| //===----------------------------------------------------------------------===// |
| // |
| // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. |
| // See https://llvm.org/LICENSE.txt for license information. |
| // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception |
| // |
| //===----------------------------------------------------------------------===// |
| |
| #ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H |
| #define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H |
| |
| #include <__config> |
| #include <__random/exponential_distribution.h> |
| #include <__random/is_valid.h> |
| #include <__random/uniform_real_distribution.h> |
| #include <cmath> |
| #include <iosfwd> |
| #include <limits> |
| |
| #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER) |
| # pragma GCC system_header |
| #endif |
| |
| _LIBCPP_PUSH_MACROS |
| #include <__undef_macros> |
| |
| _LIBCPP_BEGIN_NAMESPACE_STD |
| |
| template<class _RealType = double> |
| class _LIBCPP_TEMPLATE_VIS gamma_distribution |
| { |
| public: |
| // types |
| typedef _RealType result_type; |
| |
| class _LIBCPP_TEMPLATE_VIS param_type |
| { |
| result_type __alpha_; |
| result_type __beta_; |
| public: |
| typedef gamma_distribution distribution_type; |
| |
| _LIBCPP_INLINE_VISIBILITY |
| explicit param_type(result_type __alpha = 1, result_type __beta = 1) |
| : __alpha_(__alpha), __beta_(__beta) {} |
| |
| _LIBCPP_INLINE_VISIBILITY |
| result_type alpha() const {return __alpha_;} |
| _LIBCPP_INLINE_VISIBILITY |
| result_type beta() const {return __beta_;} |
| |
| friend _LIBCPP_INLINE_VISIBILITY |
| bool operator==(const param_type& __x, const param_type& __y) |
| {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;} |
| friend _LIBCPP_INLINE_VISIBILITY |
| bool operator!=(const param_type& __x, const param_type& __y) |
| {return !(__x == __y);} |
| }; |
| |
| private: |
| param_type __p_; |
| |
| public: |
| // constructors and reset functions |
| #ifndef _LIBCPP_CXX03_LANG |
| _LIBCPP_INLINE_VISIBILITY |
| gamma_distribution() : gamma_distribution(1) {} |
| _LIBCPP_INLINE_VISIBILITY |
| explicit gamma_distribution(result_type __alpha, result_type __beta = 1) |
| : __p_(param_type(__alpha, __beta)) {} |
| #else |
| _LIBCPP_INLINE_VISIBILITY |
| explicit gamma_distribution(result_type __alpha = 1, |
| result_type __beta = 1) |
| : __p_(param_type(__alpha, __beta)) {} |
| #endif |
| _LIBCPP_INLINE_VISIBILITY |
| explicit gamma_distribution(const param_type& __p) |
| : __p_(__p) {} |
| _LIBCPP_INLINE_VISIBILITY |
| void reset() {} |
| |
| // generating functions |
| template<class _URNG> |
| _LIBCPP_INLINE_VISIBILITY |
| result_type operator()(_URNG& __g) |
| {return (*this)(__g, __p_);} |
| template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p); |
| |
| // property functions |
| _LIBCPP_INLINE_VISIBILITY |
| result_type alpha() const {return __p_.alpha();} |
| _LIBCPP_INLINE_VISIBILITY |
| result_type beta() const {return __p_.beta();} |
| |
| _LIBCPP_INLINE_VISIBILITY |
| param_type param() const {return __p_;} |
| _LIBCPP_INLINE_VISIBILITY |
| void param(const param_type& __p) {__p_ = __p;} |
| |
| _LIBCPP_INLINE_VISIBILITY |
| result_type min() const {return 0;} |
| _LIBCPP_INLINE_VISIBILITY |
| result_type max() const {return numeric_limits<result_type>::infinity();} |
| |
| friend _LIBCPP_INLINE_VISIBILITY |
| bool operator==(const gamma_distribution& __x, |
| const gamma_distribution& __y) |
| {return __x.__p_ == __y.__p_;} |
| friend _LIBCPP_INLINE_VISIBILITY |
| bool operator!=(const gamma_distribution& __x, |
| const gamma_distribution& __y) |
| {return !(__x == __y);} |
| }; |
| |
| template <class _RealType> |
| template<class _URNG> |
| _RealType |
| gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) |
| { |
| static_assert(__libcpp_random_is_valid_urng<_URNG>::value, ""); |
| result_type __a = __p.alpha(); |
| uniform_real_distribution<result_type> __gen(0, 1); |
| exponential_distribution<result_type> __egen; |
| result_type __x; |
| if (__a == 1) |
| __x = __egen(__g); |
| else if (__a > 1) |
| { |
| const result_type __b = __a - 1; |
| const result_type __c = 3 * __a - result_type(0.75); |
| while (true) |
| { |
| const result_type __u = __gen(__g); |
| const result_type __v = __gen(__g); |
| const result_type __w = __u * (1 - __u); |
| if (__w != 0) |
| { |
| const result_type __y = _VSTD::sqrt(__c / __w) * |
| (__u - result_type(0.5)); |
| __x = __b + __y; |
| if (__x >= 0) |
| { |
| const result_type __z = 64 * __w * __w * __w * __v * __v; |
| if (__z <= 1 - 2 * __y * __y / __x) |
| break; |
| if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y)) |
| break; |
| } |
| } |
| } |
| } |
| else // __a < 1 |
| { |
| while (true) |
| { |
| const result_type __u = __gen(__g); |
| const result_type __es = __egen(__g); |
| if (__u <= 1 - __a) |
| { |
| __x = _VSTD::pow(__u, 1 / __a); |
| if (__x <= __es) |
| break; |
| } |
| else |
| { |
| const result_type __e = -_VSTD::log((1-__u)/__a); |
| __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a); |
| if (__x <= __e + __es) |
| break; |
| } |
| } |
| } |
| return __x * __p.beta(); |
| } |
| |
| template <class _CharT, class _Traits, class _RT> |
| basic_ostream<_CharT, _Traits>& |
| operator<<(basic_ostream<_CharT, _Traits>& __os, |
| const gamma_distribution<_RT>& __x) |
| { |
| __save_flags<_CharT, _Traits> __lx(__os); |
| typedef basic_ostream<_CharT, _Traits> _OStream; |
| __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | |
| _OStream::scientific); |
| _CharT __sp = __os.widen(' '); |
| __os.fill(__sp); |
| __os << __x.alpha() << __sp << __x.beta(); |
| return __os; |
| } |
| |
| template <class _CharT, class _Traits, class _RT> |
| basic_istream<_CharT, _Traits>& |
| operator>>(basic_istream<_CharT, _Traits>& __is, |
| gamma_distribution<_RT>& __x) |
| { |
| typedef gamma_distribution<_RT> _Eng; |
| typedef typename _Eng::result_type result_type; |
| typedef typename _Eng::param_type param_type; |
| __save_flags<_CharT, _Traits> __lx(__is); |
| typedef basic_istream<_CharT, _Traits> _Istream; |
| __is.flags(_Istream::dec | _Istream::skipws); |
| result_type __alpha; |
| result_type __beta; |
| __is >> __alpha >> __beta; |
| if (!__is.fail()) |
| __x.param(param_type(__alpha, __beta)); |
| return __is; |
| } |
| |
| _LIBCPP_END_NAMESPACE_STD |
| |
| _LIBCPP_POP_MACROS |
| |
| #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H |
