annotate DEPENDENCIES/generic/include/boost/random/uniform_smallint.hpp @ 16:2665513ce2d3

Add boost headers
author Chris Cannam
date Tue, 05 Aug 2014 11:11:38 +0100
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Chris@16 1 /* boost random/uniform_smallint.hpp header file
Chris@16 2 *
Chris@16 3 * Copyright Jens Maurer 2000-2001
Chris@16 4 * Distributed under the Boost Software License, Version 1.0. (See
Chris@16 5 * accompanying file LICENSE_1_0.txt or copy at
Chris@16 6 * http://www.boost.org/LICENSE_1_0.txt)
Chris@16 7 *
Chris@16 8 * See http://www.boost.org for most recent version including documentation.
Chris@16 9 *
Chris@16 10 * $Id: uniform_smallint.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
Chris@16 11 *
Chris@16 12 * Revision history
Chris@16 13 * 2001-04-08 added min<max assertion (N. Becker)
Chris@16 14 * 2001-02-18 moved to individual header files
Chris@16 15 */
Chris@16 16
Chris@16 17 #ifndef BOOST_RANDOM_UNIFORM_SMALLINT_HPP
Chris@16 18 #define BOOST_RANDOM_UNIFORM_SMALLINT_HPP
Chris@16 19
Chris@16 20 #include <istream>
Chris@16 21 #include <iosfwd>
Chris@16 22 #include <boost/assert.hpp>
Chris@16 23 #include <boost/config.hpp>
Chris@16 24 #include <boost/limits.hpp>
Chris@16 25 #include <boost/type_traits/is_integral.hpp>
Chris@16 26 #include <boost/random/detail/config.hpp>
Chris@16 27 #include <boost/random/detail/operators.hpp>
Chris@16 28 #include <boost/random/detail/signed_unsigned_tools.hpp>
Chris@16 29 #include <boost/random/uniform_01.hpp>
Chris@16 30 #include <boost/detail/workaround.hpp>
Chris@16 31
Chris@16 32 namespace boost {
Chris@16 33 namespace random {
Chris@16 34
Chris@16 35 // uniform integer distribution on a small range [min, max]
Chris@16 36
Chris@16 37 /**
Chris@16 38 * The distribution function uniform_smallint models a \random_distribution.
Chris@16 39 * On each invocation, it returns a random integer value uniformly distributed
Chris@16 40 * in the set of integer numbers {min, min+1, min+2, ..., max}. It assumes
Chris@16 41 * that the desired range (max-min+1) is small compared to the range of the
Chris@16 42 * underlying source of random numbers and thus makes no attempt to limit
Chris@16 43 * quantization errors.
Chris@16 44 *
Chris@16 45 * Let \f$r_{\mathtt{out}} = (\mbox{max}-\mbox{min}+1)\f$ the desired range of
Chris@16 46 * integer numbers, and
Chris@16 47 * let \f$r_{\mathtt{base}}\f$ be the range of the underlying source of random
Chris@16 48 * numbers. Then, for the uniform distribution, the theoretical probability
Chris@16 49 * for any number i in the range \f$r_{\mathtt{out}}\f$ will be
Chris@16 50 * \f$\displaystyle p_{\mathtt{out}}(i) = \frac{1}{r_{\mathtt{out}}}\f$.
Chris@16 51 * Likewise, assume a uniform distribution on \f$r_{\mathtt{base}}\f$ for
Chris@16 52 * the underlying source of random numbers, i.e.
Chris@16 53 * \f$\displaystyle p_{\mathtt{base}}(i) = \frac{1}{r_{\mathtt{base}}}\f$.
Chris@16 54 * Let \f$p_{\mathtt{out\_s}}(i)\f$ denote the random
Chris@16 55 * distribution generated by @c uniform_smallint. Then the sum over all
Chris@16 56 * i in \f$r_{\mathtt{out}}\f$ of
Chris@16 57 * \f$\displaystyle
Chris@16 58 * \left(\frac{p_{\mathtt{out\_s}}(i)}{p_{\mathtt{out}}(i)} - 1\right)^2\f$
Chris@16 59 * shall not exceed
Chris@16 60 * \f$\displaystyle \frac{r_{\mathtt{out}}}{r_{\mathtt{base}}^2}
Chris@16 61 * (r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
Chris@16 62 * (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$.
