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 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) 46 : __alpha_(__alpha), __beta_(__beta) {} 47 48 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; } 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 #ifndef _LIBCPP_CXX03_LANG 63 _LIBCPP_HIDE_FROM_ABI gamma_distribution() : gamma_distribution(1) {} 64 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha, result_type __beta = 1) 65 : __p_(param_type(__alpha, __beta)) {} 66 #else 67 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1) 68 : __p_(param_type(__alpha, __beta)) {} 69 #endif 70 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {} 71 _LIBCPP_HIDE_FROM_ABI void reset() {} 72 73 // generating functions 74 template <class _URNG> 75 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) { 76 return (*this)(__g, __p_); 77 } 78 template <class _URNG> 79 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p); 80 81 // property functions 82 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); } 83 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); } 84 85 _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; } 86 _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; } 87 88 _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; } 89 _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); } 90 91 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) { 92 return __x.__p_ == __y.__p_; 93 } 94 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) { 95 return !(__x == __y); 96 } 97 }; 98 99 template <class _RealType> 100 template <class _URNG> 101 _RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) { 102 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, ""); 103 result_type __a = __p.alpha(); 104 uniform_real_distribution<result_type> __gen(0, 1); 105 exponential_distribution<result_type> __egen; 106 result_type __x; 107 if (__a == 1) 108 __x = __egen(__g); 109 else if (__a > 1) { 110 const result_type __b = __a - 1; 111 const result_type __c = 3 * __a - result_type(0.75); 112 while (true) { 113 const result_type __u = __gen(__g); 114 const result_type __v = __gen(__g); 115 const result_type __w = __u * (1 - __u); 116 if (__w != 0) { 117 const result_type __y = std::sqrt(__c / __w) * (__u - result_type(0.5)); 118 __x = __b + __y; 119 if (__x >= 0) { 120 const result_type __z = 64 * __w * __w * __w * __v * __v; 121 if (__z <= 1 - 2 * __y * __y / __x) 122 break; 123 if (std::log(__z) <= 2 * (__b * std::log(__x / __b) - __y)) 124 break; 125 } 126 } 127 } 128 } else // __a < 1 129 { 130 while (true) { 131 const result_type __u = __gen(__g); 132 const result_type __es = __egen(__g); 133 if (__u <= 1 - __a) { 134 __x = std::pow(__u, 1 / __a); 135 if (__x <= __es) 136 break; 137 } else { 138 const result_type __e = -std::log((1 - __u) / __a); 139 __x = std::pow(1 - __a + __a * __e, 1 / __a); 140 if (__x <= __e + __es) 141 break; 142 } 143 } 144 } 145 return __x * __p.beta(); 146 } 147 148 template <class _CharT, class _Traits, class _RT> 149 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>& 150 operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) { 151 __save_flags<_CharT, _Traits> __lx(__os); 152 typedef basic_ostream<_CharT, _Traits> _OStream; 153 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific); 154 _CharT __sp = __os.widen(' '); 155 __os.fill(__sp); 156 __os << __x.alpha() << __sp << __x.beta(); 157 return __os; 158 } 159 160 template <class _CharT, class _Traits, class _RT> 161 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>& 162 operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) { 163 typedef gamma_distribution<_RT> _Eng; 164 typedef typename _Eng::result_type result_type; 165 typedef typename _Eng::param_type param_type; 166 __save_flags<_CharT, _Traits> __lx(__is); 167 typedef basic_istream<_CharT, _Traits> _Istream; 168 __is.flags(_Istream::dec | _Istream::skipws); 169 result_type __alpha; 170 result_type __beta; 171 __is >> __alpha >> __beta; 172 if (!__is.fail()) 173 __x.param(param_type(__alpha, __beta)); 174 return __is; 175 } 176 177 _LIBCPP_END_NAMESPACE_STD 178 179 _LIBCPP_POP_MACROS 180 181 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H 182