diff options
author | Ulrich Drepper <drepper@gmail.com> | 2012-09-04 22:57:09 +0000 |
---|---|---|
committer | Ulrich Drepper <drepper@gmail.com> | 2012-09-04 22:57:09 +0000 |
commit | 2958dcff877bbbea031db2263081edae728bbebe (patch) | |
tree | 86d1c07db6cb8a031f319e70087871c5c52ce29d /libstdc++-v3/include/ext | |
parent | ce18d27854df13054cbeb404e532c6ea596ce656 (diff) |
* libstdc++-v3/include/ext/random: Add __gnu_cxx::beta_distribution<>
class.
* libstdc++-v3/include/ext/random.tcc: Add out-of-line functions for
__gnu_cxx::beta_distribution<>.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
operators/equal.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
operators/serialize.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
operators/inequal.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
cons/parms.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
cons/default.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
requirements/typedefs.cc: New file.
* libstdc++-v3/testsuite/26_numerics/random/beta_distribution/
requirements/explicit_instantiation/1.cc: New file.
git-svn-id: https://gcc.gnu.org/svn/gcc/trunk@190954 138bc75d-0d04-0410-961f-82ee72b054a4
Diffstat (limited to 'libstdc++-v3/include/ext')
-rw-r--r-- | libstdc++-v3/include/ext/random | 217 | ||||
-rw-r--r-- | libstdc++-v3/include/ext/random.tcc | 100 |
2 files changed, 317 insertions, 0 deletions
diff --git a/libstdc++-v3/include/ext/random b/libstdc++-v3/include/ext/random index 05cbc8fa493..9563e6a0500 100644 --- a/libstdc++-v3/include/ext/random +++ b/libstdc++-v3/include/ext/random @@ -374,6 +374,223 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION 0x3bd2b64bU, 0x0c64b1e4U> sfmt216091_64; + + /** + * @brief A beta continuous distribution for random numbers. + * + * The formula for the beta probability density function is: + * @f[ + * p(x|\alpha,\beta) = \frac{1}{B(\alpha,\beta)} + * x^{\alpha - 1} (1 - x)^{\beta - 1} + * @f] + */ + template<typename _RealType = double> + class beta_distribution + { + static_assert(std::is_floating_point<_RealType>::value, + "template argument not a floating point type"); + + public: + /** The type of the range of the distribution. */ + typedef _RealType result_type; + /** Parameter type. */ + struct param_type + { + typedef beta_distribution<_RealType> distribution_type; + friend class beta_distribution<_RealType>; + + explicit + param_type(_RealType __alpha_val = _RealType(1), + _RealType __beta_val = _RealType(1)) + : _M_alpha(__alpha_val), _M_beta(__beta_val) + { + _GLIBCXX_DEBUG_ASSERT(_M_alpha > _RealType(0)); + _GLIBCXX_DEBUG_ASSERT(_M_beta > _RealType(0)); + } + + _RealType + alpha() const + { return _M_alpha; } + + _RealType + beta() const + { return _M_beta; } + + friend bool + operator==(const param_type& __p1, const param_type& __p2) + { return (__p1._M_alpha == __p2._M_alpha + && __p1._M_beta == __p2._M_beta); } + + private: + void + _M_initialize(); + + _RealType _M_alpha; + _RealType _M_beta; + }; + + public: + /** + * @brief Constructs a beta distribution with parameters + * @f$\alpha@f$ and @f$\beta@f$. + */ + explicit + beta_distribution(_RealType __alpha_val = _RealType(1), + _RealType __beta_val = _RealType(1)) + : _M_param(__alpha_val, __beta_val) + { } + + explicit + beta_distribution(const param_type& __p) + : _M_param(__p) + { } + + /** + * @brief Resets the distribution state. + */ + void + reset() + { } + + /** + * @brief Returns the @f$\alpha@f$ of the distribution. + */ + _RealType + alpha() const + { return _M_param.alpha(); } + + /** + * @brief Returns the @f$\beta@f$ of the distribution. + */ + _RealType + beta() const + { return _M_param.beta(); } + + /** + * @brief Returns the parameter set of the distribution. + */ + param_type + param() const + { return _M_param; } + + /** + * @brief Sets the parameter set of the distribution. + * @param __param The new parameter set of the distribution. + */ + void + param(const param_type& __param) + { _M_param = __param; } + + /** + * @brief Returns the greatest lower bound value of the distribution. + */ + result_type + min() const + { return result_type(0); } + + /** + * @brief Returns the least upper bound value of the distribution. + */ + result_type + max() const + { return result_type(1); } + + /** + * @brief Generating functions. + */ + template<typename _UniformRandomNumberGenerator> + result_type + operator()(_UniformRandomNumberGenerator& __urng) + { return this->operator()(__urng, this->param()); } + + template<typename _UniformRandomNumberGenerator> + result_type + operator()(_UniformRandomNumberGenerator& __urng, + const param_type& __p); + + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng) + { this->__generate(__f, __t, __urng, this->param()); } + + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p) + { this->__generate_impl(__f, __t, __urng, __p); } + + template<typename _UniformRandomNumberGenerator> + void + __generate(result_type* __f, result_type* __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p) + { this->__generate_impl(__f, __t, __urng, __p); } + + /** + * @brief Return true if two beta distributions have the same + * parameters and the sequences that would be generated + * are equal. + */ + friend bool + operator==(const beta_distribution& __d1, + const beta_distribution& __d2) + { return __d1.param() == __d2.param(); } + + /** + * @brief Inserts a %beta_distribution random number distribution + * @p __x into the output stream @p __os. + * + * @param __os An output stream. + * @param __x A %beta_distribution random number distribution. + * + * @returns The output stream with the state of @p __x inserted or in + * an error state. + */ + template<typename _RealType1, typename _CharT, typename _Traits> + friend std::basic_ostream<_CharT, _Traits>& + operator<<(std::basic_ostream<_CharT, _Traits>& __os, + const __gnu_cxx::beta_distribution<_RealType1>& __x); + + /** + * @brief Extracts a %beta_distribution random number distribution + * @p __x from the input stream @p __is. + * + * @param __is An input stream. + * @param __x A %beta_distribution random number generator engine. + * + * @returns The input stream with @p __x extracted or in an error state. + */ + template<typename _RealType1, typename _CharT, typename _Traits> + friend std::basic_istream<_CharT, _Traits>& + operator>>(std::basic_istream<_CharT, _Traits>& __is, + __gnu_cxx::beta_distribution<_RealType1>& __x); + + private: + template<typename _ForwardIterator, + typename _UniformRandomNumberGenerator> + void + __generate_impl(_ForwardIterator __f, _ForwardIterator __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __p); + + param_type _M_param; + }; + + /** + * @brief Return true if two beta distributions are different. + */ + template<typename _RealType> + inline bool + operator!=(const __gnu_cxx::beta_distribution<_RealType>& __d1, + const __gnu_cxx::beta_distribution<_RealType>& __d2) + { return !(__d1 == __d2); } + + + _GLIBCXX_END_NAMESPACE_VERSION } // namespace std diff --git a/libstdc++-v3/include/ext/random.tcc b/libstdc++-v3/include/ext/random.tcc index 2a6fde0208f..1776b0df163 100644 --- a/libstdc++-v3/include/ext/random.tcc +++ b/libstdc++-v3/include/ext/random.tcc @@ -438,6 +438,106 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION return __is; } + + /** + * Iteration method due to M.D. J<o:>hnk. + * + * M.D. J<o:>hnk, Erzeugung von betaverteilten und gammaverteilten + * Zufallszahlen, Metrika, Volume 8, 1964 + */ + template<typename _RealType> + template<typename _UniformRandomNumberGenerator> + typename beta_distribution<_RealType>::result_type + beta_distribution<_RealType>:: + operator()(_UniformRandomNumberGenerator& __urng, + const param_type& __param) + { + std::__detail::_Adaptor<_UniformRandomNumberGenerator, result_type> + __aurng(__urng); + + result_type __x, __y; + do + { + __x = std::exp(std::log(__aurng()) / __param.alpha()); + __y = std::exp(std::log(__aurng()) / __param.beta()); + } + while (__x + __y > result_type(1)); + + return __x / (__x + __y); + } + + template<typename _RealType> + template<typename _OutputIterator, + typename _UniformRandomNumberGenerator> + void + beta_distribution<_RealType>:: + __generate_impl(_OutputIterator __f, _OutputIterator __t, + _UniformRandomNumberGenerator& __urng, + const param_type& __param) + { + __glibcxx_function_requires(_OutputIteratorConcept<_OutputIterator>) + + std::__detail::_Adaptor<_UniformRandomNumberGenerator, result_type> + __aurng(__urng); + + while (__f != __t) + { + result_type __x, __y; + do + { + __x = std::exp(std::log(__aurng()) / __param.alpha()); + __y = std::exp(std::log(__aurng()) / __param.beta()); + } + while (__x + __y > result_type(1)); + + *__f++ = __x / (__x + __y); + } + } + + template<typename _RealType, typename _CharT, typename _Traits> + std::basic_ostream<_CharT, _Traits>& + operator<<(std::basic_ostream<_CharT, _Traits>& __os, + const __gnu_cxx::beta_distribution<_RealType>& __x) + { + typedef std::basic_ostream<_CharT, _Traits> __ostream_type; + typedef typename __ostream_type::ios_base __ios_base; + + const typename __ios_base::fmtflags __flags = __os.flags(); + const _CharT __fill = __os.fill(); + const std::streamsize __precision = __os.precision(); + const _CharT __space = __os.widen(' '); + __os.flags(__ios_base::scientific | __ios_base::left); + __os.fill(__space); + __os.precision(std::numeric_limits<_RealType>::max_digits10); + + __os << __x.alpha() << __space << __x.beta(); + + __os.flags(__flags); + __os.fill(__fill); + __os.precision(__precision); + return __os; + } + + template<typename _RealType, typename _CharT, typename _Traits> + std::basic_istream<_CharT, _Traits>& + operator>>(std::basic_istream<_CharT, _Traits>& __is, + __gnu_cxx::beta_distribution<_RealType>& __x) + { + typedef std::basic_istream<_CharT, _Traits> __istream_type; + typedef typename __istream_type::ios_base __ios_base; + + const typename __ios_base::fmtflags __flags = __is.flags(); + __is.flags(__ios_base::dec | __ios_base::skipws); + + _RealType __alpha_val, __beta_val; + __is >> __alpha_val >> __beta_val; + __x.param(typename __gnu_cxx::beta_distribution<_RealType>:: + param_type(__alpha_val, __beta_val)); + + __is.flags(__flags); + return __is; + } + _GLIBCXX_END_NAMESPACE_VERSION } // namespace |