mirror of
https://github.com/bolero-MURAKAMI/Sprout.git
synced 2024-12-25 21:35:41 +00:00
251 lines
7.6 KiB
C++
251 lines
7.6 KiB
C++
#ifndef SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP
|
|
#define SPROUT_RANDOM_NORMAL_DISTRIBUTION_HPP
|
|
|
|
#include <cmath>
|
|
#include <limits>
|
|
#include <ios>
|
|
#include <istream>
|
|
#include <stdexcept>
|
|
#include <sprout/config.hpp>
|
|
#include <sprout/math/constants.hpp>
|
|
#include <sprout/random/uniform_01.hpp>
|
|
#include <sprout/random/random_result.hpp>
|
|
|
|
namespace sprout {
|
|
namespace random {
|
|
//
|
|
// normal_distribution
|
|
//
|
|
template<typename RealType = double>
|
|
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<typename Elem, typename Traits>
|
|
friend std::basic_istream<Elem, Traits>& operator>>(
|
|
std::basic_istream<Elem, Traits>& 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<typename Elem, typename Traits>
|
|
friend std::basic_ostream<Elem, Traits>& operator<<(
|
|
std::basic_ostream<Elem, Traits>& 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<typename Engine>
|
|
SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> 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<Engine, normal_distribution>(
|
|
cached_rho
|
|
* (valid
|
|
? cos(result_type(2) * sprout::math::pi<result_type>() * r1)
|
|
: sin(result_type(2) * sprout::math::pi<result_type>() * r1)
|
|
)
|
|
* sigma_ + mean_,
|
|
eng,
|
|
normal_distribution(
|
|
mean_,
|
|
sigma_,
|
|
r1,
|
|
r2,
|
|
cached_rho,
|
|
valid,
|
|
private_constructor_tag()
|
|
)
|
|
);
|
|
}
|
|
template<typename Engine, typename Random>
|
|
SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> 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<typename Engine, typename Random>
|
|
SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> generate_1(Random const& rnd) const {
|
|
return generate_1_1<Engine>(rnd.result(), rnd());
|
|
}
|
|
template<typename Engine>
|
|
SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> generate(Engine const& eng) const {
|
|
return !valid_
|
|
? generate_1<Engine>(sprout::random::uniform_01<RealType>()(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<RealType>::infinity();
|
|
}
|
|
SPROUT_CONSTEXPR result_type max() const {
|
|
return std::numeric_limits<RealType>::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<typename Engine>
|
|
SPROUT_CONSTEXPR sprout::random::random_result<Engine, normal_distribution> operator()(Engine const& eng) const {
|
|
return generate(eng);
|
|
}
|
|
template<typename Elem, typename Traits>
|
|
friend std::basic_istream<Elem, Traits>& operator>>(
|
|
std::basic_istream<Elem, Traits>& 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<typename Elem, typename Traits>
|
|
friend std::basic_ostream<Elem, Traits>& operator<<(
|
|
std::basic_ostream<Elem, Traits>& 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
|