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_POISSON_DISTRIBUTION_H
104824e7fdSDimitry Andric #define _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H
114824e7fdSDimitry Andric
124824e7fdSDimitry Andric #include <__config>
130eae32dcSDimitry Andric #include <__random/clamp_to_integral.h>
144824e7fdSDimitry Andric #include <__random/exponential_distribution.h>
1581ad6265SDimitry Andric #include <__random/is_valid.h>
164824e7fdSDimitry Andric #include <__random/normal_distribution.h>
174824e7fdSDimitry Andric #include <__random/uniform_real_distribution.h>
184824e7fdSDimitry Andric #include <cmath>
194824e7fdSDimitry Andric #include <iosfwd>
204824e7fdSDimitry Andric #include <limits>
214824e7fdSDimitry Andric
224824e7fdSDimitry Andric #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
234824e7fdSDimitry Andric # pragma GCC system_header
244824e7fdSDimitry Andric #endif
254824e7fdSDimitry Andric
264824e7fdSDimitry Andric _LIBCPP_PUSH_MACROS
274824e7fdSDimitry Andric #include <__undef_macros>
284824e7fdSDimitry Andric
294824e7fdSDimitry Andric _LIBCPP_BEGIN_NAMESPACE_STD
304824e7fdSDimitry Andric
314824e7fdSDimitry Andric template <class _IntType = int>
32*cb14a3feSDimitry Andric class _LIBCPP_TEMPLATE_VIS poisson_distribution {
33fcaf7f86SDimitry Andric static_assert(__libcpp_random_is_valid_inttype<_IntType>::value, "IntType must be a supported integer type");
34*cb14a3feSDimitry Andric
354824e7fdSDimitry Andric public:
364824e7fdSDimitry Andric // types
374824e7fdSDimitry Andric typedef _IntType result_type;
384824e7fdSDimitry Andric
39*cb14a3feSDimitry Andric class _LIBCPP_TEMPLATE_VIS param_type {
404824e7fdSDimitry Andric double __mean_;
414824e7fdSDimitry Andric double __s_;
424824e7fdSDimitry Andric double __d_;
434824e7fdSDimitry Andric double __l_;
444824e7fdSDimitry Andric double __omega_;
454824e7fdSDimitry Andric double __c0_;
464824e7fdSDimitry Andric double __c1_;
474824e7fdSDimitry Andric double __c2_;
484824e7fdSDimitry Andric double __c3_;
494824e7fdSDimitry Andric double __c_;
504824e7fdSDimitry Andric
514824e7fdSDimitry Andric public:
524824e7fdSDimitry Andric typedef poisson_distribution distribution_type;
534824e7fdSDimitry Andric
5406c3fb27SDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit param_type(double __mean = 1.0);
554824e7fdSDimitry Andric
mean()56*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI double mean() const { return __mean_; }
574824e7fdSDimitry Andric
58*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) {
59*cb14a3feSDimitry Andric return __x.__mean_ == __y.__mean_;
60*cb14a3feSDimitry Andric }
61*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); }
624824e7fdSDimitry Andric
634824e7fdSDimitry Andric friend class poisson_distribution;
644824e7fdSDimitry Andric };
654824e7fdSDimitry Andric
664824e7fdSDimitry Andric private:
674824e7fdSDimitry Andric param_type __p_;
684824e7fdSDimitry Andric
694824e7fdSDimitry Andric public:
704824e7fdSDimitry Andric // constructors and reset functions
714824e7fdSDimitry Andric #ifndef _LIBCPP_CXX03_LANG
poisson_distribution()72*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI poisson_distribution() : poisson_distribution(1.0) {}
poisson_distribution(double __mean)73*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit poisson_distribution(double __mean) : __p_(__mean) {}
744824e7fdSDimitry Andric #else
75*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit poisson_distribution(double __mean = 1.0) : __p_(__mean) {}
764824e7fdSDimitry Andric #endif
poisson_distribution(const param_type & __p)77*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI explicit poisson_distribution(const param_type& __p) : __p_(__p) {}
reset()78*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI void reset() {}
794824e7fdSDimitry Andric
804824e7fdSDimitry Andric // generating functions
814824e7fdSDimitry Andric template <class _URNG>
operator()82*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {
83*cb14a3feSDimitry Andric return (*this)(__g, __p_);
84*cb14a3feSDimitry Andric }
8506c3fb27SDimitry Andric template <class _URNG>
8606c3fb27SDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
874824e7fdSDimitry Andric
884824e7fdSDimitry Andric // property functions
mean()89*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI double mean() const { return __p_.mean(); }
904824e7fdSDimitry Andric
param()91*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }
param(const param_type & __p)92*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }
934824e7fdSDimitry Andric
min()94*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; }
max()95*cb14a3feSDimitry Andric _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::max(); }
964824e7fdSDimitry Andric
97*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator==(const poisson_distribution& __x, const poisson_distribution& __y) {
98*cb14a3feSDimitry Andric return __x.__p_ == __y.__p_;
99*cb14a3feSDimitry Andric }
100*cb14a3feSDimitry Andric friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const poisson_distribution& __x, const poisson_distribution& __y) {
101*cb14a3feSDimitry Andric return !(__x == __y);
102*cb14a3feSDimitry Andric }
1034824e7fdSDimitry Andric };
1044824e7fdSDimitry Andric
1054824e7fdSDimitry Andric template <class _IntType>
param_type(double __mean)1064824e7fdSDimitry Andric poisson_distribution<_IntType>::param_type::param_type(double __mean)
1074824e7fdSDimitry Andric // According to the standard `inf` is a valid input, but it causes the
1084824e7fdSDimitry Andric // distribution to hang, so we replace it with the maximum representable
1094824e7fdSDimitry Andric // mean.
110*cb14a3feSDimitry Andric : __mean_(isinf(__mean) ? numeric_limits<double>::max() : __mean) {
111*cb14a3feSDimitry Andric if (__mean_ < 10) {
1124824e7fdSDimitry Andric __s_ = 0;
1134824e7fdSDimitry Andric __d_ = 0;
1145f757f3fSDimitry Andric __l_ = std::exp(-__mean_);
1154824e7fdSDimitry Andric __omega_ = 0;
1164824e7fdSDimitry Andric __c3_ = 0;
1174824e7fdSDimitry Andric __c2_ = 0;
1184824e7fdSDimitry Andric __c1_ = 0;
1194824e7fdSDimitry Andric __c0_ = 0;
1204824e7fdSDimitry Andric __c_ = 0;
121*cb14a3feSDimitry Andric } else {
1225f757f3fSDimitry Andric __s_ = std::sqrt(__mean_);
1234824e7fdSDimitry Andric __d_ = 6 * __mean_ * __mean_;
1245f757f3fSDimitry Andric __l_ = std::trunc(__mean_ - 1.1484);
1254824e7fdSDimitry Andric __omega_ = .3989423 / __s_;
12606c3fb27SDimitry Andric double __b1 = .4166667E-1 / __mean_;
12706c3fb27SDimitry Andric double __b2 = .3 * __b1 * __b1;
12806c3fb27SDimitry Andric __c3_ = .1428571 * __b1 * __b2;
12906c3fb27SDimitry Andric __c2_ = __b2 - 15. * __c3_;
13006c3fb27SDimitry Andric __c1_ = __b1 - 6. * __b2 + 45. * __c3_;
13106c3fb27SDimitry Andric __c0_ = 1. - __b1 + 3. * __b2 - 15. * __c3_;
1324824e7fdSDimitry Andric __c_ = .1069 / __mean_;
1334824e7fdSDimitry Andric }
1344824e7fdSDimitry Andric }
1354824e7fdSDimitry Andric
1364824e7fdSDimitry Andric template <class _IntType>
1374824e7fdSDimitry Andric template <class _URNG>
operator()138*cb14a3feSDimitry Andric _IntType poisson_distribution<_IntType>::operator()(_URNG& __urng, const param_type& __pr) {
13981ad6265SDimitry Andric static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
1404824e7fdSDimitry Andric double __tx;
1414824e7fdSDimitry Andric uniform_real_distribution<double> __urd;
142*cb14a3feSDimitry Andric if (__pr.__mean_ < 10) {
1434824e7fdSDimitry Andric __tx = 0;
1444824e7fdSDimitry Andric for (double __p = __urd(__urng); __p > __pr.__l_; ++__tx)
1454824e7fdSDimitry Andric __p *= __urd(__urng);
146*cb14a3feSDimitry Andric } else {
1474824e7fdSDimitry Andric double __difmuk;
1484824e7fdSDimitry Andric double __g = __pr.__mean_ + __pr.__s_ * normal_distribution<double>()(__urng);
1494824e7fdSDimitry Andric double __u;
150*cb14a3feSDimitry Andric if (__g > 0) {
1515f757f3fSDimitry Andric __tx = std::trunc(__g);
1524824e7fdSDimitry Andric if (__tx >= __pr.__l_)
1535f757f3fSDimitry Andric return std::__clamp_to_integral<result_type>(__tx);
1544824e7fdSDimitry Andric __difmuk = __pr.__mean_ - __tx;
1554824e7fdSDimitry Andric __u = __urd(__urng);
1564824e7fdSDimitry Andric if (__pr.__d_ * __u >= __difmuk * __difmuk * __difmuk)
1575f757f3fSDimitry Andric return std::__clamp_to_integral<result_type>(__tx);
1584824e7fdSDimitry Andric }
1594824e7fdSDimitry Andric exponential_distribution<double> __edist;
160*cb14a3feSDimitry Andric for (bool __using_exp_dist = false; true; __using_exp_dist = true) {
