| 1 | /* boost random/normal_distribution.hpp header file
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| 2 | *
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| 3 | * Copyright Jens Maurer 2000-2001
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| 4 | * Copyright Marcus Bannerman 2007
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| 5 | * Distributed under the Boost Software License, Version 1.0. (See
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| 6 | * accompanying file LICENSE_1_0.txt or copy at
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| 7 | * http://www.boost.org/LICENSE_1_0.txt)
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| 8 | *
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| 9 | * See http://www.boost.org for most recent version including documentation.
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| 10 | *
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| 11 | * $Id: normal_distribution.hpp,v 1.20 2004/07/27 03:43:32 dgregor Exp $
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| 12 | *
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| 13 | * Revision history
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| 14 | * 2001-02-18 moved to individual header files
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| 15 | * 2007-11-10 M.B. Changed to the outward cartesian form of the Box-Muller
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| 16 | * transform.
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| 17 | */
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| 18 |
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| 19 | #ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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| 20 | #define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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| 21 |
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| 22 | #include <cmath>
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| 23 | #include <cassert>
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| 24 | #include <iostream>
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| 25 | #include <boost/limits.hpp>
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| 26 | #include <boost/static_assert.hpp>
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| 27 |
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| 28 | namespace boost {
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| 29 |
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| 30 | // deterministic polar method, uses trigonometric functions
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| 31 | template<class RealType = double>
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| 32 | class normal_distribution
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| 33 | {
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| 34 | public:
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| 35 | typedef RealType input_type;
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| 36 | typedef RealType result_type;
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| 37 |
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| 38 | #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
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| 39 | BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
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| 40 | #endif
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| 41 |
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| 42 | explicit normal_distribution(const result_type& mean = result_type(0),
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| 43 | const result_type& sigma = result_type(1))
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| 44 | : _mean(mean), _sigma(sigma), _valid(false)
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| 45 | {
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| 46 | assert(sigma >= result_type(0));
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| 47 | }
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| 48 |
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| 49 | // compiler-generated copy constructor is NOT fine, need to purge cache
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| 50 | normal_distribution(const normal_distribution& other)
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| 51 | : _mean(other._mean), _sigma(other._sigma), _valid(false)
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| 52 | {}
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| 53 |
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| 54 | // compiler-generated copy ctor and assignment operator are fine
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| 55 |
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| 56 | RealType mean() const { return _mean; }
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| 57 | RealType sigma() const { return _sigma; }
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| 58 |
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| 59 | void reset() { _valid = false; }
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| 60 |
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| 61 | template<class Engine>
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| 62 | result_type operator()(Engine& eng)
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| 63 | {
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| 64 | #ifndef BOOST_NO_STDC_NAMESPACE
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| 65 | // allow for Koenig lookup
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| 66 | using std::sqrt; using std::log;
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| 67 | #endif
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| 68 | if(!_valid) {
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| 69 | do
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| 70 | {
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| 71 | _r1 = 2.0 * eng() - 1.0;
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| 72 | _r2 = 2.0 * eng() - 1.0;
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| 73 | _sq = _r1 *_r1 + _r2 *_r2;
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| 74 | } while ((_sq > 1.0) || (_sq == 0.0));
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| 75 |
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| 76 | _sq = sqrt(-2 * log(1.0-_sq)/_sq);
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| 77 | _r1 *= _sq;
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| 78 | _r2 *= _sq;
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| 79 | _valid = true;
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| 80 | } else
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| 81 | _valid = false;
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| 82 |
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| 83 | return (_valid ? _r1 : _r2) * _sigma + _mean;
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| 84 | }
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| 85 |
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| 86 | #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
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| 87 | template<class CharT, class Traits>
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| 88 | friend std::basic_ostream<CharT,Traits>&
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| 89 | operator<<(std::basic_ostream<CharT,Traits>& os, const normal_distribution& nd)
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| 90 | {
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| 91 | os << nd._mean << " " << nd._sigma << " "
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| 92 | << nd._valid << " " << " " << nd._r1 << " "
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| 93 | << nd._r2;
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| 94 | return os;
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| 95 | }
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| 96 |
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| 97 | template<class CharT, class Traits>
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| 98 | friend std::basic_istream<CharT,Traits>&
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| 99 | operator>>(std::basic_istream<CharT,Traits>& is, normal_distribution& nd)
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| 100 | {
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| 101 | is >> std::ws >> nd._mean >> std::ws >> nd._sigma
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| 102 | >> std::ws >> nd._valid >> std::ws >> nd._r1
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| 103 | >> std::ws >> nd._r2;
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| 104 | return is;
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| 105 | }
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| 106 | #endif
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| 107 | private:
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| 108 | result_type _mean, _sigma;
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| 109 | result_type _r1, _r2, _sq;
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| 110 | bool _valid;
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| 111 | };
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| 112 |
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| 113 | } // namespace boost
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| 114 |
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| 115 | #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
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