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1//===----------------------------------------------------------------------===//
2//
3// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
4// See https://llvm.org/LICENSE.txt for license information.
5// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
6//
7//===----------------------------------------------------------------------===//
8
9#ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
10#define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
11
12#include <__config>
13#include <__random/exponential_distribution.h>
14#include <__random/is_valid.h>
15#include <__random/uniform_real_distribution.h>
16#include <cmath>
17#include <iosfwd>
18#include <limits>
19
20#if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
21# pragma GCC system_header
22#endif
23
24_LIBCPP_PUSH_MACROS
25#include <__undef_macros>
26
27_LIBCPP_BEGIN_NAMESPACE_STD
28
29template <class _RealType = double>
30class gamma_distribution {
31 static_assert(__libcpp_random_is_valid_realtype<_RealType>::value,
32 "RealType must be a supported floating-point type");
33
34public:
35 // types
36 typedef _RealType result_type;
37
38 class param_type {
39 result_type __alpha_;
40 result_type __beta_;
41
42 public:
43 typedef gamma_distribution distribution_type;
44
45 _LIBCPP_HIDE_FROM_ABI explicit param_type(result_type __alpha = 1, result_type __beta = 1)
46 : __alpha_(__alpha), __beta_(__beta) {}
47
48 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; }
49 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __beta_; }
50
51 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) {
52 return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;
53 }
54 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); }
55 };
56
57private:
58 param_type __p_;
59
60public:
61 // constructors and reset functions
62#ifndef _LIBCPP_CXX03_LANG
63 _LIBCPP_HIDE_FROM_ABI gamma_distribution() : gamma_distribution(1) {}
64 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
65 : __p_(param_type(__alpha, __beta)) {}
66#else
67 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)
68 : __p_(param_type(__alpha, __beta)) {}
69#endif
70 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {}
71 _LIBCPP_HIDE_FROM_ABI void reset() {}
72
73 // generating functions
74 template <class _URNG>
75 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {
76 return (*this)(__g, __p_);
77 }
78 template <class _URNG>
79 _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
80
81 // property functions
82 _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); }
83 _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); }
84
85 _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }
86 _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }
87
88 _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; }
89 _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); }
90
91 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) {
92 return __x.__p_ == __y.__p_;
93 }
94 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) {
95 return !(__x == __y);
96 }
97};
98
99template <class _RealType>
100template <class _URNG>
101_RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) {
102 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
103 result_type __a = __p.alpha();
104 uniform_real_distribution<result_type> __gen(0, 1);
105 exponential_distribution<result_type> __egen;
106 result_type __x;
107 if (__a == 1)
108 __x = __egen(__g);
109 else if (__a > 1) {
110 const result_type __b = __a - 1;
111 const result_type __c = 3 * __a - result_type(0.75);
112 while (true) {
113 const result_type __u = __gen(__g);
114 const result_type __v = __gen(__g);
115 const result_type __w = __u * (1 - __u);
116 if (__w != 0) {
117 const result_type __y = std::sqrt(__c / __w) * (__u - result_type(0.5));
118 __x = __b + __y;
119 if (__x >= 0) {
120 const result_type __z = 64 * __w * __w * __w * __v * __v;
121 if (__z <= 1 - 2 * __y * __y / __x)
122 break;
123 if (std::log(__z) <= 2 * (__b * std::log(__x / __b) - __y))
124 break;
125 }
126 }
127 }
128 } else // __a < 1
129 {
130 while (true) {
131 const result_type __u = __gen(__g);
132 const result_type __es = __egen(__g);
133 if (__u <= 1 - __a) {
134 __x = std::pow(__u, 1 / __a);
135 if (__x <= __es)
136 break;
137 } else {
138 const result_type __e = -std::log((1 - __u) / __a);
139 __x = std::pow(1 - __a + __a * __e, 1 / __a);
140 if (__x <= __e + __es)
141 break;
142 }
143 }
144 }
145 return __x * __p.beta();
146}
147
148template <class _CharT, class _Traits, class _RT>
149_LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
150operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) {
151 __save_flags<_CharT, _Traits> __lx(__os);
152 typedef basic_ostream<_CharT, _Traits> _OStream;
153 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);
154 _CharT __sp = __os.widen(' ');
155 __os.fill(__sp);
156 __os << __x.alpha() << __sp << __x.beta();
157 return __os;
158}
159
160template <class _CharT, class _Traits, class _RT>
161_LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
162operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) {
163 typedef gamma_distribution<_RT> _Eng;
164 typedef typename _Eng::result_type result_type;
165 typedef typename _Eng::param_type param_type;
166 __save_flags<_CharT, _Traits> __lx(__is);
167 typedef basic_istream<_CharT, _Traits> _Istream;
168 __is.flags(_Istream::dec | _Istream::skipws);
169 result_type __alpha;
170 result_type __beta;
171 __is >> __alpha >> __beta;
172 if (!__is.fail())
173 __x.param(param_type(__alpha, __beta));
174 return __is;
175}
176
177_LIBCPP_END_NAMESPACE_STD
178
179_LIBCPP_POP_MACROS
180
181#endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H