/* 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,v 1.20 2004/07/27 03:43:32 dgregor Exp $ * * 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 namespace boost { // deterministic polar 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 explicit normal_distribution(const result_type& mean = result_type(0), const result_type& sigma = result_type(1)) : _mean(mean), _sigma(sigma), _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 RealType mean() const { return _mean; } 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; #endif if(!_valid) { result_type _rad; do { _v1=2.0*eng()-1.0; _v2=2.0*eng()-1.0; _rad=_v1*_v1+_v2*_v2; } while (_rad >= 1.0 || _rad == 0.0); _fac=sqrt(-2.0*log(_rad)/_rad); _valid = true; } else { _valid = false; } return _fac * (_valid ? _v1 : _v2) * _sigma + _mean; } #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS) template friend std::basic_ostream& operator<<(std::basic_ostream& os, const normal_distribution& nd) { os << nd._mean << " " << nd._sigma << " " << nd._valid << " " << nd._fac << " " << nd._v1; 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._fac >> std::ws >> nd._v1; return is; } #endif private: result_type _mean, _sigma; result_type _v1, _v2, _fac; bool _valid; }; } // namespace boost #endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP