#ifndef SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP #define SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP #include #include #include #include #include #include #include #include #include namespace sprout { namespace random { // // normal_distribution // template class normal_distribution { public: typedef RealType input_type; typedef RealType result_type; private: struct private_constructor_tag {}; private: static SPROUT_CONSTEXPR bool arg_check_nothrow(RealType mean_arg, RealType sigma_arg) { return sigma_arg >= RealType(0); } static SPROUT_CONSTEXPR RealType arg_check(RealType mean_arg, RealType sigma_arg) { return arg_check_nothrow(mean_arg, sigma_arg) ? mean_arg : throw std::invalid_argument("normal_distribution<>: invalid argument (sigma_arg >= 0)") ; } public: // // param_type // class param_type { public: typedef normal_distribution distribution_type; private: static SPROUT_CONSTEXPR bool arg_check_nothrow(RealType mean_arg, RealType sigma_arg) { return distribution_type::arg_check_nothrow(mean_arg, sigma_arg); } private: RealType mean_; RealType sigma_; public: SPROUT_CONSTEXPR param_type() : mean_(RealType(0.0)) , sigma_(RealType(1.0)) {} explicit SPROUT_CONSTEXPR param_type(RealType mean_arg, RealType sigma_arg = RealType(1.0)) : mean_(arg_check(mean_arg, sigma_arg)) , sigma_(sigma_arg) {} SPROUT_CONSTEXPR RealType mean() const { return mean_; } SPROUT_CONSTEXPR RealType sigma() const { return sigma_; } template friend std::basic_istream& operator>>( std::basic_istream& lhs, param_type& rhs ) { RealType mean; RealType sigma; if (lhs >> mean >> std::ws >> sigma) { if (arg_check_nothrow(mean, sigma)) { rhs.mean_ = mean; rhs.sigma_ = sigma; } else { lhs.setstate(std::ios_base::failbit); } } return lhs; } template friend std::basic_ostream& operator<<( std::basic_ostream& lhs, param_type const& rhs ) { return lhs << rhs.mean_ << " " << rhs.sigma_; } SPROUT_CONSTEXPR friend bool operator==(param_type const& lhs, param_type const& rhs) { return lhs.mean_ == rhs.mean_ && lhs.sigma_ == rhs.sigma_; } SPROUT_CONSTEXPR friend bool operator!=(param_type const& lhs, param_type const& rhs) { return !(lhs == rhs); } }; private: RealType mean_; RealType sigma_; RealType r1_; RealType r2_; RealType cached_rho_; bool valid_; private: SPROUT_CONSTEXPR normal_distribution( RealType mean, RealType sigma, RealType r1, RealType r2, RealType cached_rho, bool valid, private_constructor_tag ) : mean_(mean) , sigma_(sigma) , r1_(r1) , r2_(r2) , cached_rho_(cached_rho) , valid_(valid) {} template SPROUT_CONSTEXPR sprout::random::random_result generate_2(Engine const& eng, RealType r1, RealType r2, RealType cached_rho, bool valid) const { using std::sin; using std::cos; return sprout::random::random_result( cached_rho * (valid ? cos(result_type(2) * sprout::math::pi() * r1) : sin(result_type(2) * sprout::math::pi() * r1) ) * sigma_ + mean_, eng, normal_distribution( mean_, sigma_, r1, r2, cached_rho, valid, private_constructor_tag() ) ); } template SPROUT_CONSTEXPR sprout::random::random_result generate_1_1(RealType r1, Random const& rnd) const { using std::sqrt; using std::log; return generate_2(rnd.engine(), r1, rnd.result(), sqrt(-result_type(2) * log(result_type(1) - rnd.result())), true); } template SPROUT_CONSTEXPR sprout::random::random_result generate_1(Random const& rnd) const { return generate_1_1(rnd.result(), rnd()); } template SPROUT_CONSTEXPR sprout::random::random_result generate(Engine const& eng) const { return !valid_ ? generate_1(sprout::random::uniform_01()(eng)) : generate_2(eng, r1_, r2_, cached_rho_, false) ; } public: SPROUT_CONSTEXPR normal_distribution() : mean_(RealType(0.0)) , sigma_(RealType(1.0)) , r1_(0) , r2_(0) , cached_rho_(0) , valid_(false) {} explicit SPROUT_CONSTEXPR normal_distribution(RealType mean_arg, RealType sigma_arg = RealType(1.0)) : mean_(arg_check(mean_arg, sigma_arg)) , sigma_(sigma_arg) , r1_(0) , r2_(0) , cached_rho_(0) , valid_(false) {} explicit SPROUT_CONSTEXPR normal_distribution(param_type const& parm) : mean_(parm.mean()) , sigma_(parm.sigma()) , r1_(0) , r2_(0) , cached_rho_(0) , valid_(false) {} SPROUT_CONSTEXPR result_type mean() const { return mean_; } SPROUT_CONSTEXPR result_type sigma() const { return sigma_; } SPROUT_CONSTEXPR result_type min() const { return -std::numeric_limits::infinity(); } SPROUT_CONSTEXPR result_type max() const { return std::numeric_limits::infinity(); } SPROUT_CONSTEXPR param_type param() const { return param_type(mean_, sigma_); } void param(param_type const& parm) { mean_ = parm.mean(); sigma_ = parm.sigma(); valid_ = false; } template SPROUT_CONSTEXPR sprout::random::random_result operator()(Engine const& eng) const { return generate(eng); } template friend std::basic_istream& operator>>( std::basic_istream& lhs, normal_distribution& rhs ) { param_type parm; bool valid; RealType cached_rho; RealType r1; RealType r2; if (lhs >> parm >> std::ws >> valid >> std::ws >> cached_rho >> std::ws >> r1 >> std::ws >> r2) { rhs.param(parm); rhs.valid_ = valid; rhs.cached_rho_ = cached_rho; rhs.r1_ = r1; rhs.r2_ = r2; } return lhs; } template friend std::basic_ostream& operator<<( std::basic_ostream& lhs, normal_distribution const& rhs ) { return lhs << rhs.param() << " " << rhs.valid_ << " " << rhs.cached_rho_ << " " << rhs.r1_ << " " << rhs.r2_; } SPROUT_CONSTEXPR friend bool operator==(normal_distribution const& lhs, normal_distribution const& rhs) { return lhs.param() == rhs.param() && lhs.valid_ == rhs.valid_ && lhs.cached_rho_ == rhs.cached_rho_ && lhs.r1_ == rhs.r1_ && lhs.r2_ == rhs.r2_; } SPROUT_CONSTEXPR friend bool operator!=(normal_distribution const& lhs, normal_distribution const& rhs) { return !(lhs == rhs); } }; } // namespace random using sprout::random::normal_distribution; } // namespace sprout #endif // #ifndef SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP