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/ptr_helper.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+namespace random {
+
+#ifdef BOOST_RANDOM_DOXYGEN
+
+/**
+ * The distribution function uniform_01 models a \random_distribution.
+ * On each invocation, it returns a random floating-point value
+ * uniformly distributed in the range [0..1).
+ *
+ * The template parameter RealType shall denote a float-like value type
+ * with support for binary operators +, -, and /.
+ *
+ * Note: The current implementation is buggy, because it may not fill
+ * all of the mantissa with random bits. I'm unsure how to fill a
+ * (to-be-invented) @c boost::bigfloat class with random bits efficiently.
+ * It's probably time for a traits class.
+ */
+template<class RealType = double>
+class uniform_01
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const;
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const;
+ void reset();
+
+ template<class Engine>
+ result_type operator()(Engine& eng);
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os, const new_uniform_01&)
+ {
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
+ {
+ return is;
+ }
+#endif
+};
+
+#else
+
+namespace detail {
+
+template<class RealType>
+class new_uniform_01
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+ // compiler-generated copy ctor and copy assignment are fine
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
+ void reset() { }
+
+ template<class Engine>
+ result_type operator()(Engine& eng) {
+ for (;;) {
+ typedef typename Engine::result_type base_result;
+ result_type factor = result_type(1) /
+ (result_type((eng.max)()-(eng.min)()) +
+ result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0));
+ result_type result = result_type(eng() - (eng.min)()) * factor;
+ if (result < result_type(1))
+ return result;
+ }
+ }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+ template<class CharT, class Traits>
+ friend std::basic_ostream<CharT,Traits>&
+ operator<<(std::basic_ostream<CharT,Traits>& os, const new_uniform_01&)
+ {
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
+ {
+ return is;
+ }
+#endif
+};
+
+template<class UniformRandomNumberGenerator, class RealType>
+class backward_compatible_uniform_01
+{
+ typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
+public:
+ typedef UniformRandomNumberGenerator base_type;
+ typedef RealType result_type;
+
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+
+#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 backward_compatible_uniform_01(typename traits::rvalue_type rng)
+ : _rng(rng),
+ _factor(result_type(1) /
+ (result_type((base().max)()-(base().min)()) +
+ result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0)))
+ {
+ }
+ // compiler-generated copy ctor and copy assignment are fine
+
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
+ typename traits::value_type& base() { return traits::ref(_rng); }
+ const typename traits::value_type& base() const { return traits::ref(_rng); }
+ void reset() { }
+
+ result_type operator()() {
+ for (;;) {
+ result_type result = result_type(base()() - (base().min)()) * _factor;
+ if (result < result_type(1))
+ return result;
+ }
+ }
+
+#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 backward_compatible_uniform_01& u)
+ {
+ os << u._rng;
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, backward_compatible_uniform_01& u)
+ {
+ is >> u._rng;
+ return is;
+ }
+#endif
+
+private:
+ typedef typename traits::value_type::result_type base_result;
+ UniformRandomNumberGenerator _rng;
+ result_type _factor;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class UniformRandomNumberGenerator, class RealType>
+const bool backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType>::has_fixed_range;
+#endif
+
+template<class UniformRandomNumberGenerator>
+struct select_uniform_01
+{
+ template<class RealType>
+ struct apply
+ {
+ typedef backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType> type;
+ };
+};
+
+template<>
+struct select_uniform_01<float>
+{
+ template<class RealType>
+ struct apply
+ {
+ typedef new_uniform_01<float> type;
+ };
+};
+
+template<>
+struct select_uniform_01<double>
+{
+ template<class RealType>
+ struct apply
+ {
+ typedef new_uniform_01<double> type;
+ };
+};
+
+template<>
+struct select_uniform_01<long double>
+{
+ template<class RealType>
+ struct apply
+ {
+ typedef new_uniform_01<long double> type;
+ };
+};
+
+}
+
+// Because it is so commonly used: uniform distribution on the real [0..1)
+// range. This allows for specializations to avoid a costly int -> float
+// conversion plus float multiplication
+template<class UniformRandomNumberGenerator = double, class RealType = double>
+class uniform_01
+ : public detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type
+{
+ typedef typename detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type impl_type;
+ typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
+public:
+
+ uniform_01() {}
+
+ explicit uniform_01(typename traits::rvalue_type rng)
+ : impl_type(rng)
+ {
+ }
+
+#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 uniform_01& u)
+ {
+ os << static_cast<const impl_type&>(u);
+ return os;
+ }
+
+ template<class CharT, class Traits>
+ friend std::basic_istream<CharT,Traits>&
+ operator>>(std::basic_istream<CharT,Traits>& is, uniform_01& u)
+ {
+ is >> static_cast<impl_type&>(u);
+ return is;
+ }
+#endif
+};
+
+#endif
+
+} // namespace random
+
+using random::uniform_01;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_UNIFORM_01_HPP
diff --git a/boost/random/uniform_int.hpp b/boost/random/uniform_int.hpp
new file mode 100644
index 0000000..7ae3b92
--- /dev/null
+++ b/boost/random/uniform_int.hpp
@@ -0,0 +1,99 @@
+/* boost random/uniform_int.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: uniform_int.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-04-08 added min<max assertion (N. Becker)
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_INT_HPP
+#define BOOST_RANDOM_UNIFORM_INT_HPP
+
+#include <boost/assert.hpp>
+#include <boost/random/uniform_int_distribution.hpp>
+
+namespace boost {
+
+/**
+ * The distribution function uniform_int models a \random_distribution.
+ * On each invocation, it returns a random integer value uniformly
+ * distributed in the set of integer numbers {min, min+1, min+2, ..., max}.
+ *
+ * The template parameter IntType shall denote an integer-like value type.
+ *
+ * This class is deprecated. Please use @c uniform_int_distribution in
+ * new code.
+ */
+template<class IntType = int>
+class uniform_int : public random::uniform_int_distribution<IntType>
+{
+ typedef random::uniform_int_distribution<IntType> base_type;
+public:
+
+ class param_type : public base_type::param_type
+ {
+ public:
+ typedef uniform_int distribution_type;
+ /**
+ * Constructs the parameters of a uniform_int distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit param_type(IntType min_arg = 0, IntType max_arg = 9)
+ : base_type::param_type(min_arg, max_arg)
+ {}
+ };
+
+ /**
+ * Constructs a uniform_int object. @c min and @c max are
+ * the parameters of the distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit uniform_int(IntType min_arg = 0, IntType max_arg = 9)
+ : base_type(min_arg, max_arg)
+ {}
+
+ /** Constructs a uniform_int distribution from its parameters. */
+ explicit uniform_int(const param_type& parm)
+ : base_type(parm)
+ {}
+
+ /** Returns the parameters of the distribution */
+ param_type param() const { return param_type(this->a(), this->b()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm) { this->base_type::param(parm); }
+
+ // Codergear seems to have trouble with a using declaration here
+
+ template<class Engine>
+ IntType operator()(Engine& eng) const
+ {
+ return static_cast<const base_type&>(*this)(eng);
+ }
+
+ template<class Engine>
+ IntType operator()(Engine& eng, const param_type& parm) const
+ {
+ return static_cast<const base_type&>(*this)(eng, parm);
+ }
+
+ template<class Engine>
+ IntType operator()(Engine& eng, IntType n) const
+ {
+ BOOST_ASSERT(n > 0);
+ return static_cast<const base_type&>(*this)(eng, param_type(0, n - 1));
+ }
+};
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_INT_HPP
diff --git a/boost/random/uniform_int_distribution.hpp b/boost/random/uniform_int_distribution.hpp
new file mode 100644
index 0000000..0612028
--- /dev/null
+++ b/boost/random/uniform_int_distribution.hpp
@@ -0,0 +1,400 @@
+/* boost random/uniform_int_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: uniform_int_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-04-08 added min<max assertion (N. Becker)
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_INT_DISTRIBUTION_HPP
+#define BOOST_RANDOM_UNIFORM_INT_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <ios>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/uniform_int_float.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+#include <boost/type_traits/is_integral.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+
+#ifdef BOOST_MSVC
+#pragma warning(push)
+// disable division by zero warning, since we can't
+// actually divide by zero.
+#pragma warning(disable:4723)
+#endif
+
+template<class Engine, class T>
+T generate_uniform_int(
+ Engine& eng, T min_value, T max_value,
+ boost::mpl::true_ /** is_integral<Engine::result_type> */)
+{
+ typedef T result_type;
+ typedef typename make_unsigned<T>::type range_type;
+ typedef typename Engine::result_type base_result;
+ // ranges are always unsigned
+ typedef typename make_unsigned<base_result>::type base_unsigned;
+ const range_type range = random::detail::subtract<result_type>()(max_value, min_value);
+ const base_result bmin = (eng.min)();
+ const base_unsigned brange =
+ random::detail::subtract<base_result>()((eng.max)(), (eng.min)());
+
+ if(range == 0) {
+ return min_value;
+ } else if(brange == range) {
+ // this will probably never happen in real life
+ // basically nothing to do; just take care we don't overflow / underflow
+ base_unsigned v = random::detail::subtract<base_result>()(eng(), bmin);
+ return random::detail::add<base_unsigned, result_type>()(v, min_value);
+ } else if(brange < range) {
+ // use rejection method to handle things like 0..3 --> 0..4
+ for(;;) {
+ // concatenate several invocations of the base RNG
+ // take extra care to avoid overflows
+
+ // limit == floor((range+1)/(brange+1))
+ // Therefore limit*(brange+1) <= range+1
+ range_type limit;
+ if(range == (std::numeric_limits<range_type>::max)()) {
+ limit = range/(range_type(brange)+1);
+ if(range % (range_type(brange)+1) == range_type(brange))
+ ++limit;
+ } else {
+ limit = (range+1)/(range_type(brange)+1);
+ }
+
+ // We consider "result" as expressed to base (brange+1):
+ // For every power of (brange+1), we determine a random factor
+ range_type result = range_type(0);
+ range_type mult = range_type(1);
+
+ // loop invariants:
+ // result < mult
+ // mult <= range
+ while(mult <= limit) {
+ // Postcondition: result <= range, thus no overflow
+ //
+ // limit*(brange+1)<=range+1 def. of limit (1)
+ // eng()-bmin<=brange eng() post. (2)
+ // and mult<=limit. loop condition (3)
+ // Therefore mult*(eng()-bmin+1)<=range+1 by (1),(2),(3) (4)
+ // Therefore mult*(eng()-bmin)+mult<=range+1 rearranging (4) (5)
+ // result<mult loop invariant (6)
+ // Therefore result+mult*(eng()-bmin)<range+1 by (5), (6) (7)
+ //
+ // Postcondition: result < mult*(brange+1)
+ //
+ // result<mult loop invariant (1)
+ // eng()-bmin<=brange eng() post. (2)
+ // Therefore result+mult*(eng()-bmin) <
+ // mult+mult*(eng()-bmin) by (1) (3)
+ // Therefore result+(eng()-bmin)*mult <
+ // mult+mult*brange by (2), (3) (4)
+ // Therefore result+(eng()-bmin)*mult <
+ // mult*(brange+1) by (4)
+ result += static_cast<range_type>(random::detail::subtract<base_result>()(eng(), bmin) * mult);
+
+ // equivalent to (mult * (brange+1)) == range+1, but avoids overflow.
+ if(mult * range_type(brange) == range - mult + 1) {
+ // The destination range is an integer power of
+ // the generator's range.
+ return(result);
+ }
+
+ // Postcondition: mult <= range
+ //
+ // limit*(brange+1)<=range+1 def. of limit (1)
+ // mult<=limit loop condition (2)
+ // Therefore mult*(brange+1)<=range+1 by (1), (2) (3)
+ // mult*(brange+1)!=range+1 preceding if (4)
+ // Therefore mult*(brange+1)<range+1 by (3), (4) (5)
+ //
+ // Postcondition: result < mult
+ //
+ // See the second postcondition on the change to result.
+ mult *= range_type(brange)+range_type(1);
+ }
+ // loop postcondition: range/mult < brange+1
+ //
+ // mult > limit loop condition (1)
+ // Suppose range/mult >= brange+1 Assumption (2)
+ // range >= mult*(brange+1) by (2) (3)
+ // range+1 > mult*(brange+1) by (3) (4)
+ // range+1 > (limit+1)*(brange+1) by (1), (4) (5)
+ // (range+1)/(brange+1) > limit+1 by (5) (6)
+ // limit < floor((range+1)/(brange+1)) by (6) (7)
+ // limit==floor((range+1)/(brange+1)) def. of limit (8)
+ // not (2) reductio (9)
+ //
+ // loop postcondition: (range/mult)*mult+(mult-1) >= range
+ //
+ // (range/mult)*mult + range%mult == range identity (1)
+ // range%mult < mult def. of % (2)
+ // (range/mult)*mult+mult > range by (1), (2) (3)
+ // (range/mult)*mult+(mult-1) >= range by (3) (4)
+ //
+ // Note that the maximum value of result at this point is (mult-1),
+ // so after this final step, we generate numbers that can be
+ // at least as large as range. We have to really careful to avoid
+ // overflow in this final addition and in the rejection. Anything
+ // that overflows is larger than range and can thus be rejected.
+
+ // range/mult < brange+1 -> no endless loop
+ range_type result_increment =
+ generate_uniform_int(
+ eng,
+ static_cast<range_type>(0),
+ static_cast<range_type>(range/mult),
+ boost::mpl::true_());
+ if((std::numeric_limits<range_type>::max)() / mult < result_increment) {
+ // The multiplcation would overflow. Reject immediately.
+ continue;
+ }
+ result_increment *= mult;
+ // unsigned integers are guaranteed to wrap on overflow.
