//===----------------------------------------------------------------------===// // // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. // See https://llvm.org/LICENSE.txt for license information. // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception // //===----------------------------------------------------------------------===// #ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H #define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H #include <__config> #include <__random/exponential_distribution.h> #include <__random/is_valid.h> #include <__random/uniform_real_distribution.h> #include #include #include #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER) # pragma GCC system_header #endif _LIBCPP_PUSH_MACROS #include <__undef_macros> _LIBCPP_BEGIN_NAMESPACE_STD template class _LIBCPP_TEMPLATE_VIS gamma_distribution { static_assert(__libcpp_random_is_valid_realtype<_RealType>::value, "RealType must be a supported floating-point type"); public: // types typedef _RealType result_type; class _LIBCPP_TEMPLATE_VIS param_type { result_type __alpha_; result_type __beta_; public: typedef gamma_distribution distribution_type; _LIBCPP_HIDE_FROM_ABI explicit param_type(result_type __alpha = 1, result_type __beta = 1) : __alpha_(__alpha), __beta_(__beta) {} _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; } _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __beta_; } friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) { return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_; } friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); } }; private: param_type __p_; public: // constructors and reset functions #ifndef _LIBCPP_CXX03_LANG _LIBCPP_HIDE_FROM_ABI gamma_distribution() : gamma_distribution(1) {} _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha, result_type __beta = 1) : __p_(param_type(__alpha, __beta)) {} #else _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1) : __p_(param_type(__alpha, __beta)) {} #endif _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {} _LIBCPP_HIDE_FROM_ABI void reset() {} // generating functions template _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) { return (*this)(__g, __p_); } template _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p); // property functions _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); } _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); } _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; } _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; } _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; } _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits::infinity(); } friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) { return __x.__p_ == __y.__p_; } friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) { return !(__x == __y); } }; template template _RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) { static_assert(__libcpp_random_is_valid_urng<_URNG>::value, ""); result_type __a = __p.alpha(); uniform_real_distribution __gen(0, 1); exponential_distribution __egen; result_type __x; if (__a == 1) __x = __egen(__g); else if (__a > 1) { const result_type __b = __a - 1; const result_type __c = 3 * __a - result_type(0.75); while (true) { const result_type __u = __gen(__g); const result_type __v = __gen(__g); const result_type __w = __u * (1 - __u); if (__w != 0) { const result_type __y = std::sqrt(__c / __w) * (__u - result_type(0.5)); __x = __b + __y; if (__x >= 0) { const result_type __z = 64 * __w * __w * __w * __v * __v; if (__z <= 1 - 2 * __y * __y / __x) break; if (std::log(__z) <= 2 * (__b * std::log(__x / __b) - __y)) break; } } } } else // __a < 1 { while (true) { const result_type __u = __gen(__g); const result_type __es = __egen(__g); if (__u <= 1 - __a) { __x = std::pow(__u, 1 / __a); if (__x <= __es) break; } else { const result_type __e = -std::log((1 - __u) / __a); __x = std::pow(1 - __a + __a * __e, 1 / __a); if (__x <= __e + __es) break; } } } return __x * __p.beta(); } template _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>& operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) { __save_flags<_CharT, _Traits> __lx(__os); typedef basic_ostream<_CharT, _Traits> _OStream; __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific); _CharT __sp = __os.widen(' '); __os.fill(__sp); __os << __x.alpha() << __sp << __x.beta(); return __os; } template _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>& operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) { typedef gamma_distribution<_RT> _Eng; typedef typename _Eng::result_type result_type; typedef typename _Eng::param_type param_type; __save_flags<_CharT, _Traits> __lx(__is); typedef basic_istream<_CharT, _Traits> _Istream; __is.flags(_Istream::dec | _Istream::skipws); result_type __alpha; result_type __beta; __is >> __alpha >> __beta; if (!__is.fail()) __x.param(param_type(__alpha, __beta)); return __is; } _LIBCPP_END_NAMESPACE_STD _LIBCPP_POP_MACROS #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H