boost/boost/random/poisson_distribution.hpp

   1 /* boost random/poisson_distribution.hpp header file
   2  *
   3  * Copyright Jens Maurer 2002
   4  * Distributed under the Boost Software License, Version 1.0. (See
   5  * accompanying file LICENSE_1_0.txt or copy at
   6  * http://www.boost.org/LICENSE_1_0.txt)
   7  *
   8  * See http://www.boost.org for most recent version including documentation.
   9  *
  10  * $Id$
  11  *
  12  */
  13
  14 #ifndef BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
  15 #define BOOST_RANDOM_POISSON_DISTRIBUTION_HPP
  16
  17 #include <cmath>
  18 #include <cassert>
  19 #include <iostream>
  20 #include <boost/limits.hpp>
  21 #include <boost/static_assert.hpp>
  22
  23 namespace boost {
  24
  25 // Knuth
  26 template<class IntType = int, class RealType = double>
  27 class poisson_distribution
  28 {
  29 public:
  30   typedef RealType input_type;
  31   typedef IntType result_type;
  32
  33   explicit poisson_distribution(const RealType& mean = RealType(1))
  34     : _mean(mean)
  35   {
  36 #ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
  37     // MSVC fails BOOST_STATIC_ASSERT with std::numeric_limits at class scope
  38     BOOST_STATIC_ASSERT(std::numeric_limits<IntType>::is_integer);
  39     BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
  40 #endif
  41
  42     assert(mean > RealType(0));
  43     init();
  44   }
  45
  46   // compiler-generated copy ctor and assignment operator are fine
  47
  48   RealType mean() const { return _mean; }
  49   void reset() { }
  50
  51   template<class Engine>
  52   result_type operator()(Engine& eng)
  53   {
  54     // TODO: This is O(_mean), but it should be O(log(_mean)) for large _mean
  55     RealType product = RealType(1);
  56     for(result_type m = 0; ; ++m) {
  57       product *= eng();
  58       if(product <= _exp_mean)
  59         return m;
  60     }
  61   }
  62
  63 #if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
  64   template<class CharT, class Traits>
  65   friend std::basic_ostream<CharT,Traits>&
  66   operator<<(std::basic_ostream<CharT,Traits>& os, const poisson_distribution& pd)
  67   {
  68     os << pd._mean;
  69     return os;
  70   }
  71
  72   template<class CharT, class Traits>
  73   friend std::basic_istream<CharT,Traits>&
  74   operator>>(std::basic_istream<CharT,Traits>& is, poisson_distribution& pd)
  75   {
  76     is >> std::ws >> pd._mean;
  77     pd.init();
  78     return is;
  79   }
  80 #endif
  81
  82 private:
  83   void init()
  84   {
  85 #ifndef BOOST_NO_STDC_NAMESPACE
  86     // allow for Koenig lookup
  87     using std::exp;
  88 #endif
  89     _exp_mean = exp(-_mean);
  90   }
  91
  92   RealType _mean;
  93   // some precomputed data from the parameters
  94   RealType _exp_mean;
  95 };
  96
  97 } // namespace boost
  98
  99 #endif // BOOST_RANDOM_POISSON_DISTRIBUTION_HPP