+ result += result_increment;
+ if(result < result_increment) {
+ // The addition overflowed. Reject.
+ continue;
+ }
+ if(result > range) {
+ // Too big. Reject.
+ continue;
+ }
+ return random::detail::add<range_type, result_type>()(result, min_value);
+ }
+ } else { // brange > range
+ base_unsigned bucket_size;
+ // it's safe to add 1 to range, as long as we cast it first,
+ // because we know that it is less than brange. However,
+ // we do need to be careful not to cause overflow by adding 1
+ // to brange.
+ if(brange == (std::numeric_limits<base_unsigned>::max)()) {
+ bucket_size = brange / (static_cast<base_unsigned>(range)+1);
+ if(brange % (static_cast<base_unsigned>(range)+1) == static_cast<base_unsigned>(range)) {
+ ++bucket_size;
+ }
+ } else {
+ bucket_size = (brange+1) / (static_cast<base_unsigned>(range)+1);
+ }
+ for(;;) {
+ base_unsigned result =
+ random::detail::subtract<base_result>()(eng(), bmin);
+ result /= bucket_size;
+ // result and range are non-negative, and result is possibly larger
+ // than range, so the cast is safe
+ if(result <= static_cast<base_unsigned>(range))
+ return random::detail::add<base_unsigned, result_type>()(result, min_value);
+ }
+ }
+}
+
+#ifdef BOOST_MSVC
+#pragma warning(pop)
+#endif
+
+template<class Engine, class T>
+inline T generate_uniform_int(
+ Engine& eng, T min_value, T max_value,
+ boost::mpl::false_ /** is_integral<Engine::result_type> */)
+{
+ uniform_int_float<Engine> wrapper(eng);
+ return generate_uniform_int(wrapper, min_value, max_value, boost::mpl::true_());
+}
+
+template<class Engine, class T>
+inline T generate_uniform_int(Engine& eng, T min_value, T max_value)
+{
+ typedef typename Engine::result_type base_result;
+ return generate_uniform_int(eng, min_value, max_value,
+ boost::is_integral<base_result>());
+}
+
+}
+
+/**
+ * The class template uniform_int_distribution models a \random_distribution.
+ * On each invocation, it returns a random integer value uniformly
+ * distributed in the set of integers {min, min+1, min+2, ..., max}.
+ *
+ * The template parameter IntType shall denote an integer-like value type.
+ */
+template<class IntType = int>
+class uniform_int_distribution
+{
+public:
+ typedef IntType input_type;
+ typedef IntType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef uniform_int_distribution distribution_type;
+
+ /**
+ * Constructs the parameters of a uniform_int_distribution.
+ *
+ * Requires min <= max
+ */
+ explicit param_type(
+ IntType min_arg = 0,
+ IntType max_arg = (std::numeric_limits<IntType>::max)())
+ : _min(min_arg), _max(max_arg)
+ {
+ BOOST_ASSERT(_min <= _max);
+ }
+
+ /** Returns the minimum value of the distribution. */
+ IntType a() const { return _min; }
+ /** Returns the maximum value of the distribution. */
+ IntType b() const { return _max; }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._min << " " << parm._max;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ IntType min_in, max_in;
+ if(is >> min_in >> std::ws >> max_in) {
+ if(min_in <= max_in) {
+ parm._min = min_in;
+ parm._max = max_in;
+ } else {
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+
+ IntType _min;
+ IntType _max;
+ };
+
+ /**
+ * Constructs a uniform_int_distribution. @c min and @c max are
+ * the parameters of the distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit uniform_int_distribution(
+ IntType min_arg = 0,
+ IntType max_arg = (std::numeric_limits<IntType>::max)())
+ : _min(min_arg), _max(max_arg)
+ {
+ BOOST_ASSERT(min_arg <= max_arg);
+ }
+ /** Constructs a uniform_int_distribution from its parameters. */
+ explicit uniform_int_distribution(const param_type& parm)
+ : _min(parm.a()), _max(parm.b()) {}
+
+ /** Returns the minimum value of the distribution */
+ IntType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
+ /** Returns the maximum value of the distribution */
+ IntType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
+
+ /** Returns the minimum value of the distribution */
+ IntType a() const { return _min; }
+ /** Returns the maximum value of the distribution */
+ IntType b() const { return _max; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_min, _max); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _min = parm.a();
+ _max = parm.b();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Returns an integer uniformly distributed in the range [min, max]. */
+ template<class Engine>
+ result_type operator()(Engine& eng) const
+ { return detail::generate_uniform_int(eng, _min, _max); }
+
+ /**
+ * Returns an integer uniformly distributed in the range
+ * [param.a(), param.b()].
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm) const
+ { return detail::generate_uniform_int(eng, parm.a(), parm.b()); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_int_distribution, ud)
+ {
+ os << ud.param();
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_int_distribution, ud)
+ {
+ param_type parm;
+ if(is >> parm) {
+ ud.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical sequences
+ * of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_int_distribution, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /**
+ * Returns true if the two distributions may produce different sequences
+ * of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_int_distribution)
+
+private:
+ IntType _min;
+ IntType _max;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_INT_HPP
diff --git a/boost/random/uniform_on_sphere.hpp b/boost/random/uniform_on_sphere.hpp
new file mode 100644
index 0000000..04071dc
--- /dev/null
+++ b/boost/random/uniform_on_sphere.hpp
@@ -0,0 +1,229 @@
+/* boost random/uniform_on_sphere.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: uniform_on_sphere.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
+#define BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
+
+#include <vector>
+#include <algorithm> // std::transform
+#include <functional> // std::bind2nd, std::divides
+#include <boost/assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/normal_distribution.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of class template uniform_on_sphere model a
+ * \random_distribution. Such a distribution produces random
+ * numbers uniformly distributed on the unit sphere of arbitrary
+ * dimension @c dim. The @c Cont template parameter must be a STL-like
+ * container type with begin and end operations returning non-const
+ * ForwardIterators of type @c Cont::iterator.
+ */
+template<class RealType = double, class Cont = std::vector<RealType> >
+class uniform_on_sphere
+{
+public:
+ typedef RealType input_type;
+ typedef Cont result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef uniform_on_sphere distribution_type;
+
+ /**
+ * Constructs the parameters of a uniform_on_sphere
+ * distribution, given the dimension of the sphere.
+ */
+ explicit param_type(int dim_arg = 2) : _dim(dim_arg)
+ {
+ BOOST_ASSERT(_dim >= 0);
+ }
+
+ /** Returns the dimension of the sphere. */
+ int dim() const { return _dim; }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._dim;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ is >> parm._dim;
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._dim == rhs._dim; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ int _dim;
+ };
+
+ /**
+ * Constructs a @c uniform_on_sphere distribution.
+ * @c dim is the dimension of the sphere.
+ *
+ * Requires: dim >= 0
+ */
+ explicit uniform_on_sphere(int dim_arg = 2)
+ : _container(dim_arg), _dim(dim_arg) { }
+
+ /**
+ * Constructs a @c uniform_on_sphere distribution from its parameters.
+ */
+ explicit uniform_on_sphere(const param_type& parm)
+ : _container(parm.dim()), _dim(parm.dim()) { }
+
+ // compiler-generated copy ctor and assignment operator are fine
+
+ /** Returns the dimension of the sphere. */
+ int dim() const { return _dim; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_dim); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _dim = parm.dim();
+ _container.resize(_dim);
+ }
+
+ /**
+ * Returns the smallest value that the distribution can produce.
+ * Note that this is required to approximate the standard library's
+ * requirements. The behavior is defined according to lexicographical
+ * comparison so that for a container type of std::vector,
+ * dist.min() <= x <= dist.max() where x is any value produced
+ * by the distribution.
+ */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ {
+ result_type result(_dim);
+ if(_dim != 0) {
+ result.front() = RealType(-1.0);
+ }
+ return result;
+ }
+ /**
+ * Returns the largest value that the distribution can produce.
+ * Note that this is required to approximate the standard library's
+ * requirements. The behavior is defined according to lexicographical
+ * comparison so that for a container type of std::vector,
+ * dist.min() <= x <= dist.max() where x is any value produced
+ * by the distribution.
+ */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+ {
+ result_type result(_dim);
+ if(_dim != 0) {
+ result.front() = RealType(1.0);
+ }
+ return result;
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { _normal.reset(); }
+
+ /**
+ * Returns a point uniformly distributed over the surface of
+ * a sphere of dimension dim().
+ */
+ template<class Engine>
+ const result_type & operator()(Engine& eng)
+ {
+ RealType sqsum = 0;
+ for(typename Cont::iterator it = _container.begin();
+ it != _container.end();
+ ++it) {
+ RealType val = _normal(eng);
+ *it = val;
+ sqsum += val * val;
+ }
+ using std::sqrt;
+ // for all i: result[i] /= sqrt(sqsum)
+ std::transform(_container.begin(), _container.end(), _container.begin(),
+ std::bind2nd(std::divides<RealType>(), sqrt(sqsum)));
+ return _container;
+ }
+
+ /**
+ * Returns a point uniformly distributed over the surface of
+ * a sphere of dimension param.dim().
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm) const
+ {
+ return uniform_on_sphere(parm)(eng);
+ }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_on_sphere, sd)
+ {
+ os << sd._dim;
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_on_sphere, sd)
+ {
+ is >> sd._dim;
+ sd._container.resize(sd._dim);
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of values, given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_on_sphere, lhs, rhs)
+ { return lhs._dim == rhs._dim && lhs._normal == rhs._normal; }
+
+ /**
+ * Returns true if the two distributions may produce different
+ * sequences of values, given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_on_sphere)
+
+private:
+ normal_distribution<RealType> _normal;
+ result_type _container;
+ int _dim;
+};
+
+} // namespace random
+
+using random::uniform_on_sphere;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
diff --git a/boost/random/uniform_real.hpp b/boost/random/uniform_real.hpp
new file mode 100644
index 0000000..396072e
--- /dev/null
+++ b/boost/random/uniform_real.hpp
@@ -0,0 +1,82 @@
+/* boost random/uniform_real.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: uniform_real.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-04-08 added min<max assertion (N. Becker)
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_REAL_HPP
+#define BOOST_RANDOM_UNIFORM_REAL_HPP
+
+#include <boost/assert.hpp>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/uniform_real_distribution.hpp>
+
+namespace boost {
+
+/**
+ * The distribution function uniform_real models a random distribution.
+ * On each invocation, it returns a random floating-point value uniformly
+ * distributed in the range [min..max).
+ *
+ * This class is deprecated. Please use @c uniform_real_distribution in
+ * new code.
+ */
+template<class RealType = double>
+class uniform_real : public random::uniform_real_distribution<RealType>
+{
+ typedef random::uniform_real_distribution<RealType> base_type;
+public:
+
+ class param_type : public base_type::param_type
+ {
+ public:
+ typedef uniform_real distribution_type;
+ /**
+ * Constructs the parameters of a uniform_real distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit param_type(RealType min_arg = RealType(0.0),
+ RealType max_arg = RealType(1.0))
+ : base_type::param_type(min_arg, max_arg)
+ {}
+ };
+
+ /**
+ * Constructs a uniform_real object. @c min and @c max are the
+ * parameters of the distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit uniform_real(RealType min_arg = RealType(0.0),
+ RealType max_arg = RealType(1.0))
+ : base_type(min_arg, max_arg)
+ {
+ BOOST_ASSERT(min_arg <= max_arg);
+ }
+
+ /** Constructs a uniform_real distribution from its parameters. */
+ explicit uniform_real(const param_type& parm)
+ : base_type(parm)
+ {}
+
+ /** Returns the parameters of the distribution */
+ param_type param() const { return param_type(this->a(), this->b()); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm) { this->base_type::param(parm); }
+};
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_REAL_HPP
diff --git a/boost/random/uniform_real_distribution.hpp b/boost/random/uniform_real_distribution.hpp
new file mode 100644
index 0000000..61b235a
--- /dev/null
+++ b/boost/random/uniform_real_distribution.hpp
@@ -0,0 +1,239 @@
+/* boost random/uniform_real_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: uniform_real_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_REAL_DISTRIBUTION_HPP
+#define BOOST_RANDOM_UNIFORM_REAL_DISTRIBUTION_HPP
+
+#include <iosfwd>
+#include <ios>
+#include <istream>
+#include <boost/assert.hpp>
+#include <boost/config.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/type_traits/is_integral.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class Engine, class T>
+T generate_uniform_real(
+ Engine& eng, T min_value, T max_value,
+ boost::mpl::false_ /** is_integral<Engine::result_type> */)
+{
+ for(;;) {
+ typedef T result_type;
+ typedef typename Engine::result_type base_result;
+ result_type numerator = static_cast<T>(eng() - (eng.min)());
+ result_type divisor = static_cast<T>((eng.max)() - (eng.min)());
+ BOOST_ASSERT(divisor > 0);
+ BOOST_ASSERT(numerator >= 0 && numerator <= divisor);
+ T result = numerator / divisor * (max_value - min_value) + min_value;
+ if(result < max_value) return result;
+ }
+}
+
+template<class Engine, class T>
+T generate_uniform_real(
+ Engine& eng, T min_value, T max_value,
+ boost::mpl::true_ /** is_integral<Engine::result_type> */)
+{
+ for(;;) {
+ typedef T result_type;
+ typedef typename Engine::result_type base_result;
+ result_type numerator = static_cast<T>(subtract<base_result>()(eng(), (eng.min)()));
+ result_type divisor = static_cast<T>(subtract<base_result>()((eng.max)(), (eng.min)())) + 1;
+ BOOST_ASSERT(divisor > 0);
+ BOOST_ASSERT(numerator >= 0 && numerator <= divisor);
+ T result = numerator / divisor * (max_value - min_value) + min_value;
+ if(result < max_value) return result;
+ }
+}
+
+template<class Engine, class T>
+inline T generate_uniform_real(Engine& eng, T min_value, T max_value)
+{
+ typedef typename Engine::result_type base_result;
+ return generate_uniform_real(eng, min_value, max_value,
+ boost::is_integral<base_result>());
+}
+
+}
+
+/**
+ * The class template uniform_real_distribution models a \random_distribution.
+ * On each invocation, it returns a random floating-point value uniformly
+ * distributed in the range [min..max).
+ */
+template<class RealType = double>
+class uniform_real_distribution
+{
+public:
+ typedef RealType input_type;
+ typedef RealType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef uniform_real_distribution distribution_type;
+
+ /**
+ * Constructs the parameters of a uniform_real_distribution.
+ *
+ * Requires min <= max
+ */
+ explicit param_type(RealType min_arg = RealType(0.0),
+ RealType max_arg = RealType(1.0))
+ : _min(min_arg), _max(max_arg)
+ {
+ BOOST_ASSERT(_min <= _max);
+ }
+
+ /** Returns the minimum value of the distribution. */
+ RealType a() const { return _min; }
+ /** Returns the maximum value of the distribution. */
+ RealType b() const { return _max; }
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._min << " " << parm._max;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ RealType min_in, max_in;
+ if(is >> min_in >> std::ws >> max_in) {
+ if(min_in <= max_in) {
+ parm._min = min_in;
+ parm._max = max_in;
+ } else {
+ is.setstate(std::ios_base::failbit);
+ }
+ }
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+
+ RealType _min;
+ RealType _max;
+ };
+
+ /**
+ * Constructs a uniform_real_distribution. @c min and @c max are
+ * the parameters of the distribution.
+ *
+ * Requires: min <= max
+ */
+ explicit uniform_real_distribution(
+ RealType min_arg = RealType(0.0),
+ RealType max_arg = RealType(1.0))
+ : _min(min_arg), _max(max_arg)
+ {
+ BOOST_ASSERT(min_arg <= max_arg);
+ }
+ /** Constructs a uniform_real_distribution from its parameters. */
+ explicit uniform_real_distribution(const param_type& parm)
+ : _min(parm.a()), _max(parm.b()) {}
+
+ /** Returns the minimum value of the distribution */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
+ /** Returns the maximum value of the distribution */
+ RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
+
+ /** Returns the minimum value of the distribution */
+ RealType a() const { return _min; }
+ /** Returns the maximum value of the distribution */
+ RealType b() const { return _max; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_min, _max); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _min = parm.a();
+ _max = parm.b();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Returns a value uniformly distributed in the range [min, max). */
+ template<class Engine>
+ result_type operator()(Engine& eng) const
+ { return detail::generate_uniform_real(eng, _min, _max); }
+
+ /**
+ * Returns a value uniformly distributed in the range
+ * [param.a(), param.b()).
+ */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm) const
+ { return detail::generate_uniform_real(eng, parm.a(), parm.b()); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_real_distribution, ud)
+ {
+ os << ud.param();
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_real_distribution, ud)
+ {
+ param_type parm;
+ if(is >> parm) {
+ ud.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical sequences
+ * of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_real_distribution, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /**
+ * Returns true if the two distributions may produce different sequences
+ * of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_real_distribution)
+
+private:
+ RealType _min;
+ RealType _max;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_INT_HPP
diff --git a/boost/random/uniform_smallint.hpp b/boost/random/uniform_smallint.hpp
new file mode 100644
index 0000000..745fa8e
--- /dev/null
+++ b/boost/random/uniform_smallint.hpp
@@ -0,0 +1,288 @@
+/* boost random/uniform_smallint.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: uniform_smallint.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ * Revision history
+ * 2001-04-08 added min<max assertion (N. Becker)
+ * 2001-02-18 moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_UNIFORM_SMALLINT_HPP
+#define BOOST_RANDOM_UNIFORM_SMALLINT_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <boost/assert.hpp>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/type_traits/is_integral.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/detail/workaround.hpp>
+
+namespace boost {
+namespace random {
+
+// uniform integer distribution on a small range [min, max]
+
+/**
+ * The distribution function uniform_smallint models a \random_distribution.
+ * On each invocation, it returns a random integer value uniformly distributed
+ * in the set of integer numbers {min, min+1, min+2, ..., max}. It assumes
+ * that the desired range (max-min+1) is small compared to the range of the
+ * underlying source of random numbers and thus makes no attempt to limit
+ * quantization errors.
+ *
+ * Let \f$r_{\mathtt{out}} = (\mbox{max}-\mbox{min}+1)\f$ the desired range of
+ * integer numbers, and
+ * let \f$r_{\mathtt{base}}\f$ be the range of the underlying source of random
+ * numbers. Then, for the uniform distribution, the theoretical probability
+ * for any number i in the range \f$r_{\mathtt{out}}\f$ will be
+ * \f$\displaystyle p_{\mathtt{out}}(i) = \frac{1}{r_{\mathtt{out}}}\f$.
+ * Likewise, assume a uniform distribution on \f$r_{\mathtt{base}}\f$ for
+ * the underlying source of random numbers, i.e.
+ * \f$\displaystyle p_{\mathtt{base}}(i) = \frac{1}{r_{\mathtt{base}}}\f$.
+ * Let \f$p_{\mathtt{out\_s}}(i)\f$ denote the random
+ * distribution generated by @c uniform_smallint. Then the sum over all
+ * i in \f$r_{\mathtt{out}}\f$ of
+ * \f$\displaystyle
+ * \left(\frac{p_{\mathtt{out\_s}}(i)}{p_{\mathtt{out}}(i)} - 1\right)^2\f$
+ * shall not exceed
+ * \f$\displaystyle \frac{r_{\mathtt{out}}}{r_{\mathtt{base}}^2}
+ * (r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
+ * (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$.
+ *
+ * The template parameter IntType shall denote an integer-like value type.
+ *
+ * @xmlnote
+ * The property above is the square sum of the relative differences
+ * in probabilities between the desired uniform distribution
+ * \f$p_{\mathtt{out}}(i)\f$ and the generated distribution
+ * \f$p_{\mathtt{out\_s}}(i)\f$.
+ * The property can be fulfilled with the calculation
+ * \f$(\mbox{base\_rng} \mbox{ mod } r_{\mathtt{out}})\f$, as follows:
+ * Let \f$r = r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}}\f$.
+ * The base distribution on \f$r_{\mathtt{base}}\f$ is folded onto the
+ * range \f$r_{\mathtt{out}}\f$. The numbers i < r have assigned
+ * \f$\displaystyle
+ * \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor+1\f$
+ * numbers of the base distribution, the rest has only \f$\displaystyle
+ * \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor\f$.
