mirror of
https://github.com/bolero-MURAKAMI/Sprout.git
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287 lines
9.3 KiB
C++
287 lines
9.3 KiB
C++
/*=============================================================================
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Copyright (c) 2011-2015 Bolero MURAKAMI
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https://github.com/bolero-MURAKAMI/Sprout
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Distributed under the Boost Software License, Version 1.0. (See accompanying
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file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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=============================================================================*/
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#ifndef SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP
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#define SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP
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#include <istream>
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#include <ostream>
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#include <sprout/config.hpp>
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#include <sprout/limits.hpp>
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#include <sprout/math/constants.hpp>
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#include <sprout/math/sin.hpp>
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#include <sprout/math/cos.hpp>
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#include <sprout/math/log.hpp>
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#include <sprout/math/sqrt.hpp>
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#include <sprout/random/uniform_01.hpp>
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#include <sprout/random/random_result.hpp>
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#include <sprout/random/results.hpp>
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#include <sprout/assert.hpp>
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namespace sprout {
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namespace random {
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//
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// normal_distribution
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//
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template<typename RealType = double>
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class normal_distribution {
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public:
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typedef RealType input_type;
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typedef RealType result_type;
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private:
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struct private_construct_t {};
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public:
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//
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// param_type
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//
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class param_type {
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public:
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typedef normal_distribution distribution_type;
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private:
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RealType mean_;
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RealType sigma_;
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public:
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SPROUT_CONSTEXPR param_type()
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: mean_(RealType(0.0))
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, sigma_(RealType(1.0))
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{}
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param_type(param_type const&) = default;
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explicit SPROUT_CONSTEXPR param_type(RealType mean_arg, RealType sigma_arg = RealType(1.0))
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: mean_(mean_arg)
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, sigma_((SPROUT_ASSERT(sigma_arg >= RealType(0)), sigma_arg))
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{}
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SPROUT_CONSTEXPR RealType mean() const SPROUT_NOEXCEPT {
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return mean_;
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}
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SPROUT_CONSTEXPR RealType sigma() const SPROUT_NOEXCEPT {
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return sigma_;
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}
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SPROUT_CONSTEXPR RealType stddev() const SPROUT_NOEXCEPT {
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return sigma_;
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}
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template<typename Elem, typename Traits>
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friend SPROUT_NON_CONSTEXPR std::basic_istream<Elem, Traits>& operator>>(
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std::basic_istream<Elem, Traits>& lhs,
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param_type& rhs
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)
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{
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RealType mean;
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RealType sigma;
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if (lhs >> mean >> std::ws >> sigma) {
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if (sigma >= RealType(0)) {
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rhs.mean_ = mean;
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rhs.sigma_ = sigma;
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} else {
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lhs.setstate(std::ios_base::failbit);
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}
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}
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return lhs;
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}
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template<typename Elem, typename Traits>
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friend SPROUT_NON_CONSTEXPR std::basic_ostream<Elem, Traits>& operator<<(
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std::basic_ostream<Elem, Traits>& lhs,
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param_type const& rhs
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)
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{
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return lhs << rhs.mean_ << " " << rhs.sigma_;
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}
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friend SPROUT_CONSTEXPR bool operator==(param_type const& lhs, param_type const& rhs) SPROUT_NOEXCEPT {
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return lhs.mean_ == rhs.mean_ && lhs.sigma_ == rhs.sigma_;
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}
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friend SPROUT_CONSTEXPR bool operator!=(param_type const& lhs, param_type const& rhs) SPROUT_NOEXCEPT {
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return !(lhs == rhs);
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}
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};
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private:
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RealType mean_;
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RealType sigma_;
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RealType r1_;
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RealType r2_;
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RealType cached_rho_;
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bool valid_;
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private:
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SPROUT_CONSTEXPR normal_distribution(
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RealType mean, RealType sigma, RealType r1, RealType r2,
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RealType cached_rho, bool valid,
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private_construct_t
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)
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: mean_(mean)
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, sigma_(sigma)
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, r1_(r1)
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, r2_(r2)
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, cached_rho_(cached_rho)
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, valid_(valid)
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{}
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template<typename Engine>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution>
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generate_2(Engine const& eng, RealType r1, RealType r2, RealType cached_rho, bool valid) const {
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return sprout::random::random_result<Engine, normal_distribution>(
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cached_rho
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* (valid
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? sprout::cos(sprout::math::two_pi<result_type>() * r1)
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: sprout::sin(sprout::math::two_pi<result_type>() * r1)
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)
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* sigma_ + mean_,
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eng,
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normal_distribution(
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mean_,
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sigma_,
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r1,
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r2,
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cached_rho,
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valid,
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private_construct_t()
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)
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);
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}
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template<typename Engine, typename Random>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution>
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generate_1_1(RealType r1, Random const& rnd) const {
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return generate_2(
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sprout::random::next(rnd).engine(), r1, sprout::random::result(rnd),
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sprout::sqrt(-result_type(2) * sprout::math::log(result_type(1) - sprout::random::result(rnd))), true
