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/* boost random/exponential_distribution.hpp header file
*
* Copyright Jens Maurer 2000-2001
* Copyright Steven Watanabe 2011
* Distributed under the Boost Software License, Version 1.0. (See
* accompanying file LICENSE_1_0.txt or copy at
* http://www.boost.org/LICENSE_1_0.txt)
*
* See http://www.boost.org for most recent version including documentation.
*
* $Id$
*
* Revision history
* 2001-02-18 moved to individual header files
*/
#ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
#define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
#include <boost/config/no_tr1/cmath.hpp>
#include <iosfwd>
#include <boost/assert.hpp>
#include <boost/limits.hpp>
#include <boost/random/detail/config.hpp>
#include <boost/random/detail/operators.hpp>
#include <boost/random/uniform_01.hpp>
namespace boost {
namespace random {
/**
* The exponential distribution is a model of \random_distribution with
* a single parameter lambda.
*
* It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
*/
template<class RealType = double>
class exponential_distribution
{
public:
typedef RealType input_type;
typedef RealType result_type;
class param_type
{
public:
typedef exponential_distribution distribution_type;
/**
* Constructs parameters with a given lambda.
*
* Requires: lambda > 0
*/
param_type(RealType lambda_arg = RealType(1.0))
: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
/** Returns the lambda parameter of the distribution. */
RealType lambda() const { return _lambda; }
/** Writes the parameters to a @c std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
{
os << parm._lambda;
return os;
}
/** Reads the parameters from a @c std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
{
is >> parm._lambda;
return is;
}
/** Returns true if the two sets of parameters are equal. */
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
{ return lhs._lambda == rhs._lambda; }
/** Returns true if the two sets of parameters are different. */
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
private:
RealType _lambda;
};
/**
* Constructs an exponential_distribution with a given lambda.
*
* Requires: lambda > 0
*/
explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
/**
* Constructs an exponential_distribution from its parameters
*/
explicit exponential_distribution(const param_type& parm)
: _lambda(parm.lambda()) {}
// compiler-generated copy ctor and assignment operator are fine
/** Returns the lambda parameter of the distribution. */
RealType lambda() const { return _lambda; }
/** Returns the smallest value that the distribution can produce. */
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return RealType(0); }
/** Returns the largest value that the distribution can produce. */
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
{ return (std::numeric_limits<RealType>::infinity)(); }
/** Returns the parameters of the distribution. */
param_type param() const { return param_type(_lambda); }
/** Sets the parameters of the distribution. */
void param(const param_type& parm) { _lambda = parm.lambda(); }
/**
* Effects: Subsequent uses of the distribution do not depend
* on values produced by any engine prior to invoking reset.
*/
void reset() { }
/**
* Returns a random variate distributed according to the
* exponential distribution.
*/
template<class Engine>
result_type operator()(Engine& eng) const
{
using std::log;
return -result_type(1) /
_lambda * log(result_type(1)-uniform_01<RealType>()(eng));
}
/**
* Returns a random variate distributed according to the exponential
* distribution with parameters specified by param.
*/
template<class Engine>
result_type operator()(Engine& eng, const param_type& parm) const
{
return exponential_distribution(parm)(eng);
}
/** Writes the distribution to a std::ostream. */
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
{
os << ed._lambda;
return os;
}
/** Reads the distribution from a std::istream. */
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
{
is >> ed._lambda;
return is;
}
/**
* Returns true iff the two distributions will produce identical
* sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
{ return lhs._lambda == rhs._lambda; }
/**
* Returns true iff the two distributions will produce different
* sequences of values given equal generators.
*/
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
private:
result_type _lambda;
};
} // namespace random
using random::exponential_distribution;
} // namespace boost
#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
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