+ * Therefore,
+ * \f$\displaystyle p_{\mathtt{out\_s}}(i) =
+ * \left(\left\lfloor\frac{r_{\mathtt{base}}}
+ * {r_{\mathtt{out}}}\right\rfloor+1\right) /
+ * r_{\mathtt{base}}\f$ for i < r and \f$\displaystyle p_{\mathtt{out\_s}}(i) =
+ * \left\lfloor\frac{r_{\mathtt{base}}}
+ * {r_{\mathtt{out}}}\right\rfloor/r_{\mathtt{base}}\f$ otherwise.
+ * Substituting this in the
+ * above sum formula leads to the desired result.
+ * @endxmlnote
+ *
+ * Note: The upper bound for
+ * \f$(r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
+ * (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$ is
+ * \f$\displaystyle \frac{r_{\mathtt{out}}^2}{4}\f$. Regarding the upper bound
+ * for the square sum of the relative quantization error of
+ * \f$\displaystyle \frac{r_\mathtt{out}^3}{4r_{\mathtt{base}}^2}\f$, it
+ * seems wise to either choose \f$r_{\mathtt{base}}\f$ so that
+ * \f$r_{\mathtt{base}} > 10r_{\mathtt{out}}^2\f$ or ensure that
+ * \f$r_{\mathtt{base}}\f$ is
+ * divisible by \f$r_{\mathtt{out}}\f$.
+ */
+template<class IntType = int>
+class uniform_smallint
+{
+public:
+ typedef IntType input_type;
+ typedef IntType result_type;
+
+ class param_type
+ {
+ public:
+
+ typedef uniform_smallint distribution_type;
+
+ /** constructs the parameters of a @c uniform_smallint distribution. */
+ param_type(IntType min_arg = 0, IntType max_arg = 9)
+ : _min(min_arg), _max(max_arg)
+ {
+ BOOST_ASSERT(_min <= _max);
+ }
+
+ /** Returns the minimum value. */
+ IntType a() const { return _min; }
+ /** Returns the maximum value. */
+ IntType b() const { return _max; }
+
+
+ /** Writes the parameters to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ {
+ os << parm._min << " " << parm._max;
+ return os;
+ }
+
+ /** Reads the parameters from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ {
+ is >> parm._min >> std::ws >> parm._max;
+ return is;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ IntType _min;
+ IntType _max;
+ };
+
+ /**
+ * Constructs a @c uniform_smallint. @c min and @c max are the
+ * lower and upper bounds of the output range, respectively.
+ */
+ explicit uniform_smallint(IntType min_arg = 0, IntType max_arg = 9)
+ : _min(min_arg), _max(max_arg) {}
+
+ /**
+ * Constructs a @c uniform_smallint from its parameters.
+ */
+ explicit uniform_smallint(const param_type& parm)
+ : _min(parm.a()), _max(parm.b()) {}
+
+ /** Returns the minimum value of the distribution. */
+ result_type a() const { return _min; }
+ /** Returns the maximum value of the distribution. */
+ result_type b() const { return _max; }
+ /** Returns the minimum value of the distribution. */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
+ /** Returns the maximum value of the distribution. */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
+
+ /** Returns the parameters of the distribution. */
+ param_type param() const { return param_type(_min, _max); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _min = parm.a();
+ _max = parm.b();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Returns a value uniformly distributed in the range [min(), max()]. */
+ template<class Engine>
+ result_type operator()(Engine& eng) const
+ {
+ typedef typename Engine::result_type base_result;
+ return generate(eng, boost::is_integral<base_result>());
+ }
+
+ /** Returns a value uniformly distributed in the range [param.a(), param.b()]. */
+ template<class Engine>
+ result_type operator()(Engine& eng, const param_type& parm) const
+ { return uniform_smallint(parm)(eng); }
+
+ /** Writes the distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_smallint, ud)
+ {
+ os << ud._min << " " << ud._max;
+ return os;
+ }
+
+ /** Reads the distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_smallint, ud)
+ {
+ is >> ud._min >> std::ws >> ud._max;
+ return is;
+ }
+
+ /**
+ * Returns true if the two distributions will produce identical
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_smallint, lhs, rhs)
+ { return lhs._min == rhs._min && lhs._max == rhs._max; }
+
+ /**
+ * Returns true if the two distributions may produce different
+ * sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_smallint)
+
+private:
+
+ // \cond show_private
+ template<class Engine>
+ result_type generate(Engine& eng, boost::mpl::true_) const
+ {
+ // equivalent to (eng() - eng.min()) % (_max - _min + 1) + _min,
+ // but guarantees no overflow.
+ typedef typename Engine::result_type base_result;
+ typedef typename boost::make_unsigned<base_result>::type base_unsigned;
+ typedef typename boost::make_unsigned<result_type>::type range_type;
+ range_type range = random::detail::subtract<result_type>()(_max, _min);
+ base_unsigned base_range =
+ random::detail::subtract<result_type>()((eng.max)(), (eng.min)());
+ base_unsigned val =
+ random::detail::subtract<base_result>()(eng(), (eng.min)());
+ if(range >= base_range) {
+ return boost::random::detail::add<range_type, result_type>()(
+ static_cast<range_type>(val), _min);
+ } else {
+ base_unsigned modulus = static_cast<base_unsigned>(range) + 1;
+ return boost::random::detail::add<range_type, result_type>()(
+ static_cast<range_type>(val % modulus), _min);
+ }
+ }
+
+ template<class Engine>
+ result_type generate(Engine& eng, boost::mpl::false_) const
+ {
+ typedef typename Engine::result_type base_result;
+ typedef typename boost::make_unsigned<result_type>::type range_type;
+ range_type range = random::detail::subtract<result_type>()(_max, _min);
+ base_result val = boost::uniform_01<base_result>()(eng);
+ // what is the worst that can possibly happen here?
+ // base_result may not be able to represent all the values in [0, range]
+ // exactly. If this happens, it will cause round off error and we
+ // won't be able to produce all the values in the range. We don't
+ // care about this because the user has already told us not to by
+ // using uniform_smallint. However, we do need to be careful
+ // to clamp the result, or floating point rounding can produce
+ // an out of range result.
+ range_type offset = static_cast<range_type>(val * (static_cast<base_result>(range) + 1));
+ if(offset > range) return _max;
+ return boost::random::detail::add<range_type, result_type>()(offset , _min);
+ }
+ // \endcond
+
+ result_type _min;
+ result_type _max;
+};
+
+} // namespace random
+
+using random::uniform_smallint;
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_UNIFORM_SMALLINT_HPP
diff --git a/boost/random/variate_generator.hpp b/boost/random/variate_generator.hpp
new file mode 100644
index 0000000..ac69800
--- /dev/null
+++ b/boost/random/variate_generator.hpp
@@ -0,0 +1,122 @@
+/* boost random/variate_generator.hpp header file
+ *
+ * Copyright Jens Maurer 2002
+ * 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: variate_generator.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_RANDOM_GENERATOR_HPP
+#define BOOST_RANDOM_RANDOM_GENERATOR_HPP
+
+#include <boost/random/detail/ptr_helper.hpp>
+
+#include <boost/random/detail/disable_warnings.hpp>
+
+namespace boost {
+
+/// \cond hide_private_members
+
+namespace random {
+
+///\endcond
+
+/**
+ * A random variate generator is used to join a random number
+ * generator together with a random number distribution.
