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//===----------------------------------------------------------------------===//
//
// 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>
_LIBCPP_HIDE_FROM_ABI 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>
_LIBCPP_HIDE_FROM_ABI 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>
_LIBCPP_HIDE_FROM_ABI 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
|
