Added boost header

test/external/boost/random/lognormal_distribution.hpp

@@ -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