+ * Boost.Random provides a vast choice of \generators as well
+ * as \distributions.
+ *
+ * The argument for the template parameter Engine shall be of
+ * the form U, U&, or U*, where U models a
+ * \uniform_random_number_generator. Then, the member
+ * engine_value_type names U (not the pointer or reference to U).
+ *
+ * Specializations of @c variate_generator satisfy the
+ * requirements of CopyConstructible. They also satisfy the
+ * requirements of Assignable unless the template parameter
+ * Engine is of the form U&.
+ *
+ * The complexity of all functions specified in this section
+ * is constant. No function described in this section except
+ * the constructor throws an exception.
+ */
+template<class Engine, class Distribution>
+class variate_generator
+{
+private:
+ typedef boost::random::detail::ptr_helper<Engine> helper_type;
+public:
+ typedef typename helper_type::value_type engine_value_type;
+ typedef Engine engine_type;
+ typedef Distribution distribution_type;
+ typedef typename Distribution::result_type result_type;
+
+ /**
+ * Constructs a @c variate_generator object with the associated
+ * \uniform_random_number_generator eng and the associated
+ * \random_distribution d.
+ *
+ * Throws: If and what the copy constructor of Engine or
+ * Distribution throws.
+ */
+ variate_generator(Engine e, Distribution d)
+ : _eng(e), _dist(d) { }
+
+ /** Returns: distribution()(engine()) */
+ result_type operator()() { return _dist(engine()); }
+ /**
+ * Returns: distribution()(engine(), value).
+ */
+ template<class T>
+ result_type operator()(const T& value) { return _dist(engine(), value); }
+
+ /**
+ * Returns: A reference to the associated uniform random number generator.
+ */
+ engine_value_type& engine() { return helper_type::ref(_eng); }
+ /**
+ * Returns: A reference to the associated uniform random number generator.
+ */
+ const engine_value_type& engine() const { return helper_type::ref(_eng); }
+
+ /** Returns: A reference to the associated \random_distribution. */
+ distribution_type& distribution() { return _dist; }
+ /**
+ * Returns: A reference to the associated random distribution.
+ */
+ const distribution_type& distribution() const { return _dist; }
+
+ /**
+ * Precondition: distribution().min() is well-formed
+ *
+ * Returns: distribution().min()
+ */
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().min)(); }
+ /**
+ * Precondition: distribution().max() is well-formed
+ *
+ * Returns: distribution().max()
+ */
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().max)(); }
+
+private:
+ Engine _eng;
+ distribution_type _dist;
+};
+
+} // namespace random
+
+using random::variate_generator;
+
+} // namespace boost
+
+#include <boost/random/detail/enable_warnings.hpp>
+
+#endif // BOOST_RANDOM_RANDOM_GENERATOR_HPP
diff --git a/boost/random/weibull_distribution.hpp b/boost/random/weibull_distribution.hpp
new file mode 100644
index 0000000..2c8a26f
--- /dev/null
+++ b/boost/random/weibull_distribution.hpp
@@ -0,0 +1,177 @@
+/* boost random/weibull_distribution.hpp header file
+ *
+ * Copyright Steven Watanabe 2010
+ * 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: weibull_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ */
+
+#ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
+#define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>
+#include <iosfwd>
+#include <istream>
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/random/detail/operators.hpp>
+#include <boost/random/uniform_01.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * The Weibull distribution is a real valued distribution with two
+ * parameters a and b, producing values >= 0.
+ *
+ * It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$.
+ */
+template<class RealType = double>
+class weibull_distribution {
+public:
+ typedef RealType result_type;
+ typedef RealType input_type;
+
+ class param_type {
+ public:
+ typedef weibull_distribution distribution_type;
+
+ /**
+ * Constructs a @c param_type from the "a" and "b" parameters
+ * of the distribution.
+ *
+ * Requires: a > 0 && b > 0
+ */
+ explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
+ : _a(a_arg), _b(b_arg)
+ {}
+
+ /** Returns the "a" parameter of the distribtuion. */
+ RealType a() const { return _a; }
+ /** Returns the "b" parameter of the distribution. */
+ RealType b() const { return _b; }
+
+ /** Writes a @c param_type to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+ { os << parm._a << ' ' << parm._b; return os; }
+
+ /** Reads a @c param_type from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+ { is >> parm._a >> std::ws >> parm._b; return is; }
+
+ /** Returns true if the two sets of parameters are the same. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b; }
+
+ /** Returns true if the two sets of parameters are the different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _a;
+ RealType _b;
+ };
+
+ /**
+ * Constructs a @c weibull_distribution from its "a" and "b" parameters.
+ *
+ * Requires: a > 0 && b > 0
+ */
+ explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
+ : _a(a_arg), _b(b_arg)
+ {}
+ /** Constructs a @c weibull_distribution from its parameters. */
+ explicit weibull_distribution(const param_type& parm)
+ : _a(parm.a()), _b(parm.b())
+ {}
+
+ /**
+ * Returns a random variate distributed according to the
+ * @c weibull_distribution.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng) const
+ {
+ using std::pow;
+ using std::log;
+ return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a);
+ }
+
+ /**
+ * Returns a random variate distributed accordint to the Weibull
+ * distribution with parameters specified by @c param.
+ */
+ template<class URNG>
+ RealType operator()(URNG& urng, const param_type& parm) const
+ {
+ return weibull_distribution(parm)(urng);
+ }
+
+ /** Returns the "a" parameter of the distribution. */
+ RealType a() const { return _a; }
+ /** Returns the "b" parameter of the distribution. */
+ RealType b() const { return _b; }
+
+ /** Returns the smallest value that the distribution can produce. */
+ RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 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(_a, _b); }
+ /** Sets the parameters of the distribution. */
+ void param(const param_type& parm)
+ {
+ _a = parm.a();
+ _b = parm.b();
+ }
+
+ /**
+ * Effects: Subsequent uses of the distribution do not depend
+ * on values produced by any engine prior to invoking reset.
+ */
+ void reset() { }
+
+ /** Writes a @c weibull_distribution to a @c std::ostream. */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd)
+ {
+ os << wd.param();
+ return os;
+ }
+
+ /** Reads a @c weibull_distribution from a @c std::istream. */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd)
+ {
+ param_type parm;
+ if(is >> parm) {
+ wd.param(parm);
+ }
+ return is;
+ }
+
+ /**
+ * Returns true if the two instances of @c weibull_distribution will
+ * return identical sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs)
+ { return lhs._a == rhs._a && lhs._b == rhs._b; }
+
+ /**
+ * Returns true if the two instances of @c weibull_distribution will
+ * return different sequences of values given equal generators.
