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 {
  32 public:
  33     // types
  34     typedef _RealType result_type;
  35
  36     class _LIBCPP_TEMPLATE_VIS param_type
  37     {
  38         result_type __alpha_;
  39         result_type __beta_;
  40     public:
  41         typedef gamma_distribution distribution_type;
  42
  43         _LIBCPP_INLINE_VISIBILITY
  44         explicit param_type(result_type __alpha = 1, result_type __beta = 1)
  45             : __alpha_(__alpha), __beta_(__beta) {}
  46
  47         _LIBCPP_INLINE_VISIBILITY
  48         result_type alpha() const {return __alpha_;}
  49         _LIBCPP_INLINE_VISIBILITY
  50         result_type beta() const {return __beta_;}
  51
  52         friend _LIBCPP_INLINE_VISIBILITY
  53             bool operator==(const param_type& __x, const param_type& __y)
  54             {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;}
  55         friend _LIBCPP_INLINE_VISIBILITY
  56             bool operator!=(const param_type& __x, const param_type& __y)
  57             {return !(__x == __y);}
  58     };
  59
  60 private:
  61     param_type __p_;
  62
  63 public:
  64     // constructors and reset functions
  65 #ifndef _LIBCPP_CXX03_LANG
  66     _LIBCPP_INLINE_VISIBILITY
  67     gamma_distribution() : gamma_distribution(1) {}
  68     _LIBCPP_INLINE_VISIBILITY
  69     explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
  70         : __p_(param_type(__alpha, __beta)) {}
  71 #else
  72     _LIBCPP_INLINE_VISIBILITY
  73     explicit gamma_distribution(result_type __alpha = 1,
  74                                 result_type __beta = 1)
  75         : __p_(param_type(__alpha, __beta)) {}
  76 #endif
  77     _LIBCPP_INLINE_VISIBILITY
  78     explicit gamma_distribution(const param_type& __p)
  79         : __p_(__p) {}
  80     _LIBCPP_INLINE_VISIBILITY
  81     void reset() {}
  82
  83     // generating functions
  84     template<class _URNG>
  85         _LIBCPP_INLINE_VISIBILITY
  86         result_type operator()(_URNG& __g)
  87         {return (*this)(__g, __p_);}
  88     template<class _URNG>
  89     _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
  90
  91     // property functions
  92     _LIBCPP_INLINE_VISIBILITY
  93     result_type alpha() const {return __p_.alpha();}
  94     _LIBCPP_INLINE_VISIBILITY
  95     result_type beta() const {return __p_.beta();}
  96
  97     _LIBCPP_INLINE_VISIBILITY
  98     param_type param() const {return __p_;}
  99     _LIBCPP_INLINE_VISIBILITY
 100     void param(const param_type& __p) {__p_ = __p;}
 101
 102     _LIBCPP_INLINE_VISIBILITY
 103     result_type min() const {return 0;}
 104     _LIBCPP_INLINE_VISIBILITY
 105     result_type max() const {return numeric_limits<result_type>::infinity();}
 106
 107     friend _LIBCPP_INLINE_VISIBILITY
 108         bool operator==(const gamma_distribution& __x,
 109                         const gamma_distribution& __y)
 110         {return __x.__p_ == __y.__p_;}
 111     friend _LIBCPP_INLINE_VISIBILITY
 112         bool operator!=(const gamma_distribution& __x,
 113                         const gamma_distribution& __y)
 114         {return !(__x == __y);}
 115 };
 116
 117 template <class _RealType>
 118 template<class _URNG>
 119 _RealType
 120 gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
 121 {
 122     static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
 123     result_type __a = __p.alpha();
 124     uniform_real_distribution<result_type> __gen(0, 1);
 125     exponential_distribution<result_type> __egen;
 126     result_type __x;
 127     if (__a == 1)
 128         __x = __egen(__g);
 129     else if (__a > 1)
 130     {
 131         const result_type __b = __a - 1;
 132         const result_type __c = 3 * __a - result_type(0.75);
 133         while (true)
 134         {
 135             const result_type __u = __gen(__g);
 136             const result_type __v = __gen(__g);
 137             const result_type __w = __u * (1 - __u);
 138             if (__w != 0)
 139             {
 140                 const result_type __y = _VSTD::sqrt(__c / __w) *
 141                                         (__u - result_type(0.5));
 142                 __x = __b + __y;
 143                 if (__x >= 0)
 144                 {
 145                     const result_type __z = 64 * __w * __w * __w * __v * __v;
 146                     if (__z <= 1 - 2 * __y * __y / __x)
 147                         break;
 148                     if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y))
 149                         break;
 150                 }
 151             }
 152         }
 153     }
 154     else  // __a < 1
 155     {
 156         while (true)
 157         {
 158             const result_type __u = __gen(__g);
 159             const result_type __es = __egen(__g);
 160             if (__u <= 1 - __a)
 161             {
 162                 __x = _VSTD::pow(__u, 1 / __a);
 163                 if (__x <= __es)
 164                     break;
 165             }
 166             else
 167             {
 168                 const result_type __e = -_VSTD::log((1-__u)/__a);
 169                 __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a);
 170                 if (__x <= __e + __es)
 171                     break;
 172             }
 173         }
 174     }
 175     return __x * __p.beta();
 176 }
 177
 178 template <class _CharT, class _Traits, class _RT>
 179 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
 180 operator<<(basic_ostream<_CharT, _Traits>& __os,
 181            const gamma_distribution<_RT>& __x)
 182 {
 183     __save_flags<_CharT, _Traits> __lx(__os);
 184     typedef basic_ostream<_CharT, _Traits> _OStream;
 185     __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
 186                _OStream::scientific);
 187     _CharT __sp = __os.widen(' ');
 188     __os.fill(__sp);
 189     __os << __x.alpha() << __sp << __x.beta();
 190     return __os;
 191 }
 192
 193 template <class _CharT, class _Traits, class _RT>
 194 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
 195 operator>>(basic_istream<_CharT, _Traits>& __is,
 196            gamma_distribution<_RT>& __x)
 197 {
 198     typedef gamma_distribution<_RT> _Eng;
 199     typedef typename _Eng::result_type result_type;
 200     typedef typename _Eng::param_type param_type;
 201     __save_flags<_CharT, _Traits> __lx(__is);
 202     typedef basic_istream<_CharT, _Traits> _Istream;
 203     __is.flags(_Istream::dec | _Istream::skipws);
 204     result_type __alpha;
 205     result_type __beta;
 206     __is >> __alpha >> __beta;
 207     if (!__is.fail())
 208         __x.param(param_type(__alpha, __beta));
 209     return __is;
 210 }
 211
 212 _LIBCPP_END_NAMESPACE_STD
 213
 214 _LIBCPP_POP_MACROS
 215
 216 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H