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);
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}
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template<typename Engine, typename Random>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution>
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generate_1(Random const& rnd) const {
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return generate_1_1<Engine>(sprout::random::result(rnd), sprout::random::next(rnd)());
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}
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template<typename Engine>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution>
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generate(Engine const& eng) const {
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return !valid_
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? generate_1<Engine>(sprout::random::uniform_01<RealType>()(eng))
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: generate_2(eng, r1_, r2_, cached_rho_, false)
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;
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}
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public:
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SPROUT_CONSTEXPR normal_distribution()
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: mean_(RealType(0.0))
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, sigma_(RealType(1.0))
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, r1_(0)
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, r2_(0)
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, cached_rho_(0)
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, valid_(false)
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{}
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normal_distribution(normal_distribution const&) = default;
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explicit SPROUT_CONSTEXPR normal_distribution(RealType mean_arg, RealType sigma_arg = RealType(1.0))
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: mean_(mean_arg)
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, sigma_((SPROUT_ASSERT(sigma_arg >= RealType(0)), sigma_arg))
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, r1_(0)
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, r2_(0)
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, cached_rho_(0)
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, valid_(false)
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{}
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explicit SPROUT_CONSTEXPR normal_distribution(param_type const& parm)
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: mean_(parm.mean())
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, sigma_(parm.sigma())
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, r1_(0)
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, r2_(0)
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, cached_rho_(0)
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, valid_(false)
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{}
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SPROUT_CONSTEXPR result_type mean() const SPROUT_NOEXCEPT {
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return mean_;
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}
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SPROUT_CONSTEXPR result_type sigma() const SPROUT_NOEXCEPT {
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return sigma_;
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}
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SPROUT_CONSTEXPR result_type stddev() const SPROUT_NOEXCEPT {
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return sigma_;
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}
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SPROUT_CONSTEXPR result_type min() const SPROUT_NOEXCEPT {
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return -sprout::numeric_limits<RealType>::infinity();
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}
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SPROUT_CONSTEXPR result_type max() const SPROUT_NOEXCEPT {
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return sprout::numeric_limits<RealType>::infinity();
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}
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SPROUT_CXX14_CONSTEXPR void reset() SPROUT_NOEXCEPT {
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valid_ = false;
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}
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SPROUT_CONSTEXPR param_type param() const SPROUT_NOEXCEPT {
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return param_type(mean_, sigma_);
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}
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SPROUT_CXX14_CONSTEXPR void param(param_type const& parm) {
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mean_ = parm.mean();
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sigma_ = parm.sigma();
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valid_ = false;
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}
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template<typename Engine>
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SPROUT_CXX14_CONSTEXPR result_type operator()(Engine& eng) {
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if (!valid_) {
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r1_ = static_cast<RealType>(sprout::random::uniform_01<RealType>()(eng));
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r2_ = static_cast<RealType>(sprout::random::uniform_01<RealType>()(eng));
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cached_rho_ = sprout::math::sqrt(-result_type(2) * sprout::math::log(result_type(1) - r2_));
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valid_ = true;
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} else {
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valid_ = false;
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}
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return cached_rho_
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* (valid_
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? sprout::math::cos(sprout::math::two_pi<result_type>() * r1_)
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: sprout::math::sin(sprout::math::two_pi<result_type>() * r1_))
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* sigma_ + mean_
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;
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}
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template<typename Engine>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> const operator()(Engine const& eng) const {
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return generate(eng);
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}
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template<typename Engine>
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SPROUT_CXX14_CONSTEXPR result_type operator()(Engine& eng, param_type const& parm) const {
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return normal_distribution(parm)(eng);
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}
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template<typename Engine>
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SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> const operator()(Engine const& eng, param_type const& parm) const {
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return normal_distribution(parm)(eng);
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}
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template<typename Elem, typename Traits>
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friend SPROUT_NON_CONSTEXPR std::basic_istream<Elem, Traits>& operator>>(
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std::basic_istream<Elem, Traits>& lhs,
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normal_distribution& rhs
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)
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{
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param_type parm;
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bool valid;
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RealType cached_rho;
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RealType r1;
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RealType r2;
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if (lhs >> parm >> std::ws >> valid >> std::ws >> cached_rho >> std::ws >> r1 >> std::ws >> r2) {
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rhs.param(parm);
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rhs.valid_ = valid;
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rhs.cached_rho_ = cached_rho;
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rhs.r1_ = r1;
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rhs.r2_ = r2;
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}
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return lhs;
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}
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template<typename Elem, typename Traits>
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friend SPROUT_NON_CONSTEXPR std::basic_ostream<Elem, Traits>& operator<<(
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std::basic_ostream<Elem, Traits>& lhs,
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normal_distribution const& rhs
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)
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{
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return lhs << rhs.param() << " " << rhs.valid_ << " " << rhs.cached_rho_ << " " << rhs.r1_ << " " << rhs.r2_;
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}
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friend SPROUT_CONSTEXPR bool operator==(normal_distribution const& lhs, normal_distribution const& rhs) SPROUT_NOEXCEPT {
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return lhs.param() == rhs.param()
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&& lhs.valid_ == rhs.valid_
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&& lhs.cached_rho_ == rhs.cached_rho_
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&& lhs.r1_ == rhs.r1_ && lhs.r2_ == rhs.r2_
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;
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}
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friend SPROUT_CONSTEXPR bool operator!=(normal_distribution const& lhs, normal_distribution const& rhs) SPROUT_NOEXCEPT {
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return !(lhs == rhs);
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}
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};
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} // namespace random
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using sprout::random::normal_distribution;
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} // namespace sprout
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#endif // #ifndef SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP
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