14824e7fdSDimitry Andric //===----------------------------------------------------------------------===//
24824e7fdSDimitry Andric //
34824e7fdSDimitry Andric // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
44824e7fdSDimitry Andric // See https://llvm.org/LICENSE.txt for license information.
54824e7fdSDimitry Andric // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
64824e7fdSDimitry Andric //
74824e7fdSDimitry Andric //===----------------------------------------------------------------------===//
84824e7fdSDimitry Andric
94824e7fdSDimitry Andric #ifndef _LIBCPP___RANDOM_NORMAL_DISTRIBUTION_H
104824e7fdSDimitry Andric #define _LIBCPP___RANDOM_NORMAL_DISTRIBUTION_H
114824e7fdSDimitry Andric
124824e7fdSDimitry Andric #include <__config>
1381ad6265SDimitry Andric #include <__random/is_valid.h>
144824e7fdSDimitry Andric #include <__random/uniform_real_distribution.h>
154824e7fdSDimitry Andric #include <cmath>
164824e7fdSDimitry Andric #include <iosfwd>
174824e7fdSDimitry Andric #include <limits>
184824e7fdSDimitry Andric
194824e7fdSDimitry Andric #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
204824e7fdSDimitry Andric # pragma GCC system_header
214824e7fdSDimitry Andric #endif
224824e7fdSDimitry Andric
234824e7fdSDimitry Andric _LIBCPP_PUSH_MACROS
244824e7fdSDimitry Andric #include <__undef_macros>
254824e7fdSDimitry Andric
264824e7fdSDimitry Andric _LIBCPP_BEGIN_NAMESPACE_STD
274824e7fdSDimitry Andric
284824e7fdSDimitry Andric template <class _RealType = double>
29*cb14a3feSDimitry Andric class _LIBCPP_TEMPLATE_VIS normal_distribution {
305f757f3fSDimitry Andric static_assert(__libcpp_random_is_valid_realtype<_RealType>::value,
315f757f3fSDimitry Andric "RealType must be a supported floating-point type");
325f757f3fSDimitry Andric
334824e7fdSDimitry Andric public:
344824e7fdSDimitry Andric // types
354824e7fdSDimitry Andric typedef _RealType result_type;
364824e7fdSDimitry Andric
37*cb14a3feSDimitry Andric class _LIBCPP_TEMPLATE_VIS param_type {
384824e7fdSDimitry Andric result_type __mean_;
394824e7fdSDimitry Andric result_type __stddev_;
40*cb14a3feSDimitry Andric
414824e7fdSDimitry Andric public:
424824e7fdSDimitry Andric typedef normal_distribution distribution_type;
434824e7fdSDimitry Andric
44*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit param_type(result_type __mean = 0, result_type __stddev = 1)
__mean_(__mean)454824e7fdSDimitry Andric : __mean_(__mean), __stddev_(__stddev) {}
464824e7fdSDimitry Andric
mean()47*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type mean() const { return __mean_; }
stddev()48*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type stddev() const { return __stddev_; }
494824e7fdSDimitry Andric
50*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) {
51*cb14a3feSDimitry Andric return __x.__mean_ == __y.__mean_ && __x.__stddev_ == __y.__stddev_;
52*cb14a3feSDimitry Andric }
53*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); }
544824e7fdSDimitry Andric };
554824e7fdSDimitry Andric
564824e7fdSDimitry Andric private:
574824e7fdSDimitry Andric param_type __p_;
58bdd1243dSDimitry Andric result_type __v_;
59bdd1243dSDimitry Andric bool __v_hot_;
604824e7fdSDimitry Andric
614824e7fdSDimitry Andric public:
624824e7fdSDimitry Andric // constructors and reset functions
634824e7fdSDimitry Andric #ifndef _LIBCPP_CXX03_LANG
normal_distribution()64*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI normal_distribution() : normal_distribution(0) {}
65*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit normal_distribution(result_type __mean, result_type __stddev = 1)
__p_(param_type (__mean,__stddev))66bdd1243dSDimitry Andric : __p_(param_type(__mean, __stddev)), __v_hot_(false) {}
674824e7fdSDimitry Andric #else
68*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit normal_distribution(result_type __mean = 0, result_type __stddev = 1)
69bdd1243dSDimitry Andric : __p_(param_type(__mean, __stddev)), __v_hot_(false) {}
704824e7fdSDimitry Andric #endif
normal_distribution(const param_type & __p)71*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit normal_distribution(const param_type& __p) : __p_(__p), __v_hot_(false) {}
reset()72*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI void reset() { __v_hot_ = false; }
734824e7fdSDimitry Andric
744824e7fdSDimitry Andric // generating functions
754824e7fdSDimitry Andric template <class _URNG>
operator()76*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {
77*cb14a3feSDimitry Andric return (*this)(__g, __p_);
78*cb14a3feSDimitry Andric }
7906c3fb27SDimitry Andric template <class _URNG>
8006c3fb27SDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
814824e7fdSDimitry Andric
824824e7fdSDimitry Andric // property functions
mean()83*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type mean() const { return __p_.mean(); }
stddev()84*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type stddev() const { return __p_.stddev(); }
854824e7fdSDimitry Andric
param()86*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }
param(const param_type & __p)87*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }
884824e7fdSDimitry Andric
min()89*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type min() const { return -numeric_limits<result_type>::infinity(); }
max()90*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); }
914824e7fdSDimitry Andric
92*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator==(const normal_distribution& __x, const normal_distribution& __y) {
93*cb14a3feSDimitry Andric return __x.__p_ == __y.__p_ && __x.__v_hot_ == __y.__v_hot_ && (!__x.__v_hot_ || __x.__v_ == __y.__v_);
94*cb14a3feSDimitry Andric }
95*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const normal_distribution& __x, const normal_distribution& __y) {
96*cb14a3feSDimitry Andric return !(__x == __y);
97*cb14a3feSDimitry Andric }
984824e7fdSDimitry Andric
994824e7fdSDimitry Andric template <class _CharT, class _Traits, class _RT>
100*cb14a3feSDimitry Andric friend basic_ostream<_CharT, _Traits>&
101*cb14a3feSDimitry Andric operator<<(basic_ostream<_CharT, _Traits>& __os, const normal_distribution<_RT>& __x);
1024824e7fdSDimitry Andric
1034824e7fdSDimitry Andric template <class _CharT, class _Traits, class _RT>
104*cb14a3feSDimitry Andric friend basic_istream<_CharT, _Traits>&
105*cb14a3feSDimitry Andric operator>>(basic_istream<_CharT, _Traits>& __is, normal_distribution<_RT>& __x);
1064824e7fdSDimitry Andric };
1074824e7fdSDimitry Andric
1084824e7fdSDimitry Andric template <class _RealType>
1094824e7fdSDimitry Andric template <class _URNG>
operator()110*cb14a3feSDimitry Andric _RealType normal_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) {
11181ad6265SDimitry Andric static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
11206c3fb27SDimitry Andric result_type __up;
113*cb14a3feSDimitry Andric if (__v_hot_) {
114bdd1243dSDimitry Andric __v_hot_ = false;
11506c3fb27SDimitry Andric __up = __v_;
116*cb14a3feSDimitry Andric } else {
11706c3fb27SDimitry Andric uniform_real_distribution<result_type> __uni(-1, 1);
1184824e7fdSDimitry Andric result_type __u;
1194824e7fdSDimitry Andric result_type __v;
1204824e7fdSDimitry Andric result_type __s;
121*cb14a3feSDimitry Andric do {
12206c3fb27SDimitry Andric __u = __uni(__g);
12306c3fb27SDimitry Andric __v = __uni(__g);
1244824e7fdSDimitry Andric __s = __u * __u + __v * __v;
1254824e7fdSDimitry Andric } while (__s > 1 || __s == 0);
1265f757f3fSDimitry Andric result_type __fp = std::sqrt(-2 * std::log(__s) / __s);
12706c3fb27SDimitry Andric __v_ = __v * __fp;
128bdd1243dSDimitry Andric __v_hot_ = true;
12906c3fb27SDimitry Andric __up = __u * __fp;
1304824e7fdSDimitry Andric }
13106c3fb27SDimitry Andric return __up * __p.stddev() + __p.mean();
1324824e7fdSDimitry Andric }
1334824e7fdSDimitry Andric
1344824e7fdSDimitry Andric template <class _CharT, class _Traits, class _RT>
135bdd1243dSDimitry Andric _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
136*cb14a3feSDimitry Andric operator<<(basic_ostream<_CharT, _Traits>& __os, const normal_distribution<_RT>& __x) {
1374824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__os);
1384824e7fdSDimitry Andric typedef basic_ostream<_CharT, _Traits> _OStream;
139*cb14a3feSDimitry Andric __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);
1404824e7fdSDimitry Andric _CharT __sp = __os.widen(' ');
1414824e7fdSDimitry Andric __os.fill(__sp);
142bdd1243dSDimitry Andric __os << __x.mean() << __sp << __x.stddev() << __sp << __x.__v_hot_;
143bdd1243dSDimitry Andric if (__x.__v_hot_)
144bdd1243dSDimitry Andric __os << __sp << __x.__v_;
1454824e7fdSDimitry Andric return __os;
1464824e7fdSDimitry Andric }
1474824e7fdSDimitry Andric
1484824e7fdSDimitry Andric template <class _CharT, class _Traits, class _RT>
149bdd1243dSDimitry Andric _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
150*cb14a3feSDimitry Andric operator>>(basic_istream<_CharT, _Traits>& __is, normal_distribution<_RT>& __x) {
1514824e7fdSDimitry Andric typedef normal_distribution<_RT> _Eng;
1524824e7fdSDimitry Andric typedef typename _Eng::result_type result_type;
1534824e7fdSDimitry Andric typedef typename _Eng::param_type param_type;
1544824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__is);
1554824e7fdSDimitry Andric typedef basic_istream<_CharT, _Traits> _Istream;
1564824e7fdSDimitry Andric __is.flags(_Istream::dec | _Istream::skipws);
1574824e7fdSDimitry Andric result_type __mean;
1584824e7fdSDimitry Andric result_type __stddev;
15906c3fb27SDimitry Andric result_type __vp = 0;
16006c3fb27SDimitry Andric bool __v_hot = false;
16106c3fb27SDimitry Andric __is >> __mean >> __stddev >> __v_hot;
16206c3fb27SDimitry Andric if (__v_hot)
16306c3fb27SDimitry Andric __is >> __vp;
164*cb14a3feSDimitry Andric if (!__is.fail()) {
1654824e7fdSDimitry Andric __x.param(param_type(__mean, __stddev));
16606c3fb27SDimitry Andric __x.__v_hot_ = __v_hot;
16706c3fb27SDimitry Andric __x.__v_ = __vp;
1684824e7fdSDimitry Andric }
1694824e7fdSDimitry Andric return __is;
1704824e7fdSDimitry Andric }
1714824e7fdSDimitry Andric
1724824e7fdSDimitry Andric _LIBCPP_END_NAMESPACE_STD
1734824e7fdSDimitry Andric
1744824e7fdSDimitry Andric _LIBCPP_POP_MACROS
1754824e7fdSDimitry Andric
1764824e7fdSDimitry Andric #endif // _LIBCPP___RANDOM_NORMAL_DISTRIBUTION_H
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