/* boost random/normal_distribution.hpp header file * * Copyright Jens Maurer 2000-2001 * Distributed under the Boost Software License, Version 1.0. (See * accompanying file LICENSE_1_0.txt or copy at * http://www.boost.org/LICENSE_1_0.txt) * * See http://www.boost.org for most recent version including documentation. * * $Id: normal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $ * * Revision history * 2001-02-18 moved to individual header files */ #ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP #define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP #include #include #include #include #include #include namespace boost { /** * Instantiations of class template normal_distribution model a * \random_distribution. Such a distribution produces random numbers * @c x distributed with probability density function * \f$p(x) = \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}\f$, * where mean and sigma are the parameters of the distribution. */ // deterministic Box-Muller method, uses trigonometric functions template class normal_distribution { public: typedef RealType input_type; typedef RealType result_type; #if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300) BOOST_STATIC_ASSERT(!std::numeric_limits::is_integer); #endif /** * Constructs a normal_distribution object. @c mean and @c sigma are * the parameters for the distribution. * * Requires: sigma > 0 */ explicit normal_distribution(const result_type& mean_arg = result_type(0), const result_type& sigma_arg = result_type(1)) : _mean(mean_arg), _sigma(sigma_arg), _valid(false) { assert(_sigma >= result_type(0)); } // compiler-generated copy constructor is NOT fine, need to purge cache normal_distribution(const normal_distribution& other) : _mean(other._mean), _sigma(other._sigma), _valid(false) { } // compiler-generated copy ctor and assignment operator are fine /** * Returns: The "mean" parameter of the distribution. */ RealType mean() const { return _mean; } /** * Returns: The "sigma" parameter of the distribution. */ RealType sigma() const { return _sigma; } void reset() { _valid = false; } template result_type operator()(Engine& eng) { #ifndef BOOST_NO_STDC_NAMESPACE // allow for Koenig lookup using std::sqrt; using std::log; using std::sin; using std::cos; #endif if(!_valid) { _r1 = eng(); _r2 = eng(); _cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2)); _valid = true; } else { _valid = false; } // Can we have a boost::mathconst please? const result_type pi = result_type(3.14159265358979323846); return _cached_rho * (_valid ? cos(result_type(2)*pi*_r1) : sin(result_type(2)*pi*_r1)) * _sigma + _mean; } #ifndef BOOST_RANDOM_NO_STREAM_OPERATORS template friend std::basic_ostream& operator<<(std::basic_ostream& os, const normal_distribution& nd) { os << nd._mean << " " << nd._sigma << " " << nd._valid << " " << nd._cached_rho << " " << nd._r1; return os; } template friend std::basic_istream& operator>>(std::basic_istream& is, normal_distribution& nd) { is >> std::ws >> nd._mean >> std::ws >> nd._sigma >> std::ws >> nd._valid >> std::ws >> nd._cached_rho >> std::ws >> nd._r1; return is; } #endif private: result_type _mean, _sigma; result_type _r1, _r2, _cached_rho; bool _valid; }; } // namespace boost #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP