Chris@16: /* boost random/exponential_distribution.hpp header file
Chris@16:  *
Chris@16:  * Copyright Jens Maurer 2000-2001
Chris@16:  * Copyright Steven Watanabe 2011
Chris@16:  * Distributed under the Boost Software License, Version 1.0. (See
Chris@16:  * accompanying file LICENSE_1_0.txt or copy at
Chris@16:  * http://www.boost.org/LICENSE_1_0.txt)
Chris@16:  *
Chris@16:  * See http://www.boost.org for most recent version including documentation.
Chris@16:  *
Chris@101:  * $Id$
Chris@16:  *
Chris@16:  * Revision history
Chris@16:  *  2001-02-18  moved to individual header files
Chris@16:  */
Chris@16: 
Chris@16: #ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
Chris@16: #define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
Chris@16: 
Chris@16: #include <boost/config/no_tr1/cmath.hpp>
Chris@16: #include <iosfwd>
Chris@16: #include <boost/assert.hpp>
Chris@16: #include <boost/limits.hpp>
Chris@16: #include <boost/random/detail/config.hpp>
Chris@16: #include <boost/random/detail/operators.hpp>
Chris@16: #include <boost/random/uniform_01.hpp>
Chris@16: 
Chris@16: namespace boost {
Chris@16: namespace random {
Chris@16: 
Chris@16: /**
Chris@16:  * The exponential distribution is a model of \random_distribution with
Chris@16:  * a single parameter lambda.
Chris@16:  *
Chris@16:  * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
Chris@16:  */
Chris@16: template<class RealType = double>
Chris@16: class exponential_distribution
Chris@16: {
Chris@16: public:
Chris@16:     typedef RealType input_type;
Chris@16:     typedef RealType result_type;
Chris@16: 
Chris@16:     class param_type
Chris@16:     {
Chris@16:     public:
Chris@16: 
Chris@16:         typedef exponential_distribution distribution_type;
Chris@16: 
Chris@16:         /**
Chris@16:          * Constructs parameters with a given lambda.
Chris@16:          *
Chris@16:          * Requires: lambda > 0
Chris@16:          */
Chris@16:         param_type(RealType lambda_arg = RealType(1.0))
Chris@16:           : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
Chris@16: 
Chris@16:         /** Returns the lambda parameter of the distribution. */
Chris@16:         RealType lambda() const { return _lambda; }
Chris@16: 
Chris@16:         /** Writes the parameters to a @c std::ostream. */
Chris@16:         BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
Chris@16:         {
Chris@16:             os << parm._lambda;
Chris@16:             return os;
Chris@16:         }
Chris@16:         
Chris@16:         /** Reads the parameters from a @c std::istream. */
Chris@16:         BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
Chris@16:         {
Chris@16:             is >> parm._lambda;
Chris@16:             return is;
Chris@16:         }
Chris@16: 
Chris@16:         /** Returns true if the two sets of parameters are equal. */
Chris@16:         BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
Chris@16:         { return lhs._lambda == rhs._lambda; }
Chris@16: 
Chris@16:         /** Returns true if the two sets of parameters are different. */
Chris@16:         BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
Chris@16: 
Chris@16:     private:
Chris@16:         RealType _lambda;
Chris@16:     };
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs an exponential_distribution with a given lambda.
Chris@16:      *
Chris@16:      * Requires: lambda > 0
Chris@16:      */
Chris@16:     explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
Chris@16:       : _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
Chris@16: 
Chris@16:     /**
Chris@16:      * Constructs an exponential_distribution from its parameters
Chris@16:      */
Chris@16:     explicit exponential_distribution(const param_type& parm)
Chris@16:       : _lambda(parm.lambda()) {}
Chris@16: 
Chris@16:     // compiler-generated copy ctor and assignment operator are fine
Chris@16: 
Chris@16:     /** Returns the lambda parameter of the distribution. */
Chris@16:     RealType lambda() const { return _lambda; }
Chris@16: 
Chris@16:     /** Returns the smallest value that the distribution can produce. */
Chris@16:     RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16:     { return RealType(0); }
Chris@16:     /** Returns the largest value that the distribution can produce. */
Chris@16:     RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
Chris@16:     { return (std::numeric_limits<RealType>::infinity)(); }
Chris@16: 
Chris@16:     /** Returns the parameters of the distribution. */
Chris@16:     param_type param() const { return param_type(_lambda); }
Chris@16:     /** Sets the parameters of the distribution. */
Chris@16:     void param(const param_type& parm) { _lambda = parm.lambda(); }
Chris@16: 
Chris@16:     /**
Chris@16:      * Effects: Subsequent uses of the distribution do not depend
Chris@16:      * on values produced by any engine prior to invoking reset.
Chris@16:      */
Chris@16:     void reset() { }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the
Chris@16:      * exponential distribution.
Chris@16:      */
Chris@16:     template<class Engine>
Chris@16:     result_type operator()(Engine& eng) const
Chris@16:     { 
Chris@16:         using std::log;
Chris@16:         return -result_type(1) /
Chris@16:             _lambda * log(result_type(1)-uniform_01<RealType>()(eng));
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns a random variate distributed according to the exponential
Chris@16:      * distribution with parameters specified by param.
Chris@16:      */
Chris@16:     template<class Engine>
Chris@16:     result_type operator()(Engine& eng, const param_type& parm) const
Chris@16:     { 
Chris@16:         return exponential_distribution(parm)(eng);
Chris@16:     }
Chris@16: 
Chris@16:     /** Writes the distribution to a std::ostream. */
Chris@16:     BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
Chris@16:     {
Chris@16:         os << ed._lambda;
Chris@16:         return os;
Chris@16:     }
Chris@16: 
Chris@16:     /** Reads the distribution from a std::istream. */
Chris@16:     BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
Chris@16:     {
Chris@16:         is >> ed._lambda;
Chris@16:         return is;
Chris@16:     }
Chris@16: 
Chris@16:     /**
Chris@16:      * Returns true iff the two distributions will produce identical
Chris@16:      * sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
Chris@16:     { return lhs._lambda == rhs._lambda; }
Chris@16:     
Chris@16:     /**
Chris@16:      * Returns true iff the two distributions will produce different
Chris@16:      * sequences of values given equal generators.
Chris@16:      */
Chris@16:     BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
Chris@16: 
Chris@16: private:
Chris@16:     result_type _lambda;
Chris@16: };
Chris@16: 
Chris@16: } // namespace random
Chris@16: 
Chris@16: using random::exponential_distribution;
Chris@16: 
Chris@16: } // namespace boost
Chris@16: 
Chris@16: #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP