1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
|
//===----------------------------------------------------------------------===//
//
// 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/uniform_real_distribution.h>
#include <__random/exponential_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)
{
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
|