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 
29 template<class _RealType = double>
30 class _LIBCPP_TEMPLATE_VIS gamma_distribution
31 {
32 public:
33     // types
34     typedef _RealType result_type;
35 
36     class _LIBCPP_TEMPLATE_VIS param_type
37     {
38         result_type __alpha_;
39         result_type __beta_;
40     public:
41         typedef gamma_distribution distribution_type;
42 
43         _LIBCPP_INLINE_VISIBILITY
44         explicit param_type(result_type __alpha = 1, result_type __beta = 1)
45             : __alpha_(__alpha), __beta_(__beta) {}
46 
47         _LIBCPP_INLINE_VISIBILITY
48         result_type alpha() const {return __alpha_;}
49         _LIBCPP_INLINE_VISIBILITY
50         result_type beta() const {return __beta_;}
51 
52         friend _LIBCPP_INLINE_VISIBILITY
53             bool operator==(const param_type& __x, const param_type& __y)
54             {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;}
55         friend _LIBCPP_INLINE_VISIBILITY
56             bool operator!=(const param_type& __x, const param_type& __y)
57             {return !(__x == __y);}
58     };
59 
60 private:
61     param_type __p_;
62 
63 public:
64     // constructors and reset functions
65 #ifndef _LIBCPP_CXX03_LANG
66     _LIBCPP_INLINE_VISIBILITY
67     gamma_distribution() : gamma_distribution(1) {}
68     _LIBCPP_INLINE_VISIBILITY
69     explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
70         : __p_(param_type(__alpha, __beta)) {}
71 #else
72     _LIBCPP_INLINE_VISIBILITY
73     explicit gamma_distribution(result_type __alpha = 1,
74                                 result_type __beta = 1)
75         : __p_(param_type(__alpha, __beta)) {}
76 #endif
77     _LIBCPP_INLINE_VISIBILITY
78     explicit gamma_distribution(const param_type& __p)
79         : __p_(__p) {}
80     _LIBCPP_INLINE_VISIBILITY
81     void reset() {}
82 
83     // generating functions
84     template<class _URNG>
85         _LIBCPP_INLINE_VISIBILITY
86         result_type operator()(_URNG& __g)
87         {return (*this)(__g, __p_);}
88     template<class _URNG>
89     _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
90 
91     // property functions
92     _LIBCPP_INLINE_VISIBILITY
93     result_type alpha() const {return __p_.alpha();}
94     _LIBCPP_INLINE_VISIBILITY
95     result_type beta() const {return __p_.beta();}
96 
97     _LIBCPP_INLINE_VISIBILITY
98     param_type param() const {return __p_;}
99     _LIBCPP_INLINE_VISIBILITY
100     void param(const param_type& __p) {__p_ = __p;}
101 
102     _LIBCPP_INLINE_VISIBILITY
103     result_type min() const {return 0;}
104     _LIBCPP_INLINE_VISIBILITY
105     result_type max() const {return numeric_limits<result_type>::infinity();}
106 
107     friend _LIBCPP_INLINE_VISIBILITY
108         bool operator==(const gamma_distribution& __x,
109                         const gamma_distribution& __y)
110         {return __x.__p_ == __y.__p_;}
111     friend _LIBCPP_INLINE_VISIBILITY
112         bool operator!=(const gamma_distribution& __x,
113                         const gamma_distribution& __y)
114         {return !(__x == __y);}
115 };
116 
117 template <class _RealType>
118 template<class _URNG>
119 _RealType
120 gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
121 {
122     static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
123     result_type __a = __p.alpha();
124     uniform_real_distribution<result_type> __gen(0, 1);
125     exponential_distribution<result_type> __egen;
126     result_type __x;
127     if (__a == 1)
128         __x = __egen(__g);
129     else if (__a > 1)
130     {
131         const result_type __b = __a - 1;
132         const result_type __c = 3 * __a - result_type(0.75);
133         while (true)
134         {
135             const result_type __u = __gen(__g);
136             const result_type __v = __gen(__g);
137             const result_type __w = __u * (1 - __u);
138             if (__w != 0)
139             {
140                 const result_type __y = _VSTD::sqrt(__c / __w) *
141                                         (__u - result_type(0.5));
142                 __x = __b + __y;
143                 if (__x >= 0)
144                 {
145                     const result_type __z = 64 * __w * __w * __w * __v * __v;
146                     if (__z <= 1 - 2 * __y * __y / __x)
147                         break;
148                     if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y))
149                         break;
150                 }
151             }
152         }
153     }
154     else  // __a < 1
155     {
156         while (true)
157         {
158             const result_type __u = __gen(__g);
159             const result_type __es = __egen(__g);
160             if (__u <= 1 - __a)
161             {
162                 __x = _VSTD::pow(__u, 1 / __a);
163                 if (__x <= __es)
164                     break;
165             }
166             else
167             {
168                 const result_type __e = -_VSTD::log((1-__u)/__a);
169                 __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a);
170                 if (__x <= __e + __es)
171                     break;
172             }
173         }
174     }
175     return __x * __p.beta();
176 }
177 
178 template <class _CharT, class _Traits, class _RT>
179 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
180 operator<<(basic_ostream<_CharT, _Traits>& __os,
181            const gamma_distribution<_RT>& __x)
182 {
183     __save_flags<_CharT, _Traits> __lx(__os);
184     typedef basic_ostream<_CharT, _Traits> _OStream;
185     __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
186                _OStream::scientific);
187     _CharT __sp = __os.widen(' ');
188     __os.fill(__sp);
189     __os << __x.alpha() << __sp << __x.beta();
190     return __os;
191 }
192 
193 template <class _CharT, class _Traits, class _RT>
194 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
195 operator>>(basic_istream<_CharT, _Traits>& __is,
196            gamma_distribution<_RT>& __x)
197 {
198     typedef gamma_distribution<_RT> _Eng;
199     typedef typename _Eng::result_type result_type;
200     typedef typename _Eng::param_type param_type;
201     __save_flags<_CharT, _Traits> __lx(__is);
202     typedef basic_istream<_CharT, _Traits> _Istream;
203     __is.flags(_Istream::dec | _Istream::skipws);
204     result_type __alpha;
205     result_type __beta;
206     __is >> __alpha >> __beta;
207     if (!__is.fail())
208         __x.param(param_type(__alpha, __beta));
209     return __is;
210 }
211 
212 _LIBCPP_END_NAMESPACE_STD
213 
214 _LIBCPP_POP_MACROS
215 
216 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
217