Added boost header
This commit is contained in:
283
test/external/boost/random/additive_combine.hpp
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283
test/external/boost/random/additive_combine.hpp
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/* boost random/additive_combine.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
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*
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* $Id: additive_combine.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
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*
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* Revision history
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* 2001-02-18 moved to individual header files
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*/
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#ifndef BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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#define BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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#include <istream>
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#include <iosfwd>
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#include <algorithm> // for std::min and std::max
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#include <boost/config.hpp>
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#include <boost/cstdint.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/detail/operators.hpp>
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#include <boost/random/detail/seed.hpp>
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#include <boost/random/linear_congruential.hpp>
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namespace boost {
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namespace random {
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/**
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* An instantiation of class template @c additive_combine_engine models a
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* \pseudo_random_number_generator. It combines two multiplicative
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* \linear_congruential_engine number generators, i.e. those with @c c = 0.
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* It is described in
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*
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* @blockquote
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* "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
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* Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
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* @endblockquote
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*
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* The template parameters MLCG1 and MLCG2 shall denote two different
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* \linear_congruential_engine number generators, each with c = 0. Each
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* invocation returns a random number
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* X(n) := (MLCG1(n) - MLCG2(n)) mod (m1 - 1),
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* where m1 denotes the modulus of MLCG1.
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*/
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template<class MLCG1, class MLCG2>
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class additive_combine_engine
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{
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public:
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typedef MLCG1 first_base;
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typedef MLCG2 second_base;
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typedef typename MLCG1::result_type result_type;
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// Required by old Boost.Random concept
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BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
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/**
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* Returns the smallest value that the generator can produce
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*/
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static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return 1; }
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/**
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* Returns the largest value that the generator can produce
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*/
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static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
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{ return MLCG1::modulus-1; }
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/**
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* Constructs an @c additive_combine_engine using the
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* default constructors of the two base generators.
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*/
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additive_combine_engine() : _mlcg1(), _mlcg2() { }
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/**
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* Constructs an @c additive_combine_engine, using seed as
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* the constructor argument for both base generators.
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*/
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BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(additive_combine_engine,
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result_type, seed_arg)
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{
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_mlcg1.seed(seed_arg);
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_mlcg2.seed(seed_arg);
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}
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/**
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* Constructs an @c additive_combine_engine, using seq as
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* the constructor argument for both base generators.
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*
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* @xmlwarning
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* The semantics of this function are liable to change.
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* A @c seed_seq is designed to generate all the seeds
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* in one shot, but this seeds the two base engines
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* independantly and probably ends up giving the same
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* sequence to both.
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* @endxmlwarning
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(additive_combine_engine,
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SeedSeq, seq)
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{
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_mlcg1.seed(seq);
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_mlcg2.seed(seq);
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}
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/**
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* Constructs an @c additive_combine_engine, using
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* @c seed1 and @c seed2 as the constructor argument to
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* the first and second base generators, respectively.
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*/
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additive_combine_engine(typename MLCG1::result_type seed1,
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typename MLCG2::result_type seed2)
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: _mlcg1(seed1), _mlcg2(seed2) { }
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/**
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* Contructs an @c additive_combine_engine with
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* values from the range defined by the input iterators first
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* and last. first will be modified to point to the element
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* after the last one used.
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*
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* Throws: @c std::invalid_argument if the input range is too small.
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*
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* Exception Safety: Basic
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*/
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template<class It> additive_combine_engine(It& first, It last)
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: _mlcg1(first, last), _mlcg2(first, last) { }
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/**
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* Seeds an @c additive_combine_engine using the default
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* seeds of the two base generators.
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*/
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void seed()
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{
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_mlcg1.seed();
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_mlcg2.seed();
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}
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/**
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* Seeds an @c additive_combine_engine, using @c seed as the
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* seed for both base generators.
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*/
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BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(additive_combine_engine,
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result_type, seed_arg)
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{
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_mlcg1.seed(seed_arg);
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_mlcg2.seed(seed_arg);
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}
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/**
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* Seeds an @c additive_combine_engine, using @c seq to
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* seed both base generators.
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*
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* See the warning on the corresponding constructor.
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*/
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BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(additive_combine_engine,
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SeedSeq, seq)
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{
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_mlcg1.seed(seq);
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_mlcg2.seed(seq);
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}
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/**
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* Seeds an @c additive_combine generator, using @c seed1 and @c seed2 as
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* the seeds to the first and second base generators, respectively.
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*/
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void seed(typename MLCG1::result_type seed1,
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typename MLCG2::result_type seed2)
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{
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_mlcg1.seed(seed1);
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_mlcg2.seed(seed2);
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}
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/**
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* Seeds an @c additive_combine_engine with
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* values from the range defined by the input iterators first
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* and last. first will be modified to point to the element
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* after the last one used.
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*
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* Throws: @c std::invalid_argument if the input range is too small.
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*
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* Exception Safety: Basic
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*/
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template<class It> void seed(It& first, It last)
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{
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_mlcg1.seed(first, last);
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_mlcg2.seed(first, last);
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}
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/** Returns the next value of the generator. */
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result_type operator()() {
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result_type val1 = _mlcg1();
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result_type val2 = _mlcg2();
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if(val2 < val1) return val1 - val2;
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else return val1 - val2 + MLCG1::modulus - 1;
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}
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/** Fills a range with random values */
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template<class Iter>
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void generate(Iter first, Iter last)
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{ detail::generate_from_int(*this, first, last); }
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/** Advances the state of the generator by @c z. */
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void discard(boost::uintmax_t z)
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{
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_mlcg1.discard(z);
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_mlcg2.discard(z);
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}
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/**
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* Writes the state of an @c additive_combine_engine to a @c
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* std::ostream. The textual representation of an @c
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* additive_combine_engine is the textual representation of
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* the first base generator followed by the textual representation
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* of the second base generator.
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*/
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, additive_combine_engine, r)
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{ os << r._mlcg1 << ' ' << r._mlcg2; return os; }
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/**
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* Reads the state of an @c additive_combine_engine from a
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* @c std::istream.
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*/
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, additive_combine_engine, r)
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{ is >> r._mlcg1 >> std::ws >> r._mlcg2; return is; }
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/**
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* Returns: true iff the two @c additive_combine_engines will
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* produce the same sequence of values.
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*/
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(additive_combine_engine, x, y)
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{ return x._mlcg1 == y._mlcg1 && x._mlcg2 == y._mlcg2; }
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/**
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* Returns: true iff the two @c additive_combine_engines will
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* produce different sequences of values.
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*/
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(additive_combine_engine)
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private:
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MLCG1 _mlcg1;
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MLCG2 _mlcg2;
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};
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#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
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template<class MLCG1, class MLCG2>
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const bool additive_combine_engine<MLCG1, MLCG2>::has_fixed_range;
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#endif
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/// \cond show_deprecated
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/** Provided for backwards compatibility. */
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template<class MLCG1, class MLCG2, typename MLCG1::result_type val = 0>
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class additive_combine : public additive_combine_engine<MLCG1, MLCG2>
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{
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typedef additive_combine_engine<MLCG1, MLCG2> base_t;
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public:
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typedef typename base_t::result_type result_type;
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additive_combine() {}
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template<class T>
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additive_combine(T& arg) : base_t(arg) {}
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template<class T>
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additive_combine(const T& arg) : base_t(arg) {}
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template<class It>
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additive_combine(It& first, It last) : base_t(first, last) {}
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};
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/// \endcond
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/**
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* The specialization \ecuyer1988 was suggested in
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*
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* @blockquote
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* "Efficient and Portable Combined Random Number Generators", Pierre L'Ecuyer,
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* Communications of the ACM, Vol. 31, No. 6, June 1988, pp. 742-749, 774
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* @endblockquote
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*/
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typedef additive_combine_engine<
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linear_congruential_engine<uint32_t, 40014, 0, 2147483563>,
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linear_congruential_engine<uint32_t, 40692, 0, 2147483399>
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> ecuyer1988;
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} // namespace random
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using random::ecuyer1988;
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} // namespace boost
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#endif // BOOST_RANDOM_ADDITIVE_COMBINE_HPP
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197
test/external/boost/random/bernoulli_distribution.hpp
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197
test/external/boost/random/bernoulli_distribution.hpp
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/* boost random/bernoulli_distribution.hpp header file
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*
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* Copyright Jens Maurer 2000-2001
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* Copyright Steven Watanabe 2011
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* Distributed under the Boost Software License, Version 1.0. (See
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* accompanying file LICENSE_1_0.txt or copy at
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* http://www.boost.org/LICENSE_1_0.txt)
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*
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* See http://www.boost.org for most recent version including documentation.
|
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*
|
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* $Id: bernoulli_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
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*
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* Revision history
|
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* 2001-02-18 moved to individual header files
|
||||
*/
|
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#ifndef BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
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#define BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
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#include <iosfwd>
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#include <boost/assert.hpp>
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#include <boost/random/detail/config.hpp>
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#include <boost/random/detail/operators.hpp>
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namespace boost {
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namespace random {
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/**
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* Instantiations of class template \bernoulli_distribution model a
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* \random_distribution. Such a random distribution produces bool values
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* distributed with probabilities P(true) = p and P(false) = 1-p. p is
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* the parameter of the distribution.
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*/
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template<class RealType = double>
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class bernoulli_distribution
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{
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public:
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// In principle, this could work with both integer and floating-point
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// types. Generating floating-point random numbers in the first
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// place is probably more expensive, so use integer as input.
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typedef int input_type;
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typedef bool result_type;
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class param_type
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{
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public:
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typedef bernoulli_distribution distribution_type;
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/**
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* Constructs the parameters of the distribution.
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*
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* Requires: 0 <= p <= 1
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*/
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explicit param_type(RealType p_arg = RealType(0.5))
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: _p(p_arg)
|
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{
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BOOST_ASSERT(_p >= 0);
|
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BOOST_ASSERT(_p <= 1);
|
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}
|
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|
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/** Returns the p parameter of the distribution. */
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RealType p() const { return _p; }
|
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|
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/** Writes the parameters to a std::ostream. */
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
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{
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os << parm._p;
|
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return os;
|
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}
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|
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/** Reads the parameters from a std::istream. */
|
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
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{
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is >> parm._p;
|
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return is;
|
||||
}
|
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|
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/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._p == rhs._p; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _p;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a \bernoulli_distribution object.
|
||||
* p is the parameter of the distribution.
|
||||
*
|
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* Requires: 0 <= p <= 1
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||||
*/
|
||||
explicit bernoulli_distribution(const RealType& p_arg = RealType(0.5))
|
||||
: _p(p_arg)
|
||||
{
|
||||
BOOST_ASSERT(_p >= 0);
|
||||
BOOST_ASSERT(_p <= 1);
|
||||
}
|
||||
/**
|
||||
* Constructs \bernoulli_distribution from its parameters
|
||||
*/
|
||||
explicit bernoulli_distribution(const param_type& parm)
|
||||
: _p(parm.p()) {}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Returns: The "p" parameter of the distribution.
|
||||
*/
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||||
RealType p() const { return _p; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
bool min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return false; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
bool max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return true; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_p); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm) { _p = parm.p(); }
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns: a random variate distributed according to the
|
||||
* \bernoulli_distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
bool operator()(Engine& eng) const
|
||||
{
|
||||
if(_p == RealType(0))
|
||||
return false;
|
||||
else
|
||||
return RealType(eng() - (eng.min)()) <= _p * RealType((eng.max)()-(eng.min)());
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns: a random variate distributed according to the
|
||||
* \bernoulli_distribution with parameters specified by param.
|
||||
*/
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||||
template<class Engine>
|
||||
bool operator()(Engine& eng, const param_type& parm) const
|
||||
{
|
||||
return bernoulli_distribution(parm)(eng);
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the parameters of the distribution to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, bernoulli_distribution, bd)
|
||||
{
|
||||
os << bd._p;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the parameters of the distribution from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, bernoulli_distribution, bd)
|
||||
{
|
||||
is >> bd._p;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true iff the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(bernoulli_distribution, lhs, rhs)
|
||||
{ return lhs._p == rhs._p; }
|
||||
|
||||
/**
|
||||
* Returns true iff the two distributions will produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(bernoulli_distribution)
|
||||
|
||||
private:
|
||||
RealType _p;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::bernoulli_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_BERNOULLI_DISTRIBUTION_HPP
|
||||
422
test/external/boost/random/binomial_distribution.hpp
vendored
Normal file
422
test/external/boost/random/binomial_distribution.hpp
vendored
Normal file
@@ -0,0 +1,422 @@
|
||||
/* boost random/binomial_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: binomial_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cstdlib>
|
||||
#include <iosfwd>
|
||||
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class RealType>
|
||||
struct binomial_table {
|
||||
static const RealType table[10];
|
||||
};
|
||||
|
||||
template<class RealType>
|
||||
const RealType binomial_table<RealType>::table[10] = {
|
||||
0.08106146679532726,
|
||||
0.04134069595540929,
|
||||
0.02767792568499834,
|
||||
0.02079067210376509,
|
||||
0.01664469118982119,
|
||||
0.01387612882307075,
|
||||
0.01189670994589177,
|
||||
0.01041126526197209,
|
||||
0.009255462182712733,
|
||||
0.008330563433362871
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* The binomial distribution is an integer valued distribution with
|
||||
* two parameters, @c t and @c p. The values of the distribution
|
||||
* are within the range [0,t].
|
||||
*
|
||||
* The distribution function is
|
||||
* \f$\displaystyle P(k) = {t \choose k}p^k(1-p)^{t-k}\f$.
|
||||
*
|
||||
* The algorithm used is the BTRD algorithm described in
|
||||
*
|
||||
* @blockquote
|
||||
* "The generation of binomial random variates", Wolfgang Hormann,
|
||||
* Journal of Statistical Computation and Simulation, Volume 46,
|
||||
* Issue 1 & 2 April 1993 , pages 101 - 110
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class binomial_distribution {
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef binomial_distribution distribution_type;
|
||||
/**
|
||||
* Construct a param_type object. @c t and @c p
|
||||
* are the parameters of the distribution.
|
||||
*
|
||||
* Requires: t >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit param_type(IntType t_arg = 1, RealType p_arg = RealType (0.5))
|
||||
: _t(t_arg), _p(p_arg)
|
||||
{}
|
||||
/** Returns the @c t parameter of the distribution. */
|
||||
IntType t() const { return _t; }
|
||||
/** Returns the @c p parameter of the distribution. */
|
||||
RealType p() const { return _p; }
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const param_type& parm)
|
||||
{
|
||||
os << parm._p << " " << parm._t;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
|
||||
{
|
||||
is >> parm._p >> std::ws >> parm._t;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
/** Returns true if the parameters have the same values. */
|
||||
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return lhs._t == rhs._t && lhs._p == rhs._p;
|
||||
}
|
||||
/** Returns true if the parameters have different values. */
|
||||
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
private:
|
||||
IntType _t;
|
||||
RealType _p;
|
||||
};
|
||||
|
||||
/**
|
||||
* Construct a @c binomial_distribution object. @c t and @c p
|
||||
* are the parameters of the distribution.
|
||||
*
|
||||
* Requires: t >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit binomial_distribution(IntType t_arg = 1,
|
||||
RealType p_arg = RealType(0.5))
|
||||
: _t(t_arg), _p(p_arg)
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Construct an @c binomial_distribution object from the
|
||||
* parameters.
|
||||
*/
|
||||
explicit binomial_distribution(const param_type& parm)
|
||||
: _t(parm.t()), _p(parm.p())
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* binomial distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng) const
|
||||
{
|
||||
if(use_inversion()) {
|
||||
if(0.5 < _p) {
|
||||
return _t - invert(_t, 1-_p, urng);
|
||||
} else {
|
||||
return invert(_t, _p, urng);
|
||||
}
|
||||
} else if(0.5 < _p) {
|
||||
return _t - generate(urng);
|
||||
} else {
|
||||
return generate(urng);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* binomial distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return binomial_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the @c t parameter of the distribution. */
|
||||
IntType t() const { return _t; }
|
||||
/** Returns the @c p parameter of the distribution. */
|
||||
RealType p() const { return _p; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const { return _t; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_t, _p); }
|
||||
/** Sets parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_t = parm.t();
|
||||
_p = parm.p();
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const binomial_distribution& bd)
|
||||
{
|
||||
os << bd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, binomial_distribution& bd)
|
||||
{
|
||||
bd.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two distributions will produce the same
|
||||
sequence of values, given equal generators. */
|
||||
friend bool operator==(const binomial_distribution& lhs,
|
||||
const binomial_distribution& rhs)
|
||||
{
|
||||
return lhs._t == rhs._t && lhs._p == rhs._p;
|
||||
}
|
||||
/** Returns true if the two distributions could produce different
|
||||
sequences of values, given equal generators. */
|
||||
friend bool operator!=(const binomial_distribution& lhs,
|
||||
const binomial_distribution& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
/// @cond show_private
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is) {
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
param(parm);
|
||||
}
|
||||
}
|
||||
|
||||
bool use_inversion() const
|
||||
{
|
||||
// BTRD is safe when np >= 10
|
||||
return m < 11;
|
||||
}
|
||||
|
||||
// computes the correction factor for the Stirling approximation
|
||||
// for log(k!)
|
||||
static RealType fc(IntType k)
|
||||
{
|
||||
if(k < 10) return detail::binomial_table<RealType>::table[k];
|
||||
else {
|
||||
RealType ikp1 = RealType(1) / (k + 1);
|
||||
return (RealType(1)/12
|
||||
- (RealType(1)/360
|
||||
- (RealType(1)/1260)*(ikp1*ikp1))*(ikp1*ikp1))*ikp1;
|
||||
}
|
||||
}
|
||||
|
||||
void init()
|
||||
{
|
||||
using std::sqrt;
|
||||
using std::pow;
|
||||
|
||||
RealType p = (0.5 < _p)? (1 - _p) : _p;
|
||||
IntType t = _t;
|
||||
|
||||
m = static_cast<IntType>((t+1)*p);
|
||||
|
||||
if(use_inversion()) {
|
||||
q_n = pow((1 - p), static_cast<RealType>(t));
|
||||
} else {
|
||||
btrd.r = p/(1-p);
|
||||
btrd.nr = (t+1)*btrd.r;
|
||||
btrd.npq = t*p*(1-p);
|
||||
RealType sqrt_npq = sqrt(btrd.npq);
|
||||
btrd.b = 1.15 + 2.53 * sqrt_npq;
|
||||
btrd.a = -0.0873 + 0.0248*btrd.b + 0.01*p;
|
||||
btrd.c = t*p + 0.5;
|
||||
btrd.alpha = (2.83 + 5.1/btrd.b) * sqrt_npq;
|
||||
btrd.v_r = 0.92 - 4.2/btrd.b;
|
||||
btrd.u_rv_r = 0.86*btrd.v_r;
|
||||
}
|
||||
}
|
||||
|
||||
template<class URNG>
|
||||
result_type generate(URNG& urng) const
|
||||
{
|
||||
using std::floor;
|
||||
using std::abs;
|
||||
using std::log;
|
||||
|
||||
while(true) {
|
||||
RealType u;
|
||||
RealType v = uniform_01<RealType>()(urng);
|
||||
if(v <= btrd.u_rv_r) {
|
||||
RealType u = v/btrd.v_r - 0.43;
|
||||
return static_cast<IntType>(floor(
|
||||
(2*btrd.a/(0.5 - abs(u)) + btrd.b)*u + btrd.c));
|
||||
}
|
||||
|
||||
if(v >= btrd.v_r) {
|
||||
u = uniform_01<RealType>()(urng) - 0.5;
|
||||
} else {
|
||||
u = v/btrd.v_r - 0.93;
|
||||
u = ((u < 0)? -0.5 : 0.5) - u;
|
||||
v = uniform_01<RealType>()(urng) * btrd.v_r;
|
||||
}
|
||||
|
||||
RealType us = 0.5 - abs(u);
|
||||
IntType k = static_cast<IntType>(floor((2*btrd.a/us + btrd.b)*u + btrd.c));
|
||||
if(k < 0 || k > _t) continue;
|
||||
v = v*btrd.alpha/(btrd.a/(us*us) + btrd.b);
|
||||
RealType km = abs(k - m);
|
||||
if(km <= 15) {
|
||||
RealType f = 1;
|
||||
if(m < k) {
|
||||
IntType i = m;
|
||||
do {
|
||||
++i;
|
||||
f = f*(btrd.nr/i - btrd.r);
|
||||
} while(i != k);
|
||||
} else if(m > k) {
|
||||
IntType i = k;
|
||||
do {
|
||||
++i;
|
||||
v = v*(btrd.nr/i - btrd.r);
|
||||
} while(i != m);
|
||||
}
|
||||
if(v <= f) return k;
|
||||
else continue;
|
||||
} else {
|
||||
// final acceptance/rejection
|
||||
v = log(v);
|
||||
RealType rho =
|
||||
(km/btrd.npq)*(((km/3. + 0.625)*km + 1./6)/btrd.npq + 0.5);
|
||||
RealType t = -km*km/(2*btrd.npq);
|
||||
if(v < t - rho) return k;
|
||||
if(v > t + rho) continue;
|
||||
|
||||
IntType nm = _t - m + 1;
|
||||
RealType h = (m + 0.5)*log((m + 1)/(btrd.r*nm))
|
||||
+ fc(m) + fc(_t - m);
|
||||
|
||||
IntType nk = _t - k + 1;
|
||||
if(v <= h + (_t+1)*log(static_cast<RealType>(nm)/nk)
|
||||
+ (k + 0.5)*log(nk*btrd.r/(k+1))
|
||||
- fc(k)
|
||||
- fc(_t - k))
|
||||
{
|
||||
return k;
|
||||
} else {
|
||||
continue;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template<class URNG>
|
||||
IntType invert(IntType t, RealType p, URNG& urng) const
|
||||
{
|
||||
RealType q = 1 - p;
|
||||
RealType s = p / q;
|
||||
RealType a = (t + 1) * s;
|
||||
RealType r = q_n;
|
||||
RealType u = uniform_01<RealType>()(urng);
|
||||
IntType x = 0;
|
||||
while(u > r) {
|
||||
u = u - r;
|
||||
++x;
|
||||
r = ((a/x) - s) * r;
|
||||
}
|
||||
return x;
|
||||
}
|
||||
|
||||
// parameters
|
||||
IntType _t;
|
||||
RealType _p;
|
||||
|
||||
// common data
|
||||
IntType m;
|
||||
|
||||
union {
|
||||
// for btrd
|
||||
struct {
|
||||
RealType r;
|
||||
RealType nr;
|
||||
RealType npq;
|
||||
RealType b;
|
||||
RealType a;
|
||||
RealType c;
|
||||
RealType alpha;
|
||||
RealType v_r;
|
||||
RealType u_rv_r;
|
||||
} btrd;
|
||||
// for inversion
|
||||
RealType q_n;
|
||||
};
|
||||
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
// backwards compatibility
|
||||
using random::binomial_distribution;
|
||||
|
||||
}
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif
|
||||
214
test/external/boost/random/cauchy_distribution.hpp
vendored
Normal file
214
test/external/boost/random/cauchy_distribution.hpp
vendored
Normal file
@@ -0,0 +1,214 @@
|
||||
/* boost random/cauchy_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: cauchy_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// Cauchy distribution:
|
||||
|
||||
/**
|
||||
* The cauchy distribution is a continuous distribution with two
|
||||
* parameters, median and sigma.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) = \frac{\sigma}{\pi(\sigma^2 + (x-m)^2)}\f$
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class cauchy_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef cauchy_distribution distribution_type;
|
||||
|
||||
/** Constructs the parameters of the cauchy distribution. */
|
||||
explicit param_type(RealType median_arg = RealType(0.0),
|
||||
RealType sigma_arg = RealType(1.0))
|
||||
: _median(median_arg), _sigma(sigma_arg) {}
|
||||
|
||||
// backwards compatibility for Boost.Random
|
||||
|
||||
/** Returns the median of the distribution. */
|
||||
RealType median() const { return _median; }
|
||||
/** Returns the sigma parameter of the distribution. */
|
||||
RealType sigma() const { return _sigma; }
|
||||
|
||||
// The new names in C++0x.
|
||||
|
||||
/** Returns the median of the distribution. */
|
||||
RealType a() const { return _median; }
|
||||
/** Returns the sigma parameter of the distribution. */
|
||||
RealType b() const { return _sigma; }
|
||||
|
||||
/** Writes the parameters to a std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._median << " " << parm._sigma;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
is >> parm._median >> std::ws >> parm._sigma;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _median;
|
||||
RealType _sigma;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a \cauchy_distribution with the paramters @c median
|
||||
* and @c sigma.
|
||||
*/
|
||||
explicit cauchy_distribution(RealType median_arg = RealType(0.0),
|
||||
RealType sigma_arg = RealType(1.0))
|
||||
: _median(median_arg), _sigma(sigma_arg) { }
|
||||
|
||||
/**
|
||||
* Constructs a \cauchy_distribution from it's parameters.
|
||||
*/
|
||||
explicit cauchy_distribution(const param_type& parm)
|
||||
: _median(parm.median()), _sigma(parm.sigma()) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
// backwards compatibility for Boost.Random
|
||||
|
||||
/** Returns: the "median" parameter of the distribution */
|
||||
RealType median() const { return _median; }
|
||||
/** Returns: the "sigma" parameter of the distribution */
|
||||
RealType sigma() const { return _sigma; }
|
||||
|
||||
// The new names in C++0x
|
||||
|
||||
/** Returns: the "median" parameter of the distribution */
|
||||
RealType a() const { return _median; }
|
||||
/** Returns: the "sigma" parameter of the distribution */
|
||||
RealType b() const { return _sigma; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return -(std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return (std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
param_type param() const { return param_type(_median, _sigma); }
|
||||
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_median = parm.median();
|
||||
_sigma = parm.sigma();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns: A random variate distributed according to the
|
||||
* cauchy distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
using std::tan;
|
||||
RealType val = uniform_01<RealType>()(eng)-result_type(0.5);
|
||||
return _median + _sigma * tan(pi*val);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns: A random variate distributed according to the
|
||||
* cauchy distribution with parameters specified by param.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm)
|
||||
{
|
||||
return cauchy_distribution(parm)(eng);
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the distribution to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, cauchy_distribution, cd)
|
||||
{
|
||||
os << cd._median << " " << cd._sigma;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the distribution from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, cauchy_distribution, cd)
|
||||
{
|
||||
is >> cd._median >> std::ws >> cd._sigma;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce
|
||||
* identical sequences of values, given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(cauchy_distribution, lhs, rhs)
|
||||
{ return lhs._median == rhs._median && lhs._sigma == rhs._sigma; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce
|
||||
* different sequences of values, given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(cauchy_distribution)
|
||||
|
||||
private:
|
||||
RealType _median;
|
||||
RealType _sigma;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::cauchy_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_CAUCHY_DISTRIBUTION_HPP
|
||||
209
test/external/boost/random/chi_squared_distribution.hpp
vendored
Normal file
209
test/external/boost/random/chi_squared_distribution.hpp
vendored
Normal file
@@ -0,0 +1,209 @@
|
||||
/* boost random/chi_squared_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: chi_squared_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_CHI_SQUARED_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <iosfwd>
|
||||
#include <boost/limits.hpp>
|
||||
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/gamma_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The chi squared distribution is a real valued distribution with
|
||||
* one parameter, @c n. The distribution produces values > 0.
|
||||
*
|
||||
* The distribution function is
|
||||
* \f$\displaystyle P(x) = \frac{x^{(n/2)-1}e^{-x/2}}{\Gamma(n/2)2^{n/2}}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class chi_squared_distribution {
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef chi_squared_distribution distribution_type;
|
||||
/**
|
||||
* Construct a param_type object. @c n
|
||||
* is the parameter of the distribution.
|
||||
*
|
||||
* Requires: t >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit param_type(RealType n_arg = RealType(1))
|
||||
: _n(n_arg)
|
||||
{}
|
||||
/** Returns the @c n parameter of the distribution. */
|
||||
RealType n() const { return _n; }
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const param_type& parm)
|
||||
{
|
||||
os << parm._n;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
|
||||
{
|
||||
is >> parm._n;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
/** Returns true if the parameters have the same values. */
|
||||
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return lhs._n == rhs._n;
|
||||
}
|
||||
/** Returns true if the parameters have different values. */
|
||||
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
private:
|
||||
RealType _n;
|
||||
};
|
||||
|
||||
/**
|
||||
* Construct a @c chi_squared_distribution object. @c n
|
||||
* is the parameter of the distribution.
|
||||
*
|
||||
* Requires: t >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit chi_squared_distribution(RealType n_arg = RealType(1))
|
||||
: _impl(n_arg / 2)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Construct an @c chi_squared_distribution object from the
|
||||
* parameters.
|
||||
*/
|
||||
explicit chi_squared_distribution(const param_type& parm)
|
||||
: _impl(parm.n() / 2)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* chi squared distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng)
|
||||
{
|
||||
return 2 * _impl(urng);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* chi squared distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return chi_squared_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the @c n parameter of the distribution. */
|
||||
RealType n() const { return 2 * _impl.alpha(); }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
|
||||
{ return (std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(n()); }
|
||||
/** Sets parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
typedef gamma_distribution<RealType> impl_type;
|
||||
typename impl_type::param_type impl_parm(parm.n() / 2);
|
||||
_impl.param(impl_parm);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _impl.reset(); }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const chi_squared_distribution& c2d)
|
||||
{
|
||||
os << c2d.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
chi_squared_distribution& c2d)
|
||||
{
|
||||
c2d.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two distributions will produce the same
|
||||
sequence of values, given equal generators. */
|
||||
friend bool operator==(const chi_squared_distribution& lhs,
|
||||
const chi_squared_distribution& rhs)
|
||||
{
|
||||
return lhs._impl == rhs._impl;
|
||||
}
|
||||
/** Returns true if the two distributions could produce different
|
||||
sequences of values, given equal generators. */
|
||||
friend bool operator!=(const chi_squared_distribution& lhs,
|
||||
const chi_squared_distribution& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
/// @cond show_private
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is) {
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
param(parm);
|
||||
}
|
||||
}
|
||||
|
||||
gamma_distribution<RealType> _impl;
|
||||
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
#endif
|
||||
42
test/external/boost/random/detail/auto_link.hpp
vendored
Normal file
42
test/external/boost/random/detail/auto_link.hpp
vendored
Normal file
@@ -0,0 +1,42 @@
|
||||
/* boost random auto_link.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* $Id: auto_link.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
|
||||
#define BOOST_RANDOM_DETAIL_AUTO_LINK_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#ifdef BOOST_HAS_DECLSPEC
|
||||
#if defined(BOOST_ALL_DYN_LINK) || defined(BOOST_RANDOM_DYN_LINK)
|
||||
#if defined(BOOST_RANDOM_SOURCE)
|
||||
#define BOOST_RANDOM_DECL __declspec(dllexport)
|
||||
#else
|
||||
#define BOOST_RANDOM_DECL __declspec(dllimport)
|
||||
#endif
|
||||
#endif
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DECL
|
||||
#define BOOST_RANDOM_DECL
|
||||
#endif
|
||||
|
||||
#if !defined(BOOST_RANDOM_NO_LIB) && !defined(BOOST_ALL_NO_LIB) && !defined(BOOST_RANDOM_SOURCE)
|
||||
|
||||
#define BOOST_LIB_NAME boost_random
|
||||
|
||||
#if defined(BOOST_RANDOM_DYN_LINK) || defined(BOOST_ALL_DYN_LINK)
|
||||
#define BOOST_DYN_LINK
|
||||
#endif
|
||||
|
||||
#include <boost/config/auto_link.hpp>
|
||||
|
||||
#endif
|
||||
|
||||
#endif
|
||||
18
test/external/boost/random/detail/config.hpp
vendored
Normal file
18
test/external/boost/random/detail/config.hpp
vendored
Normal file
@@ -0,0 +1,18 @@
|
||||
/* boost random/detail/config.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: config.hpp 52492 2009-04-19 14:55:57Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#if (defined(BOOST_NO_OPERATORS_IN_NAMESPACE) || defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)) \
|
||||
&& !defined(BOOST_MSVC)
|
||||
#define BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
#endif
|
||||
216
test/external/boost/random/detail/const_mod.hpp
vendored
Normal file
216
test/external/boost/random/detail/const_mod.hpp
vendored
Normal file
@@ -0,0 +1,216 @@
|
||||
/* boost random/detail/const_mod.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: const_mod.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_CONST_MOD_HPP
|
||||
#define BOOST_RANDOM_CONST_MOD_HPP
|
||||
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/integer_traits.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
#include <boost/random/detail/large_arithmetic.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
template<class IntType, IntType m>
|
||||
class const_mod
|
||||
{
|
||||
public:
|
||||
static IntType apply(IntType x)
|
||||
{
|
||||
if(((unsigned_m() - 1) & unsigned_m()) == 0)
|
||||
return (unsigned_type(x)) & (unsigned_m() - 1);
|
||||
else {
|
||||
IntType supress_warnings = (m == 0);
|
||||
BOOST_ASSERT(supress_warnings == 0);
|
||||
return x % (m + supress_warnings);
|
||||
}
|
||||
}
|
||||
|
||||
static IntType add(IntType x, IntType c)
|
||||
{
|
||||
if(((unsigned_m() - 1) & unsigned_m()) == 0)
|
||||
return (unsigned_type(x) + unsigned_type(c)) & (unsigned_m() - 1);
|
||||
else if(c == 0)
|
||||
return x;
|
||||
else if(x < m - c)
|
||||
return x + c;
|
||||
else
|
||||
return x - (m - c);
|
||||
}
|
||||
|
||||
static IntType mult(IntType a, IntType x)
|
||||
{
|
||||
if(((unsigned_m() - 1) & unsigned_m()) == 0)
|
||||
return unsigned_type(a) * unsigned_type(x) & (unsigned_m() - 1);
|
||||
else if(a == 0)
|
||||
return 0;
|
||||
else if(a == 1)
|
||||
return x;
|
||||
else if(m <= traits::const_max/a) // i.e. a*m <= max
|
||||
return mult_small(a, x);
|
||||
else if(traits::is_signed && (m%a < m/a))
|
||||
return mult_schrage(a, x);
|
||||
else
|
||||
return mult_general(a, x);
|
||||
}
|
||||
|
||||
static IntType mult_add(IntType a, IntType x, IntType c)
|
||||
{
|
||||
if(((unsigned_m() - 1) & unsigned_m()) == 0)
|
||||
return (unsigned_type(a) * unsigned_type(x) + unsigned_type(c)) & (unsigned_m() - 1);
|
||||
else if(a == 0)
|
||||
return c;
|
||||
else if(m <= (traits::const_max-c)/a) { // i.e. a*m+c <= max
|
||||
IntType supress_warnings = (m == 0);
|
||||
BOOST_ASSERT(supress_warnings == 0);
|
||||
return (a*x+c) % (m + supress_warnings);
|
||||
} else
|
||||
return add(mult(a, x), c);
|
||||
}
|
||||
|
||||
static IntType pow(IntType a, boost::uintmax_t exponent)
|
||||
{
|
||||
IntType result = 1;
|
||||
while(exponent != 0) {
|
||||
if(exponent % 2 == 1) {
|
||||
result = mult(result, a);
|
||||
}
|
||||
a = mult(a, a);
|
||||
exponent /= 2;
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
static IntType invert(IntType x)
|
||||
{ return x == 0 ? 0 : (m == 0? invert_euclidian0(x) : invert_euclidian(x)); }
|
||||
|
||||
private:
|
||||
typedef integer_traits<IntType> traits;
|
||||
typedef typename make_unsigned<IntType>::type unsigned_type;
|
||||
|
||||
const_mod(); // don't instantiate
|
||||
|
||||
static IntType mult_small(IntType a, IntType x)
|
||||
{
|
||||
IntType supress_warnings = (m == 0);
|
||||
BOOST_ASSERT(supress_warnings == 0);
|
||||
return a*x % (m + supress_warnings);
|
||||
}
|
||||
|
||||
static IntType mult_schrage(IntType a, IntType value)
|
||||
{
|
||||
const IntType q = m / a;
|
||||
const IntType r = m % a;
|
||||
|
||||
BOOST_ASSERT(r < q); // check that overflow cannot happen
|
||||
|
||||
return sub(a*(value%q), r*(value/q));
|
||||
}
|
||||
|
||||
static IntType mult_general(IntType a, IntType b)
|
||||
{
|
||||
IntType suppress_warnings = (m == 0);
|
||||
BOOST_ASSERT(suppress_warnings == 0);
|
||||
IntType modulus = m + suppress_warnings;
|
||||
BOOST_ASSERT(modulus == m);
|
||||
if(::boost::uintmax_t(modulus) <=
|
||||
(::std::numeric_limits< ::boost::uintmax_t>::max)() / modulus)
|
||||
{
|
||||
return static_cast<IntType>(boost::uintmax_t(a) * b % modulus);
|
||||
} else {
|
||||
return static_cast<IntType>(detail::mulmod(a, b, modulus));
|
||||
}
|
||||
}
|
||||
|
||||
static IntType sub(IntType a, IntType b)
|
||||
{
|
||||
if(a < b)
|
||||
return m - (b - a);
|
||||
else
|
||||
return a - b;
|
||||
}
|
||||
|
||||
static unsigned_type unsigned_m()
|
||||
{
|
||||
if(m == 0) {
|
||||
return unsigned_type((std::numeric_limits<IntType>::max)()) + 1;
|
||||
} else {
|
||||
return unsigned_type(m);
|
||||
}
|
||||
}
|
||||
|
||||
// invert c in the finite field (mod m) (m must be prime)
|
||||
static IntType invert_euclidian(IntType c)
|
||||
{
|
||||
// we are interested in the gcd factor for c, because this is our inverse
|
||||
BOOST_ASSERT(c > 0);
|
||||
IntType l1 = 0;
|
||||
IntType l2 = 1;
|
||||
IntType n = c;
|
||||
IntType p = m;
|
||||
for(;;) {
|
||||
IntType q = p / n;
|
||||
l1 += q * l2;
|
||||
p -= q * n;
|
||||
if(p == 0)
|
||||
return l2;
|
||||
IntType q2 = n / p;
|
||||
l2 += q2 * l1;
|
||||
n -= q2 * p;
|
||||
if(n == 0)
|
||||
return m - l1;
|
||||
}
|
||||
}
|
||||
|
||||
// invert c in the finite field (mod m) (c must be relatively prime to m)
|
||||
static IntType invert_euclidian0(IntType c)
|
||||
{
|
||||
// we are interested in the gcd factor for c, because this is our inverse
|
||||
BOOST_ASSERT(c > 0);
|
||||
if(c == 1) return 1;
|
||||
IntType l1 = 0;
|
||||
IntType l2 = 1;
|
||||
IntType n = c;
|
||||
IntType p = m;
|
||||
IntType max = (std::numeric_limits<IntType>::max)();
|
||||
IntType q = max / n;
|
||||
BOOST_ASSERT(max % n != n - 1 && "c must be relatively prime to m.");
|
||||
l1 += q * l2;
|
||||
p = max - q * n + 1;
|
||||
for(;;) {
|
||||
if(p == 0)
|
||||
return l2;
|
||||
IntType q2 = n / p;
|
||||
l2 += q2 * l1;
|
||||
n -= q2 * p;
|
||||
if(n == 0)
|
||||
return m - l1;
|
||||
q = p / n;
|
||||
l1 += q * l2;
|
||||
p -= q * n;
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_CONST_MOD_HPP
|
||||
23
test/external/boost/random/detail/disable_warnings.hpp
vendored
Normal file
23
test/external/boost/random/detail/disable_warnings.hpp
vendored
Normal file
@@ -0,0 +1,23 @@
|
||||
/* boost random/detail/disable_warnings.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: disable_warnings.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
// No #include guard. This header is intended to be included multiple times.
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(push)
|
||||
#pragma warning(disable:4512)
|
||||
#pragma warning(disable:4127)
|
||||
#pragma warning(disable:4724)
|
||||
#endif
|
||||
18
test/external/boost/random/detail/enable_warnings.hpp
vendored
Normal file
18
test/external/boost/random/detail/enable_warnings.hpp
vendored
Normal file
@@ -0,0 +1,18 @@
|
||||
/* boost random/detail/enable_warnings.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: enable_warnings.hpp 58649 2010-01-02 21:23:17Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
// No #include guard. This header is intended to be included multiple times.
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
36
test/external/boost/random/detail/generator_bits.hpp
vendored
Normal file
36
test/external/boost/random/detail/generator_bits.hpp
vendored
Normal file
@@ -0,0 +1,36 @@
|
||||
/* boost random/detail/generator_bits.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: generator_bits.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
|
||||
|
||||
#include <boost/limits.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
// This is a temporary measure that retains backwards
|
||||
// compatibility.
|
||||
template<class URNG>
|
||||
struct generator_bits {
|
||||
static std::size_t value() {
|
||||
return std::numeric_limits<typename URNG::result_type>::digits;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_GENERATOR_BITS_HPP
|
||||
40
test/external/boost/random/detail/generator_seed_seq.hpp
vendored
Normal file
40
test/external/boost/random/detail/generator_seed_seq.hpp
vendored
Normal file
@@ -0,0 +1,40 @@
|
||||
/* boost random/mersenne_twister.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: generator_seed_seq.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_GENERATOR_SEED_SEQ_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_SEED_SEQ_HPP_INCLUDED
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class Generator>
|
||||
class generator_seed_seq {
|
||||
public:
|
||||
generator_seed_seq(Generator& g) : gen(&g) {}
|
||||
template<class It>
|
||||
void generate(It first, It last) {
|
||||
for(; first != last; ++first) {
|
||||
*first = (*gen)();
|
||||
}
|
||||
}
|
||||
private:
|
||||
Generator* gen;
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#endif
|
||||
71
test/external/boost/random/detail/integer_log2.hpp
vendored
Normal file
71
test/external/boost/random/detail/integer_log2.hpp
vendored
Normal file
@@ -0,0 +1,71 @@
|
||||
/* boost random/detail/integer_log2.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: integer_log2.hpp 73268 2011-07-21 07:49:59Z danieljames $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
|
||||
#define BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/pending/integer_log2.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
#if !defined(BOOST_NO_CONSTEXPR)
|
||||
#define BOOST_RANDOM_DETAIL_CONSTEXPR constexpr
|
||||
#elif defined(BOOST_MSVC)
|
||||
#define BOOST_RANDOM_DETAIL_CONSTEXPR __forceinline
|
||||
#elif defined(__GNUC__) && __GNUC__ >= 4
|
||||
#define BOOST_RANDOM_DETAIL_CONSTEXPR __attribute__((const)) __attribute__((always_inline))
|
||||
#else
|
||||
#define BOOST_RANDOM_DETAIL_CONSTEXPR inline
|
||||
#endif
|
||||
|
||||
template<int Shift>
|
||||
struct integer_log2_impl
|
||||
{
|
||||
template<class T>
|
||||
BOOST_RANDOM_DETAIL_CONSTEXPR static int apply(T t, int accum,
|
||||
int update = 0)
|
||||
{
|
||||
return update = ((t >> Shift) != 0) * Shift,
|
||||
integer_log2_impl<Shift / 2>::apply(t >> update, accum + update);
|
||||
}
|
||||
};
|
||||
|
||||
template<>
|
||||
struct integer_log2_impl<1>
|
||||
{
|
||||
template<class T>
|
||||
BOOST_RANDOM_DETAIL_CONSTEXPR static int apply(T t, int accum)
|
||||
{
|
||||
return int(t >> 1) + accum;
|
||||
}
|
||||
};
|
||||
|
||||
template<class T>
|
||||
BOOST_RANDOM_DETAIL_CONSTEXPR int integer_log2(T t)
|
||||
{
|
||||
return integer_log2_impl<
|
||||
::boost::detail::max_pow2_less<
|
||||
::std::numeric_limits<T>::digits, 4
|
||||
>::value
|
||||
>::apply(t, 0);
|
||||
}
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_INTEGER_LOG2_HPP
|
||||
45
test/external/boost/random/detail/iterator_mixin.hpp
vendored
Normal file
45
test/external/boost/random/detail/iterator_mixin.hpp
vendored
Normal file
@@ -0,0 +1,45 @@
|
||||
/* boost random/detail/iterator_mixin.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* Revision history
|
||||
*/
|
||||
|
||||
#ifndef BOOST_ITERATOR_MIXIN_HPP
|
||||
#define BOOST_ITERATOR_MIXIN_HPP
|
||||
|
||||
#include <boost/operators.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
// must be in boost namespace, otherwise the inline friend trick fails
|
||||
template<class Generator, class ResultType>
|
||||
class generator_iterator_mixin_adapter
|
||||
: incrementable<Generator>, equality_comparable<Generator>
|
||||
{
|
||||
public:
|
||||
typedef std::input_iterator_tag iterator_category;
|
||||
typedef ResultType value_type;
|
||||
typedef std::ptrdiff_t difference_type;
|
||||
typedef const value_type * pointer;
|
||||
typedef const value_type & reference;
|
||||
Generator& operator++() { v = cast()(); return cast(); }
|
||||
const value_type& operator*() const { return v; }
|
||||
|
||||
protected:
|
||||
// instantiate from derived classes only
|
||||
generator_iterator_mixin_adapter() { }
|
||||
void iterator_init() { operator++(); }
|
||||
private:
|
||||
Generator & cast() { return static_cast<Generator&>(*this); }
|
||||
value_type v;
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_ITERATOR_MIXIN_HPP
|
||||
122
test/external/boost/random/detail/large_arithmetic.hpp
vendored
Normal file
122
test/external/boost/random/detail/large_arithmetic.hpp
vendored
Normal file
@@ -0,0 +1,122 @@
|
||||
/* boost random/detail/large_arithmetic.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: large_arithmetic.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
|
||||
#define BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
|
||||
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/integer_log2.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
struct div_t {
|
||||
boost::uintmax_t quotient;
|
||||
boost::uintmax_t remainder;
|
||||
};
|
||||
|
||||
inline div_t muldivmod(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
|
||||
{
|
||||
static const int bits =
|
||||
::std::numeric_limits< ::boost::uintmax_t>::digits / 2;
|
||||
static const ::boost::uintmax_t mask = (::boost::uintmax_t(1) << bits) - 1;
|
||||
typedef ::boost::uint_t<bits>::fast digit_t;
|
||||
|
||||
int shift = std::numeric_limits< ::boost::uintmax_t>::digits - 1
|
||||
- detail::integer_log2(m);
|
||||
|
||||
a <<= shift;
|
||||
m <<= shift;
|
||||
|
||||
digit_t product[4] = { 0, 0, 0, 0 };
|
||||
digit_t a_[2] = { digit_t(a & mask), digit_t((a >> bits) & mask) };
|
||||
digit_t b_[2] = { digit_t(b & mask), digit_t((b >> bits) & mask) };
|
||||
digit_t m_[2] = { digit_t(m & mask), digit_t((m >> bits) & mask) };
|
||||
|
||||
// multiply a * b
|
||||
for(int i = 0; i < 2; ++i) {
|
||||
digit_t carry = 0;
|
||||
for(int j = 0; j < 2; ++j) {
|
||||
::boost::uint64_t temp = ::boost::uintmax_t(a_[i]) * b_[j] +
|
||||
carry + product[i + j];
|
||||
product[i + j] = digit_t(temp & mask);
|
||||
carry = digit_t(temp >> bits);
|
||||
}
|
||||
if(carry != 0) {
|
||||
product[i + 2] += carry;
|
||||
}
|
||||
}
|
||||
|
||||
digit_t quotient[2];
|
||||
|
||||
if(m == 0) {
|
||||
div_t result = {
|
||||
((::boost::uintmax_t(product[3]) << bits) | product[2]),
|
||||
((::boost::uintmax_t(product[1]) << bits) | product[0]) >> shift,
|
||||
};
|
||||
return result;
|
||||
}
|
||||
|
||||
// divide product / m
|
||||
for(int i = 3; i >= 2; --i) {
|
||||
::boost::uintmax_t temp =
|
||||
::boost::uintmax_t(product[i]) << bits | product[i - 1];
|
||||
|
||||
digit_t q = digit_t((product[i] == m_[1]) ? mask : temp / m_[1]);
|
||||
|
||||
::boost::uintmax_t rem =
|
||||
((temp - ::boost::uintmax_t(q) * m_[1]) << bits) + product[i - 2];
|
||||
|
||||
::boost::uintmax_t diff = m_[0] * ::boost::uintmax_t(q);
|
||||
|
||||
int error = 0;
|
||||
if(diff > rem) {
|
||||
if(diff - rem > m) {
|
||||
error = 2;
|
||||
} else {
|
||||
error = 1;
|
||||
}
|
||||
}
|
||||
q -= error;
|
||||
rem = rem + error * m - diff;
|
||||
|
||||
quotient[i - 2] = q;
|
||||
product[i] = 0;
|
||||
product[i-1] = (rem >> bits) & mask;
|
||||
product[i-2] = rem & mask;
|
||||
}
|
||||
|
||||
div_t result = {
|
||||
((::boost::uintmax_t(quotient[1]) << bits) | quotient[0]),
|
||||
((::boost::uintmax_t(product[1]) << bits) | product[0]) >> shift,
|
||||
};
|
||||
return result;
|
||||
}
|
||||
|
||||
inline boost::uintmax_t muldiv(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
|
||||
{ return detail::muldivmod(a, b, m).quotient; }
|
||||
|
||||
inline boost::uintmax_t mulmod(boost::uintmax_t a, boost::uintmax_t b, boost::uintmax_t m)
|
||||
{ return detail::muldivmod(a, b, m).remainder; }
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_LARGE_ARITHMETIC_HPP
|
||||
84
test/external/boost/random/detail/operators.hpp
vendored
Normal file
84
test/external/boost/random/detail/operators.hpp
vendored
Normal file
@@ -0,0 +1,84 @@
|
||||
/* boost random/detail/operators.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010-2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: operators.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_OPERATORS_HPP
|
||||
#define BOOST_RANDOM_DETAIL_OPERATORS_HPP
|
||||
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
#if BOOST_WORKAROUND(BOOST_MSVC, <= 1310) \
|
||||
|| BOOST_WORKAROUND(__SUNPRO_CC, BOOST_TESTED_AT(0x5100))
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, T, t) \
|
||||
template<class CharT, class Traits> \
|
||||
friend std::basic_ostream<CharT,Traits>& \
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const T& t) { \
|
||||
t.print(os, t); \
|
||||
return os; \
|
||||
} \
|
||||
template<class CharT, class Traits> \
|
||||
static std::basic_ostream<CharT,Traits>& \
|
||||
print(std::basic_ostream<CharT,Traits>& os, const T& t)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, T, t) \
|
||||
template<class CharT, class Traits> \
|
||||
friend std::basic_istream<CharT,Traits>& \
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, T& t) { \
|
||||
t.read(is, t); \
|
||||
return is; \
|
||||
} \
|
||||
template<class CharT, class Traits> \
|
||||
static std::basic_istream<CharT,Traits>& \
|
||||
read(std::basic_istream<CharT,Traits>& is, T& t)
|
||||
|
||||
#endif
|
||||
|
||||
#if defined(__BORLANDC__)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(T, lhs, rhs) \
|
||||
bool operator==(const T& rhs) const \
|
||||
{ return T::is_equal(*this, rhs); } \
|
||||
static bool is_equal(const T& lhs, const T& rhs)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(T) \
|
||||
bool operator!=(const T& rhs) const \
|
||||
{ return !T::is_equal(*this, rhs); }
|
||||
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR
|
||||
#define BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, T, t) \
|
||||
template<class CharT, class Traits> \
|
||||
friend std::basic_ostream<CharT,Traits>& \
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const T& t)
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR
|
||||
#define BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, T, t) \
|
||||
template<class CharT, class Traits> \
|
||||
friend std::basic_istream<CharT,Traits>& \
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, T& t)
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR
|
||||
#define BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(T, lhs, rhs) \
|
||||
friend bool operator==(const T& lhs, const T& rhs)
|
||||
#endif
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR
|
||||
#define BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(T) \
|
||||
friend bool operator!=(const T& lhs, const T& rhs) \
|
||||
{ return !(lhs == rhs); }
|
||||
#endif
|
||||
|
||||
#endif
|
||||
94
test/external/boost/random/detail/ptr_helper.hpp
vendored
Normal file
94
test/external/boost/random/detail/ptr_helper.hpp
vendored
Normal file
@@ -0,0 +1,94 @@
|
||||
/* boost random/detail/ptr_helper.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: ptr_helper.hpp 24096 2004-07-27 03:43:34Z dgregor $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
#define BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
// type_traits could help here, but I don't want to depend on type_traits.
|
||||
template<class T>
|
||||
struct ptr_helper
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef const T& rvalue_type;
|
||||
static reference_type ref(T& r) { return r; }
|
||||
static const T& ref(const T& r) { return r; }
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
|
||||
template<class T>
|
||||
struct ptr_helper<T&>
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef T& rvalue_type;
|
||||
static reference_type ref(T& r) { return r; }
|
||||
static const T& ref(const T& r) { return r; }
|
||||
};
|
||||
|
||||
template<class T>
|
||||
struct ptr_helper<T*>
|
||||
{
|
||||
typedef T value_type;
|
||||
typedef T& reference_type;
|
||||
typedef T* rvalue_type;
|
||||
static reference_type ref(T * p) { return *p; }
|
||||
static const T& ref(const T * p) { return *p; }
|
||||
};
|
||||
#endif
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
//
|
||||
// BOOST_RANDOM_PTR_HELPER_SPEC --
|
||||
//
|
||||
// Helper macro for broken compilers defines specializations of
|
||||
// ptr_helper.
|
||||
//
|
||||
#ifdef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
|
||||
# define BOOST_RANDOM_PTR_HELPER_SPEC(T) \
|
||||
namespace boost { namespace random { namespace detail { \
|
||||
template<> \
|
||||
struct ptr_helper<T&> \
|
||||
{ \
|
||||
typedef T value_type; \
|
||||
typedef T& reference_type; \
|
||||
typedef T& rvalue_type; \
|
||||
static reference_type ref(T& r) { return r; } \
|
||||
static const T& ref(const T& r) { return r; } \
|
||||
}; \
|
||||
\
|
||||
template<> \
|
||||
struct ptr_helper<T*> \
|
||||
{ \
|
||||
typedef T value_type; \
|
||||
typedef T& reference_type; \
|
||||
typedef T* rvalue_type; \
|
||||
static reference_type ref(T * p) { return *p; } \
|
||||
static const T& ref(const T * p) { return *p; } \
|
||||
}; \
|
||||
}}}
|
||||
#else
|
||||
# define BOOST_RANDOM_PTR_HELPER_SPEC(T)
|
||||
#endif
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_PTR_HELPER_HPP
|
||||
114
test/external/boost/random/detail/seed.hpp
vendored
Normal file
114
test/external/boost/random/detail/seed.hpp
vendored
Normal file
@@ -0,0 +1,114 @@
|
||||
/* boost random/detail/seed.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: seed.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_SEED_HPP
|
||||
#define BOOST_RANDOM_DETAIL_SEED_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
|
||||
// Sun seems to have trouble with the use of SFINAE for the
|
||||
// templated constructor. So does Borland.
|
||||
#if !defined(BOOST_NO_SFINAE) && !defined(__SUNPRO_CC) && !defined(__BORLANDC__)
|
||||
|
||||
#include <boost/utility/enable_if.hpp>
|
||||
#include <boost/type_traits/is_arithmetic.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class T>
|
||||
struct disable_seed : boost::disable_if<boost::is_arithmetic<T> > {};
|
||||
|
||||
template<class Engine, class T>
|
||||
struct disable_constructor : disable_seed<T> {};
|
||||
|
||||
template<class Engine>
|
||||
struct disable_constructor<Engine, Engine> {};
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
explicit Self(Generator& gen, typename ::boost::random::detail::disable_constructor<Self, Generator>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
void seed(Generator& gen, typename ::boost::random::detail::disable_seed<Generator>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(Self, SeedSeq, seq) \
|
||||
template<class SeedSeq> \
|
||||
explicit Self(SeedSeq& seq, typename ::boost::random::detail::disable_constructor<Self, SeedSeq>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(Self, SeedSeq, seq) \
|
||||
template<class SeedSeq> \
|
||||
void seed(SeedSeq& seq, typename ::boost::random::detail::disable_seed<SeedSeq>::type* = 0)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
|
||||
explicit Self(const T& x)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
|
||||
void seed(const T& x)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#else
|
||||
|
||||
#include <boost/type_traits/is_arithmetic.hpp>
|
||||
#include <boost/mpl/bool.hpp>
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(Self, Generator, gen) \
|
||||
Self(Self& other) { *this = other; } \
|
||||
Self(const Self& other) { *this = other; } \
|
||||
template<class Generator> \
|
||||
explicit Self(Generator& gen) { \
|
||||
boost_random_constructor_impl(gen, ::boost::is_arithmetic<Generator>());\
|
||||
} \
|
||||
template<class Generator> \
|
||||
void boost_random_constructor_impl(Generator& gen, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_GENERATOR_SEED(Self, Generator, gen) \
|
||||
template<class Generator> \
|
||||
void seed(Generator& gen) { \
|
||||
boost_random_seed_impl(gen, ::boost::is_arithmetic<Generator>());\
|
||||
}\
|
||||
template<class Generator>\
|
||||
void boost_random_seed_impl(Generator& gen, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(Self, SeedSeq, seq) \
|
||||
Self(Self& other) { *this = other; } \
|
||||
Self(const Self& other) { *this = other; } \
|
||||
template<class SeedSeq> \
|
||||
explicit Self(SeedSeq& seq) { \
|
||||
boost_random_constructor_impl(seq, ::boost::is_arithmetic<SeedSeq>());\
|
||||
} \
|
||||
template<class SeedSeq> \
|
||||
void boost_random_constructor_impl(SeedSeq& seq, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(Self, SeedSeq, seq) \
|
||||
template<class SeedSeq> \
|
||||
void seed(SeedSeq& seq) { \
|
||||
boost_random_seed_impl(seq, ::boost::is_arithmetic<SeedSeq>()); \
|
||||
} \
|
||||
template<class SeedSeq> \
|
||||
void boost_random_seed_impl(SeedSeq& seq, ::boost::mpl::false_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(Self, T, x) \
|
||||
explicit Self(const T& x) { boost_random_constructor_impl(x, ::boost::mpl::true_()); }\
|
||||
void boost_random_constructor_impl(const T& x, ::boost::mpl::true_)
|
||||
|
||||
#define BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(Self, T, x) \
|
||||
void seed(const T& x) { boost_random_seed_impl(x, ::boost::mpl::true_()); }\
|
||||
void boost_random_seed_impl(const T& x, ::boost::mpl::true_)
|
||||
|
||||
#endif
|
||||
|
||||
#endif
|
||||
397
test/external/boost/random/detail/seed_impl.hpp
vendored
Normal file
397
test/external/boost/random/detail/seed_impl.hpp
vendored
Normal file
@@ -0,0 +1,397 @@
|
||||
/* boost random/detail/seed.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: seed_impl.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_SEED_IMPL_HPP
|
||||
#define BOOST_RANDOM_DETAIL_SEED_IMPL_HPP
|
||||
|
||||
#include <stdexcept>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/integer/static_log2.hpp>
|
||||
#include <boost/type_traits/is_signed.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
#include <boost/mpl/bool.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/mpl/int.hpp>
|
||||
#include <boost/random/detail/const_mod.hpp>
|
||||
#include <boost/random/detail/integer_log2.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/random/detail/generator_bits.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
// finds the seed type of an engine, given its
|
||||
// result_type. If the result_type is integral
|
||||
// the seed type is the same. If the result_type
|
||||
// is floating point, the seed type is uint32_t
|
||||
template<class T>
|
||||
struct seed_type
|
||||
{
|
||||
typedef typename boost::mpl::if_<boost::is_integral<T>,
|
||||
T,
|
||||
boost::uint32_t
|
||||
>::type type;
|
||||
};
|
||||
|
||||
template<int N>
|
||||
struct const_pow_impl
|
||||
{
|
||||
template<class T>
|
||||
static T call(T arg, int n, T result)
|
||||
{
|
||||
return const_pow_impl<N / 2>::call(arg * arg, n / 2,
|
||||
n%2 == 0? result : result * arg);
|
||||
}
|
||||
};
|
||||
|
||||
template<>
|
||||
struct const_pow_impl<0>
|
||||
{
|
||||
template<class T>
|
||||
static T call(T, int, T result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
};
|
||||
|
||||
// requires N is an upper bound on n
|
||||
template<int N, class T>
|
||||
inline T const_pow(T arg, int n) { return const_pow_impl<N>::call(arg, n, T(1)); }
|
||||
|
||||
template<class T>
|
||||
inline T pow2(int n)
|
||||
{
|
||||
typedef unsigned int_type;
|
||||
const int max_bits = std::numeric_limits<int_type>::digits;
|
||||
T multiplier = T(int_type(1) << (max_bits - 1)) * 2;
|
||||
return (int_type(1) << (n % max_bits)) *
|
||||
const_pow<std::numeric_limits<T>::digits / max_bits>(multiplier, n / max_bits);
|
||||
}
|
||||
|
||||
template<class Engine, class Iter>
|
||||
void generate_from_real(Engine& eng, Iter begin, Iter end)
|
||||
{
|
||||
using std::fmod;
|
||||
typedef typename Engine::result_type RealType;
|
||||
const int Bits = detail::generator_bits<Engine>::value();
|
||||
int remaining_bits = 0;
|
||||
boost::uint_least32_t saved_bits = 0;
|
||||
RealType multiplier = pow2<RealType>( Bits);
|
||||
RealType mult32 = RealType(4294967296.0); // 2^32
|
||||
while(true) {
|
||||
RealType val = eng() * multiplier;
|
||||
int available_bits = Bits;
|
||||
// Make sure the compiler can optimize this out
|
||||
// if it isn't possible.
|
||||
if(Bits < 32 && available_bits < 32 - remaining_bits) {
|
||||
saved_bits |= boost::uint_least32_t(val) << remaining_bits;
|
||||
remaining_bits += Bits;
|
||||
} else {
|
||||
// If Bits < 32, then remaining_bits != 0, since
|
||||
// if remaining_bits == 0, available_bits < 32 - 0,
|
||||
// and we won't get here to begin with.
|
||||
if(Bits < 32 || remaining_bits != 0) {
|
||||
boost::uint_least32_t divisor =
|
||||
(boost::uint_least32_t(1) << (32 - remaining_bits));
|
||||
boost::uint_least32_t extra_bits = boost::uint_least32_t(fmod(val, mult32)) & (divisor - 1);
|
||||
val = val / divisor;
|
||||
*begin++ = saved_bits | (extra_bits << remaining_bits);
|
||||
if(begin == end) return;
|
||||
available_bits -= 32 - remaining_bits;
|
||||
remaining_bits = 0;
|
||||
}
|
||||
// If Bits < 32 we should never enter this loop
|
||||
if(Bits >= 32) {
|
||||
for(; available_bits >= 32; available_bits -= 32) {
|
||||
boost::uint_least32_t word = boost::uint_least32_t(fmod(val, mult32));
|
||||
val /= mult32;
|
||||
*begin++ = word;
|
||||
if(begin == end) return;
|
||||
}
|
||||
}
|
||||
remaining_bits = available_bits;
|
||||
saved_bits = static_cast<boost::uint_least32_t>(val);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template<class Engine, class Iter>
|
||||
void generate_from_int(Engine& eng, Iter begin, Iter end)
|
||||
{
|
||||
typedef typename Engine::result_type IntType;
|
||||
typedef typename boost::make_unsigned<IntType>::type unsigned_type;
|
||||
int remaining_bits = 0;
|
||||
boost::uint_least32_t saved_bits = 0;
|
||||
unsigned_type range = boost::random::detail::subtract<IntType>()((eng.max)(), (eng.min)());
|
||||
|
||||
int bits =
|
||||
(range == (std::numeric_limits<unsigned_type>::max)()) ?
|
||||
std::numeric_limits<unsigned_type>::digits :
|
||||
detail::integer_log2(range + 1);
|
||||
|
||||
{
|
||||
int discarded_bits = detail::integer_log2(bits);
|
||||
unsigned_type excess = (range + 1) >> (bits - discarded_bits);
|
||||
if(excess != 0) {
|
||||
int extra_bits = detail::integer_log2((excess - 1) ^ excess);
|
||||
bits = bits - discarded_bits + extra_bits;
|
||||
}
|
||||
}
|
||||
|
||||
unsigned_type mask = (static_cast<unsigned_type>(2) << (bits - 1)) - 1;
|
||||
unsigned_type limit = ((range + 1) & ~mask) - 1;
|
||||
|
||||
while(true) {
|
||||
unsigned_type val;
|
||||
do {
|
||||
val = boost::random::detail::subtract<IntType>()(eng(), (eng.min)());
|
||||
} while(limit != range && val > limit);
|
||||
val &= mask;
|
||||
int available_bits = bits;
|
||||
if(available_bits == 32) {
|
||||
*begin++ = static_cast<boost::uint_least32_t>(val) & 0xFFFFFFFFu;
|
||||
if(begin == end) return;
|
||||
} else if(available_bits % 32 == 0) {
|
||||
for(int i = 0; i < available_bits / 32; ++i) {
|
||||
boost::uint_least32_t word = boost::uint_least32_t(val) & 0xFFFFFFFFu;
|
||||
int supress_warning = (bits >= 32);
|
||||
BOOST_ASSERT(supress_warning == 1);
|
||||
val >>= (32 * supress_warning);
|
||||
*begin++ = word;
|
||||
if(begin == end) return;
|
||||
}
|
||||
} else if(bits < 32 && available_bits < 32 - remaining_bits) {
|
||||
saved_bits |= boost::uint_least32_t(val) << remaining_bits;
|
||||
remaining_bits += bits;
|
||||
} else {
|
||||
if(bits < 32 || remaining_bits != 0) {
|
||||
boost::uint_least32_t extra_bits = boost::uint_least32_t(val) & ((boost::uint_least32_t(1) << (32 - remaining_bits)) - 1);
|
||||
val >>= 32 - remaining_bits;
|
||||
*begin++ = saved_bits | (extra_bits << remaining_bits);
|
||||
if(begin == end) return;
|
||||
available_bits -= 32 - remaining_bits;
|
||||
remaining_bits = 0;
|
||||
}
|
||||
if(bits >= 32) {
|
||||
for(; available_bits >= 32; available_bits -= 32) {
|
||||
boost::uint_least32_t word = boost::uint_least32_t(val) & 0xFFFFFFFFu;
|
||||
int supress_warning = (bits >= 32);
|
||||
BOOST_ASSERT(supress_warning == 1);
|
||||
val >>= (32 * supress_warning);
|
||||
*begin++ = word;
|
||||
if(begin == end) return;
|
||||
}
|
||||
}
|
||||
remaining_bits = available_bits;
|
||||
saved_bits = static_cast<boost::uint_least32_t>(val);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template<class Engine, class Iter>
|
||||
void generate_impl(Engine& eng, Iter first, Iter last, boost::mpl::true_)
|
||||
{
|
||||
return detail::generate_from_int(eng, first, last);
|
||||
}
|
||||
|
||||
template<class Engine, class Iter>
|
||||
void generate_impl(Engine& eng, Iter first, Iter last, boost::mpl::false_)
|
||||
{
|
||||
return detail::generate_from_real(eng, first, last);
|
||||
}
|
||||
|
||||
template<class Engine, class Iter>
|
||||
void generate(Engine& eng, Iter first, Iter last)
|
||||
{
|
||||
return detail::generate_impl(eng, first, last, boost::is_integral<typename Engine::result_type>());
|
||||
}
|
||||
|
||||
|
||||
|
||||
template<class IntType, IntType m, class SeedSeq>
|
||||
IntType seed_one_int(SeedSeq& seq)
|
||||
{
|
||||
static const int log = ::boost::mpl::if_c<(m == 0),
|
||||
::boost::mpl::int_<(::std::numeric_limits<IntType>::digits)>,
|
||||
::boost::static_log2<m> >::type::value;
|
||||
static const int k =
|
||||
(log + ((~(static_cast<IntType>(2) << (log - 1)) & m)? 32 : 31)) / 32;
|
||||
::boost::uint_least32_t array[log / 32 + 4];
|
||||
seq.generate(&array[0], &array[0] + k + 3);
|
||||
IntType s = 0;
|
||||
for(int j = 0; j < k; ++j) {
|
||||
IntType digit = const_mod<IntType, m>::apply(IntType(array[j+3]));
|
||||
IntType mult = IntType(1) << 32*j;
|
||||
s = const_mod<IntType, m>::mult_add(mult, digit, s);
|
||||
}
|
||||
return s;
|
||||
}
|
||||
|
||||
template<class IntType, IntType m, class Iter>
|
||||
IntType get_one_int(Iter& first, Iter last)
|
||||
{
|
||||
static const int log = ::boost::mpl::if_c<(m == 0),
|
||||
::boost::mpl::int_<(::std::numeric_limits<IntType>::digits)>,
|
||||
::boost::static_log2<m> >::type::value;
|
||||
static const int k =
|
||||
(log + ((~(static_cast<IntType>(2) << (log - 1)) & m)? 32 : 31)) / 32;
|
||||
IntType s = 0;
|
||||
for(int j = 0; j < k; ++j) {
|
||||
if(first == last) {
|
||||
throw ::std::invalid_argument("Not enough elements in call to seed.");
|
||||
}
|
||||
IntType digit = const_mod<IntType, m>::apply(IntType(*first++));
|
||||
IntType mult = IntType(1) << 32*j;
|
||||
s = const_mod<IntType, m>::mult_add(mult, digit, s);
|
||||
}
|
||||
return s;
|
||||
}
|
||||
|
||||
// TODO: work in-place whenever possible
|
||||
template<int w, std::size_t n, class SeedSeq, class UIntType>
|
||||
void seed_array_int_impl(SeedSeq& seq, UIntType (&x)[n])
|
||||
{
|
||||
boost::uint_least32_t storage[((w+31)/32) * n];
|
||||
seq.generate(&storage[0], &storage[0] + ((w+31)/32) * n);
|
||||
for(std::size_t j = 0; j < n; j++) {
|
||||
UIntType val = 0;
|
||||
for(std::size_t k = 0; k < (w+31)/32; ++k) {
|
||||
val += static_cast<UIntType>(storage[(w+31)/32*j + k]) << 32*k;
|
||||
}
|
||||
x[j] = val & ::boost::low_bits_mask_t<w>::sig_bits;
|
||||
}
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class SeedSeq, class IntType>
|
||||
inline void seed_array_int_impl(SeedSeq& seq, IntType (&x)[n], boost::mpl::true_)
|
||||
{
|
||||
typedef typename boost::make_unsigned<IntType>::type unsigned_array[n];
|
||||
seed_array_int_impl<w>(seq, reinterpret_cast<unsigned_array&>(x));
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class SeedSeq, class IntType>
|
||||
inline void seed_array_int_impl(SeedSeq& seq, IntType (&x)[n], boost::mpl::false_)
|
||||
{
|
||||
seed_array_int_impl<w>(seq, x);
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class SeedSeq, class IntType>
|
||||
inline void seed_array_int(SeedSeq& seq, IntType (&x)[n])
|
||||
{
|
||||
seed_array_int_impl<w>(seq, x, boost::is_signed<IntType>());
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class Iter, class UIntType>
|
||||
void fill_array_int_impl(Iter& first, Iter last, UIntType (&x)[n])
|
||||
{
|
||||
for(std::size_t j = 0; j < n; j++) {
|
||||
UIntType val = 0;
|
||||
for(std::size_t k = 0; k < (w+31)/32; ++k) {
|
||||
if(first == last) {
|
||||
throw std::invalid_argument("Not enough elements in call to seed.");
|
||||
}
|
||||
val += static_cast<UIntType>(*first++) << 32*k;
|
||||
}
|
||||
x[j] = val & ::boost::low_bits_mask_t<w>::sig_bits;
|
||||
}
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class Iter, class IntType>
|
||||
inline void fill_array_int_impl(Iter& first, Iter last, IntType (&x)[n], boost::mpl::true_)
|
||||
{
|
||||
typedef typename boost::make_unsigned<IntType>::type unsigned_array[n];
|
||||
fill_array_int_impl<w>(first, last, reinterpret_cast<unsigned_array&>(x));
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class Iter, class IntType>
|
||||
inline void fill_array_int_impl(Iter& first, Iter last, IntType (&x)[n], boost::mpl::false_)
|
||||
{
|
||||
fill_array_int_impl<w>(first, last, x);
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class Iter, class IntType>
|
||||
inline void fill_array_int(Iter& first, Iter last, IntType (&x)[n])
|
||||
{
|
||||
fill_array_int_impl<w>(first, last, x, boost::is_signed<IntType>());
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class RealType>
|
||||
void seed_array_real_impl(const boost::uint_least32_t* storage, RealType (&x)[n])
|
||||
{
|
||||
boost::uint_least32_t mask = ~((~boost::uint_least32_t(0)) << (w%32));
|
||||
RealType two32 = 4294967296.0;
|
||||
const RealType divisor = RealType(1)/detail::pow2<RealType>(w);
|
||||
unsigned int j;
|
||||
for(j = 0; j < n; ++j) {
|
||||
RealType val = RealType(0);
|
||||
RealType mult = divisor;
|
||||
for(int k = 0; k < w/32; ++k) {
|
||||
val += *storage++ * mult;
|
||||
mult *= two32;
|
||||
}
|
||||
if(mask != 0) {
|
||||
val += (*storage++ & mask) * mult;
|
||||
}
|
||||
BOOST_ASSERT(val >= 0);
|
||||
BOOST_ASSERT(val < 1);
|
||||
x[j] = val;
|
||||
}
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class SeedSeq, class RealType>
|
||||
void seed_array_real(SeedSeq& seq, RealType (&x)[n])
|
||||
{
|
||||
using std::pow;
|
||||
boost::uint_least32_t storage[((w+31)/32) * n];
|
||||
seq.generate(&storage[0], &storage[0] + ((w+31)/32) * n);
|
||||
seed_array_real_impl<w>(storage, x);
|
||||
}
|
||||
|
||||
template<int w, std::size_t n, class Iter, class RealType>
|
||||
void fill_array_real(Iter& first, Iter last, RealType (&x)[n])
|
||||
{
|
||||
boost::uint_least32_t mask = ~((~boost::uint_least32_t(0)) << (w%32));
|
||||
RealType two32 = 4294967296.0;
|
||||
const RealType divisor = RealType(1)/detail::pow2<RealType>(w);
|
||||
unsigned int j;
|
||||
for(j = 0; j < n; ++j) {
|
||||
RealType val = RealType(0);
|
||||
RealType mult = divisor;
|
||||
for(int k = 0; k < w/32; ++k, ++first) {
|
||||
if(first == last) throw std::invalid_argument("Not enough elements in call to seed.");
|
||||
val += *first * mult;
|
||||
mult *= two32;
|
||||
}
|
||||
if(mask != 0) {
|
||||
if(first == last) throw std::invalid_argument("Not enough elements in call to seed.");
|
||||
val += (*first & mask) * mult;
|
||||
++first;
|
||||
}
|
||||
BOOST_ASSERT(val >= 0);
|
||||
BOOST_ASSERT(val < 1);
|
||||
x[j] = val;
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif
|
||||
89
test/external/boost/random/detail/signed_unsigned_tools.hpp
vendored
Normal file
89
test/external/boost/random/detail/signed_unsigned_tools.hpp
vendored
Normal file
@@ -0,0 +1,89 @@
|
||||
/* boost random/detail/signed_unsigned_tools.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2006
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
#define BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
|
||||
/*
|
||||
* Compute x - y, we know that x >= y, return an unsigned value.
|
||||
*/
|
||||
|
||||
template<class T, bool sgn = std::numeric_limits<T>::is_signed>
|
||||
struct subtract { };
|
||||
|
||||
template<class T>
|
||||
struct subtract<T, /* signed */ false>
|
||||
{
|
||||
typedef T result_type;
|
||||
result_type operator()(T x, T y) { return x - y; }
|
||||
};
|
||||
|
||||
template<class T>
|
||||
struct subtract<T, /* signed */ true>
|
||||
{
|
||||
typedef typename make_unsigned<T>::type result_type;
|
||||
result_type operator()(T x, T y)
|
||||
{
|
||||
if (y >= 0) // because x >= y, it follows that x >= 0, too
|
||||
return result_type(x) - result_type(y);
|
||||
if (x >= 0) // y < 0
|
||||
// avoid the nasty two's complement case for y == min()
|
||||
return result_type(x) + result_type(-(y+1)) + 1;
|
||||
// both x and y are negative: no signed overflow
|
||||
return result_type(x - y);
|
||||
}
|
||||
};
|
||||
|
||||
/*
|
||||
* Compute x + y, x is unsigned, result fits in type of "y".
|
||||
*/
|
||||
|
||||
template<class T1, class T2, bool sgn = std::numeric_limits<T2>::is_signed>
|
||||
struct add { };
|
||||
|
||||
template<class T1, class T2>
|
||||
struct add<T1, T2, /* signed */ false>
|
||||
{
|
||||
typedef T2 result_type;
|
||||
result_type operator()(T1 x, T2 y) { return T2(x) + y; }
|
||||
};
|
||||
|
||||
template<class T1, class T2>
|
||||
struct add<T1, T2, /* signed */ true>
|
||||
{
|
||||
typedef T2 result_type;
|
||||
result_type operator()(T1 x, T2 y)
|
||||
{
|
||||
if (y >= 0)
|
||||
return T2(x) + y;
|
||||
// y < 0
|
||||
if (x >= T1(-(y+1))) // result >= 0 after subtraction
|
||||
// avoid the nasty two's complement edge case for y == min()
|
||||
return T2(x - T1(-(y+1)) - 1);
|
||||
// abs(x) < abs(y), thus T2 able to represent x
|
||||
return T2(x) + y;
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_SIGNED_UNSIGNED_TOOLS
|
||||
|
||||
76
test/external/boost/random/detail/uniform_int_float.hpp
vendored
Normal file
76
test/external/boost/random/detail/uniform_int_float.hpp
vendored
Normal file
@@ -0,0 +1,76 @@
|
||||
/* boost random/detail/uniform_int_float.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_int_float.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
#define BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/integer.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/generator_bits.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class URNG>
|
||||
class uniform_int_float
|
||||
{
|
||||
public:
|
||||
typedef URNG base_type;
|
||||
typedef typename base_type::result_type base_result;
|
||||
|
||||
typedef typename boost::uint_t<
|
||||
(std::numeric_limits<boost::uintmax_t>::digits <
|
||||
std::numeric_limits<base_result>::digits)?
|
||||
std::numeric_limits<boost::uintmax_t>::digits :
|
||||
std::numeric_limits<base_result>::digits
|
||||
>::fast result_type;
|
||||
|
||||
uniform_int_float(base_type& rng)
|
||||
: _rng(rng) {}
|
||||
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return 0; }
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{
|
||||
std::size_t digits = std::numeric_limits<result_type>::digits;
|
||||
if(detail::generator_bits<URNG>::value() < digits) {
|
||||
digits = detail::generator_bits<URNG>::value();
|
||||
}
|
||||
return (result_type(2) << (digits - 1)) - 1;
|
||||
}
|
||||
base_type& base() { return _rng; }
|
||||
const base_type& base() const { return _rng; }
|
||||
|
||||
result_type operator()()
|
||||
{
|
||||
base_result range = static_cast<base_result>((max)())+1;
|
||||
return static_cast<result_type>(_rng() * range);
|
||||
}
|
||||
|
||||
private:
|
||||
base_type& _rng;
|
||||
};
|
||||
|
||||
} // namespace detail
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_UNIFORM_INT_FLOAT_HPP
|
||||
75
test/external/boost/random/detail/vector_io.hpp
vendored
Normal file
75
test/external/boost/random/detail/vector_io.hpp
vendored
Normal file
@@ -0,0 +1,75 @@
|
||||
/* boost random/vector_io.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: vector_io.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
|
||||
#define BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
|
||||
|
||||
#include <vector>
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class CharT, class Traits, class T>
|
||||
void print_vector(std::basic_ostream<CharT, Traits>& os,
|
||||
const std::vector<T>& vec)
|
||||
{
|
||||
typename std::vector<T>::const_iterator
|
||||
iter = vec.begin(),
|
||||
end = vec.end();
|
||||
os << os.widen('[');
|
||||
if(iter != end) {
|
||||
os << *iter;
|
||||
++iter;
|
||||
for(; iter != end; ++iter)
|
||||
{
|
||||
os << os.widen(' ') << *iter;
|
||||
}
|
||||
}
|
||||
os << os.widen(']');
|
||||
}
|
||||
|
||||
template<class CharT, class Traits, class T>
|
||||
void read_vector(std::basic_istream<CharT, Traits>& is, std::vector<T>& vec)
|
||||
{
|
||||
CharT ch;
|
||||
if(!(is >> ch)) {
|
||||
return;
|
||||
}
|
||||
if(ch != is.widen('[')) {
|
||||
is.putback(ch);
|
||||
is.setstate(std::ios_base::failbit);
|
||||
return;
|
||||
}
|
||||
T val;
|
||||
while(is >> std::ws >> val) {
|
||||
vec.push_back(val);
|
||||
}
|
||||
if(is.fail()) {
|
||||
is.clear();
|
||||
if(!(is >> ch)) {
|
||||
return;
|
||||
}
|
||||
if(ch != is.widen(']')) {
|
||||
is.putback(ch);
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#endif // BOOST_RANDOM_DETAIL_VECTOR_IO_HPP
|
||||
240
test/external/boost/random/discard_block.hpp
vendored
Normal file
240
test/external/boost/random/discard_block.hpp
vendored
Normal file
@@ -0,0 +1,240 @@
|
||||
/* boost random/discard_block.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: discard_block.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-03-02 created
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
#define BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class template \discard_block_engine is a model of
|
||||
* \pseudo_random_number_generator. It modifies
|
||||
* another generator by discarding parts of its output.
|
||||
* Out of every block of @c p results, the first @c r
|
||||
* will be returned and the rest discarded.
|
||||
*
|
||||
* Requires: 0 < p <= r
|
||||
*/
|
||||
template<class UniformRandomNumberGenerator, std::size_t p, std::size_t r>
|
||||
class discard_block_engine
|
||||
{
|
||||
typedef typename detail::seed_type<
|
||||
typename UniformRandomNumberGenerator::result_type>::type seed_type;
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef typename base_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(std::size_t, block_size = p);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, used_block = r);
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, total_block = p);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, returned_block = r);
|
||||
|
||||
BOOST_STATIC_ASSERT(total_block >= returned_block);
|
||||
|
||||
/** Uses the default seed for the base generator. */
|
||||
discard_block_engine() : _rng(), _n(0) { }
|
||||
/** Constructs a new \discard_block_engine with a copy of rng. */
|
||||
explicit discard_block_engine(const base_type & rng) : _rng(rng), _n(0) { }
|
||||
|
||||
#ifndef BOOST_NO_RVALUE_REFERENCES
|
||||
/** Constructs a new \discard_block_engine with rng. */
|
||||
explicit discard_block_engine(base_type && rng) : _rng(rng), _n(0) { }
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Creates a new \discard_block_engine and seeds the underlying
|
||||
* generator with @c value
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(discard_block_engine,
|
||||
seed_type, value)
|
||||
{ _rng.seed(value); _n = 0; }
|
||||
|
||||
/**
|
||||
* Creates a new \discard_block_engine and seeds the underlying
|
||||
* generator with @c seq
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(discard_block_engine, SeedSeq, seq)
|
||||
{ _rng.seed(seq); _n = 0; }
|
||||
|
||||
/**
|
||||
* Creates a new \discard_block_engine and seeds the underlying
|
||||
* generator with first and last.
|
||||
*/
|
||||
template<class It> discard_block_engine(It& first, It last)
|
||||
: _rng(first, last), _n(0) { }
|
||||
|
||||
/** default seeds the underlying generator. */
|
||||
void seed() { _rng.seed(); _n = 0; }
|
||||
/** Seeds the underlying generator with s. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(discard_block_engine, seed_type, s)
|
||||
{ _rng.seed(s); _n = 0; }
|
||||
/** Seeds the underlying generator with seq. */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(discard_block_engine, SeedSeq, seq)
|
||||
{ _rng.seed(seq); _n = 0; }
|
||||
/** Seeds the underlying generator with first and last. */
|
||||
template<class It> void seed(It& first, It last)
|
||||
{ _rng.seed(first, last); _n = 0; }
|
||||
|
||||
/** Returns the underlying engine. */
|
||||
const base_type& base() const { return _rng; }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
if(_n >= returned_block) {
|
||||
// discard values of random number generator
|
||||
// Don't use discard, since we still need to
|
||||
// be somewhat compatible with TR1.
|
||||
// _rng.discard(total_block - _n);
|
||||
for(std::size_t i = 0; i < total_block - _n; ++i) {
|
||||
_rng();
|
||||
}
|
||||
_n = 0;
|
||||
}
|
||||
++_n;
|
||||
return _rng();
|
||||
}
|
||||
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
template<class It>
|
||||
void generate(It first, It last)
|
||||
{ detail::generate(*this, first, last); }
|
||||
|
||||
/**
|
||||
* Returns the smallest value that the generator can produce.
|
||||
* This is the same as the minimum of the underlying generator.
|
||||
*/
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (base_type::min)(); }
|
||||
/**
|
||||
* Returns the largest value that the generator can produce.
|
||||
* This is the same as the maximum of the underlying generator.
|
||||
*/
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (base_type::max)(); }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes a \discard_block_engine to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const discard_block_engine& s)
|
||||
{
|
||||
os << s._rng << ' ' << s._n;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a \discard_block_engine from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, discard_block_engine& s)
|
||||
{
|
||||
is >> s._rng >> std::ws >> s._n;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two generators will produce identical sequences. */
|
||||
friend bool operator==(const discard_block_engine& x,
|
||||
const discard_block_engine& y)
|
||||
{ return x._rng == y._rng && x._n == y._n; }
|
||||
/** Returns true if the two generators will produce different sequences. */
|
||||
friend bool operator!=(const discard_block_engine& x,
|
||||
const discard_block_engine& y)
|
||||
{ return !(x == y); }
|
||||
|
||||
private:
|
||||
base_type _rng;
|
||||
std::size_t _n;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
const bool discard_block_engine<URNG, p, r>::has_fixed_range;
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
const std::size_t discard_block_engine<URNG, p, r>::total_block;
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
const std::size_t discard_block_engine<URNG, p, r>::returned_block;
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
const std::size_t discard_block_engine<URNG, p, r>::block_size;
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
const std::size_t discard_block_engine<URNG, p, r>::used_block;
|
||||
#endif
|
||||
|
||||
/// \cond \show_deprecated
|
||||
|
||||
template<class URNG, int p, int r>
|
||||
class discard_block : public discard_block_engine<URNG, p, r>
|
||||
{
|
||||
typedef discard_block_engine<URNG, p, r> base_t;
|
||||
public:
|
||||
typedef typename base_t::result_type result_type;
|
||||
discard_block() {}
|
||||
template<class T>
|
||||
discard_block(T& arg) : base_t(arg) {}
|
||||
template<class T>
|
||||
discard_block(const T& arg) : base_t(arg) {}
|
||||
template<class It>
|
||||
discard_block(It& first, It last) : base_t(first, last) {}
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (this->base().min)(); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (this->base().max)(); }
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class Engine>
|
||||
struct generator_bits;
|
||||
|
||||
template<class URNG, std::size_t p, std::size_t r>
|
||||
struct generator_bits<discard_block_engine<URNG, p, r> > {
|
||||
static std::size_t value() { return generator_bits<URNG>::value(); }
|
||||
};
|
||||
|
||||
template<class URNG, int p, int r>
|
||||
struct generator_bits<discard_block<URNG, p, r> > {
|
||||
static std::size_t value() { return generator_bits<URNG>::value(); }
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
} // namespace random
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_DISCARD_BLOCK_HPP
|
||||
453
test/external/boost/random/discrete_distribution.hpp
vendored
Normal file
453
test/external/boost/random/discrete_distribution.hpp
vendored
Normal file
@@ -0,0 +1,453 @@
|
||||
/* boost random/discrete_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2009-2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: discrete_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <vector>
|
||||
#include <limits>
|
||||
#include <numeric>
|
||||
#include <utility>
|
||||
#include <iterator>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/random/uniform_int.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/vector_io.hpp>
|
||||
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
#include <initializer_list>
|
||||
#endif
|
||||
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class @c discrete_distribution models a \random_distribution.
|
||||
* It produces integers in the range [0, n) with the probability
|
||||
* of producing each value is specified by the parameters of the
|
||||
* distribution.
|
||||
*/
|
||||
template<class IntType = int, class WeightType = double>
|
||||
class discrete_distribution {
|
||||
public:
|
||||
typedef WeightType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
|
||||
typedef discrete_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type object, representing a distribution
|
||||
* with \f$p(0) = 1\f$ and \f$p(k|k>0) = 0\f$.
|
||||
*/
|
||||
param_type() : _probabilities(1, static_cast<WeightType>(1)) {}
|
||||
/**
|
||||
* If @c first == @c last, equivalent to the default constructor.
|
||||
* Otherwise, the values of the range represent weights for the
|
||||
* possible values of the distribution.
|
||||
*/
|
||||
template<class Iter>
|
||||
param_type(Iter first, Iter last) : _probabilities(first, last)
|
||||
{
|
||||
normalize();
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* If wl.size() == 0, equivalent to the default constructor.
|
||||
* Otherwise, the values of the @c initializer_list represent
|
||||
* weights for the possible values of the distribution.
|
||||
*/
|
||||
param_type(const std::initializer_list<WeightType>& wl)
|
||||
: _probabilities(wl)
|
||||
{
|
||||
normalize();
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* If the range is empty, equivalent to the default constructor.
|
||||
* Otherwise, the elements of the range represent
|
||||
* weights for the possible values of the distribution.
|
||||
*/
|
||||
template<class Range>
|
||||
explicit param_type(const Range& range)
|
||||
: _probabilities(boost::begin(range), boost::end(range))
|
||||
{
|
||||
normalize();
|
||||
}
|
||||
|
||||
/**
|
||||
* If nw is zero, equivalent to the default constructor.
|
||||
* Otherwise, the range of the distribution is [0, nw),
|
||||
* and the weights are found by calling fw with values
|
||||
* evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and
|
||||
* \f$\mbox{xmax} - \delta/2\f$, where
|
||||
* \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$.
|
||||
*/
|
||||
template<class Func>
|
||||
param_type(std::size_t nw, double xmin, double xmax, Func fw)
|
||||
{
|
||||
std::size_t n = (nw == 0) ? 1 : nw;
|
||||
double delta = (xmax - xmin) / n;
|
||||
BOOST_ASSERT(delta > 0);
|
||||
for(std::size_t k = 0; k < n; ++k) {
|
||||
_probabilities.push_back(fw(xmin + k*delta + delta/2));
|
||||
}
|
||||
normalize();
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probabilities of each possible
|
||||
* value of the distribution.
|
||||
*/
|
||||
std::vector<WeightType> probabilities() const
|
||||
{
|
||||
return _probabilities;
|
||||
}
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
detail::print_vector(os, parm._probabilities);
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
std::vector<WeightType> temp;
|
||||
detail::read_vector(is, temp);
|
||||
if(is) {
|
||||
parm._probabilities.swap(temp);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{
|
||||
return lhs._probabilities == rhs._probabilities;
|
||||
}
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
private:
|
||||
/// @cond show_private
|
||||
friend class discrete_distribution;
|
||||
explicit param_type(const discrete_distribution& dist)
|
||||
: _probabilities(dist.probabilities())
|
||||
{}
|
||||
void normalize()
|
||||
{
|
||||
WeightType sum =
|
||||
std::accumulate(_probabilities.begin(), _probabilities.end(),
|
||||
static_cast<WeightType>(0));
|
||||
for(typename std::vector<WeightType>::iterator
|
||||
iter = _probabilities.begin(),
|
||||
end = _probabilities.end();
|
||||
iter != end; ++iter)
|
||||
{
|
||||
*iter /= sum;
|
||||
}
|
||||
}
|
||||
std::vector<WeightType> _probabilities;
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
/**
|
||||
* Creates a new @c discrete_distribution object that has
|
||||
* \f$p(0) = 1\f$ and \f$p(i|i>0) = 0\f$.
|
||||
*/
|
||||
discrete_distribution()
|
||||
{
|
||||
_alias_table.push_back(std::make_pair(static_cast<WeightType>(1),
|
||||
static_cast<IntType>(0)));
|
||||
}
|
||||
/**
|
||||
* Constructs a discrete_distribution from an iterator range.
|
||||
* If @c first == @c last, equivalent to the default constructor.
|
||||
* Otherwise, the values of the range represent weights for the
|
||||
* possible values of the distribution.
|
||||
*/
|
||||
template<class Iter>
|
||||
discrete_distribution(Iter first, Iter last)
|
||||
{
|
||||
init(first, last);
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* Constructs a @c discrete_distribution from a @c std::initializer_list.
|
||||
* If the @c initializer_list is empty, equivalent to the default
|
||||
* constructor. Otherwise, the values of the @c initializer_list
|
||||
* represent weights for the possible values of the distribution.
|
||||
* For example, given the distribution
|
||||
*
|
||||
* @code
|
||||
* discrete_distribution<> dist{1, 4, 5};
|
||||
* @endcode
|
||||
*
|
||||
* The probability of a 0 is 1/10, the probability of a 1 is 2/5,
|
||||
* the probability of a 2 is 1/2, and no other values are possible.
|
||||
*/
|
||||
discrete_distribution(std::initializer_list<WeightType> wl)
|
||||
{
|
||||
init(wl.begin(), wl.end());
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* Constructs a discrete_distribution from a Boost.Range range.
|
||||
* If the range is empty, equivalent to the default constructor.
|
||||
* Otherwise, the values of the range represent weights for the
|
||||
* possible values of the distribution.
|
||||
*/
|
||||
template<class Range>
|
||||
explicit discrete_distribution(const Range& range)
|
||||
{
|
||||
init(boost::begin(range), boost::end(range));
|
||||
}
|
||||
/**
|
||||
* Constructs a discrete_distribution that approximates a function.
|
||||
* If nw is zero, equivalent to the default constructor.
|
||||
* Otherwise, the range of the distribution is [0, nw),
|
||||
* and the weights are found by calling fw with values
|
||||
* evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and
|
||||
* \f$\mbox{xmax} - \delta/2\f$, where
|
||||
* \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$.
|
||||
*/
|
||||
template<class Func>
|
||||
discrete_distribution(std::size_t nw, double xmin, double xmax, Func fw)
|
||||
{
|
||||
std::size_t n = (nw == 0) ? 1 : nw;
|
||||
double delta = (xmax - xmin) / n;
|
||||
BOOST_ASSERT(delta > 0);
|
||||
std::vector<WeightType> weights;
|
||||
for(std::size_t k = 0; k < n; ++k) {
|
||||
weights.push_back(fw(xmin + k*delta + delta/2));
|
||||
}
|
||||
init(weights.begin(), weights.end());
|
||||
}
|
||||
/**
|
||||
* Constructs a discrete_distribution from its parameters.
|
||||
*/
|
||||
explicit discrete_distribution(const param_type& parm)
|
||||
{
|
||||
param(parm);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters of the
|
||||
* discrete_distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng) const
|
||||
{
|
||||
BOOST_ASSERT(!_alias_table.empty());
|
||||
WeightType test = uniform_01<WeightType>()(urng);
|
||||
IntType result = uniform_int<IntType>((min)(), (max)())(urng);
|
||||
if(test < _alias_table[result].first) {
|
||||
return result;
|
||||
} else {
|
||||
return(_alias_table[result].second);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters
|
||||
* specified by param.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
while(true) {
|
||||
WeightType val = uniform_01<WeightType>()(urng);
|
||||
WeightType sum = 0;
|
||||
std::size_t result = 0;
|
||||
for(typename std::vector<WeightType>::const_iterator
|
||||
iter = parm._probabilities.begin(),
|
||||
end = parm._probabilities.end();
|
||||
iter != end; ++iter, ++result)
|
||||
{
|
||||
sum += *iter;
|
||||
if(sum > val) {
|
||||
return result;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return static_cast<result_type>(_alias_table.size() - 1); }
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probabilities of each
|
||||
* value of the distribution. For example, given
|
||||
*
|
||||
* @code
|
||||
* discrete_distribution<> dist = { 1, 4, 5 };
|
||||
* std::vector<double> p = dist.param();
|
||||
* @endcode
|
||||
*
|
||||
* the vector, p will contain {0.1, 0.4, 0.5}.
|
||||
*/
|
||||
std::vector<WeightType> probabilities() const
|
||||
{
|
||||
std::vector<WeightType> result(_alias_table.size());
|
||||
const WeightType mean =
|
||||
static_cast<WeightType>(1) / _alias_table.size();
|
||||
std::size_t i = 0;
|
||||
for(typename alias_table_t::const_iterator
|
||||
iter = _alias_table.begin(),
|
||||
end = _alias_table.end();
|
||||
iter != end; ++iter, ++i)
|
||||
{
|
||||
WeightType val = iter->first * mean;
|
||||
result[i] += val;
|
||||
result[iter->second] += mean - val;
|
||||
}
|
||||
return(result);
|
||||
}
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const
|
||||
{
|
||||
return param_type(*this);
|
||||
}
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
init(parm._probabilities.begin(), parm._probabilities.end());
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() {}
|
||||
|
||||
/** Writes a distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, discrete_distribution, dd)
|
||||
{
|
||||
os << dd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a distribution from a @c std::istream */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, discrete_distribution, dd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
dd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will return the
|
||||
* same sequence of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(discrete_distribution, lhs, rhs)
|
||||
{
|
||||
return lhs._alias_table == rhs._alias_table;
|
||||
}
|
||||
/**
|
||||
* Returns true if the two distributions may return different
|
||||
* sequences of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(discrete_distribution)
|
||||
|
||||
private:
|
||||
|
||||
/// @cond show_private
|
||||
|
||||
template<class Iter>
|
||||
void init(Iter first, Iter last, std::input_iterator_tag)
|
||||
{
|
||||
std::vector<WeightType> temp(first, last);
|
||||
init(temp.begin(), temp.end());
|
||||
}
|
||||
template<class Iter>
|
||||
void init(Iter first, Iter last, std::forward_iterator_tag)
|
||||
{
|
||||
std::vector<std::pair<WeightType, IntType> > below_average;
|
||||
std::vector<std::pair<WeightType, IntType> > above_average;
|
||||
std::size_t size = std::distance(first, last);
|
||||
WeightType weight_sum =
|
||||
std::accumulate(first, last, static_cast<WeightType>(0));
|
||||
WeightType weight_average = weight_sum / size;
|
||||
std::size_t i = 0;
|
||||
for(; first != last; ++first, ++i) {
|
||||
WeightType val = *first / weight_average;
|
||||
std::pair<WeightType, IntType> elem(val, static_cast<IntType>(i));
|
||||
if(val < static_cast<WeightType>(1)) {
|
||||
below_average.push_back(elem);
|
||||
} else {
|
||||
above_average.push_back(elem);
|
||||
}
|
||||
}
|
||||
|
||||
_alias_table.resize(size);
|
||||
typename alias_table_t::iterator
|
||||
b_iter = below_average.begin(),
|
||||
b_end = below_average.end(),
|
||||
a_iter = above_average.begin(),
|
||||
a_end = above_average.end()
|
||||
;
|
||||
while(b_iter != b_end && a_iter != a_end) {
|
||||
_alias_table[b_iter->second] =
|
||||
std::make_pair(b_iter->first, a_iter->second);
|
||||
a_iter->first -= (static_cast<WeightType>(1) - b_iter->first);
|
||||
if(a_iter->first < static_cast<WeightType>(1)) {
|
||||
*b_iter = *a_iter++;
|
||||
} else {
|
||||
++b_iter;
|
||||
}
|
||||
}
|
||||
for(; b_iter != b_end; ++b_iter) {
|
||||
_alias_table[b_iter->second].first = static_cast<WeightType>(1);
|
||||
}
|
||||
for(; a_iter != a_end; ++a_iter) {
|
||||
_alias_table[a_iter->second].first = static_cast<WeightType>(1);
|
||||
}
|
||||
}
|
||||
template<class Iter>
|
||||
void init(Iter first, Iter last)
|
||||
{
|
||||
if(first == last) {
|
||||
_alias_table.clear();
|
||||
_alias_table.push_back(std::make_pair(static_cast<WeightType>(1),
|
||||
static_cast<IntType>(0)));
|
||||
} else {
|
||||
typename std::iterator_traits<Iter>::iterator_category category;
|
||||
init(first, last, category);
|
||||
}
|
||||
}
|
||||
typedef std::vector<std::pair<WeightType, IntType> > alias_table_t;
|
||||
alias_table_t _alias_table;
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif
|
||||
182
test/external/boost/random/exponential_distribution.hpp
vendored
Normal file
182
test/external/boost/random/exponential_distribution.hpp
vendored
Normal file
@@ -0,0 +1,182 @@
|
||||
/* boost random/exponential_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: exponential_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The exponential distribution is a model of \random_distribution with
|
||||
* a single parameter lambda.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class exponential_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef exponential_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs parameters with a given lambda.
|
||||
*
|
||||
* Requires: lambda > 0
|
||||
*/
|
||||
param_type(RealType lambda_arg = RealType(1.0))
|
||||
: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
|
||||
|
||||
/** Returns the lambda parameter of the distribution. */
|
||||
RealType lambda() const { return _lambda; }
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._lambda;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
is >> parm._lambda;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._lambda == rhs._lambda; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _lambda;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs an exponential_distribution with a given lambda.
|
||||
*
|
||||
* Requires: lambda > 0
|
||||
*/
|
||||
explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
|
||||
: _lambda(lambda_arg) { BOOST_ASSERT(_lambda > RealType(0)); }
|
||||
|
||||
/**
|
||||
* Constructs an exponential_distribution from its parameters
|
||||
*/
|
||||
explicit exponential_distribution(const param_type& parm)
|
||||
: _lambda(parm.lambda()) {}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the lambda parameter of the distribution. */
|
||||
RealType lambda() const { return _lambda; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return RealType(0); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return (std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_lambda); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm) { _lambda = parm.lambda(); }
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* exponential distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) const
|
||||
{
|
||||
using std::log;
|
||||
return -result_type(1) /
|
||||
_lambda * log(result_type(1)-uniform_01<RealType>()(eng));
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the exponential
|
||||
* distribution with parameters specified by param.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{
|
||||
return exponential_distribution(parm)(eng);
|
||||
}
|
||||
|
||||
/** Writes the distribution to a std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
|
||||
{
|
||||
os << ed._lambda;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
|
||||
{
|
||||
is >> ed._lambda;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true iff the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
|
||||
{ return lhs._lambda == rhs._lambda; }
|
||||
|
||||
/**
|
||||
* Returns true iff the two distributions will produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
|
||||
|
||||
private:
|
||||
result_type _lambda;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::exponential_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP
|
||||
177
test/external/boost/random/extreme_value_distribution.hpp
vendored
Normal file
177
test/external/boost/random/extreme_value_distribution.hpp
vendored
Normal file
@@ -0,0 +1,177 @@
|
||||
/* boost random/extreme_value_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: extreme_value_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The extreme value distribution is a real valued distribution with two
|
||||
* parameters a and b.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) = \frac{1}{b}e^{\frac{a-x}{b} - e^\frac{a-x}{b}}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class extreme_value_distribution {
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef extreme_value_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type from the "a" and "b" parameters
|
||||
* of the distribution.
|
||||
*
|
||||
* Requires: b > 0
|
||||
*/
|
||||
explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
||||
: _a(a_arg), _b(b_arg)
|
||||
{}
|
||||
|
||||
/** Returns the "a" parameter of the distribtuion. */
|
||||
RealType a() const { return _a; }
|
||||
/** Returns the "b" parameter of the distribution. */
|
||||
RealType b() const { return _b; }
|
||||
|
||||
/** Writes a @c param_type to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{ os << parm._a << ' ' << parm._b; return os; }
|
||||
|
||||
/** Reads a @c param_type from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{ is >> parm._a >> std::ws >> parm._b; return is; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _a;
|
||||
RealType _b;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs an @c extreme_value_distribution from its "a" and "b" parameters.
|
||||
*
|
||||
* Requires: b > 0
|
||||
*/
|
||||
explicit extreme_value_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
||||
: _a(a_arg), _b(b_arg)
|
||||
{}
|
||||
/** Constructs an @c extreme_value_distribution from its parameters. */
|
||||
explicit extreme_value_distribution(const param_type& parm)
|
||||
: _a(parm.a()), _b(parm.b())
|
||||
{}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* @c extreme_value_distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng) const
|
||||
{
|
||||
using std::log;
|
||||
return _a - log(-log(uniform_01<RealType>()(urng))) * _b;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed accordint to the extreme
|
||||
* value distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return extreme_value_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the "a" parameter of the distribution. */
|
||||
RealType a() const { return _a; }
|
||||
/** Returns the "b" parameter of the distribution. */
|
||||
RealType b() const { return _b; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return -std::numeric_limits<RealType>::infinity(); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return std::numeric_limits<RealType>::infinity(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_a, _b); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_a = parm.a();
|
||||
_b = parm.b();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Writes an @c extreme_value_distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, extreme_value_distribution, wd)
|
||||
{
|
||||
os << wd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads an @c extreme_value_distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, extreme_value_distribution, wd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
wd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c extreme_value_distribution will
|
||||
* return identical sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(extreme_value_distribution, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c extreme_value_distribution will
|
||||
* return different sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(extreme_value_distribution)
|
||||
|
||||
private:
|
||||
RealType _a;
|
||||
RealType _b;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|
||||
183
test/external/boost/random/fisher_f_distribution.hpp
vendored
Normal file
183
test/external/boost/random/fisher_f_distribution.hpp
vendored
Normal file
@@ -0,0 +1,183 @@
|
||||
/* boost random/fisher_f_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: fisher_f_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_FISHER_F_DISTRIBUTION_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/chi_squared_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The Fisher F distribution is a real valued distribution with two
|
||||
* parameters m and n.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) =
|
||||
* \frac{\Gamma((m+n)/2)}{\Gamma(m/2)\Gamma(n/2)}
|
||||
* \left(\frac{m}{n}\right)^{m/2}
|
||||
* x^{(m/2)-1} \left(1+\frac{mx}{n}\right)^{-(m+n)/2}
|
||||
* \f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class fisher_f_distribution {
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef fisher_f_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type from the "m" and "n" parameters
|
||||
* of the distribution.
|
||||
*
|
||||
* Requires: m > 0 and n > 0
|
||||
*/
|
||||
explicit param_type(RealType m_arg = RealType(1.0),
|
||||
RealType n_arg = RealType(1.0))
|
||||
: _m(m_arg), _n(n_arg)
|
||||
{}
|
||||
|
||||
/** Returns the "m" parameter of the distribtuion. */
|
||||
RealType m() const { return _m; }
|
||||
/** Returns the "n" parameter of the distribution. */
|
||||
RealType n() const { return _n; }
|
||||
|
||||
/** Writes a @c param_type to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{ os << parm._m << ' ' << parm._n; return os; }
|
||||
|
||||
/** Reads a @c param_type from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{ is >> parm._m >> std::ws >> parm._n; return is; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._m == rhs._m && lhs._n == rhs._n; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _m;
|
||||
RealType _n;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c fisher_f_distribution from its "m" and "n" parameters.
|
||||
*
|
||||
* Requires: m > 0 and n > 0
|
||||
*/
|
||||
explicit fisher_f_distribution(RealType m_arg = RealType(1.0),
|
||||
RealType n_arg = RealType(1.0))
|
||||
: _impl_m(m_arg), _impl_n(n_arg)
|
||||
{}
|
||||
/** Constructs an @c fisher_f_distribution from its parameters. */
|
||||
explicit fisher_f_distribution(const param_type& parm)
|
||||
: _impl_m(parm.m()), _impl_n(parm.n())
|
||||
{}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* F distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng)
|
||||
{
|
||||
return (_impl_m(urng) * n()) / (_impl_n(urng) * m());
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* F distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return fisher_f_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the "m" parameter of the distribution. */
|
||||
RealType m() const { return _impl_m.n(); }
|
||||
/** Returns the "n" parameter of the distribution. */
|
||||
RealType n() const { return _impl_n.n(); }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return std::numeric_limits<RealType>::infinity(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(m(), n()); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
typedef chi_squared_distribution<RealType> impl_type;
|
||||
typename impl_type::param_type m_param(parm.m());
|
||||
_impl_m.param(m_param);
|
||||
typename impl_type::param_type n_param(parm.n());
|
||||
_impl_n.param(n_param);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Writes an @c fisher_f_distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, fisher_f_distribution, fd)
|
||||
{
|
||||
os << fd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads an @c fisher_f_distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, fisher_f_distribution, fd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
fd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c fisher_f_distribution will
|
||||
* return identical sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(fisher_f_distribution, lhs, rhs)
|
||||
{ return lhs._impl_m == rhs._impl_m && lhs._impl_n == rhs._impl_n; }
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c fisher_f_distribution will
|
||||
* return different sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(fisher_f_distribution)
|
||||
|
||||
private:
|
||||
chi_squared_distribution<RealType> _impl_m;
|
||||
chi_squared_distribution<RealType> _impl_n;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_EXTREME_VALUE_DISTRIBUTION_HPP
|
||||
292
test/external/boost/random/gamma_distribution.hpp
vendored
Normal file
292
test/external/boost/random/gamma_distribution.hpp
vendored
Normal file
@@ -0,0 +1,292 @@
|
||||
/* boost random/gamma_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: gamma_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/exponential_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// The algorithm is taken from Knuth
|
||||
|
||||
/**
|
||||
* The gamma distribution is a continuous distribution with two
|
||||
* parameters alpha and beta. It produces values > 0.
|
||||
*
|
||||
* It has
|
||||
* \f$\displaystyle p(x) = x^{\alpha-1}\frac{e^{-x/\beta}}{\beta^\alpha\Gamma(\alpha)}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class gamma_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
typedef gamma_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type object from the "alpha" and "beta"
|
||||
* parameters.
|
||||
*
|
||||
* Requires: alpha > 0 && beta > 0
|
||||
*/
|
||||
param_type(const RealType& alpha_arg = RealType(1.0),
|
||||
const RealType& beta_arg = RealType(1.0))
|
||||
: _alpha(alpha_arg), _beta(beta_arg)
|
||||
{
|
||||
}
|
||||
|
||||
/** Returns the "alpha" parameter of the distribution. */
|
||||
RealType alpha() const { return _alpha; }
|
||||
/** Returns the "beta" parameter of the distribution. */
|
||||
RealType beta() const { return _beta; }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT, Traits>&
|
||||
operator<<(std::basic_ostream<CharT, Traits>& os,
|
||||
const param_type& parm)
|
||||
{
|
||||
os << parm._alpha << ' ' << parm._beta;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT, Traits>&
|
||||
operator>>(std::basic_istream<CharT, Traits>& is, param_type& parm)
|
||||
{
|
||||
is >> parm._alpha >> std::ws >> parm._beta;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return lhs._alpha == rhs._alpha && lhs._beta == rhs._beta;
|
||||
}
|
||||
/** Returns true if the two sets fo parameters are different. */
|
||||
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
private:
|
||||
RealType _alpha;
|
||||
RealType _beta;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Creates a new gamma_distribution with parameters "alpha" and "beta".
|
||||
*
|
||||
* Requires: alpha > 0 && beta > 0
|
||||
*/
|
||||
explicit gamma_distribution(const result_type& alpha_arg = result_type(1.0),
|
||||
const result_type& beta_arg = result_type(1.0))
|
||||
: _exp(result_type(1)), _alpha(alpha_arg), _beta(beta_arg)
|
||||
{
|
||||
BOOST_ASSERT(_alpha > result_type(0));
|
||||
BOOST_ASSERT(_beta > result_type(0));
|
||||
init();
|
||||
}
|
||||
|
||||
/** Constructs a @c gamma_distribution from its parameters. */
|
||||
explicit gamma_distribution(const param_type& parm)
|
||||
: _exp(result_type(1)), _alpha(parm.alpha()), _beta(parm.beta())
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the "alpha" paramter of the distribution. */
|
||||
RealType alpha() const { return _alpha; }
|
||||
/** Returns the "beta" parameter of the distribution. */
|
||||
RealType beta() const { return _beta; }
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/* Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return (std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_alpha, _beta); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_alpha = parm.alpha();
|
||||
_beta = parm.beta();
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _exp.reset(); }
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to
|
||||
* the gamma distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::tan; using std::sqrt; using std::exp; using std::log;
|
||||
using std::pow;
|
||||
#endif
|
||||
if(_alpha == result_type(1)) {
|
||||
return _exp(eng) * _beta;
|
||||
} else if(_alpha > result_type(1)) {
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
for(;;) {
|
||||
result_type y = tan(pi * uniform_01<RealType>()(eng));
|
||||
result_type x = sqrt(result_type(2)*_alpha-result_type(1))*y
|
||||
+ _alpha-result_type(1);
|
||||
if(x <= result_type(0))
|
||||
continue;
|
||||
if(uniform_01<RealType>()(eng) >
|
||||
(result_type(1)+y*y) * exp((_alpha-result_type(1))
|
||||
*log(x/(_alpha-result_type(1)))
|
||||
- sqrt(result_type(2)*_alpha
|
||||
-result_type(1))*y))
|
||||
continue;
|
||||
return x * _beta;
|
||||
}
|
||||
} else /* alpha < 1.0 */ {
|
||||
for(;;) {
|
||||
result_type u = uniform_01<RealType>()(eng);
|
||||
result_type y = _exp(eng);
|
||||
result_type x, q;
|
||||
if(u < _p) {
|
||||
x = exp(-y/_alpha);
|
||||
q = _p*exp(-x);
|
||||
} else {
|
||||
x = result_type(1)+y;
|
||||
q = _p + (result_type(1)-_p) * pow(x,_alpha-result_type(1));
|
||||
}
|
||||
if(u >= q)
|
||||
continue;
|
||||
return x * _beta;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return gamma_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes a @c gamma_distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const gamma_distribution& gd)
|
||||
{
|
||||
os << gd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c gamma_distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, gamma_distribution& gd)
|
||||
{
|
||||
gd.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of random variates given equal generators.
|
||||
*/
|
||||
friend bool operator==(const gamma_distribution& lhs,
|
||||
const gamma_distribution& rhs)
|
||||
{
|
||||
return lhs._alpha == rhs._alpha
|
||||
&& lhs._beta == rhs._beta
|
||||
&& lhs._exp == rhs._exp;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions can produce different
|
||||
* sequences of random variates, given equal generators.
|
||||
*/
|
||||
friend bool operator!=(const gamma_distribution& lhs,
|
||||
const gamma_distribution& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
|
||||
private:
|
||||
/// \cond hide_private_members
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
param(parm);
|
||||
}
|
||||
}
|
||||
|
||||
void init()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::exp;
|
||||
#endif
|
||||
_p = exp(result_type(1)) / (_alpha + exp(result_type(1)));
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
exponential_distribution<RealType> _exp;
|
||||
result_type _alpha;
|
||||
result_type _beta;
|
||||
// some data precomputed from the parameters
|
||||
result_type _p;
|
||||
};
|
||||
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::gamma_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_GAMMA_DISTRIBUTION_HPP
|
||||
97
test/external/boost/random/generate_canonical.hpp
vendored
Normal file
97
test/external/boost/random/generate_canonical.hpp
vendored
Normal file
@@ -0,0 +1,97 @@
|
||||
/* boost random/generate_canonical.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: generate_canonical.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_GENERATE_CANONICAL_HPP
|
||||
#define BOOST_RANDOM_GENERATE_CANONICAL_HPP
|
||||
|
||||
#include <algorithm>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
#include <boost/math/special_functions.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/random/detail/generator_bits.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class RealType, std::size_t bits, class URNG>
|
||||
RealType generate_canonical_impl(URNG& g, boost::mpl::true_ /*is_integral*/)
|
||||
{
|
||||
using std::pow;
|
||||
typedef typename URNG::result_type base_result;
|
||||
std::size_t digits = std::numeric_limits<RealType>::digits;
|
||||
RealType R = RealType((g.max)()) - RealType((g.min)()) + 1;
|
||||
RealType mult = R;
|
||||
RealType limit =
|
||||
pow(RealType(2),
|
||||
RealType((std::min)(static_cast<std::size_t>(bits), digits)));
|
||||
RealType S = RealType(detail::subtract<base_result>()(g(), (g.min)()));
|
||||
while(mult < limit) {
|
||||
RealType inc = RealType(detail::subtract<base_result>()(g(), (g.min)()));
|
||||
S += inc * mult;
|
||||
mult *= R;
|
||||
}
|
||||
return S / mult;
|
||||
}
|
||||
|
||||
template<class RealType, std::size_t bits, class URNG>
|
||||
RealType generate_canonical_impl(URNG& g, boost::mpl::false_ /*is_integral*/)
|
||||
{
|
||||
using std::pow;
|
||||
using std::floor;
|
||||
BOOST_ASSERT((g.min)() == 0);
|
||||
BOOST_ASSERT((g.max)() == 1);
|
||||
typedef typename URNG::result_type base_result;
|
||||
std::size_t digits = std::numeric_limits<RealType>::digits;
|
||||
std::size_t engine_bits = detail::generator_bits<URNG>::value();
|
||||
std::size_t b = (std::min)(bits, digits);
|
||||
RealType R = pow(RealType(2), RealType(engine_bits));
|
||||
RealType mult = R;
|
||||
RealType limit = pow(RealType(2), RealType(b));
|
||||
RealType S = RealType(g() - (g.min)());
|
||||
while(mult < limit) {
|
||||
RealType inc(floor((RealType(g()) - RealType((g.min)())) * R));
|
||||
S += inc * mult;
|
||||
mult *= R;
|
||||
}
|
||||
return S / mult;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value uniformly distributed in the range [0, 1)
|
||||
* with at least @c bits random bits.
|
||||
*/
|
||||
template<class RealType, std::size_t bits, class URNG>
|
||||
RealType generate_canonical(URNG& g)
|
||||
{
|
||||
RealType result = detail::generate_canonical_impl<RealType, bits>(
|
||||
g, boost::is_integral<typename URNG::result_type>());
|
||||
BOOST_ASSERT(result >= 0);
|
||||
BOOST_ASSERT(result <= 1);
|
||||
if(result == 1) {
|
||||
result -= std::numeric_limits<RealType>::epsilon() / 2;
|
||||
BOOST_ASSERT(result != 1);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_GENERATE_CANONICAL_HPP
|
||||
267
test/external/boost/random/geometric_distribution.hpp
vendored
Normal file
267
test/external/boost/random/geometric_distribution.hpp
vendored
Normal file
@@ -0,0 +1,267 @@
|
||||
/* boost random/geometric_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: geometric_distribution.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::log
|
||||
#include <iosfwd>
|
||||
#include <ios>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* An instantiation of the class template @c geometric_distribution models
|
||||
* a \random_distribution. The distribution produces positive
|
||||
* integers which are the number of bernoulli trials
|
||||
* with probability @c p required to get one that fails.
|
||||
*
|
||||
* For the geometric distribution, \f$p(i) = p(1-p)^{i}\f$.
|
||||
*
|
||||
* @xmlwarning
|
||||
* This distribution has been updated to match the C++ standard.
|
||||
* Its behavior has changed from the original
|
||||
* boost::geometric_distribution. A backwards compatible
|
||||
* wrapper is provided in namespace boost.
|
||||
* @endxmlwarning
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class geometric_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef geometric_distribution distribution_type;
|
||||
|
||||
/** Constructs the parameters with p. */
|
||||
explicit param_type(RealType p_arg = RealType(0.5))
|
||||
: _p(p_arg)
|
||||
{
|
||||
BOOST_ASSERT(RealType(0) < _p && _p < RealType(1));
|
||||
}
|
||||
|
||||
/** Returns the p parameter of the distribution. */
|
||||
RealType p() const { return _p; }
|
||||
|
||||
/** Writes the parameters to a std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._p;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
double p_in;
|
||||
if(is >> p_in) {
|
||||
if(p_in > RealType(0) && p_in < RealType(1)) {
|
||||
parm._p = p_in;
|
||||
} else {
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._p == rhs._p; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
|
||||
private:
|
||||
RealType _p;
|
||||
};
|
||||
|
||||
/**
|
||||
* Contructs a new geometric_distribution with the paramter @c p.
|
||||
*
|
||||
* Requires: 0 < p < 1
|
||||
*/
|
||||
explicit geometric_distribution(const RealType& p = RealType(0.5))
|
||||
: _p(p)
|
||||
{
|
||||
BOOST_ASSERT(RealType(0) < _p && _p < RealType(1));
|
||||
init();
|
||||
}
|
||||
|
||||
/** Constructs a new geometric_distribution from its parameters. */
|
||||
explicit geometric_distribution(const param_type& parm)
|
||||
: _p(parm.p())
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns: the distribution parameter @c p */
|
||||
RealType p() const { return _p; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
IntType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return IntType(0); }
|
||||
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
IntType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return (std::numeric_limits<IntType>::max)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_p); }
|
||||
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_p = parm.p();
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* geometric_distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) const
|
||||
{
|
||||
using std::log;
|
||||
using std::floor;
|
||||
RealType x = RealType(1) - boost::uniform_01<RealType>()(eng);
|
||||
return IntType(floor(log(x) / _log_1mp));
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* geometric distribution with parameters specified by param.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{ return geometric_distribution(parm)(eng); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, geometric_distribution, gd)
|
||||
{
|
||||
os << gd._p;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, geometric_distribution, gd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
gd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(geometric_distribution, lhs, rhs)
|
||||
{ return lhs._p == rhs._p; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(geometric_distribution)
|
||||
|
||||
private:
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
void init()
|
||||
{
|
||||
using std::log;
|
||||
_log_1mp = log(1 - _p);
|
||||
}
|
||||
|
||||
RealType _p;
|
||||
RealType _log_1mp;
|
||||
|
||||
/// \endcond
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
/**
|
||||
* Provided for backwards compatibility. This class is
|
||||
* deprecated. It provides the old behavior of geometric_distribution
|
||||
* with \f$p(i) = (1-p) p^{i-1}\f$.
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class geometric_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
explicit geometric_distribution(RealType p_arg = RealType(0.5))
|
||||
: _impl(1 - p_arg) {}
|
||||
|
||||
RealType p() const { return 1 - _impl.p(); }
|
||||
|
||||
void reset() {}
|
||||
|
||||
template<class Engine>
|
||||
IntType operator()(Engine& eng) const { return _impl(eng) + IntType(1); }
|
||||
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, geometric_distribution, gd)
|
||||
{
|
||||
os << gd.p();
|
||||
return os;
|
||||
}
|
||||
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, geometric_distribution, gd)
|
||||
{
|
||||
RealType val;
|
||||
if(is >> val) {
|
||||
typename impl_type::param_type impl_param(1 - val);
|
||||
gd._impl.param(impl_param);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
private:
|
||||
typedef random::geometric_distribution<IntType, RealType> impl_type;
|
||||
impl_type _impl;
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_GEOMETRIC_DISTRIBUTION_HPP
|
||||
260
test/external/boost/random/independent_bits.hpp
vendored
Normal file
260
test/external/boost/random/independent_bits.hpp
vendored
Normal file
@@ -0,0 +1,260 @@
|
||||
/* boost random/independent_bits.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: independent_bits.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_INDEPENDENT_BITS_HPP
|
||||
#define BOOST_RANDOM_INDEPENDENT_BITS_HPP
|
||||
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/integer_log2.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* An instantiation of class template @c independent_bits_engine
|
||||
* model a \pseudo_random_number_generator. It generates random
|
||||
* numbers distributed between [0, 2^w) by combining one or
|
||||
* more invocations of the base engine.
|
||||
*
|
||||
* Requires: 0 < w <= std::numeric_limits<UIntType>::digits
|
||||
*/
|
||||
template<class Engine, std::size_t w, class UIntType>
|
||||
class independent_bits_engine
|
||||
{
|
||||
public:
|
||||
typedef Engine base_type;
|
||||
typedef UIntType result_type;
|
||||
|
||||
// Required by old Boost.Random concept
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return 0; }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return boost::low_bits_mask_t<w>::sig_bits; }
|
||||
|
||||
/**
|
||||
* Constructs an @c independent_bits_engine using the
|
||||
* default constructor of the base generator.
|
||||
*/
|
||||
independent_bits_engine() { }
|
||||
|
||||
/**
|
||||
* Constructs an @c independent_bits_engine, using seed as
|
||||
* the constructor argument for both base generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(independent_bits_engine,
|
||||
result_type, seed_arg)
|
||||
{
|
||||
_base.seed(seed_arg);
|
||||
}
|
||||
|
||||
/**
|
||||
* Constructs an @c independent_bits_engine, using seq as
|
||||
* the constructor argument for the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(independent_bits_engine,
|
||||
SeedSeq, seq)
|
||||
{ _base.seed(seq); }
|
||||
|
||||
/** Constructs an @c independent_bits_engine by copying @c base. */
|
||||
independent_bits_engine(const base_type& base_arg) : _base(base_arg) {}
|
||||
|
||||
/**
|
||||
* Contructs an @c independent_bits_engine with
|
||||
* values from the range defined by the input iterators first
|
||||
* and last. first will be modified to point to the element
|
||||
* after the last one used.
|
||||
*
|
||||
* Throws: @c std::invalid_argument if the input range is too small.
|
||||
*
|
||||
* Exception Safety: Basic
|
||||
*/
|
||||
template<class It>
|
||||
independent_bits_engine(It& first, It last) : _base(first, last) { }
|
||||
|
||||
/**
|
||||
* Seeds an @c independent_bits_engine using the default
|
||||
* seed of the base generator.
|
||||
*/
|
||||
void seed() { _base.seed(); }
|
||||
|
||||
/**
|
||||
* Seeds an @c independent_bits_engine, using @c seed as the
|
||||
* seed for the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(independent_bits_engine,
|
||||
result_type, seed_arg)
|
||||
{ _base.seed(seed_arg); }
|
||||
|
||||
/**
|
||||
* Seeds an @c independent_bits_engine, using @c seq to
|
||||
* seed the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(independent_bits_engine,
|
||||
SeedSeq, seq)
|
||||
{ _base.seed(seq); }
|
||||
|
||||
/**
|
||||
* Seeds an @c independent_bits_engine with
|
||||
* values from the range defined by the input iterators first
|
||||
* and last. first will be modified to point to the element
|
||||
* after the last one used.
|
||||
*
|
||||
* Throws: @c std::invalid_argument if the input range is too small.
|
||||
*
|
||||
* Exception Safety: Basic
|
||||
*/
|
||||
template<class It> void seed(It& first, It last)
|
||||
{ _base.seed(first, last); }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
// While it may seem wasteful to recalculate this
|
||||
// every time, both msvc and gcc can propagate
|
||||
// constants, resolving this at compile time.
|
||||
base_unsigned range =
|
||||
detail::subtract<base_result>()((_base.max)(), (_base.min)());
|
||||
std::size_t m =
|
||||
(range == (std::numeric_limits<base_unsigned>::max)()) ?
|
||||
std::numeric_limits<base_unsigned>::digits :
|
||||
detail::integer_log2(range + 1);
|
||||
std::size_t n = (w + m - 1) / m;
|
||||
std::size_t w0, n0;
|
||||
base_unsigned y0, y1;
|
||||
base_unsigned y0_mask, y1_mask;
|
||||
calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask);
|
||||
if(base_unsigned(range - y0 + 1) > y0 / n) {
|
||||
// increment n and try again.
|
||||
++n;
|
||||
calc_params(n, range, w0, n0, y0, y1, y0_mask, y1_mask);
|
||||
}
|
||||
|
||||
BOOST_ASSERT(n0*w0 + (n - n0)*(w0 + 1) == w);
|
||||
|
||||
result_type S = 0;
|
||||
for(std::size_t k = 0; k < n0; ++k) {
|
||||
base_unsigned u;
|
||||
do {
|
||||
u = detail::subtract<base_result>()(_base(), (_base.min)());
|
||||
} while(u > base_unsigned(y0 - 1));
|
||||
S = (S << w0) + (u & y0_mask);
|
||||
}
|
||||
for(std::size_t k = 0; k < (n - n0); ++k) {
|
||||
base_unsigned u;
|
||||
do {
|
||||
u = detail::subtract<base_result>()(_base(), (_base.min)());
|
||||
} while(u > base_unsigned(y1 - 1));
|
||||
S = (S << (w0 + 1)) + (u & y1_mask);
|
||||
}
|
||||
return S;
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t i = 0; i < z; ++i) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
const base_type& base() const { return _base; }
|
||||
|
||||
/**
|
||||
* Writes the textual representation if the generator to a @c std::ostream.
|
||||
* The textual representation of the engine is the textual representation
|
||||
* of the base engine.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, independent_bits_engine, r)
|
||||
{
|
||||
os << r._base;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the state of an @c independent_bits_engine from a
|
||||
* @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, independent_bits_engine, r)
|
||||
{
|
||||
is >> r._base;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns: true iff the two @c independent_bits_engines will
|
||||
* produce the same sequence of values.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(independent_bits_engine, x, y)
|
||||
{ return x._base == y._base; }
|
||||
/**
|
||||
* Returns: true iff the two @c independent_bits_engines will
|
||||
* produce different sequences of values.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(independent_bits_engine)
|
||||
|
||||
private:
|
||||
|
||||
/// \cond show_private
|
||||
typedef typename base_type::result_type base_result;
|
||||
typedef typename make_unsigned<base_result>::type base_unsigned;
|
||||
|
||||
void calc_params(
|
||||
std::size_t n, base_unsigned range,
|
||||
std::size_t& w0, std::size_t& n0,
|
||||
base_unsigned& y0, base_unsigned& y1,
|
||||
base_unsigned& y0_mask, base_unsigned& y1_mask)
|
||||
{
|
||||
BOOST_ASSERT(w >= n);
|
||||
w0 = w/n;
|
||||
n0 = n - w % n;
|
||||
y0_mask = (base_unsigned(2) << (w0 - 1)) - 1;
|
||||
y1_mask = (y0_mask << 1) | 1;
|
||||
y0 = (range + 1) & ~y0_mask;
|
||||
y1 = (range + 1) & ~y1_mask;
|
||||
BOOST_ASSERT(y0 != 0 || base_unsigned(range + 1) == 0);
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
Engine _base;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
template<class Engine, std::size_t w, class UIntType>
|
||||
const bool independent_bits_engine<Engine, w, UIntType>::has_fixed_range;
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_INDEPENDENT_BITS_HPP
|
||||
267
test/external/boost/random/inversive_congruential.hpp
vendored
Normal file
267
test/external/boost/random/inversive_congruential.hpp
vendored
Normal file
@@ -0,0 +1,267 @@
|
||||
/* boost random/inversive_congruential.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: inversive_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
#define BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <stdexcept>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer/static_log2.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/const_mod.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// Eichenauer and Lehn 1986
|
||||
/**
|
||||
* Instantiations of class template @c inversive_congruential_engine model a
|
||||
* \pseudo_random_number_generator. It uses the inversive congruential
|
||||
* algorithm (ICG) described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Inversive pseudorandom number generators: concepts, results and links",
|
||||
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
|
||||
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
|
||||
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
|
||||
* @endblockquote
|
||||
*
|
||||
* The output sequence is defined by x(n+1) = (a*inv(x(n)) - b) (mod p),
|
||||
* where x(0), a, b, and the prime number p are parameters of the generator.
|
||||
* The expression inv(k) denotes the multiplicative inverse of k in the
|
||||
* field of integer numbers modulo p, with inv(0) := 0.
|
||||
*
|
||||
* The template parameter IntType shall denote a signed integral type large
|
||||
* enough to hold p; a, b, and p are the parameters of the generators. The
|
||||
* template parameter val is the validation value checked by validation.
|
||||
*
|
||||
* @xmlnote
|
||||
* The implementation currently uses the Euclidian Algorithm to compute
|
||||
* the multiplicative inverse. Therefore, the inversive generators are about
|
||||
* 10-20 times slower than the others (see section"performance"). However,
|
||||
* the paper talks of only 3x slowdown, so the Euclidian Algorithm is probably
|
||||
* not optimal for calculating the multiplicative inverse.
|
||||
* @endxmlnote
|
||||
*/
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
class inversive_congruential_engine
|
||||
{
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
BOOST_STATIC_CONSTANT(result_type, multiplier = a);
|
||||
BOOST_STATIC_CONSTANT(result_type, increment = b);
|
||||
BOOST_STATIC_CONSTANT(result_type, modulus = p);
|
||||
BOOST_STATIC_CONSTANT(IntType, default_seed = 1);
|
||||
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return b == 0 ? 1 : 0; }
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return p-1; }
|
||||
|
||||
/**
|
||||
* Constructs an @c inversive_congruential_engine, seeding it with
|
||||
* the default seed.
|
||||
*/
|
||||
inversive_congruential_engine() { seed(); }
|
||||
|
||||
/**
|
||||
* Constructs an @c inversive_congruential_engine, seeding it with @c x0.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(inversive_congruential_engine,
|
||||
IntType, x0)
|
||||
{ seed(x0); }
|
||||
|
||||
/**
|
||||
* Constructs an @c inversive_congruential_engine, seeding it with values
|
||||
* produced by a call to @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(inversive_congruential_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
/**
|
||||
* Constructs an @c inversive_congruential_engine, seeds it
|
||||
* with values taken from the itrator range [first, last),
|
||||
* and adjusts first to point to the element after the last one
|
||||
* used. If there are not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* first and last must be input iterators.
|
||||
*/
|
||||
template<class It> inversive_congruential_engine(It& first, It last)
|
||||
{ seed(first, last); }
|
||||
|
||||
/**
|
||||
* Calls seed(default_seed)
|
||||
*/
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/**
|
||||
* If c mod m is zero and x0 mod m is zero, changes the current value of
|
||||
* the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
|
||||
* distinct seeds in the range [1,m) will leave the generator in distinct
|
||||
* states. If c is not zero, the range is [0,m).
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(inversive_congruential_engine, IntType, x0)
|
||||
{
|
||||
// wrap _x if it doesn't fit in the destination
|
||||
if(modulus == 0) {
|
||||
_value = x0;
|
||||
} else {
|
||||
_value = x0 % modulus;
|
||||
}
|
||||
// handle negative seeds
|
||||
if(_value <= 0 && _value != 0) {
|
||||
_value += modulus;
|
||||
}
|
||||
// adjust to the correct range
|
||||
if(increment == 0 && _value == 0) {
|
||||
_value = 1;
|
||||
}
|
||||
BOOST_ASSERT(_value >= (min)());
|
||||
BOOST_ASSERT(_value <= (max)());
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds an @c inversive_congruential_engine using values from a SeedSeq.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(inversive_congruential_engine, SeedSeq, seq)
|
||||
{ seed(detail::seed_one_int<IntType, modulus>(seq)); }
|
||||
|
||||
/**
|
||||
* seeds an @c inversive_congruential_engine with values taken
|
||||
* from the itrator range [first, last) and adjusts @c first to
|
||||
* point to the element after the last one used. If there are
|
||||
* not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* @c first and @c last must be input iterators.
|
||||
*/
|
||||
template<class It> void seed(It& first, It last)
|
||||
{ seed(detail::get_one_int<IntType, modulus>(first, last)); }
|
||||
|
||||
/** Returns the next output of the generator. */
|
||||
IntType operator()()
|
||||
{
|
||||
typedef const_mod<IntType, p> do_mod;
|
||||
_value = do_mod::mult_add(a, do_mod::invert(_value), b);
|
||||
return _value;
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the textual representation of the generator to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, inversive_congruential_engine, x)
|
||||
{
|
||||
os << x._value;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the textual representation of the generator from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, inversive_congruential_engine, x)
|
||||
{
|
||||
is >> x._value;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(inversive_congruential_engine, x, y)
|
||||
{ return x._value == y._value; }
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(inversive_congruential_engine)
|
||||
|
||||
private:
|
||||
IntType _value;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
const bool inversive_congruential_engine<IntType, a, b, p>::has_fixed_range;
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::multiplier;
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::increment;
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::modulus;
|
||||
template<class IntType, IntType a, IntType b, IntType p>
|
||||
const typename inversive_congruential_engine<IntType, a, b, p>::result_type inversive_congruential_engine<IntType, a, b, p>::default_seed;
|
||||
#endif
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
// provided for backwards compatibility
|
||||
template<class IntType, IntType a, IntType b, IntType p, IntType val = 0>
|
||||
class inversive_congruential : public inversive_congruential_engine<IntType, a, b, p>
|
||||
{
|
||||
typedef inversive_congruential_engine<IntType, a, b, p> base_type;
|
||||
public:
|
||||
inversive_congruential(IntType x0 = 1) : base_type(x0) {}
|
||||
template<class It>
|
||||
inversive_congruential(It& first, It last) : base_type(first, last) {}
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
/**
|
||||
* The specialization hellekalek1995 was suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* "Inversive pseudorandom number generators: concepts, results and links",
|
||||
* Peter Hellekalek, In: "Proceedings of the 1995 Winter Simulation
|
||||
* Conference", C. Alexopoulos, K. Kang, W.R. Lilegdon, and D. Goldsman
|
||||
* (editors), 1995, pp. 255-262. ftp://random.mat.sbg.ac.at/pub/data/wsc95.ps
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef inversive_congruential_engine<uint32_t, 9102, 2147483647-36884165,
|
||||
2147483647> hellekalek1995;
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::hellekalek1995;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_INVERSIVE_CONGRUENTIAL_HPP
|
||||
536
test/external/boost/random/lagged_fibonacci.hpp
vendored
Normal file
536
test/external/boost/random/lagged_fibonacci.hpp
vendored
Normal file
@@ -0,0 +1,536 @@
|
||||
/* boost random/lagged_fibonacci.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: lagged_fibonacci.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
#define BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <algorithm> // std::max
|
||||
#include <iterator>
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::pow
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/generator_seed_seq.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template \lagged_fibonacci_engine model a
|
||||
* \pseudo_random_number_generator. It uses a lagged Fibonacci
|
||||
* algorithm with two lags @c p and @c q:
|
||||
* x(i) = x(i-p) + x(i-q) (mod 2<sup>w</sup>) with p > q.
|
||||
*/
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
class lagged_fibonacci_engine
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
|
||||
|
||||
BOOST_STATIC_CONSTANT(UIntType, default_seed = 331u);
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return low_bits_mask_t<w>::sig_bits; }
|
||||
|
||||
/** Creates a new @c lagged_fibonacci_engine and calls @c seed(). */
|
||||
lagged_fibonacci_engine() { seed(); }
|
||||
|
||||
/** Creates a new @c lagged_fibonacci_engine and calls @c seed(value). */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_engine,
|
||||
UIntType, value)
|
||||
{ seed(value); }
|
||||
|
||||
/** Creates a new @c lagged_fibonacci_engine and calls @c seed(seq). */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
/**
|
||||
* Creates a new @c lagged_fibonacci_engine and calls @c seed(first, last).
|
||||
*/
|
||||
template<class It> lagged_fibonacci_engine(It& first, It last)
|
||||
{ seed(first, last); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Calls @c seed(default_seed). */
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/**
|
||||
* Sets the state of the generator to values produced by
|
||||
* a \minstd_rand0 generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_engine,
|
||||
UIntType, value)
|
||||
{
|
||||
minstd_rand0 intgen(static_cast<boost::uint32_t>(value));
|
||||
detail::generator_seed_seq<minstd_rand0> gen(intgen);
|
||||
seed(gen);
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the state of the generator using values produced by seq.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_engine, SeedSeq, seq)
|
||||
{
|
||||
detail::seed_array_int<w>(seq, x);
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the state of the generator to values from the iterator
|
||||
* range [first, last). If there are not enough elements in the
|
||||
* range [first, last) throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
detail::fill_array_int<w>(first, last, x);
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
if(i >= long_lag)
|
||||
fill();
|
||||
return x[i++];
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the textual representation of the generator to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_engine, f)
|
||||
{
|
||||
os << f.i;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
os << ' ' << f.x[i];
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the textual representation of the generator from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_engine, f)
|
||||
{
|
||||
is >> f.i >> std::ws;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
is >> f.x[i] >> std::ws;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_engine, x, y)
|
||||
{ return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_engine)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
void fill();
|
||||
/// \endcond
|
||||
|
||||
unsigned int i;
|
||||
UIntType x[long_lag];
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
const bool lagged_fibonacci_engine<UIntType, w, p, q>::has_fixed_range;
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::long_lag;
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_engine<UIntType, w, p, q>::short_lag;
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
const UIntType lagged_fibonacci_engine<UIntType, w, p, q>::default_seed;
|
||||
#endif
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q>
|
||||
void lagged_fibonacci_engine<UIntType, w, p, q>::fill()
|
||||
{
|
||||
// two loops to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(unsigned int j = 0; j < short_lag; ++j)
|
||||
x[j] = (x[j] + x[j+(long_lag-short_lag)]) & low_bits_mask_t<w>::sig_bits;
|
||||
}
|
||||
for(unsigned int j = short_lag; j < long_lag; ++j)
|
||||
x[j] = (x[j] + x[j-short_lag]) & low_bits_mask_t<w>::sig_bits;
|
||||
i = 0;
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
// provided for backwards compatibility
|
||||
template<class UIntType, int w, unsigned int p, unsigned int q, UIntType v = 0>
|
||||
class lagged_fibonacci : public lagged_fibonacci_engine<UIntType, w, p, q>
|
||||
{
|
||||
typedef lagged_fibonacci_engine<UIntType, w, p, q> base_type;
|
||||
public:
|
||||
lagged_fibonacci() {}
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci, UIntType, val)
|
||||
{ this->seed(val); }
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci, SeedSeq, seq)
|
||||
{ this->seed(seq); }
|
||||
template<class It>
|
||||
lagged_fibonacci(It& first, It last) : base_type(first, last) {}
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
// lagged Fibonacci generator for the range [0..1)
|
||||
// contributed by Matthias Troyer
|
||||
// for p=55, q=24 originally by G. J. Mitchell and D. P. Moore 1958
|
||||
|
||||
/**
|
||||
* Instantiations of class template @c lagged_fibonacci_01 model a
|
||||
* \pseudo_random_number_generator. It uses a lagged Fibonacci
|
||||
* algorithm with two lags @c p and @c q, evaluated in floating-point
|
||||
* arithmetic: x(i) = x(i-p) + x(i-q) (mod 1) with p > q. See
|
||||
*
|
||||
* @blockquote
|
||||
* "Uniform random number generators for supercomputers", Richard Brent,
|
||||
* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
|
||||
* Dec. 1992, pp. 704-706.
|
||||
* @endblockquote
|
||||
*
|
||||
* @xmlnote
|
||||
* The quality of the generator crucially depends on the choice
|
||||
* of the parameters. User code should employ one of the sensibly
|
||||
* parameterized generators such as \lagged_fibonacci607 instead.
|
||||
* @endxmlnote
|
||||
*
|
||||
* The generator requires considerable amounts of memory for the storage
|
||||
* of its state array. For example, \lagged_fibonacci607 requires about
|
||||
* 4856 bytes and \lagged_fibonacci44497 requires about 350 KBytes.
|
||||
*/
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
class lagged_fibonacci_01_engine
|
||||
{
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, long_lag = p);
|
||||
BOOST_STATIC_CONSTANT(unsigned int, short_lag = q);
|
||||
|
||||
BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 331u);
|
||||
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(). */
|
||||
lagged_fibonacci_01_engine() { seed(); }
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(value). */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01_engine, uint32_t, value)
|
||||
{ seed(value); }
|
||||
/** Constructs a @c lagged_fibonacci_01 generator and calls @c seed(gen). */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01_engine, SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
template<class It> lagged_fibonacci_01_engine(It& first, It last)
|
||||
{ seed(first, last); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Calls seed(default_seed). */
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/**
|
||||
* Constructs a \minstd_rand0 generator with the constructor parameter
|
||||
* value and calls seed with it. Distinct seeds in the range
|
||||
* [1, 2147483647) will produce generators with different states. Other
|
||||
* seeds will be equivalent to some seed within this range. See
|
||||
* \linear_congruential_engine for details.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(lagged_fibonacci_01_engine, boost::uint32_t, value)
|
||||
{
|
||||
minstd_rand0 intgen(value);
|
||||
detail::generator_seed_seq<minstd_rand0> gen(intgen);
|
||||
seed(gen);
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds this @c lagged_fibonacci_01_engine using values produced by
|
||||
* @c seq.generate.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(lagged_fibonacci_01_engine, SeedSeq, seq)
|
||||
{
|
||||
detail::seed_array_real<w>(seq, x);
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds this @c lagged_fibonacci_01_engine using values from the
|
||||
* iterator range [first, last). If there are not enough elements
|
||||
* in the range, throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
detail::fill_array_real<w>(first, last, x);
|
||||
i = long_lag;
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(0); }
|
||||
/** Returns the upper bound of the generators outputs. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return result_type(1); }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
if(i >= long_lag)
|
||||
fill();
|
||||
return x[i++];
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ return detail::generate_from_real(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the textual representation of the generator to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lagged_fibonacci_01_engine, f)
|
||||
{
|
||||
// allow for Koenig lookup
|
||||
using std::pow;
|
||||
os << f.i;
|
||||
std::ios_base::fmtflags oldflags = os.flags(os.dec | os.fixed | os.left);
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i)
|
||||
os << ' ' << f.x[i] * f.modulus();
|
||||
os.flags(oldflags);
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the textual representation of the generator from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lagged_fibonacci_01_engine, f)
|
||||
{
|
||||
is >> f.i;
|
||||
for(unsigned int i = 0; i < f.long_lag; ++i) {
|
||||
typename lagged_fibonacci_01_engine::result_type value;
|
||||
is >> std::ws >> value;
|
||||
f.x[i] = value / f.modulus();
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lagged_fibonacci_01_engine, x, y)
|
||||
{ return x.i == y.i && std::equal(x.x, x.x+long_lag, y.x); }
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lagged_fibonacci_01_engine)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
void fill();
|
||||
static RealType modulus()
|
||||
{
|
||||
using std::pow;
|
||||
return pow(RealType(2), word_size);
|
||||
}
|
||||
/// \endcond
|
||||
unsigned int i;
|
||||
RealType x[long_lag];
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const bool lagged_fibonacci_01_engine<RealType, w, p, q>::has_fixed_range;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::long_lag;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const unsigned int lagged_fibonacci_01_engine<RealType, w, p, q>::short_lag;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const int lagged_fibonacci_01_engine<RealType,w,p,q>::word_size;
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
const boost::uint32_t lagged_fibonacci_01_engine<RealType,w,p,q>::default_seed;
|
||||
#endif
|
||||
|
||||
/// \cond show_private
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
void lagged_fibonacci_01_engine<RealType, w, p, q>::fill()
|
||||
{
|
||||
// two loops to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(unsigned int j = 0; j < short_lag; ++j) {
|
||||
RealType t = x[j] + x[j+(long_lag-short_lag)];
|
||||
if(t >= RealType(1))
|
||||
t -= RealType(1);
|
||||
x[j] = t;
|
||||
}
|
||||
}
|
||||
for(unsigned int j = short_lag; j < long_lag; ++j) {
|
||||
RealType t = x[j] + x[j-short_lag];
|
||||
if(t >= RealType(1))
|
||||
t -= RealType(1);
|
||||
x[j] = t;
|
||||
}
|
||||
i = 0;
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
// provided for backwards compatibility
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
class lagged_fibonacci_01 : public lagged_fibonacci_01_engine<RealType, w, p, q>
|
||||
{
|
||||
typedef lagged_fibonacci_01_engine<RealType, w, p, q> base_type;
|
||||
public:
|
||||
lagged_fibonacci_01() {}
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(lagged_fibonacci_01, boost::uint32_t, val)
|
||||
{ this->seed(val); }
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(lagged_fibonacci_01, SeedSeq, seq)
|
||||
{ this->seed(seq); }
|
||||
template<class It>
|
||||
lagged_fibonacci_01(It& first, It last) : base_type(first, last) {}
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class Engine>
|
||||
struct generator_bits;
|
||||
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
struct generator_bits<lagged_fibonacci_01_engine<RealType, w, p, q> >
|
||||
{
|
||||
static std::size_t value() { return w; }
|
||||
};
|
||||
|
||||
template<class RealType, int w, unsigned int p, unsigned int q>
|
||||
struct generator_bits<lagged_fibonacci_01<RealType, w, p, q> >
|
||||
{
|
||||
static std::size_t value() { return w; }
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
namespace detail {
|
||||
/**
|
||||
* The specializations lagged_fibonacci607 ... lagged_fibonacci44497
|
||||
* use well tested lags.
|
||||
*
|
||||
* See
|
||||
*
|
||||
* @blockquote
|
||||
* "On the Periods of Generalized Fibonacci Recurrences", Richard P. Brent
|
||||
* Computer Sciences Laboratory Australian National University, December 1992
|
||||
* @endblockquote
|
||||
*
|
||||
* The lags used here can be found in
|
||||
*
|
||||
* @blockquote
|
||||
* "Uniform random number generators for supercomputers", Richard Brent,
|
||||
* Proc. of Fifth Australian Supercomputer Conference, Melbourne,
|
||||
* Dec. 1992, pp. 704-706.
|
||||
* @endblockquote
|
||||
*/
|
||||
struct lagged_fibonacci_doc {};
|
||||
}
|
||||
#endif
|
||||
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 607, 273> lagged_fibonacci607;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 1279, 418> lagged_fibonacci1279;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 2281, 1252> lagged_fibonacci2281;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 3217, 576> lagged_fibonacci3217;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 4423, 2098> lagged_fibonacci4423;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 9689, 5502> lagged_fibonacci9689;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 19937, 9842> lagged_fibonacci19937;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 23209, 13470> lagged_fibonacci23209;
|
||||
/** @copydoc boost::random::detail::lagged_fibonacci_doc */
|
||||
typedef lagged_fibonacci_01_engine<double, 48, 44497, 21034> lagged_fibonacci44497;
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::lagged_fibonacci607;
|
||||
using random::lagged_fibonacci1279;
|
||||
using random::lagged_fibonacci2281;
|
||||
using random::lagged_fibonacci3217;
|
||||
using random::lagged_fibonacci4423;
|
||||
using random::lagged_fibonacci9689;
|
||||
using random::lagged_fibonacci19937;
|
||||
using random::lagged_fibonacci23209;
|
||||
using random::lagged_fibonacci44497;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LAGGED_FIBONACCI_HPP
|
||||
466
test/external/boost/random/linear_congruential.hpp
vendored
Normal file
466
test/external/boost/random/linear_congruential.hpp
vendored
Normal file
@@ -0,0 +1,466 @@
|
||||
/* boost random/linear_congruential.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: linear_congruential.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
#define BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <stdexcept>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/integer/static_log2.hpp>
|
||||
#include <boost/mpl/if.hpp>
|
||||
#include <boost/type_traits/is_arithmetic.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/const_mod.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template linear_congruential_engine model a
|
||||
* \pseudo_random_number_generator. Linear congruential pseudo-random
|
||||
* number generators are described in:
|
||||
*
|
||||
* @blockquote
|
||||
* "Mathematical methods in large-scale computing units", D. H. Lehmer,
|
||||
* Proc. 2nd Symposium on Large-Scale Digital Calculating Machines,
|
||||
* Harvard University Press, 1951, pp. 141-146
|
||||
* @endblockquote
|
||||
*
|
||||
* Let x(n) denote the sequence of numbers returned by some pseudo-random
|
||||
* number generator. Then for the linear congruential generator,
|
||||
* x(n+1) := (a * x(n) + c) mod m. Parameters for the generator are
|
||||
* x(0), a, c, m. The template parameter IntType shall denote an integral
|
||||
* type. It must be large enough to hold values a, c, and m. The template
|
||||
* parameters a and c must be smaller than m.
|
||||
*
|
||||
* Note: The quality of the generator crucially depends on the choice of
|
||||
* the parameters. User code should use one of the sensibly parameterized
|
||||
* generators such as minstd_rand instead.
|
||||
*/
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
class linear_congruential_engine
|
||||
{
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
|
||||
// Required for old Boost.Random concept
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
BOOST_STATIC_CONSTANT(IntType, multiplier = a);
|
||||
BOOST_STATIC_CONSTANT(IntType, increment = c);
|
||||
BOOST_STATIC_CONSTANT(IntType, modulus = m);
|
||||
BOOST_STATIC_CONSTANT(IntType, default_seed = 1);
|
||||
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
|
||||
BOOST_STATIC_ASSERT(m == 0 || a < m);
|
||||
BOOST_STATIC_ASSERT(m == 0 || c < m);
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_congruential_engine, using the default seed
|
||||
*/
|
||||
linear_congruential_engine() { seed(); }
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_congruential_engine, seeding it with @c x0.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_congruential_engine,
|
||||
IntType, x0)
|
||||
{ seed(x0); }
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_congruential_engine, seeding it with values
|
||||
* produced by a call to @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_congruential_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_congruential_engine and seeds it
|
||||
* with values taken from the itrator range [first, last)
|
||||
* and adjusts first to point to the element after the last one
|
||||
* used. If there are not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* first and last must be input iterators.
|
||||
*/
|
||||
template<class It>
|
||||
linear_congruential_engine(It& first, It last)
|
||||
{
|
||||
seed(first, last);
|
||||
}
|
||||
|
||||
// compiler-generated copy constructor and assignment operator are fine
|
||||
|
||||
/**
|
||||
* Calls seed(default_seed)
|
||||
*/
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/**
|
||||
* If c mod m is zero and x0 mod m is zero, changes the current value of
|
||||
* the generator to 1. Otherwise, changes it to x0 mod m. If c is zero,
|
||||
* distinct seeds in the range [1,m) will leave the generator in distinct
|
||||
* states. If c is not zero, the range is [0,m).
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(linear_congruential_engine, IntType, x0)
|
||||
{
|
||||
// wrap _x if it doesn't fit in the destination
|
||||
if(modulus == 0) {
|
||||
_x = x0;
|
||||
} else {
|
||||
_x = x0 % modulus;
|
||||
}
|
||||
// handle negative seeds
|
||||
if(_x <= 0 && _x != 0) {
|
||||
_x += modulus;
|
||||
}
|
||||
// adjust to the correct range
|
||||
if(increment == 0 && _x == 0) {
|
||||
_x = 1;
|
||||
}
|
||||
BOOST_ASSERT(_x >= (min)());
|
||||
BOOST_ASSERT(_x <= (max)());
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds a @c linear_congruential_engine using values from a SeedSeq.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(linear_congruential_engine, SeedSeq, seq)
|
||||
{ seed(detail::seed_one_int<IntType, m>(seq)); }
|
||||
|
||||
/**
|
||||
* seeds a @c linear_congruential_engine with values taken
|
||||
* from the itrator range [first, last) and adjusts @c first to
|
||||
* point to the element after the last one used. If there are
|
||||
* not enough elements, throws @c std::invalid_argument.
|
||||
*
|
||||
* @c first and @c last must be input iterators.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{ seed(detail::get_one_int<IntType, m>(first, last)); }
|
||||
|
||||
/**
|
||||
* Returns the smallest value that the @c linear_congruential_engine
|
||||
* can produce.
|
||||
*/
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return c == 0 ? 1 : 0; }
|
||||
/**
|
||||
* Returns the largest value that the @c linear_congruential_engine
|
||||
* can produce.
|
||||
*/
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return modulus-1; }
|
||||
|
||||
/** Returns the next value of the @c linear_congruential_engine. */
|
||||
IntType operator()()
|
||||
{
|
||||
_x = const_mod<IntType, m>::mult_add(a, _x, c);
|
||||
return _x;
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
typedef const_mod<IntType, m> mod_type;
|
||||
IntType b_inv = mod_type::invert(a-1);
|
||||
IntType b_gcd = mod_type::mult(a-1, b_inv);
|
||||
if(b_gcd == 1) {
|
||||
IntType a_z = mod_type::pow(a, z);
|
||||
_x = mod_type::mult_add(a_z, _x,
|
||||
mod_type::mult(mod_type::mult(c, b_inv), a_z - 1));
|
||||
} else {
|
||||
// compute (a^z - 1)*c % (b_gcd * m) / (b / b_gcd) * inv(b / b_gcd)
|
||||
// we're storing the intermediate result / b_gcd
|
||||
IntType a_zm1_over_gcd = 0;
|
||||
IntType a_km1_over_gcd = (a - 1) / b_gcd;
|
||||
boost::uintmax_t exponent = z;
|
||||
while(exponent != 0) {
|
||||
if(exponent % 2 == 1) {
|
||||
a_zm1_over_gcd =
|
||||
mod_type::mult_add(
|
||||
b_gcd,
|
||||
mod_type::mult(a_zm1_over_gcd, a_km1_over_gcd),
|
||||
mod_type::add(a_zm1_over_gcd, a_km1_over_gcd));
|
||||
}
|
||||
a_km1_over_gcd = mod_type::mult_add(
|
||||
b_gcd,
|
||||
mod_type::mult(a_km1_over_gcd, a_km1_over_gcd),
|
||||
mod_type::add(a_km1_over_gcd, a_km1_over_gcd));
|
||||
exponent /= 2;
|
||||
}
|
||||
|
||||
IntType a_z = mod_type::mult_add(b_gcd, a_zm1_over_gcd, 1);
|
||||
IntType num = mod_type::mult(c, a_zm1_over_gcd);
|
||||
b_inv = mod_type::invert((a-1)/b_gcd);
|
||||
_x = mod_type::mult_add(a_z, _x, mod_type::mult(b_inv, num));
|
||||
}
|
||||
}
|
||||
|
||||
friend bool operator==(const linear_congruential_engine& x,
|
||||
const linear_congruential_engine& y)
|
||||
{ return x._x == y._x; }
|
||||
friend bool operator!=(const linear_congruential_engine& x,
|
||||
const linear_congruential_engine& y)
|
||||
{ return !(x == y); }
|
||||
|
||||
#if !defined(BOOST_RANDOM_NO_STREAM_OPERATORS)
|
||||
/** Writes a @c linear_congruential_engine to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const linear_congruential_engine& lcg)
|
||||
{
|
||||
return os << lcg._x;
|
||||
}
|
||||
|
||||
/** Reads a @c linear_congruential_engine from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
linear_congruential_engine& lcg)
|
||||
{
|
||||
lcg.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is) {
|
||||
IntType x;
|
||||
if(is >> x) {
|
||||
if(x >= (min)() && x <= (max)()) {
|
||||
_x = x;
|
||||
} else {
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
IntType _x;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
const bool linear_congruential_engine<IntType, a, c, m>::has_fixed_range;
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
const IntType linear_congruential_engine<IntType,a,c,m>::multiplier;
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
const IntType linear_congruential_engine<IntType,a,c,m>::increment;
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
const IntType linear_congruential_engine<IntType,a,c,m>::modulus;
|
||||
template<class IntType, IntType a, IntType c, IntType m>
|
||||
const IntType linear_congruential_engine<IntType,a,c,m>::default_seed;
|
||||
#endif
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
// provided for backwards compatibility
|
||||
template<class IntType, IntType a, IntType c, IntType m, IntType val = 0>
|
||||
class linear_congruential : public linear_congruential_engine<IntType, a, c, m>
|
||||
{
|
||||
typedef linear_congruential_engine<IntType, a, c, m> base_type;
|
||||
public:
|
||||
linear_congruential(IntType x0 = 1) : base_type(x0) {}
|
||||
template<class It>
|
||||
linear_congruential(It& first, It last) : base_type(first, last) {}
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
/**
|
||||
* The specialization \minstd_rand0 was originally suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* A pseudo-random number generator for the System/360, P.A. Lewis,
|
||||
* A.S. Goodman, J.M. Miller, IBM Systems Journal, Vol. 8, No. 2,
|
||||
* 1969, pp. 136-146
|
||||
* @endblockquote
|
||||
*
|
||||
* It is examined more closely together with \minstd_rand in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random Number Generators: Good ones are hard to find",
|
||||
* Stephen K. Park and Keith W. Miller, Communications of
|
||||
* the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef linear_congruential_engine<uint32_t, 16807, 0, 2147483647> minstd_rand0;
|
||||
|
||||
/** The specialization \minstd_rand was suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random Number Generators: Good ones are hard to find",
|
||||
* Stephen K. Park and Keith W. Miller, Communications of
|
||||
* the ACM, Vol. 31, No. 10, October 1988, pp. 1192-1201
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef linear_congruential_engine<uint32_t, 48271, 0, 2147483647> minstd_rand;
|
||||
|
||||
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
/**
|
||||
* Class @c rand48 models a \pseudo_random_number_generator. It uses
|
||||
* the linear congruential algorithm with the parameters a = 0x5DEECE66D,
|
||||
* c = 0xB, m = 2**48. It delivers identical results to the @c lrand48()
|
||||
* function available on some systems (assuming lcong48 has not been called).
|
||||
*
|
||||
* It is only available on systems where @c uint64_t is provided as an
|
||||
* integral type, so that for example static in-class constants and/or
|
||||
* enum definitions with large @c uint64_t numbers work.
|
||||
*/
|
||||
class rand48
|
||||
{
|
||||
public:
|
||||
typedef boost::uint32_t result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
/**
|
||||
* Returns the smallest value that the generator can produce
|
||||
*/
|
||||
static uint32_t min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
|
||||
/**
|
||||
* Returns the largest value that the generator can produce
|
||||
*/
|
||||
static uint32_t max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return 0x7FFFFFFF; }
|
||||
|
||||
/** Seeds the generator with the default seed. */
|
||||
rand48() : lcf(cnv(static_cast<uint32_t>(1))) {}
|
||||
/**
|
||||
* Constructs a \rand48 generator with x(0) := (x0 << 16) | 0x330e.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(rand48, result_type, x0)
|
||||
{ seed(x0); }
|
||||
/**
|
||||
* Seeds the generator with values produced by @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(rand48, SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
/**
|
||||
* Seeds the generator using values from an iterator range,
|
||||
* and updates first to point one past the last value consumed.
|
||||
*/
|
||||
template<class It> rand48(It& first, It last) : lcf(first, last) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Seeds the generator with the default seed. */
|
||||
void seed() { seed(static_cast<uint32_t>(1)); }
|
||||
/**
|
||||
* Changes the current value x(n) of the generator to (x0 << 16) | 0x330e.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(rand48, result_type, x0)
|
||||
{ lcf.seed(cnv(x0)); }
|
||||
/**
|
||||
* Seeds the generator using values from an iterator range,
|
||||
* and updates first to point one past the last value consumed.
|
||||
*/
|
||||
template<class It> void seed(It& first, It last) { lcf.seed(first,last); }
|
||||
/**
|
||||
* Seeds the generator with values produced by @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(rand48, SeedSeq, seq)
|
||||
{ lcf.seed(seq); }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
uint32_t operator()() { return static_cast<uint32_t>(lcf() >> 17); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z) { lcf.discard(z); }
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{
|
||||
for(; first != last; ++first) {
|
||||
*first = (*this)();
|
||||
}
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes a @c rand48 to a @c std::ostream. */
|
||||
template<class CharT,class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const rand48& r)
|
||||
{ os << r.lcf; return os; }
|
||||
|
||||
/** Reads a @c rand48 from a @c std::istream. */
|
||||
template<class CharT,class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, rand48& r)
|
||||
{ is >> r.lcf; return is; }
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of values.
|
||||
*/
|
||||
friend bool operator==(const rand48& x, const rand48& y)
|
||||
{ return x.lcf == y.lcf; }
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of values.
|
||||
*/
|
||||
friend bool operator!=(const rand48& x, const rand48& y)
|
||||
{ return !(x == y); }
|
||||
private:
|
||||
/// \cond show_private
|
||||
typedef random::linear_congruential_engine<uint64_t,
|
||||
// xxxxULL is not portable
|
||||
uint64_t(0xDEECE66DUL) | (uint64_t(0x5) << 32),
|
||||
0xB, uint64_t(1)<<48> lcf_t;
|
||||
lcf_t lcf;
|
||||
|
||||
static boost::uint64_t cnv(boost::uint32_t x)
|
||||
{ return (static_cast<uint64_t>(x) << 16) | 0x330e; }
|
||||
/// \endcond
|
||||
};
|
||||
#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::minstd_rand0;
|
||||
using random::minstd_rand;
|
||||
using random::rand48;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
217
test/external/boost/random/linear_feedback_shift.hpp
vendored
Normal file
217
test/external/boost/random/linear_feedback_shift.hpp
vendored
Normal file
@@ -0,0 +1,217 @@
|
||||
/* boost random/linear_feedback_shift.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: linear_feedback_shift.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
#define BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instatiations of @c linear_feedback_shift model a
|
||||
* \pseudo_random_number_generator. It was originally
|
||||
* proposed in
|
||||
*
|
||||
* @blockquote
|
||||
* "Random numbers generated by linear recurrence modulo two.",
|
||||
* Tausworthe, R. C.(1965), Mathematics of Computation 19, 201-209.
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
class linear_feedback_shift_engine
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(int, exponent1 = k);
|
||||
BOOST_STATIC_CONSTANT(int, exponent2 = q);
|
||||
BOOST_STATIC_CONSTANT(int, step_size = s);
|
||||
BOOST_STATIC_CONSTANT(UIntType, default_seed = 341);
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return wordmask(); }
|
||||
|
||||
BOOST_STATIC_ASSERT(w > 0);
|
||||
BOOST_STATIC_ASSERT(q > 0);
|
||||
BOOST_STATIC_ASSERT(k < w);
|
||||
BOOST_STATIC_ASSERT(0 < 2*q && 2*q < k);
|
||||
BOOST_STATIC_ASSERT(0 < s && s <= k-q);
|
||||
|
||||
/** Constructs a @c linear_feedback_shift_engine, using the default seed. */
|
||||
linear_feedback_shift_engine() { seed(); }
|
||||
|
||||
/** Constructs a @c linear_feedback_shift_engine, seeding it with s0. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_feedback_shift_engine,
|
||||
UIntType, s0)
|
||||
{ seed(s0); }
|
||||
|
||||
/** Constructs a @c linear_feedback_shift_engine, seeding it with seq. */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_feedback_shift_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
/**
|
||||
* Constructs a @c linear_feedback_shift_engine, seeding it with
|
||||
* values from the range [first, last).
|
||||
*/
|
||||
template<class It> linear_feedback_shift_engine(It& first, It last)
|
||||
{ seed(first, last); }
|
||||
|
||||
/** Seeds a @c linear_feedback_shift_engine with the default seed. */
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/** Seeds a @c linear_feedback_shift_engine with @c s0. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(linear_feedback_shift_engine,
|
||||
UIntType, s0)
|
||||
{
|
||||
value = s0 & wordmask();
|
||||
if(value < (1 << (w-k))) {
|
||||
value += 1 << (w-k);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds a @c linear_feedback_shift_engine with values
|
||||
* produced by @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(linear_feedback_shift_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(detail::seed_one_int<UIntType, (UIntType(2) << (w - 1))>(seq)); }
|
||||
|
||||
/**
|
||||
* Seeds a @c linear_feedback_shift_engine with values
|
||||
* from the range [first, last).
|
||||
*/
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
seed(detail::get_one_int<UIntType, (UIntType(2) << (w - 1))>(first, last));
|
||||
}
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
const UIntType b = (((value << q) ^ value) & wordmask()) >> (k-s);
|
||||
const UIntType mask = (wordmask() << (w-k)) & wordmask();
|
||||
value = ((value & mask) << s) ^ b;
|
||||
return value;
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Writes the textual representation of the generator to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, linear_feedback_shift_engine, x)
|
||||
{
|
||||
os << x.value;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the textual representation of the generator from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, linear_feedback_shift_engine, x)
|
||||
{
|
||||
is >> x.value;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(linear_feedback_shift_engine, x, y)
|
||||
{ return x.value == y.value; }
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of outputs.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(linear_feedback_shift_engine)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
static UIntType wordmask() { return boost::low_bits_mask_t<w>::sig_bits; }
|
||||
/// \endcond
|
||||
UIntType value;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const bool linear_feedback_shift_engine<UIntType, w, k, q, s>::has_fixed_range;
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const int linear_feedback_shift_engine<UIntType, w, k, q, s>::word_size;
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const int linear_feedback_shift_engine<UIntType, w, k, q, s>::exponent1;
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const int linear_feedback_shift_engine<UIntType, w, k, q, s>::exponent2;
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const int linear_feedback_shift_engine<UIntType, w, k, q, s>::step_size;
|
||||
template<class UIntType, int w, int k, int q, int s>
|
||||
const UIntType linear_feedback_shift_engine<UIntType, w, k, q, s>::default_seed;
|
||||
#endif
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
/** Provided for backwards compatibility. */
|
||||
template<class UIntType, int w, int k, int q, int s, UIntType v = 0>
|
||||
class linear_feedback_shift :
|
||||
public linear_feedback_shift_engine<UIntType, w, k, q, s>
|
||||
{
|
||||
typedef linear_feedback_shift_engine<UIntType, w, k, q, s> base_type;
|
||||
public:
|
||||
linear_feedback_shift() {}
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(linear_feedback_shift,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(linear_feedback_shift,
|
||||
UIntType, val)
|
||||
{ seed(val); }
|
||||
template<class It>
|
||||
linear_feedback_shift(It& first, It last) : base_type(first, last) {}
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_FEEDBACK_SHIFT_HPP
|
||||
254
test/external/boost/random/lognormal_distribution.hpp
vendored
Normal file
254
test/external/boost/random/lognormal_distribution.hpp
vendored
Normal file
@@ -0,0 +1,254 @@
|
||||
/* boost random/lognormal_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: lognormal_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::exp, std::sqrt
|
||||
#include <cassert>
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/normal_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template lognormal_distribution model a
|
||||
* \random_distribution. Such a distribution produces random numbers
|
||||
* with \f$\displaystyle p(x) = \frac{1}{x s \sqrt{2\pi}} e^{\frac{-\left(\log(x)-m\right)^2}{2s^2}}\f$
|
||||
* for x > 0.
|
||||
*
|
||||
* @xmlwarning
|
||||
* This distribution has been updated to match the C++ standard.
|
||||
* Its behavior has changed from the original
|
||||
* boost::lognormal_distribution. A backwards compatible
|
||||
* version is provided in namespace boost.
|
||||
* @endxmlwarning
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class lognormal_distribution
|
||||
{
|
||||
public:
|
||||
typedef typename normal_distribution<RealType>::input_type input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef lognormal_distribution distribution_type;
|
||||
|
||||
/** Constructs the parameters of a lognormal_distribution. */
|
||||
explicit param_type(RealType m_arg = RealType(0.0),
|
||||
RealType s_arg = RealType(1.0))
|
||||
: _m(m_arg), _s(s_arg) {}
|
||||
|
||||
/** Returns the "m" parameter of the distribution. */
|
||||
RealType m() const { return _m; }
|
||||
|
||||
/** Returns the "s" parameter of the distribution. */
|
||||
RealType s() const { return _s; }
|
||||
|
||||
/** Writes the parameters to a std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._m << " " << parm._s;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
is >> parm._m >> std::ws >> parm._s;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._m == rhs._m && lhs._s == rhs._s; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _m;
|
||||
RealType _s;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a lognormal_distribution. @c m and @c s are the
|
||||
* parameters of the distribution.
|
||||
*/
|
||||
explicit lognormal_distribution(RealType m_arg = RealType(0.0),
|
||||
RealType s_arg = RealType(1.0))
|
||||
: _normal(m_arg, s_arg) {}
|
||||
|
||||
/**
|
||||
* Constructs a lognormal_distribution from its parameters.
|
||||
*/
|
||||
explicit lognormal_distribution(const param_type& parm)
|
||||
: _normal(parm.m(), parm.s()) {}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the m parameter of the distribution. */
|
||||
RealType m() const { return _normal.mean(); }
|
||||
/** Returns the s parameter of the distribution. */
|
||||
RealType s() const { return _normal.sigma(); }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return RealType(0); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return (std::numeric_limits<RealType>::infinity)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(m(), s()); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
typedef normal_distribution<RealType> normal_type;
|
||||
typename normal_type::param_type normal_param(parm.m(), parm.s());
|
||||
_normal.param(normal_param);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _normal.reset(); }
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* lognormal distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
using std::exp;
|
||||
return exp(_normal(eng));
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* lognormal distribution with parameters specified by param.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm)
|
||||
{ return lognormal_distribution(parm)(eng); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
|
||||
{
|
||||
os << ld._normal;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
|
||||
{
|
||||
is >> ld._normal;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(lognormal_distribution, lhs, rhs)
|
||||
{ return lhs._normal == rhs._normal; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(lognormal_distribution)
|
||||
|
||||
private:
|
||||
normal_distribution<result_type> _normal;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
/**
|
||||
* Provided for backwards compatibility. This class is
|
||||
* deprecated. It provides the old behavior of lognormal_distribution with
|
||||
* \f$\displaystyle p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$
|
||||
* for x > 0, where \f$\displaystyle \mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and
|
||||
* \f$\displaystyle \sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class lognormal_distribution
|
||||
{
|
||||
public:
|
||||
typedef typename normal_distribution<RealType>::input_type input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
lognormal_distribution(RealType mean_arg = RealType(1.0),
|
||||
RealType sigma_arg = RealType(1.0))
|
||||
: _mean(mean_arg), _sigma(sigma_arg)
|
||||
{
|
||||
init();
|
||||
}
|
||||
RealType mean() const { return _mean; }
|
||||
RealType sigma() const { return _sigma; }
|
||||
void reset() { _normal.reset(); }
|
||||
template<class Engine>
|
||||
RealType operator()(Engine& eng)
|
||||
{
|
||||
using std::exp;
|
||||
return exp(_normal(eng) * _nsigma + _nmean);
|
||||
}
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, lognormal_distribution, ld)
|
||||
{
|
||||
os << ld._normal << " " << ld._mean << " " << ld._sigma;
|
||||
return os;
|
||||
}
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, lognormal_distribution, ld)
|
||||
{
|
||||
is >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
|
||||
ld.init();
|
||||
return is;
|
||||
}
|
||||
private:
|
||||
/// \cond show_private
|
||||
void init()
|
||||
{
|
||||
using std::log;
|
||||
using std::sqrt;
|
||||
_nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
|
||||
_nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
|
||||
}
|
||||
RealType _mean;
|
||||
RealType _sigma;
|
||||
RealType _nmean;
|
||||
RealType _nsigma;
|
||||
normal_distribution<RealType> _normal;
|
||||
/// \endcond
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
|
||||
545
test/external/boost/random/mersenne_twister.hpp
vendored
Normal file
545
test/external/boost/random/mersenne_twister.hpp
vendored
Normal file
@@ -0,0 +1,545 @@
|
||||
/* boost random/mersenne_twister.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: mersenne_twister.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
#define BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
#include <boost/random/detail/generator_seed_seq.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template mersenne_twister_engine model a
|
||||
* \pseudo_random_number_generator. It uses the algorithm described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed uniform
|
||||
* pseudo-random number generator", Makoto Matsumoto and Takuji Nishimura,
|
||||
* ACM Transactions on Modeling and Computer Simulation: Special Issue on
|
||||
* Uniform Random Number Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*
|
||||
* @xmlnote
|
||||
* The boost variant has been implemented from scratch and does not
|
||||
* derive from or use mt19937.c provided on the above WWW site. However, it
|
||||
* was verified that both produce identical output.
|
||||
* @endxmlnote
|
||||
*
|
||||
* The seeding from an integer was changed in April 2005 to address a
|
||||
* <a href="http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html">weakness</a>.
|
||||
*
|
||||
* The quality of the generator crucially depends on the choice of the
|
||||
* parameters. User code should employ one of the sensibly parameterized
|
||||
* generators such as \mt19937 instead.
|
||||
*
|
||||
* The generator requires considerable amounts of memory for the storage of
|
||||
* its state array. For example, \mt11213b requires about 1408 bytes and
|
||||
* \mt19937 requires about 2496 bytes.
|
||||
*/
|
||||
template<class UIntType,
|
||||
std::size_t w, std::size_t n, std::size_t m, std::size_t r,
|
||||
UIntType a, std::size_t u, UIntType d, std::size_t s,
|
||||
UIntType b, std::size_t t,
|
||||
UIntType c, std::size_t l, UIntType f>
|
||||
class mersenne_twister_engine
|
||||
{
|
||||
public:
|
||||
typedef UIntType result_type;
|
||||
BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, state_size = n);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, shift_size = m);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, mask_bits = r);
|
||||
BOOST_STATIC_CONSTANT(UIntType, xor_mask = a);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, tempering_u = u);
|
||||
BOOST_STATIC_CONSTANT(UIntType, tempering_d = d);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, tempering_s = s);
|
||||
BOOST_STATIC_CONSTANT(UIntType, tempering_b = b);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, tempering_t = t);
|
||||
BOOST_STATIC_CONSTANT(UIntType, tempering_c = c);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, tempering_l = l);
|
||||
BOOST_STATIC_CONSTANT(UIntType, initialization_multiplier = f);
|
||||
BOOST_STATIC_CONSTANT(UIntType, default_seed = 5489u);
|
||||
|
||||
// backwards compatibility
|
||||
BOOST_STATIC_CONSTANT(UIntType, parameter_a = a);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, output_u = u);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, output_s = s);
|
||||
BOOST_STATIC_CONSTANT(UIntType, output_b = b);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, output_t = t);
|
||||
BOOST_STATIC_CONSTANT(UIntType, output_c = c);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, output_l = l);
|
||||
|
||||
// old Boost.Random concept requirements
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
|
||||
/**
|
||||
* Constructs a @c mersenne_twister_engine and calls @c seed().
|
||||
*/
|
||||
mersenne_twister_engine() { seed(); }
|
||||
|
||||
/**
|
||||
* Constructs a @c mersenne_twister_engine and calls @c seed(value).
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister_engine,
|
||||
UIntType, value)
|
||||
{ seed(value); }
|
||||
template<class It> mersenne_twister_engine(It& first, It last)
|
||||
{ seed(first,last); }
|
||||
|
||||
/**
|
||||
* Constructs a mersenne_twister_engine and calls @c seed(gen).
|
||||
*
|
||||
* @xmlnote
|
||||
* The copy constructor will always be preferred over
|
||||
* the templated constructor.
|
||||
* @endxmlnote
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(mersenne_twister_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Calls @c seed(default_seed). */
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/**
|
||||
* Sets the state x(0) to v mod 2w. Then, iteratively,
|
||||
* sets x(i) to
|
||||
* (i + f * (x(i-1) xor (x(i-1) rshift w-2))) mod 2<sup>w</sup>
|
||||
* for i = 1 .. n-1. x(n) is the first value to be returned by operator().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister_engine, UIntType, value)
|
||||
{
|
||||
// New seeding algorithm from
|
||||
// http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
|
||||
// In the previous versions, MSBs of the seed affected only MSBs of the
|
||||
// state x[].
|
||||
const UIntType mask = (max)();
|
||||
x[0] = value & mask;
|
||||
for (i = 1; i < n; i++) {
|
||||
// See Knuth "The Art of Computer Programming"
|
||||
// Vol. 2, 3rd ed., page 106
|
||||
x[i] = (f * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds a mersenne_twister_engine using values produced by seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(mersenne_twister_engine, SeeqSeq, seq)
|
||||
{
|
||||
detail::seed_array_int<w>(seq, x);
|
||||
i = n;
|
||||
|
||||
// fix up the state if it's all zeroes.
|
||||
if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
|
||||
for(std::size_t j = 1; j < n; ++j) {
|
||||
if(x[j] != 0) return;
|
||||
}
|
||||
x[0] = static_cast<UIntType>(1) << (w-1);
|
||||
}
|
||||
}
|
||||
|
||||
/** Sets the state of the generator using values from an iterator range. */
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
detail::fill_array_int<w>(first, last, x);
|
||||
i = n;
|
||||
|
||||
// fix up the state if it's all zeroes.
|
||||
if((x[0] & (~static_cast<UIntType>(0) << r)) == 0) {
|
||||
for(std::size_t j = 1; j < n; ++j) {
|
||||
if(x[j] != 0) return;
|
||||
}
|
||||
x[0] = static_cast<UIntType>(1) << (w-1);
|
||||
}
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return 0; }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return boost::low_bits_mask_t<w>::sig_bits; }
|
||||
|
||||
/** Produces the next value of the generator. */
|
||||
result_type operator()();
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/**
|
||||
* Advances the state of the generator by @c z steps. Equivalent to
|
||||
*
|
||||
* @code
|
||||
* for(unsigned long long i = 0; i < z; ++i) {
|
||||
* gen();
|
||||
* }
|
||||
* @endcode
|
||||
*/
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes a mersenne_twister_engine to a @c std::ostream */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const mersenne_twister_engine& mt)
|
||||
{
|
||||
mt.print(os);
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a mersenne_twister_engine from a @c std::istream */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
mersenne_twister_engine& mt)
|
||||
{
|
||||
for(std::size_t j = 0; j < mt.state_size; ++j)
|
||||
is >> mt.x[j] >> std::ws;
|
||||
// MSVC (up to 7.1) and Borland (up to 5.64) don't handle the template
|
||||
// value parameter "n" available from the class template scope, so use
|
||||
// the static constant with the same value
|
||||
mt.i = mt.state_size;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/**
|
||||
* Returns true if the two generators are in the same state,
|
||||
* and will thus produce identical sequences.
|
||||
*/
|
||||
friend bool operator==(const mersenne_twister_engine& x,
|
||||
const mersenne_twister_engine& y)
|
||||
{
|
||||
if(x.i < y.i) return x.equal_imp(y);
|
||||
else return y.equal_imp(x);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators are in different states.
|
||||
*/
|
||||
friend bool operator!=(const mersenne_twister_engine& x,
|
||||
const mersenne_twister_engine& y)
|
||||
{ return !(x == y); }
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
|
||||
void twist();
|
||||
|
||||
/**
|
||||
* Does the work of operator==. This is in a member function
|
||||
* for portability. Some compilers, such as msvc 7.1 and
|
||||
* Sun CC 5.10 can't access template parameters or static
|
||||
* members of the class from inline friend functions.
|
||||
*
|
||||
* requires i <= other.i
|
||||
*/
|
||||
bool equal_imp(const mersenne_twister_engine& other) const
|
||||
{
|
||||
UIntType back[n];
|
||||
std::size_t offset = other.i - i;
|
||||
for(std::size_t j = 0; j + offset < n; ++j)
|
||||
if(x[j] != other.x[j+offset])
|
||||
return false;
|
||||
rewind(&back[n-1], offset);
|
||||
for(std::size_t j = 0; j < offset; ++j)
|
||||
if(back[j + n - offset] != other.x[j])
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* Does the work of operator<<. This is in a member function
|
||||
* for portability.
|
||||
*/
|
||||
template<class CharT, class Traits>
|
||||
void print(std::basic_ostream<CharT, Traits>& os) const
|
||||
{
|
||||
UIntType data[n];
|
||||
for(std::size_t j = 0; j < i; ++j) {
|
||||
data[j + n - i] = x[j];
|
||||
}
|
||||
if(i != n) {
|
||||
rewind(&data[n - i - 1], n - i);
|
||||
}
|
||||
os << data[0];
|
||||
for(std::size_t j = 1; j < n; ++j) {
|
||||
os << ' ' << data[j];
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Copies z elements of the state preceding x[0] into
|
||||
* the array whose last element is last.
|
||||
*/
|
||||
void rewind(UIntType* last, std::size_t z) const
|
||||
{
|
||||
const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
|
||||
const UIntType lower_mask = ~upper_mask;
|
||||
UIntType y0 = x[m-1] ^ x[n-1];
|
||||
if(y0 & (static_cast<UIntType>(1) << (w-1))) {
|
||||
y0 = ((y0 ^ a) << 1) | 1;
|
||||
} else {
|
||||
y0 = y0 << 1;
|
||||
}
|
||||
for(std::size_t sz = 0; sz < z; ++sz) {
|
||||
UIntType y1 =
|
||||
rewind_find(last, sz, m-1) ^ rewind_find(last, sz, n-1);
|
||||
if(y1 & (static_cast<UIntType>(1) << (w-1))) {
|
||||
y1 = ((y1 ^ a) << 1) | 1;
|
||||
} else {
|
||||
y1 = y1 << 1;
|
||||
}
|
||||
*(last - sz) = (y0 & upper_mask) | (y1 & lower_mask);
|
||||
y0 = y1;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Given a pointer to the last element of the rewind array,
|
||||
* and the current size of the rewind array, finds an element
|
||||
* relative to the next available slot in the rewind array.
|
||||
*/
|
||||
UIntType
|
||||
rewind_find(UIntType* last, std::size_t size, std::size_t j) const
|
||||
{
|
||||
std::size_t index = (j + n - size + n - 1) % n;
|
||||
if(index < n - size) {
|
||||
return x[index];
|
||||
} else {
|
||||
return *(last - (n - 1 - index));
|
||||
}
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
// state representation: next output is o(x(i))
|
||||
// x[0] ... x[k] x[k+1] ... x[n-1] represents
|
||||
// x(i-k) ... x(i) x(i+1) ... x(i-k+n-1)
|
||||
|
||||
UIntType x[n];
|
||||
std::size_t i;
|
||||
};
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
#define BOOST_RANDOM_MT_DEFINE_CONSTANT(type, name) \
|
||||
template<class UIntType, std::size_t w, std::size_t n, std::size_t m, \
|
||||
std::size_t r, UIntType a, std::size_t u, UIntType d, std::size_t s, \
|
||||
UIntType b, std::size_t t, UIntType c, std::size_t l, UIntType f> \
|
||||
const type mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::name
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, word_size);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, state_size);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, shift_size);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, mask_bits);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, xor_mask);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_u);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_d);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_s);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_b);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_t);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, tempering_c);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, tempering_l);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, initialization_multiplier);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, default_seed);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, parameter_a);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_u );
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_s);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_b);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_t);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(UIntType, output_c);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(std::size_t, output_l);
|
||||
BOOST_RANDOM_MT_DEFINE_CONSTANT(bool, has_fixed_range);
|
||||
#undef BOOST_RANDOM_MT_DEFINE_CONSTANT
|
||||
#endif
|
||||
|
||||
template<class UIntType,
|
||||
std::size_t w, std::size_t n, std::size_t m, std::size_t r,
|
||||
UIntType a, std::size_t u, UIntType d, std::size_t s,
|
||||
UIntType b, std::size_t t,
|
||||
UIntType c, std::size_t l, UIntType f>
|
||||
void
|
||||
mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::twist()
|
||||
{
|
||||
const UIntType upper_mask = (~static_cast<UIntType>(0)) << r;
|
||||
const UIntType lower_mask = ~upper_mask;
|
||||
|
||||
const std::size_t unroll_factor = 6;
|
||||
const std::size_t unroll_extra1 = (n-m) % unroll_factor;
|
||||
const std::size_t unroll_extra2 = (m-1) % unroll_factor;
|
||||
|
||||
// split loop to avoid costly modulo operations
|
||||
{ // extra scope for MSVC brokenness w.r.t. for scope
|
||||
for(std::size_t j = 0; j < n-m-unroll_extra1; j++) {
|
||||
UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
|
||||
x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
|
||||
}
|
||||
}
|
||||
{
|
||||
for(std::size_t j = n-m-unroll_extra1; j < n-m; j++) {
|
||||
UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
|
||||
x[j] = x[j+m] ^ (y >> 1) ^ ((x[j+1]&1) * a);
|
||||
}
|
||||
}
|
||||
{
|
||||
for(std::size_t j = n-m; j < n-1-unroll_extra2; j++) {
|
||||
UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
|
||||
x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
|
||||
}
|
||||
}
|
||||
{
|
||||
for(std::size_t j = n-1-unroll_extra2; j < n-1; j++) {
|
||||
UIntType y = (x[j] & upper_mask) | (x[j+1] & lower_mask);
|
||||
x[j] = x[j-(n-m)] ^ (y >> 1) ^ ((x[j+1]&1) * a);
|
||||
}
|
||||
}
|
||||
// last iteration
|
||||
UIntType y = (x[n-1] & upper_mask) | (x[0] & lower_mask);
|
||||
x[n-1] = x[m-1] ^ (y >> 1) ^ ((x[0]&1) * a);
|
||||
i = 0;
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
template<class UIntType,
|
||||
std::size_t w, std::size_t n, std::size_t m, std::size_t r,
|
||||
UIntType a, std::size_t u, UIntType d, std::size_t s,
|
||||
UIntType b, std::size_t t,
|
||||
UIntType c, std::size_t l, UIntType f>
|
||||
inline typename
|
||||
mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::result_type
|
||||
mersenne_twister_engine<UIntType,w,n,m,r,a,u,d,s,b,t,c,l,f>::operator()()
|
||||
{
|
||||
if(i == n)
|
||||
twist();
|
||||
// Step 4
|
||||
UIntType z = x[i];
|
||||
++i;
|
||||
z ^= ((z >> u) & d);
|
||||
z ^= ((z << s) & b);
|
||||
z ^= ((z << t) & c);
|
||||
z ^= (z >> l);
|
||||
return z;
|
||||
}
|
||||
|
||||
/**
|
||||
* The specializations \mt11213b and \mt19937 are from
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed
|
||||
* uniform pseudo-random number generator", Makoto Matsumoto
|
||||
* and Takuji Nishimura, ACM Transactions on Modeling and
|
||||
* Computer Simulation: Special Issue on Uniform Random Number
|
||||
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef mersenne_twister_engine<uint32_t,32,351,175,19,0xccab8ee7,
|
||||
11,0xffffffff,7,0x31b6ab00,15,0xffe50000,17,1812433253> mt11213b;
|
||||
|
||||
/**
|
||||
* The specializations \mt11213b and \mt19937 are from
|
||||
*
|
||||
* @blockquote
|
||||
* "Mersenne Twister: A 623-dimensionally equidistributed
|
||||
* uniform pseudo-random number generator", Makoto Matsumoto
|
||||
* and Takuji Nishimura, ACM Transactions on Modeling and
|
||||
* Computer Simulation: Special Issue on Uniform Random Number
|
||||
* Generation, Vol. 8, No. 1, January 1998, pp. 3-30.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef mersenne_twister_engine<uint32_t,32,624,397,31,0x9908b0df,
|
||||
11,0xffffffff,7,0x9d2c5680,15,0xefc60000,18,1812433253> mt19937;
|
||||
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
typedef mersenne_twister_engine<uint64_t,64,312,156,31,
|
||||
UINT64_C(0xb5026f5aa96619e9),29,UINT64_C(0x5555555555555555),17,
|
||||
UINT64_C(0x71d67fffeda60000),37,UINT64_C(0xfff7eee000000000),43,
|
||||
UINT64_C(6364136223846793005)> mt19937_64;
|
||||
#endif
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
template<class UIntType,
|
||||
int w, int n, int m, int r,
|
||||
UIntType a, int u, std::size_t s,
|
||||
UIntType b, int t,
|
||||
UIntType c, int l, UIntType v>
|
||||
class mersenne_twister :
|
||||
public mersenne_twister_engine<UIntType,
|
||||
w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253>
|
||||
{
|
||||
typedef mersenne_twister_engine<UIntType,
|
||||
w, n, m, r, a, u, ~(UIntType)0, s, b, t, c, l, 1812433253> base_type;
|
||||
public:
|
||||
mersenne_twister() {}
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(mersenne_twister, Gen, gen)
|
||||
{ seed(gen); }
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(mersenne_twister, UIntType, val)
|
||||
{ seed(val); }
|
||||
template<class It>
|
||||
mersenne_twister(It& first, It last) : base_type(first, last) {}
|
||||
void seed() { base_type::seed(); }
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_SEED(mersenne_twister, Gen, gen)
|
||||
{
|
||||
detail::generator_seed_seq<Gen> seq(gen);
|
||||
base_type::seed(seq);
|
||||
}
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(mersenne_twister, UIntType, val)
|
||||
{ base_type::seed(val); }
|
||||
template<class It>
|
||||
void seed(It& first, It last) { base_type::seed(first, last); }
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::mt11213b;
|
||||
using random::mt19937;
|
||||
using random::mt19937_64;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt11213b)
|
||||
BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937)
|
||||
BOOST_RANDOM_PTR_HELPER_SPEC(boost::mt19937_64)
|
||||
|
||||
#endif // BOOST_RANDOM_MERSENNE_TWISTER_HPP
|
||||
220
test/external/boost/random/negative_binomial_distribution.hpp
vendored
Normal file
220
test/external/boost/random/negative_binomial_distribution.hpp
vendored
Normal file
@@ -0,0 +1,220 @@
|
||||
/* boost random/negative_binomial_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: negative_binomial_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_NEGATIVE_BINOMIAL_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <iosfwd>
|
||||
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/gamma_distribution.hpp>
|
||||
#include <boost/random/poisson_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The negative binomial distribution is an integer valued
|
||||
* distribution with two parameters, @c k and @c p. The
|
||||
* distribution produces non-negative values.
|
||||
*
|
||||
* The distribution function is
|
||||
* \f$\displaystyle P(i) = {k+i-1\choose i}p^k(1-p)^i\f$.
|
||||
*
|
||||
* This implementation uses a gamma-poisson mixture.
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class negative_binomial_distribution {
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef negative_binomial_distribution distribution_type;
|
||||
/**
|
||||
* Construct a param_type object. @c k and @c p
|
||||
* are the parameters of the distribution.
|
||||
*
|
||||
* Requires: k >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit param_type(IntType k_arg = 1, RealType p_arg = RealType (0.5))
|
||||
: _k(k_arg), _p(p_arg)
|
||||
{}
|
||||
/** Returns the @c k parameter of the distribution. */
|
||||
IntType k() const { return _k; }
|
||||
/** Returns the @c p parameter of the distribution. */
|
||||
RealType p() const { return _p; }
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const param_type& parm)
|
||||
{
|
||||
os << parm._p << " " << parm._k;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, param_type& parm)
|
||||
{
|
||||
is >> parm._p >> std::ws >> parm._k;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
/** Returns true if the parameters have the same values. */
|
||||
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return lhs._k == rhs._k && lhs._p == rhs._p;
|
||||
}
|
||||
/** Returns true if the parameters have different values. */
|
||||
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
private:
|
||||
IntType _k;
|
||||
RealType _p;
|
||||
};
|
||||
|
||||
/**
|
||||
* Construct a @c negative_binomial_distribution object. @c k and @c p
|
||||
* are the parameters of the distribution.
|
||||
*
|
||||
* Requires: k >=0 && 0 <= p <= 1
|
||||
*/
|
||||
explicit negative_binomial_distribution(IntType k_arg = 1,
|
||||
RealType p_arg = RealType(0.5))
|
||||
: _k(k_arg), _p(p_arg)
|
||||
{}
|
||||
|
||||
/**
|
||||
* Construct an @c negative_binomial_distribution object from the
|
||||
* parameters.
|
||||
*/
|
||||
explicit negative_binomial_distribution(const param_type& parm)
|
||||
: _k(parm.k()), _p(parm.p())
|
||||
{}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* negative binomial distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng) const
|
||||
{
|
||||
gamma_distribution<RealType> gamma(_k, (1-_p)/_p);
|
||||
poisson_distribution<IntType, RealType> poisson(gamma(urng));
|
||||
return poisson(urng);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the negative
|
||||
* binomial distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return negative_binomial_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the @c k parameter of the distribution. */
|
||||
IntType k() const { return _k; }
|
||||
/** Returns the @c p parameter of the distribution. */
|
||||
RealType p() const { return _p; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
|
||||
{ return (std::numeric_limits<IntType>::max)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_k, _p); }
|
||||
/** Sets parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_k = parm.k();
|
||||
_p = parm.p();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const negative_binomial_distribution& bd)
|
||||
{
|
||||
os << bd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is,
|
||||
negative_binomial_distribution& bd)
|
||||
{
|
||||
bd.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two distributions will produce the same
|
||||
sequence of values, given equal generators. */
|
||||
friend bool operator==(const negative_binomial_distribution& lhs,
|
||||
const negative_binomial_distribution& rhs)
|
||||
{
|
||||
return lhs._k == rhs._k && lhs._p == rhs._p;
|
||||
}
|
||||
/** Returns true if the two distributions could produce different
|
||||
sequences of values, given equal generators. */
|
||||
friend bool operator!=(const negative_binomial_distribution& lhs,
|
||||
const negative_binomial_distribution& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
/// @cond \show_private
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is) {
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
param(parm);
|
||||
}
|
||||
}
|
||||
|
||||
// parameters
|
||||
IntType _k;
|
||||
RealType _p;
|
||||
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
#endif
|
||||
223
test/external/boost/random/normal_distribution.hpp
vendored
Normal file
223
test/external/boost/random/normal_distribution.hpp
vendored
Normal file
@@ -0,0 +1,223 @@
|
||||
/* boost random/normal_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2010-2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: normal_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// deterministic Box-Muller method, uses trigonometric functions
|
||||
|
||||
/**
|
||||
* Instantiations of class template normal_distribution model a
|
||||
* \random_distribution. Such a distribution produces random numbers
|
||||
* @c x distributed with probability density function
|
||||
* \f$\displaystyle p(x) =
|
||||
* \frac{1}{\sqrt{2\pi\sigma}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}
|
||||
* \f$,
|
||||
* where mean and sigma are the parameters of the distribution.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class normal_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef normal_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type with a given mean and
|
||||
* standard deviation.
|
||||
*
|
||||
* Requires: sigma >= 0
|
||||
*/
|
||||
explicit param_type(RealType mean_arg = RealType(0.0),
|
||||
RealType sigma_arg = RealType(1.0))
|
||||
: _mean(mean_arg),
|
||||
_sigma(sigma_arg)
|
||||
{}
|
||||
|
||||
/** Returns the mean of the distribution. */
|
||||
RealType mean() const { return _mean; }
|
||||
|
||||
/** Returns the standand deviation of the distribution. */
|
||||
RealType sigma() const { return _sigma; }
|
||||
|
||||
/** Writes a @c param_type to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{ os << parm._mean << " " << parm._sigma ; return os; }
|
||||
|
||||
/** Reads a @c param_type from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{ is >> parm._mean >> std::ws >> parm._sigma; return is; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._mean == rhs._mean && lhs._sigma == rhs._sigma; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _mean;
|
||||
RealType _sigma;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c normal_distribution object. @c mean and @c sigma are
|
||||
* the parameters for the distribution.
|
||||
*
|
||||
* Requires: sigma >= 0
|
||||
*/
|
||||
explicit normal_distribution(const RealType& mean_arg = RealType(0.0),
|
||||
const RealType& sigma_arg = RealType(1.0))
|
||||
: _mean(mean_arg), _sigma(sigma_arg),
|
||||
_r1(0), _r2(0), _cached_rho(0), _valid(false)
|
||||
{
|
||||
BOOST_ASSERT(_sigma >= RealType(0));
|
||||
}
|
||||
|
||||
/**
|
||||
* Constructs a @c normal_distribution object from its parameters.
|
||||
*/
|
||||
explicit normal_distribution(const param_type& parm)
|
||||
: _mean(parm.mean()), _sigma(parm.sigma()),
|
||||
_r1(0), _r2(0), _cached_rho(0), _valid(false)
|
||||
{}
|
||||
|
||||
/** Returns the mean of the distribution. */
|
||||
RealType mean() const { return _mean; }
|
||||
/** Returns the standard deviation of the distribution. */
|
||||
RealType sigma() const { return _sigma; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return -std::numeric_limits<RealType>::infinity(); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return std::numeric_limits<RealType>::infinity(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_mean, _sigma); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_mean = parm.mean();
|
||||
_sigma = parm.sigma();
|
||||
_valid = false;
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _valid = false; }
|
||||
|
||||
/** Returns a normal variate. */
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
using std::sqrt;
|
||||
using std::log;
|
||||
using std::sin;
|
||||
using std::cos;
|
||||
|
||||
if(!_valid) {
|
||||
_r1 = boost::uniform_01<RealType>()(eng);
|
||||
_r2 = boost::uniform_01<RealType>()(eng);
|
||||
_cached_rho = sqrt(-result_type(2) * log(result_type(1)-_r2));
|
||||
_valid = true;
|
||||
} else {
|
||||
_valid = false;
|
||||
}
|
||||
// Can we have a boost::mathconst please?
|
||||
const result_type pi = result_type(3.14159265358979323846);
|
||||
|
||||
return _cached_rho * (_valid ?
|
||||
cos(result_type(2)*pi*_r1) :
|
||||
sin(result_type(2)*pi*_r1))
|
||||
* _sigma + _mean;
|
||||
}
|
||||
|
||||
/** Returns a normal variate with parameters specified by @c param. */
|
||||
template<class URNG>
|
||||
result_type operator()(URNG& urng, const param_type& parm)
|
||||
{
|
||||
return normal_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Writes a @c normal_distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, normal_distribution, nd)
|
||||
{
|
||||
os << nd._mean << " " << nd._sigma << " "
|
||||
<< nd._valid << " " << nd._cached_rho << " " << nd._r1;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c normal_distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, normal_distribution, nd)
|
||||
{
|
||||
is >> std::ws >> nd._mean >> std::ws >> nd._sigma
|
||||
>> std::ws >> nd._valid >> std::ws >> nd._cached_rho
|
||||
>> std::ws >> nd._r1;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c normal_distribution will
|
||||
* return identical sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(normal_distribution, lhs, rhs)
|
||||
{
|
||||
return lhs._mean == rhs._mean && lhs._sigma == rhs._sigma
|
||||
&& lhs._valid == rhs._valid
|
||||
&& (!lhs._valid || (lhs._r1 == rhs._r1 && lhs._r2 == rhs._r2));
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c normal_distribution will
|
||||
* return different sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(normal_distribution)
|
||||
|
||||
private:
|
||||
RealType _mean, _sigma;
|
||||
RealType _r1, _r2, _cached_rho;
|
||||
bool _valid;
|
||||
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::normal_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_NORMAL_DISTRIBUTION_HPP
|
||||
466
test/external/boost/random/piecewise_constant_distribution.hpp
vendored
Normal file
466
test/external/boost/random/piecewise_constant_distribution.hpp
vendored
Normal file
@@ -0,0 +1,466 @@
|
||||
/* boost random/piecewise_constant_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: piecewise_constant_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_PIECEWISE_CONSTANT_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <vector>
|
||||
#include <numeric>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/uniform_real.hpp>
|
||||
#include <boost/random/discrete_distribution.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/vector_io.hpp>
|
||||
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
#include <initializer_list>
|
||||
#endif
|
||||
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class @c piecewise_constant_distribution models a \random_distribution.
|
||||
*/
|
||||
template<class RealType = double, class WeightType = double>
|
||||
class piecewise_constant_distribution {
|
||||
public:
|
||||
typedef std::size_t input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
|
||||
typedef piecewise_constant_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type object, representing a distribution
|
||||
* that produces values uniformly distributed in the range [0, 1).
|
||||
*/
|
||||
param_type()
|
||||
{
|
||||
_weights.push_back(WeightType(1));
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
}
|
||||
/**
|
||||
* Constructs a @c param_type object from two iterator ranges
|
||||
* containing the interval boundaries and the interval weights.
|
||||
* If there are less than two boundaries, then this is equivalent to
|
||||
* the default constructor and creates a single interval, [0, 1).
|
||||
*
|
||||
* The values of the interval boundaries must be strictly
|
||||
* increasing, and the number of weights must be one less than
|
||||
* the number of interval boundaries. If there are extra
|
||||
* weights, they are ignored.
|
||||
*/
|
||||
template<class IntervalIter, class WeightIter>
|
||||
param_type(IntervalIter intervals_first, IntervalIter intervals_last,
|
||||
WeightIter weight_first)
|
||||
: _intervals(intervals_first, intervals_last)
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
_weights.push_back(WeightType(1));
|
||||
} else {
|
||||
_weights.reserve(_intervals.size() - 1);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
_weights.push_back(*weight_first++);
|
||||
}
|
||||
}
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* Constructs a @c param_type object from an
|
||||
* initializer_list containing the interval boundaries
|
||||
* and a unary function specifying the weights. Each
|
||||
* weight is determined by calling the function at the
|
||||
* midpoint of the corresponding interval.
|
||||
*
|
||||
* If the initializer_list contains less than two elements,
|
||||
* this is equivalent to the default constructor and the
|
||||
* distribution will produce values uniformly distributed
|
||||
* in the range [0, 1).
|
||||
*/
|
||||
template<class T, class F>
|
||||
param_type(const std::initializer_list<T>& il, F f)
|
||||
: _intervals(il.begin(), il.end())
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
_weights.push_back(WeightType(1));
|
||||
} else {
|
||||
_weights.reserve(_intervals.size() - 1);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
|
||||
_weights.push_back(f(midpoint));
|
||||
}
|
||||
}
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* Constructs a @c param_type object from Boost.Range
|
||||
* ranges holding the interval boundaries and the weights. If
|
||||
* there are less than two interval boundaries, this is equivalent
|
||||
* to the default constructor and the distribution will produce
|
||||
* values uniformly distributed in the range [0, 1). The
|
||||
* number of weights must be one less than the number of
|
||||
* interval boundaries.
|
||||
*/
|
||||
template<class IntervalRange, class WeightRange>
|
||||
param_type(const IntervalRange& intervals_arg,
|
||||
const WeightRange& weights_arg)
|
||||
: _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
|
||||
_weights(boost::begin(weights_arg), boost::end(weights_arg))
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
_weights.push_back(WeightType(1));
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Constructs the parameters for a distribution that approximates a
|
||||
* function. The range of the distribution is [xmin, xmax). This
|
||||
* range is divided into nw equally sized intervals and the weights
|
||||
* are found by calling the unary function f on the midpoints of the
|
||||
* intervals.
|
||||
*/
|
||||
template<class F>
|
||||
param_type(std::size_t nw, RealType xmin, RealType xmax, F f)
|
||||
{
|
||||
std::size_t n = (nw == 0) ? 1 : nw;
|
||||
double delta = (xmax - xmin) / n;
|
||||
BOOST_ASSERT(delta > 0);
|
||||
for(std::size_t k = 0; k < n; ++k) {
|
||||
_weights.push_back(f(xmin + k*delta + delta/2));
|
||||
_intervals.push_back(xmin + k*delta);
|
||||
}
|
||||
_intervals.push_back(xmax);
|
||||
}
|
||||
|
||||
/** Returns a vector containing the interval boundaries. */
|
||||
std::vector<RealType> intervals() const { return _intervals; }
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probability densities
|
||||
* over all the intervals of the distribution.
|
||||
*/
|
||||
std::vector<RealType> densities() const
|
||||
{
|
||||
RealType sum = std::accumulate(_weights.begin(), _weights.end(),
|
||||
static_cast<RealType>(0));
|
||||
std::vector<RealType> result;
|
||||
result.reserve(_weights.size());
|
||||
for(std::size_t i = 0; i < _weights.size(); ++i) {
|
||||
RealType width = _intervals[i + 1] - _intervals[i];
|
||||
result.push_back(_weights[i] / (sum * width));
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
detail::print_vector(os, parm._intervals);
|
||||
detail::print_vector(os, parm._weights);
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
std::vector<RealType> new_intervals;
|
||||
std::vector<WeightType> new_weights;
|
||||
detail::read_vector(is, new_intervals);
|
||||
detail::read_vector(is, new_weights);
|
||||
if(is) {
|
||||
parm._intervals.swap(new_intervals);
|
||||
parm._weights.swap(new_weights);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{
|
||||
return lhs._intervals == rhs._intervals
|
||||
&& lhs._weights == rhs._weights;
|
||||
}
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
|
||||
friend class piecewise_constant_distribution;
|
||||
|
||||
std::vector<RealType> _intervals;
|
||||
std::vector<WeightType> _weights;
|
||||
};
|
||||
|
||||
/**
|
||||
* Creates a new @c piecewise_constant_distribution with
|
||||
* a single interval, [0, 1).
|
||||
*/
|
||||
piecewise_constant_distribution()
|
||||
{
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_constant_distribution from two iterator ranges
|
||||
* containing the interval boundaries and the interval weights.
|
||||
* If there are less than two boundaries, then this is equivalent to
|
||||
* the default constructor and creates a single interval, [0, 1).
|
||||
*
|
||||
* The values of the interval boundaries must be strictly
|
||||
* increasing, and the number of weights must be one less than
|
||||
* the number of interval boundaries. If there are extra
|
||||
* weights, they are ignored.
|
||||
*
|
||||
* For example,
|
||||
*
|
||||
* @code
|
||||
* double intervals[] = { 0.0, 1.0, 4.0 };
|
||||
* double weights[] = { 1.0, 1.0 };
|
||||
* piecewise_constant_distribution<> dist(
|
||||
* &intervals[0], &intervals[0] + 3, &weights[0]);
|
||||
* @endcode
|
||||
*
|
||||
* The distribution has a 50% chance of producing a
|
||||
* value between 0 and 1 and a 50% chance of producing
|
||||
* a value between 1 and 4.
|
||||
*/
|
||||
template<class IntervalIter, class WeightIter>
|
||||
piecewise_constant_distribution(IntervalIter first_interval,
|
||||
IntervalIter last_interval,
|
||||
WeightIter first_weight)
|
||||
: _intervals(first_interval, last_interval)
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
} else {
|
||||
std::vector<WeightType> actual_weights;
|
||||
actual_weights.reserve(_intervals.size() - 1);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
actual_weights.push_back(*first_weight++);
|
||||
}
|
||||
typedef discrete_distribution<std::size_t, WeightType> bins_type;
|
||||
typename bins_type::param_type bins_param(actual_weights);
|
||||
_bins.param(bins_param);
|
||||
}
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* Constructs a piecewise_constant_distribution from an
|
||||
* initializer_list containing the interval boundaries
|
||||
* and a unary function specifying the weights. Each
|
||||
* weight is determined by calling the function at the
|
||||
* midpoint of the corresponding interval.
|
||||
*
|
||||
* If the initializer_list contains less than two elements,
|
||||
* this is equivalent to the default constructor and the
|
||||
* distribution will produce values uniformly distributed
|
||||
* in the range [0, 1).
|
||||
*/
|
||||
template<class T, class F>
|
||||
piecewise_constant_distribution(std::initializer_list<T> il, F f)
|
||||
: _intervals(il.begin(), il.end())
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
} else {
|
||||
std::vector<WeightType> actual_weights;
|
||||
actual_weights.reserve(_intervals.size() - 1);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
RealType midpoint = (_intervals[i] + _intervals[i + 1]) / 2;
|
||||
actual_weights.push_back(f(midpoint));
|
||||
}
|
||||
typedef discrete_distribution<std::size_t, WeightType> bins_type;
|
||||
typename bins_type::param_type bins_param(actual_weights);
|
||||
_bins.param(bins_param);
|
||||
}
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* Constructs a piecewise_constant_distribution from Boost.Range
|
||||
* ranges holding the interval boundaries and the weights. If
|
||||
* there are less than two interval boundaries, this is equivalent
|
||||
* to the default constructor and the distribution will produce
|
||||
* values uniformly distributed in the range [0, 1). The
|
||||
* number of weights must be one less than the number of
|
||||
* interval boundaries.
|
||||
*/
|
||||
template<class IntervalsRange, class WeightsRange>
|
||||
piecewise_constant_distribution(const IntervalsRange& intervals_arg,
|
||||
const WeightsRange& weights_arg)
|
||||
: _bins(weights_arg),
|
||||
_intervals(boost::begin(intervals_arg), boost::end(intervals_arg))
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
}
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_constant_distribution that approximates a
|
||||
* function. The range of the distribution is [xmin, xmax). This
|
||||
* range is divided into nw equally sized intervals and the weights
|
||||
* are found by calling the unary function f on the midpoints of the
|
||||
* intervals.
|
||||
*/
|
||||
template<class F>
|
||||
piecewise_constant_distribution(std::size_t nw,
|
||||
RealType xmin,
|
||||
RealType xmax,
|
||||
F f)
|
||||
: _bins(nw, xmin, xmax, f)
|
||||
{
|
||||
if(nw == 0) { nw = 1; }
|
||||
RealType delta = (xmax - xmin) / nw;
|
||||
_intervals.reserve(nw + 1);
|
||||
for(std::size_t i = 0; i < nw; ++i) {
|
||||
_intervals.push_back(xmin + i * delta);
|
||||
}
|
||||
_intervals.push_back(xmax);
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_constant_distribution from its parameters.
|
||||
*/
|
||||
explicit piecewise_constant_distribution(const param_type& parm)
|
||||
: _bins(parm._weights),
|
||||
_intervals(parm._intervals)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters of the
|
||||
* piecewist_constant_distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng) const
|
||||
{
|
||||
std::size_t i = _bins(urng);
|
||||
return uniform_real<RealType>(_intervals[i], _intervals[i+1])(urng);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters
|
||||
* specified by param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return piecewise_constant_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return _intervals.front(); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return _intervals.back(); }
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probability density
|
||||
* over each interval.
|
||||
*/
|
||||
std::vector<RealType> densities() const
|
||||
{
|
||||
std::vector<RealType> result(_bins.probabilities());
|
||||
for(std::size_t i = 0; i < result.size(); ++i) {
|
||||
result[i] /= (_intervals[i+1] - _intervals[i]);
|
||||
}
|
||||
return(result);
|
||||
}
|
||||
/** Returns a vector containing the interval boundaries. */
|
||||
std::vector<RealType> intervals() const { return _intervals; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const
|
||||
{
|
||||
return param_type(_intervals, _bins.probabilities());
|
||||
}
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
std::vector<RealType> new_intervals(parm._intervals);
|
||||
typedef discrete_distribution<std::size_t, RealType> bins_type;
|
||||
typename bins_type::param_type bins_param(parm._weights);
|
||||
_bins.param(bins_param);
|
||||
_intervals.swap(new_intervals);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _bins.reset(); }
|
||||
|
||||
/** Writes a distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(
|
||||
os, piecewise_constant_distribution, pcd)
|
||||
{
|
||||
os << pcd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a distribution from a @c std::istream */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(
|
||||
is, piecewise_constant_distribution, pcd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
pcd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will return the
|
||||
* same sequence of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(
|
||||
piecewise_constant_distribution, lhs, rhs)
|
||||
{
|
||||
return lhs._bins == rhs._bins && lhs._intervals == rhs._intervals;
|
||||
}
|
||||
/**
|
||||
* Returns true if the two distributions may return different
|
||||
* sequences of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(piecewise_constant_distribution)
|
||||
|
||||
private:
|
||||
discrete_distribution<std::size_t, WeightType> _bins;
|
||||
std::vector<RealType> _intervals;
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
#endif
|
||||
530
test/external/boost/random/piecewise_linear_distribution.hpp
vendored
Normal file
530
test/external/boost/random/piecewise_linear_distribution.hpp
vendored
Normal file
@@ -0,0 +1,530 @@
|
||||
/* boost random/piecewise_linear_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: piecewise_linear_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_PIECEWISE_LINEAR_DISTRIBUTION_HPP_INCLUDED
|
||||
#define BOOST_RANDOM_PIECEWISE_LINEAR_DISTRIBUTION_HPP_INCLUDED
|
||||
|
||||
#include <vector>
|
||||
#include <algorithm>
|
||||
#include <cmath>
|
||||
#include <cstdlib>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/uniform_real.hpp>
|
||||
#include <boost/random/discrete_distribution.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/vector_io.hpp>
|
||||
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
#include <initializer_list>
|
||||
#endif
|
||||
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class @c piecewise_linear_distribution models a \random_distribution.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class piecewise_linear_distribution {
|
||||
public:
|
||||
typedef std::size_t input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
|
||||
typedef piecewise_linear_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type object, representing a distribution
|
||||
* that produces values uniformly distributed in the range [0, 1).
|
||||
*/
|
||||
param_type()
|
||||
{
|
||||
_weights.push_back(RealType(1));
|
||||
_weights.push_back(RealType(1));
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
}
|
||||
/**
|
||||
* Constructs a @c param_type object from two iterator ranges
|
||||
* containing the interval boundaries and weights at the boundaries.
|
||||
* If there are fewer than two boundaries, then this is equivalent to
|
||||
* the default constructor and the distribution will produce values
|
||||
* uniformly distributed in the range [0, 1).
|
||||
*
|
||||
* The values of the interval boundaries must be strictly
|
||||
* increasing, and the number of weights must be the same as
|
||||
* the number of interval boundaries. If there are extra
|
||||
* weights, they are ignored.
|
||||
*/
|
||||
template<class IntervalIter, class WeightIter>
|
||||
param_type(IntervalIter intervals_first, IntervalIter intervals_last,
|
||||
WeightIter weight_first)
|
||||
: _intervals(intervals_first, intervals_last)
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_weights.push_back(RealType(1));
|
||||
_weights.push_back(RealType(1));
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
} else {
|
||||
_weights.reserve(_intervals.size());
|
||||
for(std::size_t i = 0; i < _intervals.size(); ++i) {
|
||||
_weights.push_back(*weight_first++);
|
||||
}
|
||||
}
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* Constructs a @c param_type object from an initializer_list
|
||||
* containing the interval boundaries and a unary function
|
||||
* specifying the weights at the boundaries. Each weight is
|
||||
* determined by calling the function at the corresponding point.
|
||||
*
|
||||
* If the initializer_list contains fewer than two elements,
|
||||
* this is equivalent to the default constructor and the
|
||||
* distribution will produce values uniformly distributed
|
||||
* in the range [0, 1).
|
||||
*/
|
||||
template<class T, class F>
|
||||
param_type(const std::initializer_list<T>& il, F f)
|
||||
: _intervals(il.begin(), il.end())
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_intervals.clear();
|
||||
_weights.push_back(RealType(1));
|
||||
_weights.push_back(RealType(1));
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
} else {
|
||||
_weights.reserve(_intervals.size());
|
||||
for(typename std::vector<RealType>::const_iterator
|
||||
iter = _intervals.begin(), end = _intervals.end();
|
||||
iter != end; ++iter)
|
||||
{
|
||||
_weights.push_back(f(*iter));
|
||||
}
|
||||
}
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* Constructs a @c param_type object from Boost.Range ranges holding
|
||||
* the interval boundaries and the weights at the boundaries. If
|
||||
* there are fewer than two interval boundaries, this is equivalent
|
||||
* to the default constructor and the distribution will produce
|
||||
* values uniformly distributed in the range [0, 1). The
|
||||
* number of weights must be equal to the number of
|
||||
* interval boundaries.
|
||||
*/
|
||||
template<class IntervalRange, class WeightRange>
|
||||
param_type(const IntervalRange& intervals_arg,
|
||||
const WeightRange& weights_arg)
|
||||
: _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
|
||||
_weights(boost::begin(weights_arg), boost::end(weights_arg))
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
_weights.clear();
|
||||
_weights.push_back(RealType(1));
|
||||
_weights.push_back(RealType(1));
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Constructs the parameters for a distribution that approximates a
|
||||
* function. The range of the distribution is [xmin, xmax). This
|
||||
* range is divided into nw equally sized intervals and the weights
|
||||
* are found by calling the unary function f on the boundaries of the
|
||||
* intervals.
|
||||
*/
|
||||
template<class F>
|
||||
param_type(std::size_t nw, RealType xmin, RealType xmax, F f)
|
||||
{
|
||||
std::size_t n = (nw == 0) ? 1 : nw;
|
||||
double delta = (xmax - xmin) / n;
|
||||
BOOST_ASSERT(delta > 0);
|
||||
for(std::size_t k = 0; k < n; ++k) {
|
||||
_weights.push_back(f(xmin + k*delta));
|
||||
_intervals.push_back(xmin + k*delta);
|
||||
}
|
||||
_weights.push_back(f(xmax));
|
||||
_intervals.push_back(xmax);
|
||||
}
|
||||
|
||||
/** Returns a vector containing the interval boundaries. */
|
||||
std::vector<RealType> intervals() const { return _intervals; }
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probability densities
|
||||
* at all the interval boundaries.
|
||||
*/
|
||||
std::vector<RealType> densities() const
|
||||
{
|
||||
RealType sum = static_cast<RealType>(0);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
RealType width = _intervals[i + 1] - _intervals[i];
|
||||
sum += (_weights[i] + _weights[i + 1]) * width / 2;
|
||||
}
|
||||
std::vector<RealType> result;
|
||||
result.reserve(_weights.size());
|
||||
for(typename std::vector<RealType>::const_iterator
|
||||
iter = _weights.begin(), end = _weights.end();
|
||||
iter != end; ++iter)
|
||||
{
|
||||
result.push_back(*iter / sum);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
detail::print_vector(os, parm._intervals);
|
||||
detail::print_vector(os, parm._weights);
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
std::vector<RealType> new_intervals;
|
||||
std::vector<RealType> new_weights;
|
||||
detail::read_vector(is, new_intervals);
|
||||
detail::read_vector(is, new_weights);
|
||||
if(is) {
|
||||
parm._intervals.swap(new_intervals);
|
||||
parm._weights.swap(new_weights);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{
|
||||
return lhs._intervals == rhs._intervals
|
||||
&& lhs._weights == rhs._weights;
|
||||
}
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
friend class piecewise_linear_distribution;
|
||||
|
||||
std::vector<RealType> _intervals;
|
||||
std::vector<RealType> _weights;
|
||||
};
|
||||
|
||||
/**
|
||||
* Creates a new @c piecewise_linear_distribution that
|
||||
* produces values uniformly distributed in the range [0, 1).
|
||||
*/
|
||||
piecewise_linear_distribution()
|
||||
{
|
||||
default_init();
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_linear_distribution from two iterator ranges
|
||||
* containing the interval boundaries and the weights at the boundaries.
|
||||
* If there are fewer than two boundaries, then this is equivalent to
|
||||
* the default constructor and creates a distribution that
|
||||
* produces values uniformly distributed in the range [0, 1).
|
||||
*
|
||||
* The values of the interval boundaries must be strictly
|
||||
* increasing, and the number of weights must be equal to
|
||||
* the number of interval boundaries. If there are extra
|
||||
* weights, they are ignored.
|
||||
*
|
||||
* For example,
|
||||
*
|
||||
* @code
|
||||
* double intervals[] = { 0.0, 1.0, 2.0 };
|
||||
* double weights[] = { 0.0, 1.0, 0.0 };
|
||||
* piecewise_constant_distribution<> dist(
|
||||
* &intervals[0], &intervals[0] + 3, &weights[0]);
|
||||
* @endcode
|
||||
*
|
||||
* produces a triangle distribution.
|
||||
*/
|
||||
template<class IntervalIter, class WeightIter>
|
||||
piecewise_linear_distribution(IntervalIter first_interval,
|
||||
IntervalIter last_interval,
|
||||
WeightIter first_weight)
|
||||
: _intervals(first_interval, last_interval)
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
default_init();
|
||||
} else {
|
||||
_weights.reserve(_intervals.size());
|
||||
for(std::size_t i = 0; i < _intervals.size(); ++i) {
|
||||
_weights.push_back(*first_weight++);
|
||||
}
|
||||
init();
|
||||
}
|
||||
}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/**
|
||||
* Constructs a piecewise_linear_distribution from an
|
||||
* initializer_list containing the interval boundaries
|
||||
* and a unary function specifying the weights. Each
|
||||
* weight is determined by calling the function at the
|
||||
* corresponding interval boundary.
|
||||
*
|
||||
* If the initializer_list contains fewer than two elements,
|
||||
* this is equivalent to the default constructor and the
|
||||
* distribution will produce values uniformly distributed
|
||||
* in the range [0, 1).
|
||||
*/
|
||||
template<class T, class F>
|
||||
piecewise_linear_distribution(std::initializer_list<T> il, F f)
|
||||
: _intervals(il.begin(), il.end())
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
default_init();
|
||||
} else {
|
||||
_weights.reserve(_intervals.size());
|
||||
for(typename std::vector<RealType>::const_iterator
|
||||
iter = _intervals.begin(), end = _intervals.end();
|
||||
iter != end; ++iter)
|
||||
{
|
||||
_weights.push_back(f(*iter));
|
||||
}
|
||||
init();
|
||||
}
|
||||
}
|
||||
#endif
|
||||
/**
|
||||
* Constructs a piecewise_linear_distribution from Boost.Range
|
||||
* ranges holding the interval boundaries and the weights. If
|
||||
* there are fewer than two interval boundaries, this is equivalent
|
||||
* to the default constructor and the distribution will produce
|
||||
* values uniformly distributed in the range [0, 1). The
|
||||
* number of weights must be equal to the number of
|
||||
* interval boundaries.
|
||||
*/
|
||||
template<class IntervalsRange, class WeightsRange>
|
||||
piecewise_linear_distribution(const IntervalsRange& intervals_arg,
|
||||
const WeightsRange& weights_arg)
|
||||
: _intervals(boost::begin(intervals_arg), boost::end(intervals_arg)),
|
||||
_weights(boost::begin(weights_arg), boost::end(weights_arg))
|
||||
{
|
||||
if(_intervals.size() < 2) {
|
||||
default_init();
|
||||
} else {
|
||||
init();
|
||||
}
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_linear_distribution that approximates a
|
||||
* function. The range of the distribution is [xmin, xmax). This
|
||||
* range is divided into nw equally sized intervals and the weights
|
||||
* are found by calling the unary function f on the interval boundaries.
|
||||
*/
|
||||
template<class F>
|
||||
piecewise_linear_distribution(std::size_t nw,
|
||||
RealType xmin,
|
||||
RealType xmax,
|
||||
F f)
|
||||
{
|
||||
if(nw == 0) { nw = 1; }
|
||||
RealType delta = (xmax - xmin) / nw;
|
||||
_intervals.reserve(nw + 1);
|
||||
for(std::size_t i = 0; i < nw; ++i) {
|
||||
RealType x = xmin + i * delta;
|
||||
_intervals.push_back(x);
|
||||
_weights.push_back(f(x));
|
||||
}
|
||||
_intervals.push_back(xmax);
|
||||
_weights.push_back(f(xmax));
|
||||
init();
|
||||
}
|
||||
/**
|
||||
* Constructs a piecewise_linear_distribution from its parameters.
|
||||
*/
|
||||
explicit piecewise_linear_distribution(const param_type& parm)
|
||||
: _intervals(parm._intervals),
|
||||
_weights(parm._weights)
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters of the
|
||||
* piecewise_linear_distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng) const
|
||||
{
|
||||
std::size_t i = _bins(urng);
|
||||
bool is_in_rectangle = (i % 2 == 0);
|
||||
i = i / 2;
|
||||
uniform_real<RealType> dist(_intervals[i], _intervals[i+1]);
|
||||
if(is_in_rectangle) {
|
||||
return dist(urng);
|
||||
} else if(_weights[i] < _weights[i+1]) {
|
||||
return (std::max)(dist(urng), dist(urng));
|
||||
} else {
|
||||
return (std::min)(dist(urng), dist(urng));
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a value distributed according to the parameters
|
||||
* specified by param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return piecewise_linear_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return _intervals.front(); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return _intervals.back(); }
|
||||
|
||||
/**
|
||||
* Returns a vector containing the probability densities
|
||||
* at the interval boundaries.
|
||||
*/
|
||||
std::vector<RealType> densities() const
|
||||
{
|
||||
RealType sum = static_cast<RealType>(0);
|
||||
for(std::size_t i = 0; i < _intervals.size() - 1; ++i) {
|
||||
RealType width = _intervals[i + 1] - _intervals[i];
|
||||
sum += (_weights[i] + _weights[i + 1]) * width / 2;
|
||||
}
|
||||
std::vector<RealType> result;
|
||||
result.reserve(_weights.size());
|
||||
for(typename std::vector<RealType>::const_iterator
|
||||
iter = _weights.begin(), end = _weights.end();
|
||||
iter != end; ++iter)
|
||||
{
|
||||
result.push_back(*iter / sum);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
/** Returns a vector containing the interval boundaries. */
|
||||
std::vector<RealType> intervals() const { return _intervals; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const
|
||||
{
|
||||
return param_type(_intervals, _weights);
|
||||
}
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
std::vector<RealType> new_intervals(parm._intervals);
|
||||
std::vector<RealType> new_weights(parm._weights);
|
||||
init(new_intervals, new_weights);
|
||||
_intervals.swap(new_intervals);
|
||||
_weights.swap(new_weights);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _bins.reset(); }
|
||||
|
||||
/** Writes a distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(
|
||||
os, piecewise_linear_distribution, pld)
|
||||
{
|
||||
os << pld.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a distribution from a @c std::istream */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(
|
||||
is, piecewise_linear_distribution, pld)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
pld.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will return the
|
||||
* same sequence of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(
|
||||
piecewise_linear_distribution, lhs, rhs)
|
||||
{
|
||||
return lhs._intervals == rhs._intervals && lhs._weights == rhs._weights;
|
||||
}
|
||||
/**
|
||||
* Returns true if the two distributions may return different
|
||||
* sequences of values, when passed equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(piecewise_linear_distribution)
|
||||
|
||||
private:
|
||||
|
||||
/// @cond \show_private
|
||||
|
||||
void init(const std::vector<RealType>& intervals_arg,
|
||||
const std::vector<RealType>& weights_arg)
|
||||
{
|
||||
std::vector<RealType> bin_weights;
|
||||
bin_weights.reserve((intervals_arg.size() - 1) * 2);
|
||||
for(std::size_t i = 0; i < intervals_arg.size() - 1; ++i) {
|
||||
RealType width = intervals_arg[i + 1] - intervals_arg[i];
|
||||
RealType w1 = weights_arg[i];
|
||||
RealType w2 = weights_arg[i + 1];
|
||||
bin_weights.push_back((std::min)(w1, w2) * width);
|
||||
bin_weights.push_back(std::abs(w1 - w2) * width / 2);
|
||||
}
|
||||
typedef discrete_distribution<std::size_t, RealType> bins_type;
|
||||
typename bins_type::param_type bins_param(bin_weights);
|
||||
_bins.param(bins_param);
|
||||
}
|
||||
|
||||
void init()
|
||||
{
|
||||
init(_intervals, _weights);
|
||||
}
|
||||
|
||||
void default_init()
|
||||
{
|
||||
_intervals.clear();
|
||||
_intervals.push_back(RealType(0));
|
||||
_intervals.push_back(RealType(1));
|
||||
_weights.clear();
|
||||
_weights.push_back(RealType(1));
|
||||
_weights.push_back(RealType(1));
|
||||
init();
|
||||
}
|
||||
|
||||
discrete_distribution<std::size_t, RealType> _bins;
|
||||
std::vector<RealType> _intervals;
|
||||
std::vector<RealType> _weights;
|
||||
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
#endif
|
||||
360
test/external/boost/random/poisson_distribution.hpp
vendored
Normal file
360
test/external/boost/random/poisson_distribution.hpp
vendored
Normal file
@@ -0,0 +1,360 @@
|
||||
/* boost random/poisson_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: poisson_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <cstdlib>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class RealType>
|
||||
struct poisson_table {
|
||||
static RealType value[10];
|
||||
};
|
||||
|
||||
template<class RealType>
|
||||
RealType poisson_table<RealType>::value[10] = {
|
||||
0.0,
|
||||
0.0,
|
||||
0.69314718055994529,
|
||||
1.7917594692280550,
|
||||
3.1780538303479458,
|
||||
4.7874917427820458,
|
||||
6.5792512120101012,
|
||||
8.5251613610654147,
|
||||
10.604602902745251,
|
||||
12.801827480081469
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* An instantiation of the class template @c poisson_distribution is a
|
||||
* model of \random_distribution. The poisson distribution has
|
||||
* \f$p(i) = \frac{e^{-\lambda}\lambda^i}{i!}\f$
|
||||
*
|
||||
* This implementation is based on the PTRD algorithm described
|
||||
*
|
||||
* @blockquote
|
||||
* "The transformed rejection method for generating Poisson random variables",
|
||||
* Wolfgang Hormann, Insurance: Mathematics and Economics
|
||||
* Volume 12, Issue 1, February 1993, Pages 39-45
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class IntType = int, class RealType = double>
|
||||
class poisson_distribution {
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef poisson_distribution distribution_type;
|
||||
/**
|
||||
* Construct a param_type object with the parameter "mean"
|
||||
*
|
||||
* Requires: mean > 0
|
||||
*/
|
||||
explicit param_type(RealType mean_arg = RealType(1))
|
||||
: _mean(mean_arg)
|
||||
{
|
||||
BOOST_ASSERT(_mean > 0);
|
||||
}
|
||||
/* Returns the "mean" parameter of the distribution. */
|
||||
RealType mean() const { return _mean; }
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT, Traits>&
|
||||
operator<<(std::basic_ostream<CharT, Traits>& os,
|
||||
const param_type& parm)
|
||||
{
|
||||
os << parm._mean;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT, Traits>&
|
||||
operator>>(std::basic_istream<CharT, Traits>& is, param_type& parm)
|
||||
{
|
||||
is >> parm._mean;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
/** Returns true if the parameters have the same values. */
|
||||
friend bool operator==(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return lhs._mean == rhs._mean;
|
||||
}
|
||||
/** Returns true if the parameters have different values. */
|
||||
friend bool operator!=(const param_type& lhs, const param_type& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
private:
|
||||
RealType _mean;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c poisson_distribution with the parameter @c mean.
|
||||
*
|
||||
* Requires: mean > 0
|
||||
*/
|
||||
explicit poisson_distribution(RealType mean_arg = RealType(1))
|
||||
: _mean(mean_arg)
|
||||
{
|
||||
BOOST_ASSERT(_mean > 0);
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Construct an @c poisson_distribution object from the
|
||||
* parameters.
|
||||
*/
|
||||
explicit poisson_distribution(const param_type& parm)
|
||||
: _mean(parm.mean())
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* poisson distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng) const
|
||||
{
|
||||
if(use_inversion()) {
|
||||
return invert(urng);
|
||||
} else {
|
||||
return generate(urng);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* poisson distribution with parameters specified by param.
|
||||
*/
|
||||
template<class URNG>
|
||||
IntType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return poisson_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the "mean" parameter of the distribution. */
|
||||
RealType mean() const { return _mean; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
IntType min BOOST_PREVENT_MACRO_SUBSTITUTION() const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
IntType max BOOST_PREVENT_MACRO_SUBSTITUTION() const
|
||||
{ return (std::numeric_limits<IntType>::max)(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_mean); }
|
||||
/** Sets parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_mean = parm.mean();
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
/** Writes the parameters of the distribution to a @c std::ostream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os,
|
||||
const poisson_distribution& pd)
|
||||
{
|
||||
os << pd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters of the distribution from a @c std::istream. */
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, poisson_distribution& pd)
|
||||
{
|
||||
pd.read(is);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
/** Returns true if the two distributions will produce the same
|
||||
sequence of values, given equal generators. */
|
||||
friend bool operator==(const poisson_distribution& lhs,
|
||||
const poisson_distribution& rhs)
|
||||
{
|
||||
return lhs._mean == rhs._mean;
|
||||
}
|
||||
/** Returns true if the two distributions could produce different
|
||||
sequences of values, given equal generators. */
|
||||
friend bool operator!=(const poisson_distribution& lhs,
|
||||
const poisson_distribution& rhs)
|
||||
{
|
||||
return !(lhs == rhs);
|
||||
}
|
||||
|
||||
private:
|
||||
|
||||
/// @cond show_private
|
||||
|
||||
template<class CharT, class Traits>
|
||||
void read(std::basic_istream<CharT, Traits>& is) {
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
param(parm);
|
||||
}
|
||||
}
|
||||
|
||||
bool use_inversion() const
|
||||
{
|
||||
return _mean < 10;
|
||||
}
|
||||
|
||||
static RealType log_factorial(IntType k)
|
||||
{
|
||||
BOOST_ASSERT(k >= 0);
|
||||
BOOST_ASSERT(k < 10);
|
||||
return detail::poisson_table<RealType>::value[k];
|
||||
}
|
||||
|
||||
void init()
|
||||
{
|
||||
using std::sqrt;
|
||||
using std::exp;
|
||||
|
||||
if(use_inversion()) {
|
||||
_exp_mean = exp(-_mean);
|
||||
} else {
|
||||
_ptrd.smu = sqrt(_mean);
|
||||
_ptrd.b = 0.931 + 2.53 * _ptrd.smu;
|
||||
_ptrd.a = -0.059 + 0.02483 * _ptrd.b;
|
||||
_ptrd.inv_alpha = 1.1239 + 1.1328 / (_ptrd.b - 3.4);
|
||||
_ptrd.v_r = 0.9277 - 3.6224 / (_ptrd.b - 2);
|
||||
}
|
||||
}
|
||||
|
||||
template<class URNG>
|
||||
IntType generate(URNG& urng) const
|
||||
{
|
||||
using std::floor;
|
||||
using std::abs;
|
||||
using std::log;
|
||||
|
||||
while(true) {
|
||||
RealType u;
|
||||
RealType v = uniform_01<RealType>()(urng);
|
||||
if(v <= 0.86 * _ptrd.v_r) {
|
||||
u = v / _ptrd.v_r - 0.43;
|
||||
return static_cast<IntType>(floor(
|
||||
(2*_ptrd.a/(0.5-abs(u)) + _ptrd.b)*u + _mean + 0.445));
|
||||
}
|
||||
|
||||
if(v >= _ptrd.v_r) {
|
||||
u = uniform_01<RealType>()(urng) - 0.5;
|
||||
} else {
|
||||
u = v/_ptrd.v_r - 0.93;
|
||||
u = ((u < 0)? -0.5 : 0.5) - u;
|
||||
v = uniform_01<RealType>()(urng) * _ptrd.v_r;
|
||||
}
|
||||
|
||||
RealType us = 0.5 - abs(u);
|
||||
if(us < 0.013 && v > us) {
|
||||
continue;
|
||||
}
|
||||
|
||||
RealType k = floor((2*_ptrd.a/us + _ptrd.b)*u+_mean+0.445);
|
||||
v = v*_ptrd.inv_alpha/(_ptrd.a/(us*us) + _ptrd.b);
|
||||
|
||||
RealType log_sqrt_2pi = 0.91893853320467267;
|
||||
|
||||
if(k >= 10) {
|
||||
if(log(v*_ptrd.smu) <= (k + 0.5)*log(_mean/k)
|
||||
- _mean
|
||||
- log_sqrt_2pi
|
||||
+ k
|
||||
- (1/12. - (1/360. - 1/(1260.*k*k))/(k*k))/k) {
|
||||
return static_cast<IntType>(k);
|
||||
}
|
||||
} else if(k >= 0) {
|
||||
if(log(v) <= k*log(_mean)
|
||||
- _mean
|
||||
- log_factorial(static_cast<IntType>(k))) {
|
||||
return static_cast<IntType>(k);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
template<class URNG>
|
||||
IntType invert(URNG& urng) const
|
||||
{
|
||||
RealType p = _exp_mean;
|
||||
IntType x = 0;
|
||||
RealType u = uniform_01<RealType>()(urng);
|
||||
while(u > p) {
|
||||
u = u - p;
|
||||
++x;
|
||||
p = _mean * p / x;
|
||||
}
|
||||
return x;
|
||||
}
|
||||
|
||||
RealType _mean;
|
||||
|
||||
union {
|
||||
// for ptrd
|
||||
struct {
|
||||
RealType v_r;
|
||||
RealType a;
|
||||
RealType b;
|
||||
RealType smu;
|
||||
RealType inv_alpha;
|
||||
} _ptrd;
|
||||
// for inversion
|
||||
RealType _exp_mean;
|
||||
};
|
||||
|
||||
/// @endcond
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::poisson_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
|
||||
142
test/external/boost/random/random_device.hpp
vendored
Normal file
142
test/external/boost/random/random_device.hpp
vendored
Normal file
@@ -0,0 +1,142 @@
|
||||
/* boost random/random_device.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000
|
||||
* Copyright Steven Watanabe 2010-2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* $Id: random_device.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2000-02-18 Portability fixes (thanks to Beman Dawes)
|
||||
*/
|
||||
|
||||
// See http://www.boost.org/libs/random for documentation.
|
||||
|
||||
|
||||
#ifndef BOOST_RANDOM_RANDOM_DEVICE_HPP
|
||||
#define BOOST_RANDOM_RANDOM_DEVICE_HPP
|
||||
|
||||
#include <string>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/noncopyable.hpp>
|
||||
#include <boost/random/detail/auto_link.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Class \random_device models a \nondeterministic_random_number_generator.
|
||||
* It uses one or more implementation-defined stochastic processes to
|
||||
* generate a sequence of uniformly distributed non-deterministic random
|
||||
* numbers. For those environments where a non-deterministic random number
|
||||
* generator is not available, class random_device must not be implemented. See
|
||||
*
|
||||
* @blockquote
|
||||
* "Randomness Recommendations for Security", D. Eastlake, S. Crocker,
|
||||
* J. Schiller, Network Working Group, RFC 1750, December 1994
|
||||
* @endblockquote
|
||||
*
|
||||
* for further discussions.
|
||||
*
|
||||
* @xmlnote
|
||||
* Some operating systems abstract the computer hardware enough
|
||||
* to make it difficult to non-intrusively monitor stochastic processes.
|
||||
* However, several do provide a special device for exactly this purpose.
|
||||
* It seems to be impossible to emulate the functionality using Standard
|
||||
* C++ only, so users should be aware that this class may not be available
|
||||
* on all platforms.
|
||||
* @endxmlnote
|
||||
*
|
||||
* <b>Implementation Note for Linux</b>
|
||||
*
|
||||
* On the Linux operating system, token is interpreted as a filesystem
|
||||
* path. It is assumed that this path denotes an operating system
|
||||
* pseudo-device which generates a stream of non-deterministic random
|
||||
* numbers. The pseudo-device should never signal an error or end-of-file.
|
||||
* Otherwise, @c std::ios_base::failure is thrown. By default,
|
||||
* \random_device uses the /dev/urandom pseudo-device to retrieve
|
||||
* the random numbers. Another option would be to specify the /dev/random
|
||||
* pseudo-device, which blocks on reads if the entropy pool has no more
|
||||
* random bits available.
|
||||
*
|
||||
* <b>Implementation Note for Windows</b>
|
||||
*
|
||||
* On the Windows operating system, token is interpreted as the name
|
||||
* of a cryptographic service provider. By default \random_device uses
|
||||
* MS_DEF_PROV.
|
||||
*
|
||||
* <b>Performance</b>
|
||||
*
|
||||
* The test program <a href="\boost/libs/random/performance/nondet_random_speed.cpp">
|
||||
* nondet_random_speed.cpp</a> measures the execution times of the
|
||||
* random_device.hpp implementation of the above algorithms in a tight
|
||||
* loop. The performance has been evaluated on an
|
||||
* Intel(R) Core(TM) i7 CPU Q 840 \@ 1.87GHz, 1867 Mhz with
|
||||
* Visual C++ 2010, Microsoft Windows 7 Professional and with gcc 4.4.5,
|
||||
* Ubuntu Linux 2.6.35-25-generic.
|
||||
*
|
||||
* <table cols="2">
|
||||
* <tr><th>Platform</th><th>time per invocation [microseconds]</th></tr>
|
||||
* <tr><td> Windows </td><td>2.9</td></tr>
|
||||
* <tr><td> Linux </td><td>1.7</td></tr>
|
||||
* </table>
|
||||
*
|
||||
* The measurement error is estimated at +/- 1 usec.
|
||||
*/
|
||||
class random_device : private noncopyable
|
||||
{
|
||||
public:
|
||||
typedef unsigned int result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
/** Returns the smallest value that the \random_device can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return 0; }
|
||||
/** Returns the largest value that the \random_device can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return ~0u; }
|
||||
|
||||
/** Constructs a @c random_device, optionally using the default device. */
|
||||
BOOST_RANDOM_DECL random_device();
|
||||
/**
|
||||
* Constructs a @c random_device, optionally using the given token as an
|
||||
* access specification (for example, a URL) to some implementation-defined
|
||||
* service for monitoring a stochastic process.
|
||||
*/
|
||||
BOOST_RANDOM_DECL explicit random_device(const std::string& token);
|
||||
|
||||
BOOST_RANDOM_DECL ~random_device();
|
||||
|
||||
/**
|
||||
* Returns: An entropy estimate for the random numbers returned by
|
||||
* operator(), in the range min() to log2( max()+1). A deterministic
|
||||
* random number generator (e.g. a pseudo-random number engine)
|
||||
* has entropy 0.
|
||||
*
|
||||
* Throws: Nothing.
|
||||
*/
|
||||
BOOST_RANDOM_DECL double entropy() const;
|
||||
/** Returns a random value in the range [min, max]. */
|
||||
BOOST_RANDOM_DECL unsigned int operator()();
|
||||
|
||||
/** Fills a range with random 32-bit values. */
|
||||
template<class Iter>
|
||||
void generate(Iter begin, Iter end)
|
||||
{
|
||||
for(; begin != end; ++begin) {
|
||||
*begin = (*this)();
|
||||
}
|
||||
}
|
||||
|
||||
private:
|
||||
class impl;
|
||||
impl * pimpl;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::random_device;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif /* BOOST_RANDOM_RANDOM_DEVICE_HPP */
|
||||
73
test/external/boost/random/random_number_generator.hpp
vendored
Normal file
73
test/external/boost/random/random_number_generator.hpp
vendored
Normal file
@@ -0,0 +1,73 @@
|
||||
/* boost random/random_number_generator.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: random_number_generator.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
#define BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/uniform_int_distribution.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template random_number_generator model a
|
||||
* RandomNumberGenerator (std:25.2.11 [lib.alg.random.shuffle]). On
|
||||
* each invocation, it returns a uniformly distributed integer in
|
||||
* the range [0..n).
|
||||
*
|
||||
* The template parameter IntType shall denote some integer-like value type.
|
||||
*/
|
||||
template<class URNG, class IntType = long>
|
||||
class random_number_generator
|
||||
{
|
||||
public:
|
||||
typedef URNG base_type;
|
||||
typedef IntType argument_type;
|
||||
typedef IntType result_type;
|
||||
/**
|
||||
* Constructs a random_number_generator functor with the given
|
||||
* \uniform_random_number_generator as the underlying source of
|
||||
* random numbers.
|
||||
*/
|
||||
random_number_generator(base_type& rng) : _rng(rng) {}
|
||||
|
||||
// compiler-generated copy ctor is fine
|
||||
// assignment is disallowed because there is a reference member
|
||||
|
||||
/**
|
||||
* Returns a value in the range [0, n)
|
||||
*/
|
||||
result_type operator()(argument_type n)
|
||||
{
|
||||
BOOST_ASSERT(n > 0);
|
||||
return uniform_int_distribution<IntType>(0, n-1)(_rng);
|
||||
}
|
||||
|
||||
private:
|
||||
base_type& _rng;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::random_number_generator;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_RANDOM_NUMBER_GENERATOR_HPP
|
||||
99
test/external/boost/random/ranlux.hpp
vendored
Normal file
99
test/external/boost/random/ranlux.hpp
vendored
Normal file
@@ -0,0 +1,99 @@
|
||||
/* boost random/ranlux.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: ranlux.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 created
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANLUX_HPP
|
||||
#define BOOST_RANDOM_RANLUX_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/random/subtract_with_carry.hpp>
|
||||
#include <boost/random/discard_block.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
namespace random {
|
||||
|
||||
namespace detail {
|
||||
/**
|
||||
* The ranlux family of generators are described in
|
||||
*
|
||||
* @blockquote
|
||||
* "A portable high-quality random number generator for lattice field theory
|
||||
* calculations", M. Luescher, Computer Physics Communications, 79 (1994)
|
||||
* pp 100-110.
|
||||
* @endblockquote
|
||||
*
|
||||
* The levels are given in
|
||||
*
|
||||
* @blockquote
|
||||
* "RANLUX: A Fortran implementation ofthe high-quality
|
||||
* pseudorandom number generator of Luescher", F. James,
|
||||
* Computer Physics Communications 79 (1994) 111-114
|
||||
* @endblockquote
|
||||
*/
|
||||
class ranlux_documentation {};
|
||||
}
|
||||
|
||||
typedef subtract_with_carry_engine<uint32_t, 24, 10, 24> ranlux_base;
|
||||
typedef subtract_with_carry_01_engine<float, 24, 10, 24> ranlux_base_01;
|
||||
typedef subtract_with_carry_01_engine<double, 48, 10, 24> ranlux64_base_01;
|
||||
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux_base, 223, 24> ranlux3;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux_base, 389, 24> ranlux4;
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux_base_01, 223, 24> ranlux3_01;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux_base_01, 389, 24> ranlux4_01;
|
||||
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux64_base_01, 223, 24> ranlux64_3_01;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux64_base_01, 389, 24> ranlux64_4_01;
|
||||
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
typedef subtract_with_carry_engine<uint64_t, 48, 10, 24> ranlux64_base;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux64_base, 223, 24> ranlux64_3;
|
||||
/** @copydoc boost::random::detail::ranlux_documentation */
|
||||
typedef discard_block_engine<ranlux64_base, 389, 24> ranlux64_4;
|
||||
#endif /* !BOOST_NO_INT64_T && !BOOST_NO_INTEGRAL_INT64_T */
|
||||
|
||||
|
||||
typedef subtract_with_carry_engine<uint32_t, 24, 10, 24> ranlux24_base;
|
||||
typedef subtract_with_carry_engine<uint64_t, 48, 5, 12> ranlux48_base;
|
||||
|
||||
typedef discard_block_engine<ranlux24_base, 223, 23> ranlux24;
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
typedef discard_block_engine<ranlux48_base, 389, 11> ranlux48;
|
||||
#endif
|
||||
}
|
||||
|
||||
using random::ranlux3;
|
||||
using random::ranlux4;
|
||||
using random::ranlux3_01;
|
||||
using random::ranlux4_01;
|
||||
using random::ranlux64_3_01;
|
||||
using random::ranlux64_4_01;
|
||||
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
|
||||
using random::ranlux64_3;
|
||||
using random::ranlux64_4;
|
||||
#endif
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_LINEAR_CONGRUENTIAL_HPP
|
||||
118
test/external/boost/random/seed_seq.hpp
vendored
Normal file
118
test/external/boost/random/seed_seq.hpp
vendored
Normal file
@@ -0,0 +1,118 @@
|
||||
/* boost random/seed_seq.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: seed_seq.hpp 74867 2011-10-09 23:13:31Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_SEED_SEQ_HPP
|
||||
#define BOOST_RANDOM_SEED_SEQ_HPP
|
||||
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/range/begin.hpp>
|
||||
#include <boost/range/end.hpp>
|
||||
#include <cstddef>
|
||||
#include <vector>
|
||||
#include <algorithm>
|
||||
#include <iterator>
|
||||
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
#include <initializer_list>
|
||||
#endif
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The class @c seed_seq stores a sequence of 32-bit words
|
||||
* for seeding a \pseudo_random_number_generator. These
|
||||
* words will be combined to fill the entire state of the
|
||||
* generator.
|
||||
*/
|
||||
class seed_seq {
|
||||
public:
|
||||
typedef boost::uint_least32_t result_type;
|
||||
|
||||
/** Initializes a seed_seq to hold an empty sequence. */
|
||||
seed_seq() {}
|
||||
#ifndef BOOST_NO_INITIALIZER_LISTS
|
||||
/** Initializes the sequence from an initializer_list. */
|
||||
template<class T>
|
||||
seed_seq(const std::initializer_list<T>& il) : v(il.begin(), il.end()) {}
|
||||
#endif
|
||||
/** Initializes the sequence from an iterator range. */
|
||||
template<class Iter>
|
||||
seed_seq(Iter first, Iter last) : v(first, last) {}
|
||||
/** Initializes the sequence from Boost.Range range. */
|
||||
template<class Range>
|
||||
explicit seed_seq(const Range& range)
|
||||
: v(boost::begin(range), boost::end(range)) {}
|
||||
|
||||
/**
|
||||
* Fills a range with 32-bit values based on the stored sequence.
|
||||
*
|
||||
* Requires: Iter must be a Random Access Iterator whose value type
|
||||
* is an unsigned integral type at least 32 bits wide.
|
||||
*/
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last) const
|
||||
{
|
||||
typedef typename std::iterator_traits<Iter>::value_type value_type;
|
||||
std::fill(first, last, static_cast<value_type>(0x8b8b8b8bu));
|
||||
std::size_t s = v.size();
|
||||
std::size_t n = last - first;
|
||||
std::size_t t =
|
||||
(n >= 623) ? 11 :
|
||||
(n >= 68) ? 7 :
|
||||
(n >= 39) ? 5 :
|
||||
(n >= 7) ? 3 :
|
||||
(n - 1)/2;
|
||||
std::size_t p = (n - t) / 2;
|
||||
std::size_t q = p + t;
|
||||
std::size_t m = (std::max)(s+1, n);
|
||||
value_type mask = 0xffffffffu;
|
||||
for(std::size_t k = 0; k < m; ++k) {
|
||||
value_type r1 =
|
||||
*(first + k%n) ^ *(first + (k+p)%n) ^ *(first + (k+n-1)%n);
|
||||
r1 = r1 ^ (r1 >> 27);
|
||||
r1 = (r1 * 1664525u) & mask;
|
||||
value_type r2 = r1 +
|
||||
((k == 0) ? s :
|
||||
(k <= s) ? k % n + v[k - 1] :
|
||||
(k % n));
|
||||
*(first + (k+p)%n) = (*(first + (k+p)%n) + r1) & mask;
|
||||
*(first + (k+q)%n) = (*(first + (k+q)%n) + r2) & mask;
|
||||
*(first + k%n) = r2;
|
||||
}
|
||||
for(std::size_t k = m; k < m + n; ++k) {
|
||||
value_type r3 =
|
||||
(*(first + k%n) + *(first + (k+p)%n) + *(first + (k+n-1)%n))
|
||||
& mask;
|
||||
r3 = r3 ^ (r3 >> 27);
|
||||
r3 = (r3 * 1566083941u) & mask;
|
||||
value_type r4 = r3 - k%m;
|
||||
*(first + (k+p)%n) ^= r3;
|
||||
*(first + (k+q)%n) ^= r4;
|
||||
*(first + k%n) = r4;
|
||||
}
|
||||
}
|
||||
/** Returns the size of the sequence. */
|
||||
std::size_t size() const { return v.size(); }
|
||||
/** Writes the stored sequence to iter. */
|
||||
template<class Iter>
|
||||
void param(Iter out) { std::copy(v.begin(), v.end(), out); }
|
||||
private:
|
||||
std::vector<result_type> v;
|
||||
};
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
#endif
|
||||
269
test/external/boost/random/shuffle_order.hpp
vendored
Normal file
269
test/external/boost/random/shuffle_order.hpp
vendored
Normal file
@@ -0,0 +1,269 @@
|
||||
/* boost random/shuffle_order.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: shuffle_order.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_SHUFFLE_ORDER_HPP
|
||||
#define BOOST_RANDOM_SHUFFLE_ORDER_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <algorithm> // std::copy
|
||||
#include <cassert>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instatiations of class template @c shuffle_order_engine model a
|
||||
* \pseudo_random_number_generator. It mixes the output
|
||||
* of some (usually \linear_congruential_engine)
|
||||
* \uniform_random_number_generator to get better statistical properties.
|
||||
* The algorithm is described in
|
||||
*
|
||||
* @blockquote
|
||||
* "Improving a poor random number generator", Carter Bays
|
||||
* and S.D. Durham, ACM Transactions on Mathematical Software,
|
||||
* Vol 2, No. 1, March 1976, pp. 59-64.
|
||||
* http://doi.acm.org/10.1145/355666.355670
|
||||
* @endblockquote
|
||||
*
|
||||
* The output of the base generator is buffered in an array of
|
||||
* length k. Every output X(n) has a second role: It gives an
|
||||
* index into the array where X(n+1) will be retrieved. Used
|
||||
* array elements are replaced with fresh output from the base
|
||||
* generator.
|
||||
*
|
||||
* Template parameters are the base generator and the array
|
||||
* length k, which should be around 100.
|
||||
*/
|
||||
template<class UniformRandomNumberGenerator, std::size_t k>
|
||||
class shuffle_order_engine
|
||||
{
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef typename base_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, buffer_size = k);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, table_size = k);
|
||||
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
|
||||
BOOST_STATIC_ASSERT(k > 0);
|
||||
|
||||
/**
|
||||
* Constructs a @c shuffle_order_engine by invoking the
|
||||
* default constructor of the base generator.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
shuffle_order_engine() : _rng() { init(); }
|
||||
/**
|
||||
* Constructs a @c shuffle_output_engine by invoking the one-argument
|
||||
* constructor of the base generator with the parameter seed.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(shuffle_order_engine,
|
||||
result_type, s)
|
||||
{ _rng.seed(s); init(); }
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(shuffle_order_engine, SeedSeq, seq)
|
||||
{ _rng.seed(seq); init(); }
|
||||
/**
|
||||
* Constructs a @c shuffle_output_engine by using a copy
|
||||
* of the provided generator.
|
||||
*
|
||||
* Precondition: The template argument UniformRandomNumberGenerator
|
||||
* shall denote a CopyConstructible type.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
explicit shuffle_order_engine(const base_type & rng) : _rng(rng) { init(); }
|
||||
|
||||
#ifndef BOOST_NO_RVALUE_REFERENCES
|
||||
explicit shuffle_order_engine(base_type&& rng) : _rng(rng) { init(); }
|
||||
#endif
|
||||
|
||||
template<class It> shuffle_order_engine(It& first, It last)
|
||||
: _rng(first, last) { init(); }
|
||||
void seed() { _rng.seed(); init(); }
|
||||
/**
|
||||
* Invokes the one-argument seed method of the base generator
|
||||
* with the parameter seed and re-initializes the internal buffer array.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(shuffle_order_engine,
|
||||
result_type, seed_arg)
|
||||
{ _rng.seed(seed_arg); init(); }
|
||||
/**
|
||||
* Invokes the one-argument seed method of the base generator
|
||||
* with the parameter seq and re-initializes the internal buffer array.
|
||||
*
|
||||
* Complexity: Exactly k+1 invocations of the base generator.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(shuffle_order_engine, SeedSeq, seq)
|
||||
{ _rng.seed(seq); init(); }
|
||||
template<class It> void seed(It& first, It last)
|
||||
{ _rng.seed(first, last); init(); }
|
||||
|
||||
const base_type& base() const { return _rng; }
|
||||
|
||||
result_type operator()() {
|
||||
// calculating the range every time may seem wasteful. However, this
|
||||
// makes the information locally available for the optimizer.
|
||||
typedef typename make_unsigned<result_type>::type base_unsigned;
|
||||
const base_unsigned brange =
|
||||
detail::subtract<result_type>()((max)(), (min)());
|
||||
const base_unsigned off =
|
||||
detail::subtract<result_type>()(y, (min)());
|
||||
|
||||
base_unsigned j;
|
||||
if(k == 1) {
|
||||
j = 0;
|
||||
} else if(brange < (std::numeric_limits<base_unsigned>::max)() / k) {
|
||||
// try to do it in the native type if we know that it won't
|
||||
// overflow
|
||||
j = k * off / (brange + 1);
|
||||
} else if(brange < (std::numeric_limits<uintmax_t>::max)() / k) {
|
||||
// Otherwise try to use uint64_t
|
||||
j = static_cast<base_unsigned>(
|
||||
static_cast<uintmax_t>(off) * k /
|
||||
(static_cast<uintmax_t>(brange) + 1));
|
||||
} else {
|
||||
boost::uintmax_t divisor =
|
||||
static_cast<boost::uintmax_t>(brange) + 1;
|
||||
j = static_cast<base_unsigned>(detail::muldiv(off, k, divisor));
|
||||
}
|
||||
// assert(0 <= j && j < k);
|
||||
y = v[j];
|
||||
v[j] = _rng();
|
||||
return y;
|
||||
}
|
||||
|
||||
/** Advances the generator by z steps. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
for(boost::uintmax_t j = 0; j < z; ++j) {
|
||||
(*this)();
|
||||
}
|
||||
}
|
||||
|
||||
/** Fills a range with pseudo-random values. */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (base_type::min)(); }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (base_type::max)(); }
|
||||
|
||||
/** Writes a @c shuffle_order_engine to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, shuffle_order_engine, s)
|
||||
{
|
||||
os << s._rng;
|
||||
for(std::size_t i = 0; i < k; ++i)
|
||||
os << ' ' << s.v[i];
|
||||
os << ' ' << s.y;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c shuffle_order_engine from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, shuffle_order_engine, s)
|
||||
{
|
||||
is >> s._rng;
|
||||
for(std::size_t i = 0; i < k; ++i)
|
||||
is >> std::ws >> s.v[i];
|
||||
is >> std::ws >> s.y;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two generators will produce identical sequences. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(shuffle_order_engine, x, y)
|
||||
{ return x._rng == y._rng && x.y == y.y && std::equal(x.v, x.v+k, y.v); }
|
||||
/** Returns true if the two generators will produce different sequences. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(shuffle_order_engine)
|
||||
|
||||
private:
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
void init()
|
||||
{
|
||||
// we cannot use std::generate, because it uses pass-by-value for _rng
|
||||
for(result_type * p = v; p != v+k; ++p)
|
||||
*p = _rng();
|
||||
y = _rng();
|
||||
}
|
||||
|
||||
/// \endcond
|
||||
|
||||
base_type _rng;
|
||||
result_type v[k];
|
||||
result_type y;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class URNG, std::size_t k>
|
||||
const bool shuffle_order_engine<URNG, k>::has_fixed_range;
|
||||
template<class URNG, std::size_t k>
|
||||
const std::size_t shuffle_order_engine<URNG, k>::table_size;
|
||||
template<class URNG, std::size_t k>
|
||||
const std::size_t shuffle_order_engine<URNG, k>::buffer_size;
|
||||
#endif
|
||||
|
||||
/**
|
||||
* According to Harry Erwin (private e-mail), the specialization
|
||||
* @c kreutzer1986 was suggested in:
|
||||
*
|
||||
* @blockquote
|
||||
* "System Simulation: Programming Styles and Languages (International
|
||||
* Computer Science Series)", Wolfgang Kreutzer, Addison-Wesley, December 1986.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef shuffle_order_engine<
|
||||
linear_congruential_engine<uint32_t, 1366, 150889, 714025>,
|
||||
97> kreutzer1986;
|
||||
|
||||
/**
|
||||
* The specialization @c knuth_b is specified by the C++ standard.
|
||||
* It is described in
|
||||
*
|
||||
* @blockquote
|
||||
* "The Art of Computer Programming, Second Edition, Volume 2,
|
||||
* Seminumerical Algorithms", Donald Knuth, Addison-Wesley, 1981.
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef shuffle_order_engine<minstd_rand0, 256> knuth_b;
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::kreutzer1986;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
51
test/external/boost/random/shuffle_output.hpp
vendored
Normal file
51
test/external/boost/random/shuffle_output.hpp
vendored
Normal file
@@ -0,0 +1,51 @@
|
||||
/* boost random/shuffle_output.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: shuffle_output.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
#define BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
|
||||
#include <boost/random/shuffle_order.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/// \cond
|
||||
|
||||
template<typename URNG, int k,
|
||||
typename URNG::result_type val = 0>
|
||||
class shuffle_output : public shuffle_order_engine<URNG, k>
|
||||
{
|
||||
typedef shuffle_order_engine<URNG, k> base_t;
|
||||
typedef typename base_t::result_type result_type;
|
||||
public:
|
||||
shuffle_output() {}
|
||||
template<class T>
|
||||
shuffle_output(T& arg) : base_t(arg) {}
|
||||
template<class T>
|
||||
shuffle_output(const T& arg) : base_t(arg) {}
|
||||
template<class It>
|
||||
shuffle_output(It& first, It last) : base_t(first, last) {}
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (this->base().min)(); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return (this->base().max)(); }
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
#endif // BOOST_RANDOM_SHUFFLE_OUTPUT_HPP
|
||||
180
test/external/boost/random/student_t_distribution.hpp
vendored
Normal file
180
test/external/boost/random/student_t_distribution.hpp
vendored
Normal file
@@ -0,0 +1,180 @@
|
||||
/* boost random/student_t_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: student_t_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/chi_squared_distribution.hpp>
|
||||
#include <boost/random/normal_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The Student t distribution is a real valued distribution with one
|
||||
* parameter n, the number of degrees of freedom.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) =
|
||||
* \frac{1}{\sqrt{n\pi}}
|
||||
* \frac{\Gamma((n+1)/2)}{\Gamma(n/2)}
|
||||
* \left(1+\frac{x^2}{n}\right)^{-(n+1)/2}
|
||||
* \f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class student_t_distribution {
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef student_t_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type with "n" degrees of freedom.
|
||||
*
|
||||
* Requires: n > 0
|
||||
*/
|
||||
explicit param_type(RealType n_arg = RealType(1.0))
|
||||
: _n(n_arg)
|
||||
{}
|
||||
|
||||
/** Returns the number of degrees of freedom of the distribution. */
|
||||
RealType n() const { return _n; }
|
||||
|
||||
/** Writes a @c param_type to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{ os << parm._n; return os; }
|
||||
|
||||
/** Reads a @c param_type from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{ is >> parm._n; return is; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._n == rhs._n; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _n;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs an @c student_t_distribution with "n" degrees of freedom.
|
||||
*
|
||||
* Requires: n > 0
|
||||
*/
|
||||
explicit student_t_distribution(RealType n_arg = RealType(1.0))
|
||||
: _normal(), _chi_squared(n_arg)
|
||||
{}
|
||||
/** Constructs an @c student_t_distribution from its parameters. */
|
||||
explicit student_t_distribution(const param_type& parm)
|
||||
: _normal(), _chi_squared(parm.n())
|
||||
{}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* Student t distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng)
|
||||
{
|
||||
using std::sqrt;
|
||||
return _normal(urng) / sqrt(_chi_squared(urng) / n());
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed accordint to the Student
|
||||
* t distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return student_t_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the number of degrees of freedom. */
|
||||
RealType n() const { return _chi_squared.n(); }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return -std::numeric_limits<RealType>::infinity(); }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return std::numeric_limits<RealType>::infinity(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(n()); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
typedef chi_squared_distribution<RealType> chi_squared_type;
|
||||
typename chi_squared_type::param_type chi_squared_param(parm.n());
|
||||
_chi_squared.param(chi_squared_param);
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset()
|
||||
{
|
||||
_normal.reset();
|
||||
_chi_squared.reset();
|
||||
}
|
||||
|
||||
/** Writes a @c student_t_distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, student_t_distribution, td)
|
||||
{
|
||||
os << td.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c student_t_distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, student_t_distribution, td)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
td.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c student_t_distribution will
|
||||
* return identical sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(student_t_distribution, lhs, rhs)
|
||||
{ return lhs._normal == rhs._normal && lhs._chi_squared == rhs._chi_squared; }
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c student_t_distribution will
|
||||
* return different sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(student_t_distribution)
|
||||
|
||||
private:
|
||||
normal_distribution<RealType> _normal;
|
||||
chi_squared_distribution<RealType> _chi_squared;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_STUDENT_T_DISTRIBUTION_HPP
|
||||
613
test/external/boost/random/subtract_with_carry.hpp
vendored
Normal file
613
test/external/boost/random/subtract_with_carry.hpp
vendored
Normal file
@@ -0,0 +1,613 @@
|
||||
/* boost random/subtract_with_carry.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: subtract_with_carry.hpp 72951 2011-07-07 04:57:37Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2002-03-02 created
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
|
||||
#define BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp> // std::pow
|
||||
#include <iostream>
|
||||
#include <algorithm> // std::equal
|
||||
#include <stdexcept>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/cstdint.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/integer/static_log2.hpp>
|
||||
#include <boost/integer/integer_mask.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
#include <boost/random/detail/generator_seed_seq.hpp>
|
||||
#include <boost/random/linear_congruential.hpp>
|
||||
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
namespace detail {
|
||||
|
||||
struct subtract_with_carry_discard
|
||||
{
|
||||
template<class Engine>
|
||||
static void apply(Engine& eng, boost::uintmax_t z)
|
||||
{
|
||||
typedef typename Engine::result_type IntType;
|
||||
const std::size_t short_lag = Engine::short_lag;
|
||||
const std::size_t long_lag = Engine::long_lag;
|
||||
std::size_t k = eng.k;
|
||||
IntType carry = eng.carry;
|
||||
if(k != 0) {
|
||||
// increment k until it becomes 0.
|
||||
if(k < short_lag) {
|
||||
std::size_t limit = (short_lag - k) < z?
|
||||
short_lag : (k + static_cast<std::size_t>(z));
|
||||
for(std::size_t j = k; j < limit; ++j) {
|
||||
carry = eng.do_update(j, j + long_lag - short_lag, carry);
|
||||
}
|
||||
}
|
||||
std::size_t limit = (long_lag - k) < z?
|
||||
long_lag : (k + static_cast<std::size_t>(z));
|
||||
std::size_t start = (k < short_lag ? short_lag : k);
|
||||
for(std::size_t j = start; j < limit; ++j) {
|
||||
carry = eng.do_update(j, j - short_lag, carry);
|
||||
}
|
||||
}
|
||||
|
||||
k = ((z % long_lag) + k) % long_lag;
|
||||
|
||||
if(k < z) {
|
||||
// main loop: update full blocks from k = 0 to long_lag
|
||||
for(std::size_t i = 0; i < (z - k) / long_lag; ++i) {
|
||||
for(std::size_t j = 0; j < short_lag; ++j) {
|
||||
carry = eng.do_update(j, j + long_lag - short_lag, carry);
|
||||
}
|
||||
for(std::size_t j = short_lag; j < long_lag; ++j) {
|
||||
carry = eng.do_update(j, j - short_lag, carry);
|
||||
}
|
||||
}
|
||||
|
||||
// Update the last partial block
|
||||
std::size_t limit = short_lag < k? short_lag : k;
|
||||
for(std::size_t j = 0; j < limit; ++j) {
|
||||
carry = eng.do_update(j, j + long_lag - short_lag, carry);
|
||||
}
|
||||
for(std::size_t j = short_lag; j < k; ++j) {
|
||||
carry = eng.do_update(j, j - short_lag, carry);
|
||||
}
|
||||
}
|
||||
eng.carry = carry;
|
||||
eng.k = k;
|
||||
}
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* Instantiations of @c subtract_with_carry_engine model a
|
||||
* \pseudo_random_number_generator. The algorithm is
|
||||
* described in
|
||||
*
|
||||
* @blockquote
|
||||
* "A New Class of Random Number Generators", George
|
||||
* Marsaglia and Arif Zaman, Annals of Applied Probability,
|
||||
* Volume 1, Number 3 (1991), 462-480.
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
class subtract_with_carry_engine
|
||||
{
|
||||
public:
|
||||
typedef IntType result_type;
|
||||
BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
|
||||
BOOST_STATIC_CONSTANT(uint32_t, default_seed = 19780503u);
|
||||
|
||||
// Required by the old Boost.Random concepts
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
// Backwards compatibility
|
||||
BOOST_STATIC_CONSTANT(result_type, modulus = (result_type(1) << w));
|
||||
|
||||
BOOST_STATIC_ASSERT(std::numeric_limits<result_type>::is_integer);
|
||||
|
||||
/**
|
||||
* Constructs a new @c subtract_with_carry_engine and seeds
|
||||
* it with the default seed.
|
||||
*/
|
||||
subtract_with_carry_engine() { seed(); }
|
||||
/**
|
||||
* Constructs a new @c subtract_with_carry_engine and seeds
|
||||
* it with @c value.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_engine,
|
||||
IntType, value)
|
||||
{ seed(value); }
|
||||
/**
|
||||
* Constructs a new @c subtract_with_carry_engine and seeds
|
||||
* it with values produced by @c seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
/**
|
||||
* Constructs a new @c subtract_with_carry_engine and seeds
|
||||
* it with values from a range. first is updated to point
|
||||
* one past the last value consumed. If there are not
|
||||
* enough elements in the range to fill the entire state of
|
||||
* the generator, throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> subtract_with_carry_engine(It& first, It last)
|
||||
{ seed(first,last); }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Seeds the generator with the default seed. */
|
||||
void seed() { seed(default_seed); }
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_engine,
|
||||
IntType, value)
|
||||
{
|
||||
typedef linear_congruential_engine<uint32_t,40014,0,2147483563> gen_t;
|
||||
gen_t intgen(static_cast<boost::uint32_t>(value));
|
||||
detail::generator_seed_seq<gen_t> gen(intgen);
|
||||
seed(gen);
|
||||
}
|
||||
|
||||
/** Seeds the generator with values produced by @c seq.generate(). */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry, SeedSeq, seq)
|
||||
{
|
||||
detail::seed_array_int<w>(seq, x);
|
||||
carry = (x[long_lag-1] == 0);
|
||||
k = 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds the generator with values from a range. Updates @c first to
|
||||
* point one past the last consumed value. If the range does not
|
||||
* contain enough elements to fill the entire state of the generator,
|
||||
* throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
detail::fill_array_int<w>(first, last, x);
|
||||
carry = (x[long_lag-1] == 0);
|
||||
k = 0;
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return 0; }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return boost::low_bits_mask_t<w>::sig_bits; }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
std::size_t short_index =
|
||||
(k < short_lag)?
|
||||
(k + long_lag - short_lag) :
|
||||
(k - short_lag);
|
||||
carry = do_update(k, short_index, carry);
|
||||
IntType result = x[k];
|
||||
++k;
|
||||
if(k >= long_lag)
|
||||
k = 0;
|
||||
return result;
|
||||
}
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
detail::subtract_with_carry_discard::apply(*this, z);
|
||||
}
|
||||
|
||||
/** Fills a range with random values. */
|
||||
template<class It>
|
||||
void generate(It first, It last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Writes a @c subtract_with_carry_engine to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_engine, f)
|
||||
{
|
||||
for(unsigned int j = 0; j < f.long_lag; ++j)
|
||||
os << f.compute(j) << ' ';
|
||||
os << f.carry;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c subtract_with_carry_engine from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_engine, f)
|
||||
{
|
||||
for(unsigned int j = 0; j < f.long_lag; ++j)
|
||||
is >> f.x[j] >> std::ws;
|
||||
is >> f.carry;
|
||||
f.k = 0;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce identical
|
||||
* sequences of values.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_engine, x, y)
|
||||
{
|
||||
for(unsigned int j = 0; j < r; ++j)
|
||||
if(x.compute(j) != y.compute(j))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two generators will produce different
|
||||
* sequences of values.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_engine)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
// returns x(i-r+index), where index is in 0..r-1
|
||||
IntType compute(unsigned int index) const
|
||||
{
|
||||
return x[(k+index) % long_lag];
|
||||
}
|
||||
|
||||
friend struct detail::subtract_with_carry_discard;
|
||||
|
||||
IntType do_update(std::size_t current, std::size_t short_index, IntType carry)
|
||||
{
|
||||
IntType delta;
|
||||
IntType temp = x[current] + carry;
|
||||
if (x[short_index] >= temp) {
|
||||
// x(n) >= 0
|
||||
delta = x[short_index] - temp;
|
||||
carry = 0;
|
||||
} else {
|
||||
// x(n) < 0
|
||||
delta = modulus - temp + x[short_index];
|
||||
carry = 1;
|
||||
}
|
||||
x[current] = delta;
|
||||
return carry;
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
// state representation; next output (state) is x(i)
|
||||
// x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
|
||||
// x(i-k) ... x(i) x(i+1) ... x(i-k+long_lag-1)
|
||||
// speed: base: 20-25 nsec
|
||||
// ranlux_4: 230 nsec, ranlux_7: 430 nsec, ranlux_14: 810 nsec
|
||||
// This state representation makes operator== and save/restore more
|
||||
// difficult, because we've already computed "too much" and thus
|
||||
// have to undo some steps to get at x(i-r) etc.
|
||||
|
||||
// state representation: next output (state) is x(i)
|
||||
// x[0] ... x[k] x[k+1] ... x[long_lag-1] represents
|
||||
// x(i-k) ... x(i) x(i-long_lag+1) ... x(i-k-1)
|
||||
// speed: base 28 nsec
|
||||
// ranlux_4: 370 nsec, ranlux_7: 688 nsec, ranlux_14: 1343 nsec
|
||||
IntType x[long_lag];
|
||||
std::size_t k;
|
||||
IntType carry;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const bool subtract_with_carry_engine<IntType, w, s, r>::has_fixed_range;
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const IntType subtract_with_carry_engine<IntType, w, s, r>::modulus;
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_engine<IntType, w, s, r>::word_size;
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_engine<IntType, w, s, r>::long_lag;
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_engine<IntType, w, s, r>::short_lag;
|
||||
template<class IntType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const uint32_t subtract_with_carry_engine<IntType, w, s, r>::default_seed;
|
||||
#endif
|
||||
|
||||
|
||||
// use a floating-point representation to produce values in [0..1)
|
||||
/**
|
||||
* Instantiations of \subtract_with_carry_01_engine model a
|
||||
* \pseudo_random_number_generator. The algorithm is
|
||||
* described in
|
||||
*
|
||||
* @blockquote
|
||||
* "A New Class of Random Number Generators", George
|
||||
* Marsaglia and Arif Zaman, Annals of Applied Probability,
|
||||
* Volume 1, Number 3 (1991), 462-480.
|
||||
* @endblockquote
|
||||
*/
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
class subtract_with_carry_01_engine
|
||||
{
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, word_size = w);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, long_lag = r);
|
||||
BOOST_STATIC_CONSTANT(std::size_t, short_lag = s);
|
||||
BOOST_STATIC_CONSTANT(boost::uint32_t, default_seed = 19780503u);
|
||||
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<result_type>::is_integer);
|
||||
|
||||
/** Creates a new \subtract_with_carry_01_engine using the default seed. */
|
||||
subtract_with_carry_01_engine() { init_modulus(); seed(); }
|
||||
/** Creates a new subtract_with_carry_01_engine and seeds it with value. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01_engine,
|
||||
boost::uint32_t, value)
|
||||
{ init_modulus(); seed(value); }
|
||||
/**
|
||||
* Creates a new \subtract_with_carry_01_engine and seeds with with values
|
||||
* produced by seq.generate().
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(subtract_with_carry_01_engine,
|
||||
SeedSeq, seq)
|
||||
{ init_modulus(); seed(seq); }
|
||||
/**
|
||||
* Creates a new \subtract_with_carry_01_engine and seeds it with values
|
||||
* from a range. Advances first to point one past the last consumed
|
||||
* value. If the range does not contain enough elements to fill the
|
||||
* entire state, throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> subtract_with_carry_01_engine(It& first, It last)
|
||||
{ init_modulus(); seed(first,last); }
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
void init_modulus()
|
||||
{
|
||||
#ifndef BOOST_NO_STDC_NAMESPACE
|
||||
// allow for Koenig lookup
|
||||
using std::pow;
|
||||
#endif
|
||||
_modulus = pow(RealType(2), RealType(word_size));
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
public:
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Seeds the generator with the default seed. */
|
||||
void seed() { seed(default_seed); }
|
||||
|
||||
/** Seeds the generator with @c value. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01_engine,
|
||||
boost::uint32_t, value)
|
||||
{
|
||||
typedef linear_congruential_engine<uint32_t, 40014, 0, 2147483563> gen_t;
|
||||
gen_t intgen(value);
|
||||
detail::generator_seed_seq<gen_t> gen(intgen);
|
||||
seed(gen);
|
||||
}
|
||||
|
||||
/** Seeds the generator with values produced by @c seq.generate(). */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(subtract_with_carry_01_engine,
|
||||
SeedSeq, seq)
|
||||
{
|
||||
detail::seed_array_real<w>(seq, x);
|
||||
carry = (x[long_lag-1] ? 0 : 1 / _modulus);
|
||||
k = 0;
|
||||
}
|
||||
|
||||
/**
|
||||
* Seeds the generator with values from a range. Updates first to
|
||||
* point one past the last consumed element. If there are not
|
||||
* enough elements in the range to fill the entire state, throws
|
||||
* @c std::invalid_argument.
|
||||
*/
|
||||
template<class It>
|
||||
void seed(It& first, It last)
|
||||
{
|
||||
detail::fill_array_real<w>(first, last, x);
|
||||
carry = (x[long_lag-1] ? 0 : 1 / _modulus);
|
||||
k = 0;
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return result_type(0); }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION ()
|
||||
{ return result_type(1); }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
std::size_t short_index =
|
||||
(k < short_lag) ?
|
||||
(k + long_lag - short_lag) :
|
||||
(k - short_lag);
|
||||
carry = do_update(k, short_index, carry);
|
||||
RealType result = x[k];
|
||||
++k;
|
||||
if(k >= long_lag)
|
||||
k = 0;
|
||||
return result;
|
||||
}
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{ detail::subtract_with_carry_discard::apply(*this, z); }
|
||||
|
||||
/** Fills a range with random values. */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_real(*this, first, last); }
|
||||
|
||||
/** Writes a \subtract_with_carry_01_engine to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, subtract_with_carry_01_engine, f)
|
||||
{
|
||||
std::ios_base::fmtflags oldflags =
|
||||
os.flags(os.dec | os.fixed | os.left);
|
||||
for(unsigned int j = 0; j < f.long_lag; ++j)
|
||||
os << (f.compute(j) * f._modulus) << ' ';
|
||||
os << (f.carry * f._modulus);
|
||||
os.flags(oldflags);
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a \subtract_with_carry_01_engine from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, subtract_with_carry_01_engine, f)
|
||||
{
|
||||
RealType value;
|
||||
for(unsigned int j = 0; j < long_lag; ++j) {
|
||||
is >> value >> std::ws;
|
||||
f.x[j] = value / f._modulus;
|
||||
}
|
||||
is >> value;
|
||||
f.carry = value / f._modulus;
|
||||
f.k = 0;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two generators will produce identical sequences. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(subtract_with_carry_01_engine, x, y)
|
||||
{
|
||||
for(unsigned int j = 0; j < r; ++j)
|
||||
if(x.compute(j) != y.compute(j))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
/** Returns true if the two generators will produce different sequences. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(subtract_with_carry_01_engine)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
RealType compute(unsigned int index) const
|
||||
{
|
||||
return x[(k+index) % long_lag];
|
||||
}
|
||||
|
||||
friend struct detail::subtract_with_carry_discard;
|
||||
|
||||
RealType do_update(std::size_t current, std::size_t short_index, RealType carry)
|
||||
{
|
||||
RealType delta = x[short_index] - x[current] - carry;
|
||||
if(delta < 0) {
|
||||
delta += RealType(1);
|
||||
carry = RealType(1)/_modulus;
|
||||
} else {
|
||||
carry = 0;
|
||||
}
|
||||
x[current] = delta;
|
||||
return carry;
|
||||
}
|
||||
/// \endcond
|
||||
std::size_t k;
|
||||
RealType carry;
|
||||
RealType x[long_lag];
|
||||
RealType _modulus;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const bool subtract_with_carry_01_engine<RealType, w, s, r>::has_fixed_range;
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::word_size;
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::long_lag;
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const std::size_t subtract_with_carry_01_engine<RealType, w, s, r>::short_lag;
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
const uint32_t subtract_with_carry_01_engine<RealType, w, s, r>::default_seed;
|
||||
#endif
|
||||
|
||||
|
||||
/// \cond show_deprecated
|
||||
|
||||
template<class IntType, IntType m, unsigned s, unsigned r, IntType v>
|
||||
class subtract_with_carry :
|
||||
public subtract_with_carry_engine<IntType,
|
||||
boost::static_log2<m>::value, s, r>
|
||||
{
|
||||
typedef subtract_with_carry_engine<IntType,
|
||||
boost::static_log2<m>::value, s, r> base_type;
|
||||
public:
|
||||
subtract_with_carry() {}
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry, Gen, gen)
|
||||
{ seed(gen); }
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry,
|
||||
IntType, val)
|
||||
{ seed(val); }
|
||||
template<class It>
|
||||
subtract_with_carry(It& first, It last) : base_type(first, last) {}
|
||||
void seed() { base_type::seed(); }
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry, Gen, gen)
|
||||
{
|
||||
detail::generator_seed_seq<Gen> seq(gen);
|
||||
base_type::seed(seq);
|
||||
}
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry, IntType, val)
|
||||
{ base_type::seed(val); }
|
||||
template<class It>
|
||||
void seed(It& first, It last) { base_type::seed(first, last); }
|
||||
};
|
||||
|
||||
template<class RealType, int w, unsigned s, unsigned r, int v = 0>
|
||||
class subtract_with_carry_01 :
|
||||
public subtract_with_carry_01_engine<RealType, w, s, r>
|
||||
{
|
||||
typedef subtract_with_carry_01_engine<RealType, w, s, r> base_type;
|
||||
public:
|
||||
subtract_with_carry_01() {}
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_CONSTRUCTOR(subtract_with_carry_01, Gen, gen)
|
||||
{ seed(gen); }
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(subtract_with_carry_01,
|
||||
uint32_t, val)
|
||||
{ seed(val); }
|
||||
template<class It>
|
||||
subtract_with_carry_01(It& first, It last) : base_type(first, last) {}
|
||||
void seed() { base_type::seed(); }
|
||||
BOOST_RANDOM_DETAIL_GENERATOR_SEED(subtract_with_carry_01, Gen, gen)
|
||||
{
|
||||
detail::generator_seed_seq<Gen> seq(gen);
|
||||
base_type::seed(seq);
|
||||
}
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(subtract_with_carry_01, uint32_t, val)
|
||||
{ base_type::seed(val); }
|
||||
template<class It>
|
||||
void seed(It& first, It last) { base_type::seed(first, last); }
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class Engine>
|
||||
struct generator_bits;
|
||||
|
||||
template<class RealType, std::size_t w, std::size_t s, std::size_t r>
|
||||
struct generator_bits<subtract_with_carry_01_engine<RealType, w, s, r> > {
|
||||
static std::size_t value() { return w; }
|
||||
};
|
||||
|
||||
template<class RealType, int w, unsigned s, unsigned r, int v>
|
||||
struct generator_bits<subtract_with_carry_01<RealType, w, s, r, v> > {
|
||||
static std::size_t value() { return w; }
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_SUBTRACT_WITH_CARRY_HPP
|
||||
45
test/external/boost/random/taus88.hpp
vendored
Normal file
45
test/external/boost/random/taus88.hpp
vendored
Normal file
@@ -0,0 +1,45 @@
|
||||
/* boost random/taus88.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org/libs/random for documentation.
|
||||
*
|
||||
* $Id: taus88.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_TAUS88_HPP
|
||||
#define BOOST_RANDOM_TAUS88_HPP
|
||||
|
||||
#include <boost/random/linear_feedback_shift.hpp>
|
||||
#include <boost/random/xor_combine.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The specialization taus88 was suggested in
|
||||
*
|
||||
* @blockquote
|
||||
* "Maximally Equidistributed Combined Tausworthe Generators",
|
||||
* Pierre L'Ecuyer, Mathematics of Computation, Volume 65,
|
||||
* Number 213, January 1996, Pages 203-213
|
||||
* @endblockquote
|
||||
*/
|
||||
typedef xor_combine_engine<
|
||||
xor_combine_engine<
|
||||
linear_feedback_shift_engine<uint32_t, 32, 31, 13, 12>, 0,
|
||||
linear_feedback_shift_engine<uint32_t, 32, 29, 2, 4>, 0>, 0,
|
||||
linear_feedback_shift_engine<uint32_t, 32, 28, 3, 17>, 0> taus88;
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::taus88;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_TAUS88_HPP
|
||||
232
test/external/boost/random/triangle_distribution.hpp
vendored
Normal file
232
test/external/boost/random/triangle_distribution.hpp
vendored
Normal file
@@ -0,0 +1,232 @@
|
||||
/* boost random/triangle_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: triangle_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <ios>
|
||||
#include <istream>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of @c triangle_distribution model a \random_distribution.
|
||||
* A @c triangle_distribution has three parameters, @c a, @c b, and @c c,
|
||||
* which are the smallest, the most probable and the largest values of
|
||||
* the distribution respectively.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class triangle_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef triangle_distribution distribution_type;
|
||||
|
||||
/** Constructs the parameters of a @c triangle_distribution. */
|
||||
explicit param_type(RealType a_arg = RealType(0.0),
|
||||
RealType b_arg = RealType(0.5),
|
||||
RealType c_arg = RealType(1.0))
|
||||
: _a(a_arg), _b(b_arg), _c(c_arg)
|
||||
{
|
||||
BOOST_ASSERT(_a <= _b && _b <= _c);
|
||||
}
|
||||
|
||||
/** Returns the minimum value of the distribution. */
|
||||
RealType a() const { return _a; }
|
||||
/** Returns the mode of the distribution. */
|
||||
RealType b() const { return _b; }
|
||||
/** Returns the maximum value of the distribution. */
|
||||
RealType c() const { return _c; }
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._a << " " << parm._b << " " << parm._c;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
double a_in, b_in, c_in;
|
||||
if(is >> a_in >> std::ws >> b_in >> std::ws >> c_in) {
|
||||
if(a_in <= b_in && b_in <= c_in) {
|
||||
parm._a = a_in;
|
||||
parm._b = b_in;
|
||||
parm._c = c_in;
|
||||
} else {
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b && lhs._c == rhs._c; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _a;
|
||||
RealType _b;
|
||||
RealType _c;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c triangle_distribution with the parameters
|
||||
* @c a, @c b, and @c c.
|
||||
*
|
||||
* Preconditions: a <= b <= c.
|
||||
*/
|
||||
explicit triangle_distribution(RealType a_arg = RealType(0.0),
|
||||
RealType b_arg = RealType(0.5),
|
||||
RealType c_arg = RealType(1.0))
|
||||
: _a(a_arg), _b(b_arg), _c(c_arg)
|
||||
{
|
||||
BOOST_ASSERT(_a <= _b && _b <= _c);
|
||||
init();
|
||||
}
|
||||
|
||||
/** Constructs a @c triangle_distribution from its parameters. */
|
||||
explicit triangle_distribution(const param_type& parm)
|
||||
: _a(parm.a()), _b(parm.b()), _c(parm.c())
|
||||
{
|
||||
init();
|
||||
}
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the @c a parameter of the distribution */
|
||||
result_type a() const { return _a; }
|
||||
/** Returns the @c b parameter of the distribution */
|
||||
result_type b() const { return _b; }
|
||||
/** Returns the @c c parameter of the distribution */
|
||||
result_type c() const { return _c; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _a; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _c; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_a, _b, _c); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_a = parm.a();
|
||||
_b = parm.b();
|
||||
_c = parm.c();
|
||||
init();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* triangle distribution.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng)
|
||||
{
|
||||
using std::sqrt;
|
||||
result_type u = uniform_01<>()(eng);
|
||||
if( u <= q1 )
|
||||
return _a + p1*sqrt(u);
|
||||
else
|
||||
return _c - d3*sqrt(d2*u-d1);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* triangle distribution with parameters specified by param.
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm)
|
||||
{ return triangle_distribution(parm)(eng); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, triangle_distribution, td)
|
||||
{
|
||||
os << td.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, triangle_distribution, td)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
td.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(triangle_distribution, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b && lhs._c == rhs._c; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(triangle_distribution)
|
||||
|
||||
private:
|
||||
/// \cond show_private
|
||||
void init()
|
||||
{
|
||||
using std::sqrt;
|
||||
d1 = _b - _a;
|
||||
d2 = _c - _a;
|
||||
d3 = sqrt(_c - _b);
|
||||
q1 = d1 / d2;
|
||||
p1 = sqrt(d1 * d2);
|
||||
}
|
||||
/// \endcond
|
||||
|
||||
RealType _a, _b, _c;
|
||||
RealType d1, d2, d3, q1, p1;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::triangle_distribution;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_TRIANGLE_DISTRIBUTION_HPP
|
||||
277
test/external/boost/random/uniform_01.hpp
vendored
Normal file
277
test/external/boost/random/uniform_01.hpp
vendored
Normal file
@@ -0,0 +1,277 @@
|
||||
/* boost random/uniform_01.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_01.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_01_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_01_HPP
|
||||
|
||||
#include <iostream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/static_assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
#ifdef BOOST_RANDOM_DOXYGEN
|
||||
|
||||
/**
|
||||
* The distribution function uniform_01 models a \random_distribution.
|
||||
* On each invocation, it returns a random floating-point value
|
||||
* uniformly distributed in the range [0..1).
|
||||
*
|
||||
* The template parameter RealType shall denote a float-like value type
|
||||
* with support for binary operators +, -, and /.
|
||||
*
|
||||
* Note: The current implementation is buggy, because it may not fill
|
||||
* all of the mantissa with random bits. I'm unsure how to fill a
|
||||
* (to-be-invented) @c boost::bigfloat class with random bits efficiently.
|
||||
* It's probably time for a traits class.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class uniform_01
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const;
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const;
|
||||
void reset();
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng);
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const new_uniform_01&)
|
||||
{
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
|
||||
{
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
#else
|
||||
|
||||
namespace detail {
|
||||
|
||||
template<class RealType>
|
||||
class new_uniform_01
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
// compiler-generated copy ctor and copy assignment are fine
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
|
||||
void reset() { }
|
||||
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) {
|
||||
for (;;) {
|
||||
typedef typename Engine::result_type base_result;
|
||||
result_type factor = result_type(1) /
|
||||
(result_type((eng.max)()-(eng.min)()) +
|
||||
result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0));
|
||||
result_type result = result_type(eng() - (eng.min)()) * factor;
|
||||
if (result < result_type(1))
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const new_uniform_01&)
|
||||
{
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, new_uniform_01&)
|
||||
{
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
template<class UniformRandomNumberGenerator, class RealType>
|
||||
class backward_compatible_uniform_01
|
||||
{
|
||||
typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
|
||||
public:
|
||||
typedef UniformRandomNumberGenerator base_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
|
||||
#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
|
||||
BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
|
||||
#endif
|
||||
|
||||
explicit backward_compatible_uniform_01(typename traits::rvalue_type rng)
|
||||
: _rng(rng),
|
||||
_factor(result_type(1) /
|
||||
(result_type((base().max)()-(base().min)()) +
|
||||
result_type(std::numeric_limits<base_result>::is_integer ? 1 : 0)))
|
||||
{
|
||||
}
|
||||
// compiler-generated copy ctor and copy assignment are fine
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(0); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return result_type(1); }
|
||||
typename traits::value_type& base() { return traits::ref(_rng); }
|
||||
const typename traits::value_type& base() const { return traits::ref(_rng); }
|
||||
void reset() { }
|
||||
|
||||
result_type operator()() {
|
||||
for (;;) {
|
||||
result_type result = result_type(base()() - (base().min)()) * _factor;
|
||||
if (result < result_type(1))
|
||||
return result;
|
||||
}
|
||||
}
|
||||
|
||||
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const backward_compatible_uniform_01& u)
|
||||
{
|
||||
os << u._rng;
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, backward_compatible_uniform_01& u)
|
||||
{
|
||||
is >> u._rng;
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
|
||||
private:
|
||||
typedef typename traits::value_type::result_type base_result;
|
||||
UniformRandomNumberGenerator _rng;
|
||||
result_type _factor;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class UniformRandomNumberGenerator, class RealType>
|
||||
const bool backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType>::has_fixed_range;
|
||||
#endif
|
||||
|
||||
template<class UniformRandomNumberGenerator>
|
||||
struct select_uniform_01
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef backward_compatible_uniform_01<UniformRandomNumberGenerator, RealType> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<float>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<float> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<double>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<double> type;
|
||||
};
|
||||
};
|
||||
|
||||
template<>
|
||||
struct select_uniform_01<long double>
|
||||
{
|
||||
template<class RealType>
|
||||
struct apply
|
||||
{
|
||||
typedef new_uniform_01<long double> type;
|
||||
};
|
||||
};
|
||||
|
||||
}
|
||||
|
||||
// Because it is so commonly used: uniform distribution on the real [0..1)
|
||||
// range. This allows for specializations to avoid a costly int -> float
|
||||
// conversion plus float multiplication
|
||||
template<class UniformRandomNumberGenerator = double, class RealType = double>
|
||||
class uniform_01
|
||||
: public detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type
|
||||
{
|
||||
typedef typename detail::select_uniform_01<UniformRandomNumberGenerator>::BOOST_NESTED_TEMPLATE apply<RealType>::type impl_type;
|
||||
typedef boost::random::detail::ptr_helper<UniformRandomNumberGenerator> traits;
|
||||
public:
|
||||
|
||||
uniform_01() {}
|
||||
|
||||
explicit uniform_01(typename traits::rvalue_type rng)
|
||||
: impl_type(rng)
|
||||
{
|
||||
}
|
||||
|
||||
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_ostream<CharT,Traits>&
|
||||
operator<<(std::basic_ostream<CharT,Traits>& os, const uniform_01& u)
|
||||
{
|
||||
os << static_cast<const impl_type&>(u);
|
||||
return os;
|
||||
}
|
||||
|
||||
template<class CharT, class Traits>
|
||||
friend std::basic_istream<CharT,Traits>&
|
||||
operator>>(std::basic_istream<CharT,Traits>& is, uniform_01& u)
|
||||
{
|
||||
is >> static_cast<impl_type&>(u);
|
||||
return is;
|
||||
}
|
||||
#endif
|
||||
};
|
||||
|
||||
#endif
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::uniform_01;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_01_HPP
|
||||
99
test/external/boost/random/uniform_int.hpp
vendored
Normal file
99
test/external/boost/random/uniform_int.hpp
vendored
Normal file
@@ -0,0 +1,99 @@
|
||||
/* boost random/uniform_int.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_int.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/uniform_int_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The distribution function uniform_int models a \random_distribution.
|
||||
* On each invocation, it returns a random integer value uniformly
|
||||
* distributed in the set of integer numbers {min, min+1, min+2, ..., max}.
|
||||
*
|
||||
* The template parameter IntType shall denote an integer-like value type.
|
||||
*
|
||||
* This class is deprecated. Please use @c uniform_int_distribution in
|
||||
* new code.
|
||||
*/
|
||||
template<class IntType = int>
|
||||
class uniform_int : public random::uniform_int_distribution<IntType>
|
||||
{
|
||||
typedef random::uniform_int_distribution<IntType> base_type;
|
||||
public:
|
||||
|
||||
class param_type : public base_type::param_type
|
||||
{
|
||||
public:
|
||||
typedef uniform_int distribution_type;
|
||||
/**
|
||||
* Constructs the parameters of a uniform_int distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit param_type(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: base_type::param_type(min_arg, max_arg)
|
||||
{}
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a uniform_int object. @c min and @c max are
|
||||
* the parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_int(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: base_type(min_arg, max_arg)
|
||||
{}
|
||||
|
||||
/** Constructs a uniform_int distribution from its parameters. */
|
||||
explicit uniform_int(const param_type& parm)
|
||||
: base_type(parm)
|
||||
{}
|
||||
|
||||
/** Returns the parameters of the distribution */
|
||||
param_type param() const { return param_type(this->a(), this->b()); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm) { this->base_type::param(parm); }
|
||||
|
||||
// Codergear seems to have trouble with a using declaration here
|
||||
|
||||
template<class Engine>
|
||||
IntType operator()(Engine& eng) const
|
||||
{
|
||||
return static_cast<const base_type&>(*this)(eng);
|
||||
}
|
||||
|
||||
template<class Engine>
|
||||
IntType operator()(Engine& eng, const param_type& parm) const
|
||||
{
|
||||
return static_cast<const base_type&>(*this)(eng, parm);
|
||||
}
|
||||
|
||||
template<class Engine>
|
||||
IntType operator()(Engine& eng, IntType n) const
|
||||
{
|
||||
BOOST_ASSERT(n > 0);
|
||||
return static_cast<const base_type&>(*this)(eng, param_type(0, n - 1));
|
||||
}
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
400
test/external/boost/random/uniform_int_distribution.hpp
vendored
Normal file
400
test/external/boost/random/uniform_int_distribution.hpp
vendored
Normal file
@@ -0,0 +1,400 @@
|
||||
/* boost random/uniform_int_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_int_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_INT_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_INT_DISTRIBUTION_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <ios>
|
||||
#include <istream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/uniform_int_float.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/type_traits/make_unsigned.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(push)
|
||||
// disable division by zero warning, since we can't
|
||||
// actually divide by zero.
|
||||
#pragma warning(disable:4723)
|
||||
#endif
|
||||
|
||||
template<class Engine, class T>
|
||||
T generate_uniform_int(
|
||||
Engine& eng, T min_value, T max_value,
|
||||
boost::mpl::true_ /** is_integral<Engine::result_type> */)
|
||||
{
|
||||
typedef T result_type;
|
||||
typedef typename make_unsigned<T>::type range_type;
|
||||
typedef typename Engine::result_type base_result;
|
||||
// ranges are always unsigned
|
||||
typedef typename make_unsigned<base_result>::type base_unsigned;
|
||||
const range_type range = random::detail::subtract<result_type>()(max_value, min_value);
|
||||
const base_result bmin = (eng.min)();
|
||||
const base_unsigned brange =
|
||||
random::detail::subtract<base_result>()((eng.max)(), (eng.min)());
|
||||
|
||||
if(range == 0) {
|
||||
return min_value;
|
||||
} else if(brange == range) {
|
||||
// this will probably never happen in real life
|
||||
// basically nothing to do; just take care we don't overflow / underflow
|
||||
base_unsigned v = random::detail::subtract<base_result>()(eng(), bmin);
|
||||
return random::detail::add<base_unsigned, result_type>()(v, min_value);
|
||||
} else if(brange < range) {
|
||||
// use rejection method to handle things like 0..3 --> 0..4
|
||||
for(;;) {
|
||||
// concatenate several invocations of the base RNG
|
||||
// take extra care to avoid overflows
|
||||
|
||||
// limit == floor((range+1)/(brange+1))
|
||||
// Therefore limit*(brange+1) <= range+1
|
||||
range_type limit;
|
||||
if(range == (std::numeric_limits<range_type>::max)()) {
|
||||
limit = range/(range_type(brange)+1);
|
||||
if(range % (range_type(brange)+1) == range_type(brange))
|
||||
++limit;
|
||||
} else {
|
||||
limit = (range+1)/(range_type(brange)+1);
|
||||
}
|
||||
|
||||
// We consider "result" as expressed to base (brange+1):
|
||||
// For every power of (brange+1), we determine a random factor
|
||||
range_type result = range_type(0);
|
||||
range_type mult = range_type(1);
|
||||
|
||||
// loop invariants:
|
||||
// result < mult
|
||||
// mult <= range
|
||||
while(mult <= limit) {
|
||||
// Postcondition: result <= range, thus no overflow
|
||||
//
|
||||
// limit*(brange+1)<=range+1 def. of limit (1)
|
||||
// eng()-bmin<=brange eng() post. (2)
|
||||
// and mult<=limit. loop condition (3)
|
||||
// Therefore mult*(eng()-bmin+1)<=range+1 by (1),(2),(3) (4)
|
||||
// Therefore mult*(eng()-bmin)+mult<=range+1 rearranging (4) (5)
|
||||
// result<mult loop invariant (6)
|
||||
// Therefore result+mult*(eng()-bmin)<range+1 by (5), (6) (7)
|
||||
//
|
||||
// Postcondition: result < mult*(brange+1)
|
||||
//
|
||||
// result<mult loop invariant (1)
|
||||
// eng()-bmin<=brange eng() post. (2)
|
||||
// Therefore result+mult*(eng()-bmin) <
|
||||
// mult+mult*(eng()-bmin) by (1) (3)
|
||||
// Therefore result+(eng()-bmin)*mult <
|
||||
// mult+mult*brange by (2), (3) (4)
|
||||
// Therefore result+(eng()-bmin)*mult <
|
||||
// mult*(brange+1) by (4)
|
||||
result += static_cast<range_type>(random::detail::subtract<base_result>()(eng(), bmin) * mult);
|
||||
|
||||
// equivalent to (mult * (brange+1)) == range+1, but avoids overflow.
|
||||
if(mult * range_type(brange) == range - mult + 1) {
|
||||
// The destination range is an integer power of
|
||||
// the generator's range.
|
||||
return(result);
|
||||
}
|
||||
|
||||
// Postcondition: mult <= range
|
||||
//
|
||||
// limit*(brange+1)<=range+1 def. of limit (1)
|
||||
// mult<=limit loop condition (2)
|
||||
// Therefore mult*(brange+1)<=range+1 by (1), (2) (3)
|
||||
// mult*(brange+1)!=range+1 preceding if (4)
|
||||
// Therefore mult*(brange+1)<range+1 by (3), (4) (5)
|
||||
//
|
||||
// Postcondition: result < mult
|
||||
//
|
||||
// See the second postcondition on the change to result.
|
||||
mult *= range_type(brange)+range_type(1);
|
||||
}
|
||||
// loop postcondition: range/mult < brange+1
|
||||
//
|
||||
// mult > limit loop condition (1)
|
||||
// Suppose range/mult >= brange+1 Assumption (2)
|
||||
// range >= mult*(brange+1) by (2) (3)
|
||||
// range+1 > mult*(brange+1) by (3) (4)
|
||||
// range+1 > (limit+1)*(brange+1) by (1), (4) (5)
|
||||
// (range+1)/(brange+1) > limit+1 by (5) (6)
|
||||
// limit < floor((range+1)/(brange+1)) by (6) (7)
|
||||
// limit==floor((range+1)/(brange+1)) def. of limit (8)
|
||||
// not (2) reductio (9)
|
||||
//
|
||||
// loop postcondition: (range/mult)*mult+(mult-1) >= range
|
||||
//
|
||||
// (range/mult)*mult + range%mult == range identity (1)
|
||||
// range%mult < mult def. of % (2)
|
||||
// (range/mult)*mult+mult > range by (1), (2) (3)
|
||||
// (range/mult)*mult+(mult-1) >= range by (3) (4)
|
||||
//
|
||||
// Note that the maximum value of result at this point is (mult-1),
|
||||
// so after this final step, we generate numbers that can be
|
||||
// at least as large as range. We have to really careful to avoid
|
||||
// overflow in this final addition and in the rejection. Anything
|
||||
// that overflows is larger than range and can thus be rejected.
|
||||
|
||||
// range/mult < brange+1 -> no endless loop
|
||||
range_type result_increment =
|
||||
generate_uniform_int(
|
||||
eng,
|
||||
static_cast<range_type>(0),
|
||||
static_cast<range_type>(range/mult),
|
||||
boost::mpl::true_());
|
||||
if((std::numeric_limits<range_type>::max)() / mult < result_increment) {
|
||||
// The multiplcation would overflow. Reject immediately.
|
||||
continue;
|
||||
}
|
||||
result_increment *= mult;
|
||||
// unsigned integers are guaranteed to wrap on overflow.
|
||||
result += result_increment;
|
||||
if(result < result_increment) {
|
||||
// The addition overflowed. Reject.
|
||||
continue;
|
||||
}
|
||||
if(result > range) {
|
||||
// Too big. Reject.
|
||||
continue;
|
||||
}
|
||||
return random::detail::add<range_type, result_type>()(result, min_value);
|
||||
}
|
||||
} else { // brange > range
|
||||
base_unsigned bucket_size;
|
||||
// it's safe to add 1 to range, as long as we cast it first,
|
||||
// because we know that it is less than brange. However,
|
||||
// we do need to be careful not to cause overflow by adding 1
|
||||
// to brange.
|
||||
if(brange == (std::numeric_limits<base_unsigned>::max)()) {
|
||||
bucket_size = brange / (static_cast<base_unsigned>(range)+1);
|
||||
if(brange % (static_cast<base_unsigned>(range)+1) == static_cast<base_unsigned>(range)) {
|
||||
++bucket_size;
|
||||
}
|
||||
} else {
|
||||
bucket_size = (brange+1) / (static_cast<base_unsigned>(range)+1);
|
||||
}
|
||||
for(;;) {
|
||||
base_unsigned result =
|
||||
random::detail::subtract<base_result>()(eng(), bmin);
|
||||
result /= bucket_size;
|
||||
// result and range are non-negative, and result is possibly larger
|
||||
// than range, so the cast is safe
|
||||
if(result <= static_cast<base_unsigned>(range))
|
||||
return random::detail::add<base_unsigned, result_type>()(result, min_value);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#ifdef BOOST_MSVC
|
||||
#pragma warning(pop)
|
||||
#endif
|
||||
|
||||
template<class Engine, class T>
|
||||
inline T generate_uniform_int(
|
||||
Engine& eng, T min_value, T max_value,
|
||||
boost::mpl::false_ /** is_integral<Engine::result_type> */)
|
||||
{
|
||||
uniform_int_float<Engine> wrapper(eng);
|
||||
return generate_uniform_int(wrapper, min_value, max_value, boost::mpl::true_());
|
||||
}
|
||||
|
||||
template<class Engine, class T>
|
||||
inline T generate_uniform_int(Engine& eng, T min_value, T max_value)
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
return generate_uniform_int(eng, min_value, max_value,
|
||||
boost::is_integral<base_result>());
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* The class template uniform_int_distribution models a \random_distribution.
|
||||
* On each invocation, it returns a random integer value uniformly
|
||||
* distributed in the set of integers {min, min+1, min+2, ..., max}.
|
||||
*
|
||||
* The template parameter IntType shall denote an integer-like value type.
|
||||
*/
|
||||
template<class IntType = int>
|
||||
class uniform_int_distribution
|
||||
{
|
||||
public:
|
||||
typedef IntType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef uniform_int_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs the parameters of a uniform_int_distribution.
|
||||
*
|
||||
* Requires min <= max
|
||||
*/
|
||||
explicit param_type(
|
||||
IntType min_arg = 0,
|
||||
IntType max_arg = (std::numeric_limits<IntType>::max)())
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
BOOST_ASSERT(_min <= _max);
|
||||
}
|
||||
|
||||
/** Returns the minimum value of the distribution. */
|
||||
IntType a() const { return _min; }
|
||||
/** Returns the maximum value of the distribution. */
|
||||
IntType b() const { return _max; }
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._min << " " << parm._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
IntType min_in, max_in;
|
||||
if(is >> min_in >> std::ws >> max_in) {
|
||||
if(min_in <= max_in) {
|
||||
parm._min = min_in;
|
||||
parm._max = max_in;
|
||||
} else {
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
|
||||
IntType _min;
|
||||
IntType _max;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a uniform_int_distribution. @c min and @c max are
|
||||
* the parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_int_distribution(
|
||||
IntType min_arg = 0,
|
||||
IntType max_arg = (std::numeric_limits<IntType>::max)())
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
BOOST_ASSERT(min_arg <= max_arg);
|
||||
}
|
||||
/** Constructs a uniform_int_distribution from its parameters. */
|
||||
explicit uniform_int_distribution(const param_type& parm)
|
||||
: _min(parm.a()), _max(parm.b()) {}
|
||||
|
||||
/** Returns the minimum value of the distribution */
|
||||
IntType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
/** Returns the maximum value of the distribution */
|
||||
IntType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
|
||||
/** Returns the minimum value of the distribution */
|
||||
IntType a() const { return _min; }
|
||||
/** Returns the maximum value of the distribution */
|
||||
IntType b() const { return _max; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_min, _max); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_min = parm.a();
|
||||
_max = parm.b();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Returns an integer uniformly distributed in the range [min, max]. */
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) const
|
||||
{ return detail::generate_uniform_int(eng, _min, _max); }
|
||||
|
||||
/**
|
||||
* Returns an integer uniformly distributed in the range
|
||||
* [param.a(), param.b()].
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{ return detail::generate_uniform_int(eng, parm.a(), parm.b()); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_int_distribution, ud)
|
||||
{
|
||||
os << ud.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_int_distribution, ud)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
ud.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical sequences
|
||||
* of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_int_distribution, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different sequences
|
||||
* of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_int_distribution)
|
||||
|
||||
private:
|
||||
IntType _min;
|
||||
IntType _max;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
229
test/external/boost/random/uniform_on_sphere.hpp
vendored
Normal file
229
test/external/boost/random/uniform_on_sphere.hpp
vendored
Normal file
@@ -0,0 +1,229 @@
|
||||
/* boost random/uniform_on_sphere.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_on_sphere.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
|
||||
#include <vector>
|
||||
#include <algorithm> // std::transform
|
||||
#include <functional> // std::bind2nd, std::divides
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/normal_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of class template uniform_on_sphere model a
|
||||
* \random_distribution. Such a distribution produces random
|
||||
* numbers uniformly distributed on the unit sphere of arbitrary
|
||||
* dimension @c dim. The @c Cont template parameter must be a STL-like
|
||||
* container type with begin and end operations returning non-const
|
||||
* ForwardIterators of type @c Cont::iterator.
|
||||
*/
|
||||
template<class RealType = double, class Cont = std::vector<RealType> >
|
||||
class uniform_on_sphere
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef Cont result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef uniform_on_sphere distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs the parameters of a uniform_on_sphere
|
||||
* distribution, given the dimension of the sphere.
|
||||
*/
|
||||
explicit param_type(int dim_arg = 2) : _dim(dim_arg)
|
||||
{
|
||||
BOOST_ASSERT(_dim >= 0);
|
||||
}
|
||||
|
||||
/** Returns the dimension of the sphere. */
|
||||
int dim() const { return _dim; }
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._dim;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
is >> parm._dim;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._dim == rhs._dim; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
int _dim;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_on_sphere distribution.
|
||||
* @c dim is the dimension of the sphere.
|
||||
*
|
||||
* Requires: dim >= 0
|
||||
*/
|
||||
explicit uniform_on_sphere(int dim_arg = 2)
|
||||
: _container(dim_arg), _dim(dim_arg) { }
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_on_sphere distribution from its parameters.
|
||||
*/
|
||||
explicit uniform_on_sphere(const param_type& parm)
|
||||
: _container(parm.dim()), _dim(parm.dim()) { }
|
||||
|
||||
// compiler-generated copy ctor and assignment operator are fine
|
||||
|
||||
/** Returns the dimension of the sphere. */
|
||||
int dim() const { return _dim; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_dim); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_dim = parm.dim();
|
||||
_container.resize(_dim);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns the smallest value that the distribution can produce.
|
||||
* Note that this is required to approximate the standard library's
|
||||
* requirements. The behavior is defined according to lexicographical
|
||||
* comparison so that for a container type of std::vector,
|
||||
* dist.min() <= x <= dist.max() where x is any value produced
|
||||
* by the distribution.
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{
|
||||
result_type result(_dim);
|
||||
if(_dim != 0) {
|
||||
result.front() = RealType(-1.0);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
/**
|
||||
* Returns the largest value that the distribution can produce.
|
||||
* Note that this is required to approximate the standard library's
|
||||
* requirements. The behavior is defined according to lexicographical
|
||||
* comparison so that for a container type of std::vector,
|
||||
* dist.min() <= x <= dist.max() where x is any value produced
|
||||
* by the distribution.
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{
|
||||
result_type result(_dim);
|
||||
if(_dim != 0) {
|
||||
result.front() = RealType(1.0);
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { _normal.reset(); }
|
||||
|
||||
/**
|
||||
* Returns a point uniformly distributed over the surface of
|
||||
* a sphere of dimension dim().
|
||||
*/
|
||||
template<class Engine>
|
||||
const result_type & operator()(Engine& eng)
|
||||
{
|
||||
RealType sqsum = 0;
|
||||
for(typename Cont::iterator it = _container.begin();
|
||||
it != _container.end();
|
||||
++it) {
|
||||
RealType val = _normal(eng);
|
||||
*it = val;
|
||||
sqsum += val * val;
|
||||
}
|
||||
using std::sqrt;
|
||||
// for all i: result[i] /= sqrt(sqsum)
|
||||
std::transform(_container.begin(), _container.end(), _container.begin(),
|
||||
std::bind2nd(std::divides<RealType>(), sqrt(sqsum)));
|
||||
return _container;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a point uniformly distributed over the surface of
|
||||
* a sphere of dimension param.dim().
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{
|
||||
return uniform_on_sphere(parm)(eng);
|
||||
}
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_on_sphere, sd)
|
||||
{
|
||||
os << sd._dim;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_on_sphere, sd)
|
||||
{
|
||||
is >> sd._dim;
|
||||
sd._container.resize(sd._dim);
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of values, given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_on_sphere, lhs, rhs)
|
||||
{ return lhs._dim == rhs._dim && lhs._normal == rhs._normal; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different
|
||||
* sequences of values, given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_on_sphere)
|
||||
|
||||
private:
|
||||
normal_distribution<RealType> _normal;
|
||||
result_type _container;
|
||||
int _dim;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::uniform_on_sphere;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_ON_SPHERE_HPP
|
||||
82
test/external/boost/random/uniform_real.hpp
vendored
Normal file
82
test/external/boost/random/uniform_real.hpp
vendored
Normal file
@@ -0,0 +1,82 @@
|
||||
/* boost random/uniform_real.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_real.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/uniform_real_distribution.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/**
|
||||
* The distribution function uniform_real models a random distribution.
|
||||
* On each invocation, it returns a random floating-point value uniformly
|
||||
* distributed in the range [min..max).
|
||||
*
|
||||
* This class is deprecated. Please use @c uniform_real_distribution in
|
||||
* new code.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class uniform_real : public random::uniform_real_distribution<RealType>
|
||||
{
|
||||
typedef random::uniform_real_distribution<RealType> base_type;
|
||||
public:
|
||||
|
||||
class param_type : public base_type::param_type
|
||||
{
|
||||
public:
|
||||
typedef uniform_real distribution_type;
|
||||
/**
|
||||
* Constructs the parameters of a uniform_real distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit param_type(RealType min_arg = RealType(0.0),
|
||||
RealType max_arg = RealType(1.0))
|
||||
: base_type::param_type(min_arg, max_arg)
|
||||
{}
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a uniform_real object. @c min and @c max are the
|
||||
* parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_real(RealType min_arg = RealType(0.0),
|
||||
RealType max_arg = RealType(1.0))
|
||||
: base_type(min_arg, max_arg)
|
||||
{
|
||||
BOOST_ASSERT(min_arg <= max_arg);
|
||||
}
|
||||
|
||||
/** Constructs a uniform_real distribution from its parameters. */
|
||||
explicit uniform_real(const param_type& parm)
|
||||
: base_type(parm)
|
||||
{}
|
||||
|
||||
/** Returns the parameters of the distribution */
|
||||
param_type param() const { return param_type(this->a(), this->b()); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm) { this->base_type::param(parm); }
|
||||
};
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_REAL_HPP
|
||||
239
test/external/boost/random/uniform_real_distribution.hpp
vendored
Normal file
239
test/external/boost/random/uniform_real_distribution.hpp
vendored
Normal file
@@ -0,0 +1,239 @@
|
||||
/* boost random/uniform_real_distribution.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_real_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_REAL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_REAL_DISTRIBUTION_HPP
|
||||
|
||||
#include <iosfwd>
|
||||
#include <ios>
|
||||
#include <istream>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
namespace detail {
|
||||
|
||||
template<class Engine, class T>
|
||||
T generate_uniform_real(
|
||||
Engine& eng, T min_value, T max_value,
|
||||
boost::mpl::false_ /** is_integral<Engine::result_type> */)
|
||||
{
|
||||
for(;;) {
|
||||
typedef T result_type;
|
||||
typedef typename Engine::result_type base_result;
|
||||
result_type numerator = static_cast<T>(eng() - (eng.min)());
|
||||
result_type divisor = static_cast<T>((eng.max)() - (eng.min)());
|
||||
BOOST_ASSERT(divisor > 0);
|
||||
BOOST_ASSERT(numerator >= 0 && numerator <= divisor);
|
||||
T result = numerator / divisor * (max_value - min_value) + min_value;
|
||||
if(result < max_value) return result;
|
||||
}
|
||||
}
|
||||
|
||||
template<class Engine, class T>
|
||||
T generate_uniform_real(
|
||||
Engine& eng, T min_value, T max_value,
|
||||
boost::mpl::true_ /** is_integral<Engine::result_type> */)
|
||||
{
|
||||
for(;;) {
|
||||
typedef T result_type;
|
||||
typedef typename Engine::result_type base_result;
|
||||
result_type numerator = static_cast<T>(subtract<base_result>()(eng(), (eng.min)()));
|
||||
result_type divisor = static_cast<T>(subtract<base_result>()((eng.max)(), (eng.min)())) + 1;
|
||||
BOOST_ASSERT(divisor > 0);
|
||||
BOOST_ASSERT(numerator >= 0 && numerator <= divisor);
|
||||
T result = numerator / divisor * (max_value - min_value) + min_value;
|
||||
if(result < max_value) return result;
|
||||
}
|
||||
}
|
||||
|
||||
template<class Engine, class T>
|
||||
inline T generate_uniform_real(Engine& eng, T min_value, T max_value)
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
return generate_uniform_real(eng, min_value, max_value,
|
||||
boost::is_integral<base_result>());
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/**
|
||||
* The class template uniform_real_distribution models a \random_distribution.
|
||||
* On each invocation, it returns a random floating-point value uniformly
|
||||
* distributed in the range [min..max).
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class uniform_real_distribution
|
||||
{
|
||||
public:
|
||||
typedef RealType input_type;
|
||||
typedef RealType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef uniform_real_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs the parameters of a uniform_real_distribution.
|
||||
*
|
||||
* Requires min <= max
|
||||
*/
|
||||
explicit param_type(RealType min_arg = RealType(0.0),
|
||||
RealType max_arg = RealType(1.0))
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
BOOST_ASSERT(_min <= _max);
|
||||
}
|
||||
|
||||
/** Returns the minimum value of the distribution. */
|
||||
RealType a() const { return _min; }
|
||||
/** Returns the maximum value of the distribution. */
|
||||
RealType b() const { return _max; }
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._min << " " << parm._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
RealType min_in, max_in;
|
||||
if(is >> min_in >> std::ws >> max_in) {
|
||||
if(min_in <= max_in) {
|
||||
parm._min = min_in;
|
||||
parm._max = max_in;
|
||||
} else {
|
||||
is.setstate(std::ios_base::failbit);
|
||||
}
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
|
||||
RealType _min;
|
||||
RealType _max;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a uniform_real_distribution. @c min and @c max are
|
||||
* the parameters of the distribution.
|
||||
*
|
||||
* Requires: min <= max
|
||||
*/
|
||||
explicit uniform_real_distribution(
|
||||
RealType min_arg = RealType(0.0),
|
||||
RealType max_arg = RealType(1.0))
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
BOOST_ASSERT(min_arg <= max_arg);
|
||||
}
|
||||
/** Constructs a uniform_real_distribution from its parameters. */
|
||||
explicit uniform_real_distribution(const param_type& parm)
|
||||
: _min(parm.a()), _max(parm.b()) {}
|
||||
|
||||
/** Returns the minimum value of the distribution */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
/** Returns the maximum value of the distribution */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
|
||||
/** Returns the minimum value of the distribution */
|
||||
RealType a() const { return _min; }
|
||||
/** Returns the maximum value of the distribution */
|
||||
RealType b() const { return _max; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_min, _max); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_min = parm.a();
|
||||
_max = parm.b();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Returns a value uniformly distributed in the range [min, max). */
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) const
|
||||
{ return detail::generate_uniform_real(eng, _min, _max); }
|
||||
|
||||
/**
|
||||
* Returns a value uniformly distributed in the range
|
||||
* [param.a(), param.b()).
|
||||
*/
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{ return detail::generate_uniform_real(eng, parm.a(), parm.b()); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_real_distribution, ud)
|
||||
{
|
||||
os << ud.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_real_distribution, ud)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
ud.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical sequences
|
||||
* of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_real_distribution, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different sequences
|
||||
* of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_real_distribution)
|
||||
|
||||
private:
|
||||
RealType _min;
|
||||
RealType _max;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_INT_HPP
|
||||
288
test/external/boost/random/uniform_smallint.hpp
vendored
Normal file
288
test/external/boost/random/uniform_smallint.hpp
vendored
Normal file
@@ -0,0 +1,288 @@
|
||||
/* boost random/uniform_smallint.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2000-2001
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: uniform_smallint.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
* Revision history
|
||||
* 2001-04-08 added min<max assertion (N. Becker)
|
||||
* 2001-02-18 moved to individual header files
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
#define BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <boost/assert.hpp>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/type_traits/is_integral.hpp>
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/detail/signed_unsigned_tools.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
#include <boost/detail/workaround.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
// uniform integer distribution on a small range [min, max]
|
||||
|
||||
/**
|
||||
* The distribution function uniform_smallint models a \random_distribution.
|
||||
* On each invocation, it returns a random integer value uniformly distributed
|
||||
* in the set of integer numbers {min, min+1, min+2, ..., max}. It assumes
|
||||
* that the desired range (max-min+1) is small compared to the range of the
|
||||
* underlying source of random numbers and thus makes no attempt to limit
|
||||
* quantization errors.
|
||||
*
|
||||
* Let \f$r_{\mathtt{out}} = (\mbox{max}-\mbox{min}+1)\f$ the desired range of
|
||||
* integer numbers, and
|
||||
* let \f$r_{\mathtt{base}}\f$ be the range of the underlying source of random
|
||||
* numbers. Then, for the uniform distribution, the theoretical probability
|
||||
* for any number i in the range \f$r_{\mathtt{out}}\f$ will be
|
||||
* \f$\displaystyle p_{\mathtt{out}}(i) = \frac{1}{r_{\mathtt{out}}}\f$.
|
||||
* Likewise, assume a uniform distribution on \f$r_{\mathtt{base}}\f$ for
|
||||
* the underlying source of random numbers, i.e.
|
||||
* \f$\displaystyle p_{\mathtt{base}}(i) = \frac{1}{r_{\mathtt{base}}}\f$.
|
||||
* Let \f$p_{\mathtt{out\_s}}(i)\f$ denote the random
|
||||
* distribution generated by @c uniform_smallint. Then the sum over all
|
||||
* i in \f$r_{\mathtt{out}}\f$ of
|
||||
* \f$\displaystyle
|
||||
* \left(\frac{p_{\mathtt{out\_s}}(i)}{p_{\mathtt{out}}(i)} - 1\right)^2\f$
|
||||
* shall not exceed
|
||||
* \f$\displaystyle \frac{r_{\mathtt{out}}}{r_{\mathtt{base}}^2}
|
||||
* (r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
|
||||
* (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$.
|
||||
*
|
||||
* The template parameter IntType shall denote an integer-like value type.
|
||||
*
|
||||
* @xmlnote
|
||||
* The property above is the square sum of the relative differences
|
||||
* in probabilities between the desired uniform distribution
|
||||
* \f$p_{\mathtt{out}}(i)\f$ and the generated distribution
|
||||
* \f$p_{\mathtt{out\_s}}(i)\f$.
|
||||
* The property can be fulfilled with the calculation
|
||||
* \f$(\mbox{base\_rng} \mbox{ mod } r_{\mathtt{out}})\f$, as follows:
|
||||
* Let \f$r = r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}}\f$.
|
||||
* The base distribution on \f$r_{\mathtt{base}}\f$ is folded onto the
|
||||
* range \f$r_{\mathtt{out}}\f$. The numbers i < r have assigned
|
||||
* \f$\displaystyle
|
||||
* \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor+1\f$
|
||||
* numbers of the base distribution, the rest has only \f$\displaystyle
|
||||
* \left\lfloor\frac{r_{\mathtt{base}}}{r_{\mathtt{out}}}\right\rfloor\f$.
|
||||
* Therefore,
|
||||
* \f$\displaystyle p_{\mathtt{out\_s}}(i) =
|
||||
* \left(\left\lfloor\frac{r_{\mathtt{base}}}
|
||||
* {r_{\mathtt{out}}}\right\rfloor+1\right) /
|
||||
* r_{\mathtt{base}}\f$ for i < r and \f$\displaystyle p_{\mathtt{out\_s}}(i) =
|
||||
* \left\lfloor\frac{r_{\mathtt{base}}}
|
||||
* {r_{\mathtt{out}}}\right\rfloor/r_{\mathtt{base}}\f$ otherwise.
|
||||
* Substituting this in the
|
||||
* above sum formula leads to the desired result.
|
||||
* @endxmlnote
|
||||
*
|
||||
* Note: The upper bound for
|
||||
* \f$(r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})
|
||||
* (r_{\mathtt{out}} - r_{\mathtt{base}} \mbox{ mod } r_{\mathtt{out}})\f$ is
|
||||
* \f$\displaystyle \frac{r_{\mathtt{out}}^2}{4}\f$. Regarding the upper bound
|
||||
* for the square sum of the relative quantization error of
|
||||
* \f$\displaystyle \frac{r_\mathtt{out}^3}{4r_{\mathtt{base}}^2}\f$, it
|
||||
* seems wise to either choose \f$r_{\mathtt{base}}\f$ so that
|
||||
* \f$r_{\mathtt{base}} > 10r_{\mathtt{out}}^2\f$ or ensure that
|
||||
* \f$r_{\mathtt{base}}\f$ is
|
||||
* divisible by \f$r_{\mathtt{out}}\f$.
|
||||
*/
|
||||
template<class IntType = int>
|
||||
class uniform_smallint
|
||||
{
|
||||
public:
|
||||
typedef IntType input_type;
|
||||
typedef IntType result_type;
|
||||
|
||||
class param_type
|
||||
{
|
||||
public:
|
||||
|
||||
typedef uniform_smallint distribution_type;
|
||||
|
||||
/** constructs the parameters of a @c uniform_smallint distribution. */
|
||||
param_type(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: _min(min_arg), _max(max_arg)
|
||||
{
|
||||
BOOST_ASSERT(_min <= _max);
|
||||
}
|
||||
|
||||
/** Returns the minimum value. */
|
||||
IntType a() const { return _min; }
|
||||
/** Returns the maximum value. */
|
||||
IntType b() const { return _max; }
|
||||
|
||||
|
||||
/** Writes the parameters to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{
|
||||
os << parm._min << " " << parm._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the parameters from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{
|
||||
is >> parm._min >> std::ws >> parm._max;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two sets of parameters are equal. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/** Returns true if the two sets of parameters are different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
IntType _min;
|
||||
IntType _max;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_smallint. @c min and @c max are the
|
||||
* lower and upper bounds of the output range, respectively.
|
||||
*/
|
||||
explicit uniform_smallint(IntType min_arg = 0, IntType max_arg = 9)
|
||||
: _min(min_arg), _max(max_arg) {}
|
||||
|
||||
/**
|
||||
* Constructs a @c uniform_smallint from its parameters.
|
||||
*/
|
||||
explicit uniform_smallint(const param_type& parm)
|
||||
: _min(parm.a()), _max(parm.b()) {}
|
||||
|
||||
/** Returns the minimum value of the distribution. */
|
||||
result_type a() const { return _min; }
|
||||
/** Returns the maximum value of the distribution. */
|
||||
result_type b() const { return _max; }
|
||||
/** Returns the minimum value of the distribution. */
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _min; }
|
||||
/** Returns the maximum value of the distribution. */
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _max; }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_min, _max); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_min = parm.a();
|
||||
_max = parm.b();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Returns a value uniformly distributed in the range [min(), max()]. */
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng) const
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
return generate(eng, boost::is_integral<base_result>());
|
||||
}
|
||||
|
||||
/** Returns a value uniformly distributed in the range [param.a(), param.b()]. */
|
||||
template<class Engine>
|
||||
result_type operator()(Engine& eng, const param_type& parm) const
|
||||
{ return uniform_smallint(parm)(eng); }
|
||||
|
||||
/** Writes the distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, uniform_smallint, ud)
|
||||
{
|
||||
os << ud._min << " " << ud._max;
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads the distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, uniform_smallint, ud)
|
||||
{
|
||||
is >> ud._min >> std::ws >> ud._max;
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions will produce identical
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(uniform_smallint, lhs, rhs)
|
||||
{ return lhs._min == rhs._min && lhs._max == rhs._max; }
|
||||
|
||||
/**
|
||||
* Returns true if the two distributions may produce different
|
||||
* sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(uniform_smallint)
|
||||
|
||||
private:
|
||||
|
||||
// \cond show_private
|
||||
template<class Engine>
|
||||
result_type generate(Engine& eng, boost::mpl::true_) const
|
||||
{
|
||||
// equivalent to (eng() - eng.min()) % (_max - _min + 1) + _min,
|
||||
// but guarantees no overflow.
|
||||
typedef typename Engine::result_type base_result;
|
||||
typedef typename boost::make_unsigned<base_result>::type base_unsigned;
|
||||
typedef typename boost::make_unsigned<result_type>::type range_type;
|
||||
range_type range = random::detail::subtract<result_type>()(_max, _min);
|
||||
base_unsigned base_range =
|
||||
random::detail::subtract<result_type>()((eng.max)(), (eng.min)());
|
||||
base_unsigned val =
|
||||
random::detail::subtract<base_result>()(eng(), (eng.min)());
|
||||
if(range >= base_range) {
|
||||
return boost::random::detail::add<range_type, result_type>()(
|
||||
static_cast<range_type>(val), _min);
|
||||
} else {
|
||||
base_unsigned modulus = static_cast<base_unsigned>(range) + 1;
|
||||
return boost::random::detail::add<range_type, result_type>()(
|
||||
static_cast<range_type>(val % modulus), _min);
|
||||
}
|
||||
}
|
||||
|
||||
template<class Engine>
|
||||
result_type generate(Engine& eng, boost::mpl::false_) const
|
||||
{
|
||||
typedef typename Engine::result_type base_result;
|
||||
typedef typename boost::make_unsigned<result_type>::type range_type;
|
||||
range_type range = random::detail::subtract<result_type>()(_max, _min);
|
||||
base_result val = boost::uniform_01<base_result>()(eng);
|
||||
// what is the worst that can possibly happen here?
|
||||
// base_result may not be able to represent all the values in [0, range]
|
||||
// exactly. If this happens, it will cause round off error and we
|
||||
// won't be able to produce all the values in the range. We don't
|
||||
// care about this because the user has already told us not to by
|
||||
// using uniform_smallint. However, we do need to be careful
|
||||
// to clamp the result, or floating point rounding can produce
|
||||
// an out of range result.
|
||||
range_type offset = static_cast<range_type>(val * (static_cast<base_result>(range) + 1));
|
||||
if(offset > range) return _max;
|
||||
return boost::random::detail::add<range_type, result_type>()(offset , _min);
|
||||
}
|
||||
// \endcond
|
||||
|
||||
result_type _min;
|
||||
result_type _max;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::uniform_smallint;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_UNIFORM_SMALLINT_HPP
|
||||
122
test/external/boost/random/variate_generator.hpp
vendored
Normal file
122
test/external/boost/random/variate_generator.hpp
vendored
Normal file
@@ -0,0 +1,122 @@
|
||||
/* boost random/variate_generator.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Copyright Steven Watanabe 2011
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: variate_generator.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
#define BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
|
||||
#include <boost/random/detail/ptr_helper.hpp>
|
||||
|
||||
#include <boost/random/detail/disable_warnings.hpp>
|
||||
|
||||
namespace boost {
|
||||
|
||||
/// \cond hide_private_members
|
||||
|
||||
namespace random {
|
||||
|
||||
///\endcond
|
||||
|
||||
/**
|
||||
* A random variate generator is used to join a random number
|
||||
* generator together with a random number distribution.
|
||||
* Boost.Random provides a vast choice of \generators as well
|
||||
* as \distributions.
|
||||
*
|
||||
* The argument for the template parameter Engine shall be of
|
||||
* the form U, U&, or U*, where U models a
|
||||
* \uniform_random_number_generator. Then, the member
|
||||
* engine_value_type names U (not the pointer or reference to U).
|
||||
*
|
||||
* Specializations of @c variate_generator satisfy the
|
||||
* requirements of CopyConstructible. They also satisfy the
|
||||
* requirements of Assignable unless the template parameter
|
||||
* Engine is of the form U&.
|
||||
*
|
||||
* The complexity of all functions specified in this section
|
||||
* is constant. No function described in this section except
|
||||
* the constructor throws an exception.
|
||||
*/
|
||||
template<class Engine, class Distribution>
|
||||
class variate_generator
|
||||
{
|
||||
private:
|
||||
typedef boost::random::detail::ptr_helper<Engine> helper_type;
|
||||
public:
|
||||
typedef typename helper_type::value_type engine_value_type;
|
||||
typedef Engine engine_type;
|
||||
typedef Distribution distribution_type;
|
||||
typedef typename Distribution::result_type result_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c variate_generator object with the associated
|
||||
* \uniform_random_number_generator eng and the associated
|
||||
* \random_distribution d.
|
||||
*
|
||||
* Throws: If and what the copy constructor of Engine or
|
||||
* Distribution throws.
|
||||
*/
|
||||
variate_generator(Engine e, Distribution d)
|
||||
: _eng(e), _dist(d) { }
|
||||
|
||||
/** Returns: distribution()(engine()) */
|
||||
result_type operator()() { return _dist(engine()); }
|
||||
/**
|
||||
* Returns: distribution()(engine(), value).
|
||||
*/
|
||||
template<class T>
|
||||
result_type operator()(const T& value) { return _dist(engine(), value); }
|
||||
|
||||
/**
|
||||
* Returns: A reference to the associated uniform random number generator.
|
||||
*/
|
||||
engine_value_type& engine() { return helper_type::ref(_eng); }
|
||||
/**
|
||||
* Returns: A reference to the associated uniform random number generator.
|
||||
*/
|
||||
const engine_value_type& engine() const { return helper_type::ref(_eng); }
|
||||
|
||||
/** Returns: A reference to the associated \random_distribution. */
|
||||
distribution_type& distribution() { return _dist; }
|
||||
/**
|
||||
* Returns: A reference to the associated random distribution.
|
||||
*/
|
||||
const distribution_type& distribution() const { return _dist; }
|
||||
|
||||
/**
|
||||
* Precondition: distribution().min() is well-formed
|
||||
*
|
||||
* Returns: distribution().min()
|
||||
*/
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().min)(); }
|
||||
/**
|
||||
* Precondition: distribution().max() is well-formed
|
||||
*
|
||||
* Returns: distribution().max()
|
||||
*/
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (distribution().max)(); }
|
||||
|
||||
private:
|
||||
Engine _eng;
|
||||
distribution_type _dist;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
|
||||
using random::variate_generator;
|
||||
|
||||
} // namespace boost
|
||||
|
||||
#include <boost/random/detail/enable_warnings.hpp>
|
||||
|
||||
#endif // BOOST_RANDOM_RANDOM_GENERATOR_HPP
|
||||
177
test/external/boost/random/weibull_distribution.hpp
vendored
Normal file
177
test/external/boost/random/weibull_distribution.hpp
vendored
Normal file
@@ -0,0 +1,177 @@
|
||||
/* boost random/weibull_distribution.hpp header file
|
||||
*
|
||||
* Copyright Steven Watanabe 2010
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: weibull_distribution.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
|
||||
#define BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
|
||||
|
||||
#include <boost/config/no_tr1/cmath.hpp>
|
||||
#include <iosfwd>
|
||||
#include <istream>
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/random/detail/operators.hpp>
|
||||
#include <boost/random/uniform_01.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* The Weibull distribution is a real valued distribution with two
|
||||
* parameters a and b, producing values >= 0.
|
||||
*
|
||||
* It has \f$\displaystyle p(x) = \frac{a}{b}\left(\frac{x}{b}\right)^{a-1}e^{-\left(\frac{x}{b}\right)^a}\f$.
|
||||
*/
|
||||
template<class RealType = double>
|
||||
class weibull_distribution {
|
||||
public:
|
||||
typedef RealType result_type;
|
||||
typedef RealType input_type;
|
||||
|
||||
class param_type {
|
||||
public:
|
||||
typedef weibull_distribution distribution_type;
|
||||
|
||||
/**
|
||||
* Constructs a @c param_type from the "a" and "b" parameters
|
||||
* of the distribution.
|
||||
*
|
||||
* Requires: a > 0 && b > 0
|
||||
*/
|
||||
explicit param_type(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
||||
: _a(a_arg), _b(b_arg)
|
||||
{}
|
||||
|
||||
/** Returns the "a" parameter of the distribtuion. */
|
||||
RealType a() const { return _a; }
|
||||
/** Returns the "b" parameter of the distribution. */
|
||||
RealType b() const { return _b; }
|
||||
|
||||
/** Writes a @c param_type to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
|
||||
{ os << parm._a << ' ' << parm._b; return os; }
|
||||
|
||||
/** Reads a @c param_type from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
|
||||
{ is >> parm._a >> std::ws >> parm._b; return is; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the same. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
||||
|
||||
/** Returns true if the two sets of parameters are the different. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
|
||||
|
||||
private:
|
||||
RealType _a;
|
||||
RealType _b;
|
||||
};
|
||||
|
||||
/**
|
||||
* Constructs a @c weibull_distribution from its "a" and "b" parameters.
|
||||
*
|
||||
* Requires: a > 0 && b > 0
|
||||
*/
|
||||
explicit weibull_distribution(RealType a_arg = 1.0, RealType b_arg = 1.0)
|
||||
: _a(a_arg), _b(b_arg)
|
||||
{}
|
||||
/** Constructs a @c weibull_distribution from its parameters. */
|
||||
explicit weibull_distribution(const param_type& parm)
|
||||
: _a(parm.a()), _b(parm.b())
|
||||
{}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed according to the
|
||||
* @c weibull_distribution.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng) const
|
||||
{
|
||||
using std::pow;
|
||||
using std::log;
|
||||
return _b*pow(-log(1 - uniform_01<RealType>()(urng)), 1/_a);
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns a random variate distributed accordint to the Weibull
|
||||
* distribution with parameters specified by @c param.
|
||||
*/
|
||||
template<class URNG>
|
||||
RealType operator()(URNG& urng, const param_type& parm) const
|
||||
{
|
||||
return weibull_distribution(parm)(urng);
|
||||
}
|
||||
|
||||
/** Returns the "a" parameter of the distribution. */
|
||||
RealType a() const { return _a; }
|
||||
/** Returns the "b" parameter of the distribution. */
|
||||
RealType b() const { return _b; }
|
||||
|
||||
/** Returns the smallest value that the distribution can produce. */
|
||||
RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
|
||||
/** Returns the largest value that the distribution can produce. */
|
||||
RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
|
||||
{ return std::numeric_limits<RealType>::infinity(); }
|
||||
|
||||
/** Returns the parameters of the distribution. */
|
||||
param_type param() const { return param_type(_a, _b); }
|
||||
/** Sets the parameters of the distribution. */
|
||||
void param(const param_type& parm)
|
||||
{
|
||||
_a = parm.a();
|
||||
_b = parm.b();
|
||||
}
|
||||
|
||||
/**
|
||||
* Effects: Subsequent uses of the distribution do not depend
|
||||
* on values produced by any engine prior to invoking reset.
|
||||
*/
|
||||
void reset() { }
|
||||
|
||||
/** Writes a @c weibull_distribution to a @c std::ostream. */
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, weibull_distribution, wd)
|
||||
{
|
||||
os << wd.param();
|
||||
return os;
|
||||
}
|
||||
|
||||
/** Reads a @c weibull_distribution from a @c std::istream. */
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, weibull_distribution, wd)
|
||||
{
|
||||
param_type parm;
|
||||
if(is >> parm) {
|
||||
wd.param(parm);
|
||||
}
|
||||
return is;
|
||||
}
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c weibull_distribution will
|
||||
* return identical sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(weibull_distribution, lhs, rhs)
|
||||
{ return lhs._a == rhs._a && lhs._b == rhs._b; }
|
||||
|
||||
/**
|
||||
* Returns true if the two instances of @c weibull_distribution will
|
||||
* return different sequences of values given equal generators.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(weibull_distribution)
|
||||
|
||||
private:
|
||||
RealType _a;
|
||||
RealType _b;
|
||||
};
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_WEIBULL_DISTRIBUTION_HPP
|
||||
207
test/external/boost/random/xor_combine.hpp
vendored
Normal file
207
test/external/boost/random/xor_combine.hpp
vendored
Normal file
@@ -0,0 +1,207 @@
|
||||
/* boost random/xor_combine.hpp header file
|
||||
*
|
||||
* Copyright Jens Maurer 2002
|
||||
* Distributed under the Boost Software License, Version 1.0. (See
|
||||
* accompanying file LICENSE_1_0.txt or copy at
|
||||
* http://www.boost.org/LICENSE_1_0.txt)
|
||||
*
|
||||
* See http://www.boost.org for most recent version including documentation.
|
||||
*
|
||||
* $Id: xor_combine.hpp 71018 2011-04-05 21:27:52Z steven_watanabe $
|
||||
*
|
||||
*/
|
||||
|
||||
#ifndef BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
#define BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
|
||||
#include <istream>
|
||||
#include <iosfwd>
|
||||
#include <cassert>
|
||||
#include <algorithm> // for std::min and std::max
|
||||
#include <boost/config.hpp>
|
||||
#include <boost/limits.hpp>
|
||||
#include <boost/cstdint.hpp> // uint32_t
|
||||
#include <boost/random/detail/config.hpp>
|
||||
#include <boost/random/detail/seed.hpp>
|
||||
#include <boost/random/detail/seed_impl.hpp>
|
||||
|
||||
namespace boost {
|
||||
namespace random {
|
||||
|
||||
/**
|
||||
* Instantiations of @c xor_combine_engine model a
|
||||
* \pseudo_random_number_generator. To produce its output it
|
||||
* invokes each of the base generators, shifts their results
|
||||
* and xors them together.
|
||||
*/
|
||||
template<class URNG1, int s1, class URNG2, int s2>
|
||||
class xor_combine_engine
|
||||
{
|
||||
public:
|
||||
typedef URNG1 base1_type;
|
||||
typedef URNG2 base2_type;
|
||||
typedef typename base1_type::result_type result_type;
|
||||
|
||||
BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
|
||||
BOOST_STATIC_CONSTANT(int, shift1 = s1);
|
||||
BOOST_STATIC_CONSTANT(int, shift2 = s2);
|
||||
|
||||
/**
|
||||
* Constructors a @c xor_combine_engine by default constructing
|
||||
* both base generators.
|
||||
*/
|
||||
xor_combine_engine() : _rng1(), _rng2() { }
|
||||
|
||||
/** Constructs a @c xor_combine by copying two base generators. */
|
||||
xor_combine_engine(const base1_type & rng1, const base2_type & rng2)
|
||||
: _rng1(rng1), _rng2(rng2) { }
|
||||
|
||||
/**
|
||||
* Constructs a @c xor_combine_engine, seeding both base generators
|
||||
* with @c v.
|
||||
*
|
||||
* @xmlwarning
|
||||
* The exact algorithm used by this function may change in the future.
|
||||
* @endxmlwarning
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_CONSTRUCTOR(xor_combine_engine,
|
||||
result_type, v)
|
||||
{ seed(v); }
|
||||
|
||||
/**
|
||||
* Constructs a @c xor_combine_engine, seeding both base generators
|
||||
* with values produced by @c seq.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_CONSTRUCTOR(xor_combine_engine,
|
||||
SeedSeq, seq)
|
||||
{ seed(seq); }
|
||||
|
||||
/**
|
||||
* Constructs a @c xor_combine_engine, seeding both base generators
|
||||
* with values from the iterator range [first, last) and changes
|
||||
* first to point to the element after the last one used. If there
|
||||
* are not enough elements in the range to seed both generators,
|
||||
* throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> xor_combine_engine(It& first, It last)
|
||||
: _rng1(first, last), _rng2( /* advanced by other call */ first, last) { }
|
||||
|
||||
/** Calls @c seed() for both base generators. */
|
||||
void seed() { _rng1.seed(); _rng2.seed(); }
|
||||
|
||||
/** @c seeds both base generators with @c v. */
|
||||
BOOST_RANDOM_DETAIL_ARITHMETIC_SEED(xor_combine_engine, result_type, v)
|
||||
{ _rng1.seed(v); _rng2.seed(v); }
|
||||
|
||||
/** @c seeds both base generators with values produced by @c seq. */
|
||||
BOOST_RANDOM_DETAIL_SEED_SEQ_SEED(xor_combine_engine, SeedSeq, seq)
|
||||
{ _rng1.seed(seq); _rng2.seed(seq); }
|
||||
|
||||
/**
|
||||
* seeds both base generators with values from the iterator
|
||||
* range [first, last) and changes first to point to the element
|
||||
* after the last one used. If there are not enough elements in
|
||||
* the range to seed both generators, throws @c std::invalid_argument.
|
||||
*/
|
||||
template<class It> void seed(It& first, It last)
|
||||
{
|
||||
_rng1.seed(first, last);
|
||||
_rng2.seed(first, last);
|
||||
}
|
||||
|
||||
/** Returns the first base generator. */
|
||||
const base1_type& base1() const { return _rng1; }
|
||||
|
||||
/** Returns the second base generator. */
|
||||
const base2_type& base2() const { return _rng2; }
|
||||
|
||||
/** Returns the next value of the generator. */
|
||||
result_type operator()()
|
||||
{
|
||||
return (_rng1() << s1) ^ (_rng2() << s2);
|
||||
}
|
||||
|
||||
/** Fills a range with random values */
|
||||
template<class Iter>
|
||||
void generate(Iter first, Iter last)
|
||||
{ detail::generate_from_int(*this, first, last); }
|
||||
|
||||
/** Advances the state of the generator by @c z. */
|
||||
void discard(boost::uintmax_t z)
|
||||
{
|
||||
_rng1.discard(z);
|
||||
_rng2.discard(z);
|
||||
}
|
||||
|
||||
/** Returns the smallest value that the generator can produce. */
|
||||
static result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () { return (std::min)((URNG1::min)(), (URNG2::min)()); }
|
||||
/** Returns the largest value that the generator can produce. */
|
||||
static result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () { return (std::max)((URNG1::min)(), (URNG2::max)()); }
|
||||
|
||||
/**
|
||||
* Writes the textual representation of the generator to a @c std::ostream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, xor_combine_engine, s)
|
||||
{
|
||||
os << s._rng1 << ' ' << s._rng2;
|
||||
return os;
|
||||
}
|
||||
|
||||
/**
|
||||
* Reads the textual representation of the generator from a @c std::istream.
|
||||
*/
|
||||
BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, xor_combine_engine, s)
|
||||
{
|
||||
is >> s._rng1 >> std::ws >> s._rng2;
|
||||
return is;
|
||||
}
|
||||
|
||||
/** Returns true if the two generators will produce identical sequences. */
|
||||
BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(xor_combine_engine, x, y)
|
||||
{ return x._rng1 == y._rng1 && x._rng2 == y._rng2; }
|
||||
|
||||
/** Returns true if the two generators will produce different sequences. */
|
||||
BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(xor_combine_engine)
|
||||
|
||||
private:
|
||||
base1_type _rng1;
|
||||
base2_type _rng2;
|
||||
};
|
||||
|
||||
#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
|
||||
// A definition is required even for integral static constants
|
||||
template<class URNG1, int s1, class URNG2, int s2>
|
||||
const bool xor_combine_engine<URNG1, s1, URNG2, s2>::has_fixed_range;
|
||||
template<class URNG1, int s1, class URNG2, int s2>
|
||||
const int xor_combine_engine<URNG1, s1, URNG2, s2>::shift1;
|
||||
template<class URNG1, int s1, class URNG2, int s2>
|
||||
const int xor_combine_engine<URNG1, s1, URNG2, s2>::shift2;
|
||||
#endif
|
||||
|
||||
/// \cond show_private
|
||||
|
||||
/** Provided for backwards compatibility. */
|
||||
template<class URNG1, int s1, class URNG2, int s2,
|
||||
typename URNG1::result_type v = 0>
|
||||
class xor_combine : public xor_combine_engine<URNG1, s1, URNG2, s2>
|
||||
{
|
||||
typedef xor_combine_engine<URNG1, s1, URNG2, s2> base_type;
|
||||
public:
|
||||
typedef typename base_type::result_type result_type;
|
||||
xor_combine() {}
|
||||
xor_combine(result_type val) : base_type(val) {}
|
||||
template<class It>
|
||||
xor_combine(It& first, It last) : base_type(first, last) {}
|
||||
xor_combine(const URNG1 & rng1, const URNG2 & rng2)
|
||||
: base_type(rng1, rng2) { }
|
||||
|
||||
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::min)((this->base1().min)(), (this->base2().min)()); }
|
||||
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::max)((this->base1().min)(), (this->base2().max)()); }
|
||||
};
|
||||
|
||||
/// \endcond
|
||||
|
||||
} // namespace random
|
||||
} // namespace boost
|
||||
|
||||
#endif // BOOST_RANDOM_XOR_COMBINE_HPP
|
||||
Reference in New Issue
Block a user