diff options
Diffstat (limited to 'libstdc++-v3/include/ext/random')
| -rw-r--r-- | libstdc++-v3/include/ext/random | 257 |
1 files changed, 222 insertions, 35 deletions
diff --git a/libstdc++-v3/include/ext/random b/libstdc++-v3/include/ext/random index 2c9462fecf3..eab3fb8ef32 100644 --- a/libstdc++-v3/include/ext/random +++ b/libstdc++-v3/include/ext/random @@ -2728,41 +2728,7 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION template<typename _UniformRandomNumberGenerator> result_type operator()(_UniformRandomNumberGenerator& __urng, - const param_type& __p) - { - const result_type __pi - = __gnu_cxx::__math_constants<result_type>::__pi; - std::__detail::_Adaptor<_UniformRandomNumberGenerator, result_type> - __aurng(__urng); - - result_type __f; - while (1) - { - result_type __rnd = std::cos(__pi * __aurng()); - __f = (result_type(1) + __p._M_r * __rnd) / (__p._M_r + __rnd); - result_type __c = __p._M_kappa * (__p._M_r - __f); - - result_type __rnd2 = __aurng(); - if (__c * (result_type(2) - __c) > __rnd2) - break; - if (std::log(__c / __rnd2) >= __c - result_type(1)) - break; - } - - result_type __res = std::acos(__f); -#if _GLIBCXX_USE_C99_MATH_TR1 - __res = std::copysign(__res, __aurng() - result_type(0.5)); -#else - if (__aurng() < result_type(0.5)) - __res = -__res; -#endif - __res += __p._M_mu; - if (__res > __pi) - __res -= result_type(2) * __pi; - else if (__res < -__pi) - __res += result_type(2) * __pi; - return __res; - } + const param_type& __p); template<typename _ForwardIterator, typename _UniformRandomNumberGenerator> @@ -3106,6 +3072,227 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION const __gnu_cxx::hypergeometric_distribution<_UIntType>& __d2) { return !(__d1 == __d2); } + /** + * @brief A logistic continuous distribution for random numbers. + * + * The formula for the logistic probability density function is + * @f[ + * p(x|\a,\b) = \frac{e^{(x - a)/b}}{b[1 + e^{(x - a)/b}]^2} + * @f] + * where @f$b > 0@f$. + * + * The formula for the logistic probability function is + * @f[ + * cdf(x|\a,\b) = \frac{e^{(x - a)/b}}{1 + e^{(x - a)/b}} + * @f] + * where @f$b > 0@f$. + * + * <table border=1 cellpadding=10 cellspacing=0> + * <caption align=top>Distribution Statistics</caption> + * <tr><td>Mean</td><td>@f$a@f$</td></tr> + * <tr><td>Variance</td><td>@f$b^2\pi^2/3@f$</td></tr> + * <tr><td>Range</td><td>@f$[0, \infty)@f$</td></tr> + * </table> + */ + template<typename _RealType = double> + class + logistic_distribution + { + static_assert(std::is_floating_point<_RealType>::value, + "template argument not a floating point type"); + + public: + /** The type of the range of the distribution. */ + typedef _RealType result_type; + /** Parameter type. */ + struct param_type + { + typedef logistic_distribution<result_type> distribution_type; + + param_type(result_type __a = result_type(0), + result_type __b = result_type(1)) + : _M_a(__a), _M_b(__b) + { + _GLIBCXX_DEBUG_ASSERT(_M_b > result_type(0)); + } + + result_type + a() const + { return _M_a; } + + result_type + b() const + { return _M_b; } + + friend bool + operator==(const param_type& __p1, const param_type& __p2) + { return __p1._M_a == __p2._M_a + && __p1._M_b == __p2._M_b; } + + private: + void _M_initialize(); + + result_type _M_a; + result_type _M_b; + }; + + /** + * @brief Constructors. + */ + explicit + logistic_distribution(result_type __a = result_type(0), + result_type __b = result_type(1)) + : _M_param(__a, __b) + { } + + explicit + logistic_distribution(const param_type& __p) + : _M_param(__p) + { } + + /** + * @brief Resets the distribution state. + */ + void + reset() + { } + + /** + * @brief Return the parameters of the distribution. + */ + result_type + a() const + { return _M_param.a(); } + + result_type + b() const + { return _M_param.b(); } + + /** + * @brief Returns the parameter set of the distribution. + */ + param_type + param() const + { return _M_param; } + + /** + * @brief Sets the parameter set of the distribution. + * @param __param The new parameter set of the distribution. + */ + void + param(const param_type& __param) + { _M_param = __param; } + + /** + * @brief Returns the greatest lower bound value of the distribution. + */ + result_type + min() const + { return -std::numeric_limits<result_type>::max(); } + + /** + * @brief Returns the least upper bound value of the distribution. + */ + result_type + max() const + { return std::numeric_limits<result_type>::max(); } + + /** + * @brief Generating functions. + */ + template<typename _UniformRandomNumberGenerator> + result_type + operator()(_UniformRandomNumberGenerator& __urng) + { return this->operator()(__urng, this->_M_param); } + + template<typename _UniformRandomNumberGenerator> + result_type + operator()(_UniformRandomNumberGenerator&, + const param_type&); + + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng) + { this->__generate(__f, __t, __urng, this->param()); } + + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p) + { this->__generate_impl(__f, __t, __urng, __p); } + + template<typename _UniformRandomNumberGenerator> + void + __generate(result_type* __f, result_type* __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p) + { this->__generate_impl(__f, __t, __urng, __p); } + + /** + * @brief Return true if two logistic distributions have + * the same parameters and the sequences that would + * be generated are equal. + */ + template<typename _RealType1> + friend bool + operator==(const logistic_distribution<_RealType1>& __d1, + const logistic_distribution<_RealType1>& __d2) + { return __d1.param() == __d2.param(); } + + /** + * @brief Inserts a %logistic_distribution random number distribution + * @p __x into the output stream @p __os. + * + * @param __os An output stream. + * @param __x A %logistic_distribution random number distribution. + * + * @returns The output stream with the state of @p __x inserted or in + * an error state. + */ + template<typename _RealType1, typename _CharT, typename _Traits> + friend std::basic_ostream<_CharT, _Traits>& + operator<<(std::basic_ostream<_CharT, _Traits>&, + const logistic_distribution<_RealType1>&); + + /** + * @brief Extracts a %logistic_distribution random number distribution + * @p __x from the input stream @p __is. + * + * @param __is An input stream. + * @param __x A %logistic_distribution random number + * generator engine. + * + * @returns The input stream with @p __x extracted or in an error state. + */ + template<typename _RealType1, typename _CharT, typename _Traits> + friend std::basic_istream<_CharT, _Traits>& + operator>>(std::basic_istream<_CharT, _Traits>&, + logistic_distribution<_RealType1>&); + + private: + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate_impl(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p); + + param_type _M_param; + }; + + /** + * @brief Return true if two logistic distributions are not equal. + */ + template<typename _RealType1> + inline bool + operator!=(const logistic_distribution<_RealType1>& __d1, + const logistic_distribution<_RealType1>& __d2) + { return !(__d1 == __d2); } + _GLIBCXX_END_NAMESPACE_VERSION } // namespace __gnu_cxx |