Chris@16 63 *
Chris@16 64 * The template parameter IntType shall denote an integer-like value type.
Chris@16 65 *
Chris@16 66 * @xmlnote
Chris@16 67 * The property above is the square sum of the relative differences
Chris@16 68 * in probabilities between the desired uniform distribution
Chris@16 69 * \f$p_{\mathtt{out}}(i)\f$ and the generated distribution
Chris@16 70 * \f$p_{\mathtt{out\_s}}(i)\f$.
Chris@16 71 * The property can be fulfilled with the calculation
Chris@16 72 * \f$(\mbox{base\_rng} \mbox{ mod } r_{\mathtt{out}})\f$, as follows:
Chris@16 73 * Let \f$r = r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}}\f$.
Chris@16 74 * The base distribution on \f$r_{\mathtt{base}}\f$ is folded onto the
Chris@16 75 * range \f$r_{\mathtt{out}}\f$. The numbers i < r have assigned
Chris@16 76 * \f$\displaystyle
Chris@16 77 * \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor+1\f$
Chris@16 78 * numbers of the base distribution, the rest has only \f$\displaystyle
Chris@16 79 * \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor\f$.
Chris@16 80 * Therefore,
Chris@16 81 * \f$\displaystyle p_{\mathtt{out\_s}}(i) =
Chris@16 82 * \left(\left\lfloor\frac{r_{\mathtt{base}}}
Chris@16 83 * {r_{\mathtt{out}}}\right\rfloor+1\right) /
Chris@16 84 * r_{\mathtt{base}}\f$ for i < r and \f$\displaystyle p_{\mathtt{out\_s}}(i) =
Chris@16 85 * \left\lfloor\frac{r_{\mathtt{base}}}
Chris@16 86 * {r_{\mathtt{out}}}\right\rfloor/r_{\mathtt{base}}\f$ otherwise.
Chris@16 87 * Substituting this in the
Chris@16 88 * above sum formula leads to the desired result.
Chris@16 89 * @endxmlnote
Chris@16 90 *
Chris@16 91 * Note: The upper bound for
Chris@16 92 * \f$(r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
Chris@16 93 * (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$ is
Chris@16 94 * \f$\displaystyle \frac{r_{\mathtt{out}}^2}{4}\f$. Regarding the upper bound
Chris@16 95 * for the square sum of the relative quantization error of
Chris@16 96 * \f$\displaystyle \frac{r_\mathtt{out}^3}{4r_{\mathtt{base}}^2}\f$, it
Chris@16 97 * seems wise to either choose \f$r_{\mathtt{base}}\f$ so that
Chris@16 98 * \f$r_{\mathtt{base}} > 10r_{\mathtt{out}}^2\f$ or ensure that
Chris@16 99 * \f$r_{\mathtt{base}}\f$ is
Chris@16 100 * divisible by \f$r_{\mathtt{out}}\f$.
Chris@16 101 */
Chris@16 102 template<class IntType = int>
Chris@16 103 class uniform_smallint
Chris@16 104 {
Chris@16 105 public:
Chris@16 106 typedef IntType input_type;
Chris@16 107 typedef IntType result_type;
Chris@16 108
Chris@16 109 class param_type
Chris@16 110 {
Chris@16 111 public:
Chris@16 112
Chris@16 113 typedef uniform_smallint distribution_type;
Chris@16 114
Chris@16 115 /** constructs the parameters of a @c uniform_smallint distribution. */
Chris@16 116 param_type(IntType min_arg = 0, IntType max_arg = 9)
Chris@16 117 : _min(min_arg), _max(max_arg)
Chris@16 118 {
Chris@16 119 BOOST_ASSERT(_min <= _max);
Chris@16 120 }
Chris@16 121
Chris@16 122 /** Returns the minimum value. */
Chris@16 123 IntType a() const { return _min; }
Chris@16 124 /** Returns the maximum value. */
Chris@16 125 IntType b() const { return _max; }
Chris@16 126
Chris@16 127
Chris@16 128 /** Writes the parameters to a @c std::ostream. */
Chris@16 129 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16 130 {
Chris@16 131 os << parm._min << " " << parm._max;
Chris@16 132 return os;
Chris@16 133 }
Chris@16 134
Chris@16 135 /** Reads the parameters from a @c std::istream. */
Chris@16 136 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16 137 {
Chris@16 138 is >> parm._min >> std::ws >> parm._max;
Chris@16 139 return is;
Chris@16 140 }
Chris@16 141
Chris@16 142 /** Returns true if the two sets of parameters are equal. */
Chris@16 143 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16 144 { return lhs._min == rhs._min && lhs._max == rhs._max; }
Chris@16 145
Chris@16 146 /** Returns true if the two sets of parameters are different. */
Chris@16 147 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16 148
Chris@16 149 private:
Chris@16 150 IntType _min;
Chris@16 151 IntType _max;
Chris@16 152 };
Chris@16 153
Chris@16 154 /**
Chris@16 155 * Constructs a @c uniform_smallint. @c min and @c max are the
Chris@16 156 * lower and upper bounds of the output range, respectively.
Chris@16 157 */
Chris@16 158 explicit uniform_smallint(IntType min_arg = 0, IntType max_arg = 9)
Chris@16 159 : _min(min_arg), _max(max_arg) {}
Chris@16 160
Chris@16 161 /**
Chris@16 162 * Constructs a @c uniform_smallint from its parameters.
Chris@16 163 */
Chris@16 164 explicit uniform_smallint(const param_type& parm)
Chris@16 165 : _min(parm.a()), _max(parm.b()) {}
Chris@16 166
Chris@16 167 /** Returns the minimum value of the distribution. */
Chris@16 168 result_type a() const { return _min; }
Chris@16 169 /** Returns the maximum value of the distribution. */
Chris@16 170 result_type b() const { return _max; }
Chris@16 171 /** Returns the minimum value of the distribution. */
Chris@16 172 result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
Chris@16 173 /** Returns the maximum value of the distribution. */
Chris@16 174 result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
Chris@16 175
Chris@16 176 /** Returns the parameters of the distribution. */
Chris@16 177 param_type param() const { return param_type(_min, _max); }
Chris@16 178 /** Sets the parameters of the distribution. */
Chris@16 179 void param(const param_type& parm)
Chris@16 180 {
Chris@16 181 _min = parm.a();
Chris@16 182 _max = parm.b();
Chris@16 183 }
Chris@16 184
Chris@16 185 /**
Chris@16 186 * Effects: Subsequent uses of the distribution do not depend
Chris@16 187 * on values produced by any engine prior to invoking reset.
Chris@16 188 */
Chris@16 189 void reset() { }
Chris@16 190
Chris@16 191 /** Returns a value uniformly distributed in the range [min(), max()]. */
Chris@16 192 template<class Engine>
Chris@16 193 result_type operator()(Engine& eng) const
Chris@16 194 {
Chris@16 195 typedef typename Engine::result_type base_result;
Chris@16 196 return generate(eng, boost::is_integral<base_result>());
Chris@16 197 }
Chris@16 198
Chris@16 199 /** Returns a value uniformly distributed in the range [param.a(), param.b()]. */
Chris@16 200 template<class Engine>
Chris@16 201 result_type operator()(Engine& eng, const param_type& parm) const
Chris@16 202 { return uniform_smallint(parm)(eng); }
Chris@16 203
Chris@16 204 /** Writes the distribution to a @c std::ostream. */
Chris@16 205 BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_smallint, ud)
Chris@16 206 {
Chris@16 207 os << ud._min << " " << ud._max;
Chris@16 208 return os;
Chris@16 209 }
Chris@16 210
Chris@16 211 /** Reads the distribution from a @c std::istream. */
Chris@16 212 BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_smallint, ud)
Chris@16 213 {
Chris@16 214 is >> ud._min >> std::ws >> ud._max;
Chris@16 215 return is;
Chris@16 216 }
Chris@16 217
Chris@16 218 /**
Chris@16 219 * Returns true if the two distributions will produce identical
Chris@16 220 * sequences of values given equal generators.
Chris@16 221 */
Chris@16 222 BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_smallint, lhs, rhs)
Chris@16 223 { return lhs._min == rhs._min && lhs._max == rhs._max; }
Chris@16 224
Chris@16 225 /**
Chris@16 226 * Returns true if the two distributions may produce different
Chris@16 227 * sequences of values given equal generators.
Chris@16 228 */
Chris@16 229 BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_smallint)
Chris@16 230
Chris@16 231 private:
Chris@16 232
Chris@16 233 // \cond show_private
Chris@16 234 template<class Engine>
Chris@16 235 result_type generate(Engine& eng, boost::mpl::true_) const
Chris@16 236 {
Chris@16 237 // equivalent to (eng() - eng.min()) % (_max - _min + 1) + _min,
Chris@16 238 // but guarantees no overflow.
Chris@16 239 typedef typename Engine::result_type base_result;
Chris@16 240 typedef typename boost::make_unsigned<base_result>::type base_unsigned;
Chris@16 241 typedef typename boost::make_unsigned<result_type>::type range_type;
Chris@16 242 range_type range = random::detail::subtract<result_type>()(_max, _min);
Chris@16 243 base_unsigned base_range =
Chris@16 244 random::detail::subtract<result_type>()((eng.max)(), (eng.min)());
Chris@16 245 base_unsigned val =
Chris@16 246 random::detail::subtract<base_result>()(eng(), (eng.min)());
Chris@16 247 if(range >= base_range) {
Chris@16 248 return boost::random::detail::add<range_type, result_type>()(
Chris@16 249 static_cast<range_type>(val), _min);
Chris@16 250 } else {
Chris@16 251 base_unsigned modulus = static_cast<base_unsigned>(range) + 1;
Chris@16 252 return boost::random::detail::add<range_type, result_type>()(
Chris@16 253 static_cast<range_type>(val % modulus), _min);
Chris@16 254 }
Chris@16 255 }
Chris@16 256
Chris@16 257 template<class Engine>
Chris@16 258 result_type generate(Engine& eng, boost::mpl::false_) const
Chris@16 259 {
Chris@16 260 typedef typename Engine::result_type base_result;
Chris@16 261 typedef typename boost::make_unsigned<result_type>::type range_type;
Chris@16 262 range_type range = random::detail::subtract<result_type>()(_max, _min);
Chris@16 263 base_result val = boost::uniform_01<base_result>()(eng);
Chris@16 264 // what is the worst that can possibly happen here?
Chris@16 265 // base_result may not be able to represent all the values in [0, range]
Chris@16 266 // exactly. If this happens, it will cause round off error and we
Chris@16 267 // won't be able to produce all the values in the range. We don't
Chris@16 268 // care about this because the user has already told us not to by
Chris@16 269 // using uniform_smallint. However, we do need to be careful
Chris@16 270 // to clamp the result, or floating point rounding can produce
Chris@16 271 // an out of range result.
Chris@16 272 range_type offset = static_cast<range_type>(val * (static_cast<base_result>(range) + 1));
Chris@16 273 if(offset > range) return _max;
Chris@16 274 return boost::random::detail::add<range_type, result_type>()(offset , _min);
Chris@16 275 }
Chris@16 276 // \endcond
Chris@16 277
Chris@16 278 result_type _min;
Chris@16 279 result_type _max;
Chris@16 280 };
Chris@16 281
Chris@16 282 } // namespace random
Chris@16 283
Chris@16 284 using random::uniform_smallint;
Chris@16 285
Chris@16 286 } // namespace boost
Chris@16 287
Chris@16 288 #endif // BOOST_RANDOM_UNIFORM_SMALLINT_HPP