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Diffstat (limited to 'src/third_party/boost-1.69.0/boost/random/cauchy_distribution.hpp')
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diff --git a/src/third_party/boost-1.69.0/boost/random/cauchy_distribution.hpp b/src/third_party/boost-1.69.0/boost/random/cauchy_distribution.hpp new file mode 100644 index 00000000000..998e523447b --- /dev/null +++ b/src/third_party/boost-1.69.0/boost/random/cauchy_distribution.hpp @@ -0,0 +1,214 @@ +/* boost random/cauchy_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. + * + * $Id$ + * + * Revision history + * 2001-02-18 moved to individual header files + */ + +#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP +#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP + +#include <boost/config/no_tr1/cmath.hpp> +#include <iosfwd> +#include <istream> +#include <boost/limits.hpp> +#include <boost/random/detail/config.hpp> +#include <boost/random/detail/operators.hpp> +#include <boost/random/uniform_01.hpp> + +namespace boost { +namespace random { + +// Cauchy distribution: + +/** + * The cauchy distribution is a continuous distribution with two + * parameters, median and sigma. + * + * It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$ + */ +template<class RealType = double> +class cauchy_distribution +{ +public: + typedef RealType input_type; + typedef RealType result_type; + + class param_type + { + public: + + typedef cauchy_distribution distribution_type; + + /** Constructs the parameters of the cauchy distribution. */ + explicit param_type(RealType median_arg = RealType(0.0), + RealType sigma_arg = RealType(1.0)) + : _median(median_arg), _sigma(sigma_arg) {} + + // backwards compatibility for Boost.Random + + /** Returns the median of the distribution. */ + RealType median() const { return _median; } + /** Returns the sigma parameter of the distribution. */ + RealType sigma() const { return _sigma; } + + // The new names in C++0x. + + /** Returns the median of the distribution. */ + RealType a() const { return _median; } + /** Returns the sigma parameter of the distribution. */ + RealType b() const { return _sigma; } + + /** Writes the parameters to a std::ostream. */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) + { + os << parm._median << " " << parm._sigma; + return os; + } + + /** Reads the parameters from a std::istream. */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) + { + is >> parm._median >> std::ws >> parm._sigma; + return is; + } + + /** Returns true if the two sets of parameters are equal. */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) + { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } + + /** Returns true if the two sets of parameters are different. */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) + + private: + RealType _median; + RealType _sigma; + }; + + /** + * Constructs a \cauchy_distribution with the paramters @c median + * and @c sigma. + */ + explicit cauchy_distribution(RealType median_arg = RealType(0.0), + RealType sigma_arg = RealType(1.0)) + : _median(median_arg), _sigma(sigma_arg) { } + + /** + * Constructs a \cauchy_distribution from it's parameters. + */ + explicit cauchy_distribution(const param_type& parm) + : _median(parm.median()), _sigma(parm.sigma()) { } + + // compiler-generated copy ctor and assignment operator are fine + + // backwards compatibility for Boost.Random + + /** Returns: the "median" parameter of the distribution */ + RealType median() const { return _median; } + /** Returns: the "sigma" parameter of the distribution */ + RealType sigma() const { return _sigma; } + + // The new names in C++0x + + /** Returns: the "median" parameter of the distribution */ + RealType a() const { return _median; } + /** Returns: the "sigma" parameter of the distribution */ + RealType b() const { return _sigma; } + + /** Returns the smallest value that the distribution can produce. */ + RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const + { return -(std::numeric_limits<RealType>::infinity)(); } + + /** Returns the largest value that the distribution can produce. */ + RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const + { return (std::numeric_limits<RealType>::infinity)(); } + + param_type param() const { return param_type(_median, _sigma); } + + void param(const param_type& parm) + { + _median = parm.median(); + _sigma = parm.sigma(); + } + + /** + * Effects: Subsequent uses of the distribution do not depend + * on values produced by any engine prior to invoking reset. + */ + void reset() { } + + /** + * Returns: A random variate distributed according to the + * cauchy distribution. + */ + template<class Engine> + result_type operator()(Engine& eng) + { + // Can we have a boost::mathconst please? + const result_type pi = result_type(3.14159265358979323846); + using std::tan; + RealType val = uniform_01<RealType>()(eng)-result_type(0.5); + return _median + _sigma * tan(pi*val); + } + + /** + * Returns: A random variate distributed according to the + * cauchy distribution with parameters specified by param. + */ + template<class Engine> + result_type operator()(Engine& eng, const param_type& parm) + { + return cauchy_distribution(parm)(eng); + } + + /** + * Writes the distribution to a @c std::ostream. + */ + BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd) + { + os << cd._median << " " << cd._sigma; + return os; + } + + /** + * Reads the distribution from a @c std::istream. + */ + BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd) + { + is >> cd._median >> std::ws >> cd._sigma; + return is; + } + + /** + * Returns true if the two distributions will produce + * identical sequences of values, given equal generators. + */ + BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs) + { return lhs._median == rhs._median && lhs._sigma == rhs._sigma; } + + /** + * Returns true if the two distributions may produce + * different sequences of values, given equal generators. + */ + BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution) + +private: + RealType _median; + RealType _sigma; +}; + +} // namespace random + +using random::cauchy_distribution; + +} // namespace boost + +#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP |