libcxx/include/__random/gamma_distribution.h

   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-exception
   6 //
   7 //===----------------------------------------------------------------------===//
   8
   9 #ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
  10 #define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
  11
  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_header
  22 #endif
  23
  24 _LIBCPP_PUSH_MACROS
  25 #include <__undef_macros>
  26
  27 _LIBCPP_BEGIN_NAMESPACE_STD
  28
  29 template <class _RealType = double>
  30 class _LIBCPP_TEMPLATE_VIS gamma_distribution {
  31   static_assert(__libcpp_random_is_valid_realtype<_RealType>::value,
  32                 "RealType must be a supported floating-point type");
  33
  34 public:
  35   // types
  36   typedef _RealType result_type;
  37
  38   class _LIBCPP_TEMPLATE_VIS 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
  57 private:
  58   param_type __p_;
  59
  60 public:
  61   // constructors and reset functions
  62 #ifndef _LIBCPP_CXX03_LANG
  63   _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 #else
  67   _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)
  68       : __p_(param_type(__alpha, __beta)) {}
  69 #endif
  70   _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {}
  71   _LIBCPP_HIDE_FROM_ABI void reset() {}
  72
  73   // generating functions
  74   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 functions
  82   _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
  99 template <class _RealType>
 100 template <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 < 1
 129   {
 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
 148 template <class _CharT, class _Traits, class _RT>
 149 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
 150 operator<<(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
 160 template <class _CharT, class _Traits, class _RT>
 161 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
 162 operator>>(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_STD
 178
 179 _LIBCPP_POP_MACROS
 180
 181 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H