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 { 32 public: 33 // types 34 typedef _RealType result_type; 35 36 class _LIBCPP_TEMPLATE_VIS param_type 37 { 38 result_type __alpha_; 39 result_type __beta_; 40 public: 41 typedef gamma_distribution distribution_type; 42 43 _LIBCPP_INLINE_VISIBILITY 44 explicit param_type(result_type __alpha = 1, result_type __beta = 1) 45 : __alpha_(__alpha), __beta_(__beta) {} 46 47 _LIBCPP_INLINE_VISIBILITY 48 result_type alpha() const {return __alpha_;} 49 _LIBCPP_INLINE_VISIBILITY 50 result_type beta() const {return __beta_;} 51 52 friend _LIBCPP_INLINE_VISIBILITY 53 bool operator==(const param_type& __x, const param_type& __y) 54 {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;} 55 friend _LIBCPP_INLINE_VISIBILITY 56 bool operator!=(const param_type& __x, const param_type& __y) 57 {return !(__x == __y);} 58 }; 59 60 private: 61 param_type __p_; 62 63 public: 64 // constructors and reset functions 65 #ifndef _LIBCPP_CXX03_LANG 66 _LIBCPP_INLINE_VISIBILITY 67 gamma_distribution() : gamma_distribution(1) {} 68 _LIBCPP_INLINE_VISIBILITY 69 explicit gamma_distribution(result_type __alpha, result_type __beta = 1) 70 : __p_(param_type(__alpha, __beta)) {} 71 #else 72 _LIBCPP_INLINE_VISIBILITY 73 explicit gamma_distribution(result_type __alpha = 1, 74 result_type __beta = 1) 75 : __p_(param_type(__alpha, __beta)) {} 76 #endif 77 _LIBCPP_INLINE_VISIBILITY 78 explicit gamma_distribution(const param_type& __p) 79 : __p_(__p) {} 80 _LIBCPP_INLINE_VISIBILITY 81 void reset() {} 82 83 // generating functions 84 template<class _URNG> 85 _LIBCPP_INLINE_VISIBILITY 86 result_type operator()(_URNG& __g) 87 {return (*this)(__g, __p_);} 88 template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p); 89 90 // property functions 91 _LIBCPP_INLINE_VISIBILITY 92 result_type alpha() const {return __p_.alpha();} 93 _LIBCPP_INLINE_VISIBILITY 94 result_type beta() const {return __p_.beta();} 95 96 _LIBCPP_INLINE_VISIBILITY 97 param_type param() const {return __p_;} 98 _LIBCPP_INLINE_VISIBILITY 99 void param(const param_type& __p) {__p_ = __p;} 100 101 _LIBCPP_INLINE_VISIBILITY 102 result_type min() const {return 0;} 103 _LIBCPP_INLINE_VISIBILITY 104 result_type max() const {return numeric_limits<result_type>::infinity();} 105 106 friend _LIBCPP_INLINE_VISIBILITY 107 bool operator==(const gamma_distribution& __x, 108 const gamma_distribution& __y) 109 {return __x.__p_ == __y.__p_;} 110 friend _LIBCPP_INLINE_VISIBILITY 111 bool operator!=(const gamma_distribution& __x, 112 const gamma_distribution& __y) 113 {return !(__x == __y);} 114 }; 115 116 template <class _RealType> 117 template<class _URNG> 118 _RealType 119 gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) 120 { 121 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, ""); 122 result_type __a = __p.alpha(); 123 uniform_real_distribution<result_type> __gen(0, 1); 124 exponential_distribution<result_type> __egen; 125 result_type __x; 126 if (__a == 1) 127 __x = __egen(__g); 128 else if (__a > 1) 129 { 130 const result_type __b = __a - 1; 131 const result_type __c = 3 * __a - result_type(0.75); 132 while (true) 133 { 134 const result_type __u = __gen(__g); 135 const result_type __v = __gen(__g); 136 const result_type __w = __u * (1 - __u); 137 if (__w != 0) 138 { 139 const result_type __y = _VSTD::sqrt(__c / __w) * 140 (__u - result_type(0.5)); 141 __x = __b + __y; 142 if (__x >= 0) 143 { 144 const result_type __z = 64 * __w * __w * __w * __v * __v; 145 if (__z <= 1 - 2 * __y * __y / __x) 146 break; 147 if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y)) 148 break; 149 } 150 } 151 } 152 } 153 else // __a < 1 154 { 155 while (true) 156 { 157 const result_type __u = __gen(__g); 158 const result_type __es = __egen(__g); 159 if (__u <= 1 - __a) 160 { 161 __x = _VSTD::pow(__u, 1 / __a); 162 if (__x <= __es) 163 break; 164 } 165 else 166 { 167 const result_type __e = -_VSTD::log((1-__u)/__a); 168 __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a); 169 if (__x <= __e + __es) 170 break; 171 } 172 } 173 } 174 return __x * __p.beta(); 175 } 176 177 template <class _CharT, class _Traits, class _RT> 178 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>& 179 operator<<(basic_ostream<_CharT, _Traits>& __os, 180 const gamma_distribution<_RT>& __x) 181 { 182 __save_flags<_CharT, _Traits> __lx(__os); 183 typedef basic_ostream<_CharT, _Traits> _OStream; 184 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | 185 _OStream::scientific); 186 _CharT __sp = __os.widen(' '); 187 __os.fill(__sp); 188 __os << __x.alpha() << __sp << __x.beta(); 189 return __os; 190 } 191 192 template <class _CharT, class _Traits, class _RT> 193 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>& 194 operator>>(basic_istream<_CharT, _Traits>& __is, 195 gamma_distribution<_RT>& __x) 196 { 197 typedef gamma_distribution<_RT> _Eng; 198 typedef typename _Eng::result_type result_type; 199 typedef typename _Eng::param_type param_type; 200 __save_flags<_CharT, _Traits> __lx(__is); 201 typedef basic_istream<_CharT, _Traits> _Istream; 202 __is.flags(_Istream::dec | _Istream::skipws); 203 result_type __alpha; 204 result_type __beta; 205 __is >> __alpha >> __beta; 206 if (!__is.fail()) 207 __x.param(param_type(__alpha, __beta)); 208 return __is; 209 } 210 211 _LIBCPP_END_NAMESPACE_STD 212 213 _LIBCPP_POP_MACROS 214 215 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H 216