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___CXX03___RANDOM_GAMMA_DISTRIBUTION_H
10 #define _LIBCPP___CXX03___RANDOM_GAMMA_DISTRIBUTION_H
11
12 #include <__cxx03/__config>
13 #include <__cxx03/__random/exponential_distribution.h>
14 #include <__cxx03/__random/is_valid.h>
15 #include <__cxx03/__random/uniform_real_distribution.h>
16 #include <__cxx03/cmath>
17 #include <__cxx03/iosfwd>
18 #include <__cxx03/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 <__cxx03/__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)
__alpha_(__alpha)46 : __alpha_(__alpha), __beta_(__beta) {}
47
alpha()48 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; }
beta()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 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)
__p_(param_type (__alpha,__beta))63 : __p_(param_type(__alpha, __beta)) {}
gamma_distribution(const param_type & __p)64 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {}
reset()65 _LIBCPP_HIDE_FROM_ABI void reset() {}
66
67 // generating functions
68 template <class _URNG>
operator()69 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {
70 return (*this)(__g, __p_);
71 }
72 template <class _URNG>
73 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
74
75 // property functions
alpha()76 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); }
beta()77 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); }
78
param()79 _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }
param(const param_type & __p)80 _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }
81
min()82 _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; }
max()83 _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); }
84
85 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) {
86 return __x.__p_ == __y.__p_;
87 }
88 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) {
89 return !(__x == __y);
90 }
91 };
92
93 template <class _RealType>
94 template <class _URNG>
operator()95 _RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) {
96 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
97 result_type __a = __p.alpha();
98 uniform_real_distribution<result_type> __gen(0, 1);
99 exponential_distribution<result_type> __egen;
100 result_type __x;
101 if (__a == 1)
102 __x = __egen(__g);
103 else if (__a > 1) {
104 const result_type __b = __a - 1;
105 const result_type __c = 3 * __a - result_type(0.75);
106 while (true) {
107 const result_type __u = __gen(__g);
108 const result_type __v = __gen(__g);
109 const result_type __w = __u * (1 - __u);
110 if (__w != 0) {
111 const result_type __y = std::sqrt(__c / __w) * (__u - result_type(0.5));
112 __x = __b + __y;
113 if (__x >= 0) {
114 const result_type __z = 64 * __w * __w * __w * __v * __v;
115 if (__z <= 1 - 2 * __y * __y / __x)
116 break;
117 if (std::log(__z) <= 2 * (__b * std::log(__x / __b) - __y))
118 break;
119 }
120 }
121 }
122 } else // __a < 1
123 {
124 while (true) {
125 const result_type __u = __gen(__g);
126 const result_type __es = __egen(__g);
127 if (__u <= 1 - __a) {
128 __x = std::pow(__u, 1 / __a);
129 if (__x <= __es)
130 break;
131 } else {
132 const result_type __e = -std::log((1 - __u) / __a);
133 __x = std::pow(1 - __a + __a * __e, 1 / __a);
134 if (__x <= __e + __es)
135 break;
136 }
137 }
138 }
139 return __x * __p.beta();
140 }
141
142 template <class _CharT, class _Traits, class _RT>
143 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
144 operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) {
145 __save_flags<_CharT, _Traits> __lx(__os);
146 typedef basic_ostream<_CharT, _Traits> _OStream;
147 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);
148 _CharT __sp = __os.widen(' ');
149 __os.fill(__sp);
150 __os << __x.alpha() << __sp << __x.beta();
151 return __os;
152 }
153
154 template <class _CharT, class _Traits, class _RT>
155 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
156 operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) {
157 typedef gamma_distribution<_RT> _Eng;
158 typedef typename _Eng::result_type result_type;
159 typedef typename _Eng::param_type param_type;
160 __save_flags<_CharT, _Traits> __lx(__is);
161 typedef basic_istream<_CharT, _Traits> _Istream;
162 __is.flags(_Istream::dec | _Istream::skipws);
163 result_type __alpha;
164 result_type __beta;
165 __is >> __alpha >> __beta;
166 if (!__is.fail())
167 __x.param(param_type(__alpha, __beta));
168 return __is;
169 }
170
171 _LIBCPP_END_NAMESPACE_STD
172
173 _LIBCPP_POP_MACROS
174
175 #endif // _LIBCPP___CXX03___RANDOM_GAMMA_DISTRIBUTION_H
176