182 lines · c
1//===----------------------------------------------------------------------===//2//3// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.4// See https://llvm.org/LICENSE.txt for license information.5// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception6//7//===----------------------------------------------------------------------===//8 9#ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H10#define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H11 12#include <__config>13#include <__random/exponential_distribution.h>14#include <__random/is_valid.h>15#include <__random/uniform_real_distribution.h>16#include <cmath>17#include <iosfwd>18#include <limits>19 20#if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)21# pragma GCC system_header22#endif23 24_LIBCPP_PUSH_MACROS25#include <__undef_macros>26 27_LIBCPP_BEGIN_NAMESPACE_STD28 29template <class _RealType = double>30class gamma_distribution {31 static_assert(__libcpp_random_is_valid_realtype<_RealType>::value,32 "RealType must be a supported floating-point type");33 34public:35 // types36 typedef _RealType result_type;37 38 class param_type {39 result_type __alpha_;40 result_type __beta_;41 42 public:43 typedef gamma_distribution distribution_type;44 45 _LIBCPP_HIDE_FROM_ABI explicit param_type(result_type __alpha = 1, result_type __beta = 1)46 : __alpha_(__alpha), __beta_(__beta) {}47 48 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; }49 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __beta_; }50 51 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) {52 return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;53 }54 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); }55 };56 57private:58 param_type __p_;59 60public:61 // constructors and reset functions62#ifndef _LIBCPP_CXX03_LANG63 _LIBCPP_HIDE_FROM_ABI gamma_distribution() : gamma_distribution(1) {}64 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha, result_type __beta = 1)65 : __p_(param_type(__alpha, __beta)) {}66#else67 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)68 : __p_(param_type(__alpha, __beta)) {}69#endif70 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {}71 _LIBCPP_HIDE_FROM_ABI void reset() {}72 73 // generating functions74 template <class _URNG>75 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {76 return (*this)(__g, __p_);77 }78 template <class _URNG>79 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);80 81 // property functions82 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); }83 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); }84 85 _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }86 _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }87 88 _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; }89 _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); }90 91 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) {92 return __x.__p_ == __y.__p_;93 }94 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) {95 return !(__x == __y);96 }97};98 99template <class _RealType>100template <class _URNG>101_RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) {102 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");103 result_type __a = __p.alpha();104 uniform_real_distribution<result_type> __gen(0, 1);105 exponential_distribution<result_type> __egen;106 result_type __x;107 if (__a == 1)108 __x = __egen(__g);109 else if (__a > 1) {110 const result_type __b = __a - 1;111 const result_type __c = 3 * __a - result_type(0.75);112 while (true) {113 const result_type __u = __gen(__g);114 const result_type __v = __gen(__g);115 const result_type __w = __u * (1 - __u);116 if (__w != 0) {117 const result_type __y = std::sqrt(__c / __w) * (__u - result_type(0.5));118 __x = __b + __y;119 if (__x >= 0) {120 const result_type __z = 64 * __w * __w * __w * __v * __v;121 if (__z <= 1 - 2 * __y * __y / __x)122 break;123 if (std::log(__z) <= 2 * (__b * std::log(__x / __b) - __y))124 break;125 }126 }127 }128 } else // __a < 1129 {130 while (true) {131 const result_type __u = __gen(__g);132 const result_type __es = __egen(__g);133 if (__u <= 1 - __a) {134 __x = std::pow(__u, 1 / __a);135 if (__x <= __es)136 break;137 } else {138 const result_type __e = -std::log((1 - __u) / __a);139 __x = std::pow(1 - __a + __a * __e, 1 / __a);140 if (__x <= __e + __es)141 break;142 }143 }144 }145 return __x * __p.beta();146}147 148template <class _CharT, class _Traits, class _RT>149_LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&150operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) {151 __save_flags<_CharT, _Traits> __lx(__os);152 typedef basic_ostream<_CharT, _Traits> _OStream;153 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);154 _CharT __sp = __os.widen(' ');155 __os.fill(__sp);156 __os << __x.alpha() << __sp << __x.beta();157 return __os;158}159 160template <class _CharT, class _Traits, class _RT>161_LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&162operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) {163 typedef gamma_distribution<_RT> _Eng;164 typedef typename _Eng::result_type result_type;165 typedef typename _Eng::param_type param_type;166 __save_flags<_CharT, _Traits> __lx(__is);167 typedef basic_istream<_CharT, _Traits> _Istream;168 __is.flags(_Istream::dec | _Istream::skipws);169 result_type __alpha;170 result_type __beta;171 __is >> __alpha >> __beta;172 if (!__is.fail())173 __x.param(param_type(__alpha, __beta));174 return __is;175}176 177_LIBCPP_END_NAMESPACE_STD178 179_LIBCPP_POP_MACROS180 181#endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H182