Added boost header

test/external/boost/random/exponential_distribution.hpp

@@ -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