+ */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution)
+
+private:
+ RealType _a;
+ RealType _b;
+};
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
diff --git a/boost/random/xor_combine.hpp b/boost/random/xor_combine.hpp
new file mode 100644
index 0000000..d997a1c
--- /dev/null
+++ b/boost/random/xor_combine.hpp
@@ -0,0 +1,207 @@
+/* boost random/xor_combine.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: xor_combine.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
+ *
+ */
+
+#ifndef BOOST_RANDOM_XOR_COMBINE_HPP
+#define BOOST_RANDOM_XOR_COMBINE_HPP
+
+#include <istream>
+#include <iosfwd>
+#include <cassert>
+#include <algorithm> // for std::min and std::max
+#include <boost/config.hpp>
+#include <boost/limits.hpp>
+#include <boost/cstdint.hpp> // uint32_t
+#include <boost/random/detail/config.hpp>
+#include <boost/random/detail/seed.hpp>
+#include <boost/random/detail/seed_impl.hpp>
+
+namespace boost {
+namespace random {
+
+/**
+ * Instantiations of @c xor_combine_engine model a
+ * \pseudo_random_number_generator. To produce its output it
+ * invokes each of the base generators, shifts their results
+ * and xors them together.
+ */
+template<class URNG1, int s1, class URNG2, int s2>
+class xor_combine_engine
+{
+public:
+ typedef URNG1 base1_type;
+ typedef URNG2 base2_type;
+ typedef typename base1_type::result_type result_type;
+
+ BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
+ BOOST_STATIC_CONSTANT(int, shift1 = s1);
+ BOOST_STATIC_CONSTANT(int, shift2 = s2);
+
+ /**
+ * Constructors a @c xor_combine_engine by default constructing
+ * both base generators.
+ */
+ xor_combine_engine() : _rng1(), _rng2() { }
+
+ /** Constructs a @c xor_combine by copying two base generators. */
+ xor_combine_engine(const base1_type & rng1, const base2_type & rng2)
+ : _rng1(rng1), _rng2(rng2) { }
+
+ /**
+ * Constructs a @c xor_combine_engine, seeding both base generators
+ * with @c v.
+ *
+ * @xmlwarning
+ * The exact algorithm used by this function may change in the future.
+ * @endxmlwarning
+ */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(xor_combine_engine,
+ result_type, v)
+ { seed(v); }
+
+ /**
+ * Constructs a @c xor_combine_engine, seeding both base generators
+ * with values produced by @c seq.
+ */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(xor_combine_engine,
+ SeedSeq, seq)
+ { seed(seq); }
+
+ /**
+ * Constructs a @c xor_combine_engine, seeding both base generators
+ * with values from the iterator range [first, last) and changes
+ * first to point to the element after the last one used. If there
+ * are not enough elements in the range to seed both generators,
+ * throws @c std::invalid_argument.
+ */
+ template<class It> xor_combine_engine(It& first, It last)
+ : _rng1(first, last), _rng2( /* advanced by other call */ first, last) { }
+
+ /** Calls @c seed() for both base generators. */
+ void seed() { _rng1.seed(); _rng2.seed(); }
+
+ /** @c seeds both base generators with @c v. */
+ BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(xor_combine_engine, result_type, v)
+ { _rng1.seed(v); _rng2.seed(v); }
+
+ /** @c seeds both base generators with values produced by @c seq. */
+ BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(xor_combine_engine, SeedSeq, seq)
+ { _rng1.seed(seq); _rng2.seed(seq); }
+
+ /**
+ * seeds both base generators with values from the iterator
+ * range [first, last) and changes first to point to the element
+ * after the last one used. If there are not enough elements in
+ * the range to seed both generators, throws @c std::invalid_argument.
+ */
+ template<class It> void seed(It& first, It last)
+ {
+ _rng1.seed(first, last);
+ _rng2.seed(first, last);
+ }
+
+ /** Returns the first base generator. */
+ const base1_type& base1() const { return _rng1; }
+
+ /** Returns the second base generator. */
+ const base2_type& base2() const { return _rng2; }
+
+ /** Returns the next value of the generator. */
+ result_type operator()()
+ {
+ return (_rng1() << s1) ^ (_rng2() << s2);
+ }
+
+ /** Fills a range with random values */
+ template<class Iter>
+ void generate(Iter first, Iter last)
+ { detail::generate_from_int(*this, first, last); }
+
+ /** Advances the state of the generator by @c z. */
+ void discard(boost::uintmax_t z)
+ {
+ _rng1.discard(z);
+ _rng2.discard(z);
+ }
+
+ /** Returns the smallest value that the generator can produce. */
+ static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return (std::min)((URNG1::min)(), (URNG2::min)()); }
+ /** Returns the largest value that the generator can produce. */
+ static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return (std::max)((URNG1::min)(), (URNG2::max)()); }
+
+ /**
+ * Writes the textual representation of the generator to a @c std::ostream.
+ */
+ BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, xor_combine_engine, s)
+ {
+ os << s._rng1 << ' ' << s._rng2;
+ return os;
+ }
+
+ /**
+ * Reads the textual representation of the generator from a @c std::istream.
+ */
+ BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, xor_combine_engine, s)
+ {
+ is >> s._rng1 >> std::ws >> s._rng2;
+ return is;
+ }
+
+ /** Returns true if the two generators will produce identical sequences. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(xor_combine_engine, x, y)
+ { return x._rng1 == y._rng1 && x._rng2 == y._rng2; }
+
+ /** Returns true if the two generators will produce different sequences. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(xor_combine_engine)
+
+private:
+ base1_type _rng1;
+ base2_type _rng2;
+};
+
+#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
+// A definition is required even for integral static constants
+template<class URNG1, int s1, class URNG2, int s2>
+const bool xor_combine_engine<URNG1, s1, URNG2, s2>::has_fixed_range;
+template<class URNG1, int s1, class URNG2, int s2>
+const int xor_combine_engine<URNG1, s1, URNG2, s2>::shift1;
+template<class URNG1, int s1, class URNG2, int s2>
+const int xor_combine_engine<URNG1, s1, URNG2, s2>::shift2;
+#endif
+
+/// \cond show_private
+
+/** Provided for backwards compatibility. */
+template<class URNG1, int s1, class URNG2, int s2,
+ typename URNG1::result_type v = 0>
+class xor_combine : public xor_combine_engine<URNG1, s1, URNG2, s2>
+{
+ typedef xor_combine_engine<URNG1, s1, URNG2, s2> base_type;
+public:
+ typedef typename base_type::result_type result_type;
+ xor_combine() {}
+ xor_combine(result_type val) : base_type(val) {}
+ template<class It>
+ xor_combine(It& first, It last) : base_type(first, last) {}
+ xor_combine(const URNG1 & rng1, const URNG2 & rng2)
+ : base_type(rng1, rng2) { }
+
+ result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::min)((this->base1().min)(), (this->base2().min)()); }
+ result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::max)((this->base1().min)(), (this->base2().max)()); }
+};
+
+/// \endcond
+
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_XOR_COMBINE_HPP