1614824e7fdSDimitry Andric double __e;
162*cb14a3feSDimitry Andric if (__using_exp_dist || __g <= 0) {
1634824e7fdSDimitry Andric double __t;
164*cb14a3feSDimitry Andric do {
1654824e7fdSDimitry Andric __e = __edist(__urng);
1664824e7fdSDimitry Andric __u = __urd(__urng);
1674824e7fdSDimitry Andric __u += __u - 1;
1684824e7fdSDimitry Andric __t = 1.8 + (__u < 0 ? -__e : __e);
1694824e7fdSDimitry Andric } while (__t <= -.6744);
1705f757f3fSDimitry Andric __tx = std::trunc(__pr.__mean_ + __pr.__s_ * __t);
1714824e7fdSDimitry Andric __difmuk = __pr.__mean_ - __tx;
1724824e7fdSDimitry Andric __using_exp_dist = true;
1734824e7fdSDimitry Andric }
1744824e7fdSDimitry Andric double __px;
1754824e7fdSDimitry Andric double __py;
176*cb14a3feSDimitry Andric if (__tx < 10 && __tx >= 0) {
177*cb14a3feSDimitry Andric const double __fac[] = {1, 1, 2, 6, 24, 120, 720, 5040, 40320, 362880};
1784824e7fdSDimitry Andric __px = -__pr.__mean_;
1795f757f3fSDimitry Andric __py = std::pow(__pr.__mean_, (double)__tx) / __fac[static_cast<int>(__tx)];
180*cb14a3feSDimitry Andric } else {
1814824e7fdSDimitry Andric double __del = .8333333E-1 / __tx;
1824824e7fdSDimitry Andric __del -= 4.8 * __del * __del * __del;
1834824e7fdSDimitry Andric double __v = __difmuk / __tx;
1845f757f3fSDimitry Andric if (std::abs(__v) > 0.25)
1855f757f3fSDimitry Andric __px = __tx * std::log(1 + __v) - __difmuk - __del;
1864824e7fdSDimitry Andric else
187*cb14a3feSDimitry Andric __px = __tx * __v * __v *
188*cb14a3feSDimitry Andric (((((((.1250060 * __v + -.1384794) * __v + .1421878) * __v + -.1661269) * __v + .2000118) * __v +
189*cb14a3feSDimitry Andric -.2500068) *
190*cb14a3feSDimitry Andric __v +
191*cb14a3feSDimitry Andric .3333333) *
192*cb14a3feSDimitry Andric __v +
193*cb14a3feSDimitry Andric -.5) -
194*cb14a3feSDimitry Andric __del;
1955f757f3fSDimitry Andric __py = .3989423 / std::sqrt(__tx);
1964824e7fdSDimitry Andric }
1974824e7fdSDimitry Andric double __r = (0.5 - __difmuk) / __pr.__s_;
1984824e7fdSDimitry Andric double __r2 = __r * __r;
1994824e7fdSDimitry Andric double __fx = -0.5 * __r2;
200*cb14a3feSDimitry Andric double __fy = __pr.__omega_ * (((__pr.__c3_ * __r2 + __pr.__c2_) * __r2 + __pr.__c1_) * __r2 + __pr.__c0_);
201*cb14a3feSDimitry Andric if (__using_exp_dist) {
202*cb14a3feSDimitry Andric if (__pr.__c_ * std::abs(__u) <= __py * std::exp(__px + __e) - __fy * std::exp(__fx + __e))
2034824e7fdSDimitry Andric break;
204*cb14a3feSDimitry Andric } else {
2055f757f3fSDimitry Andric if (__fy - __u * __fy <= __py * std::exp(__px - __fx))
2064824e7fdSDimitry Andric break;
2074824e7fdSDimitry Andric }
2084824e7fdSDimitry Andric }
2094824e7fdSDimitry Andric }
2105f757f3fSDimitry Andric return std::__clamp_to_integral<result_type>(__tx);
2114824e7fdSDimitry Andric }
2124824e7fdSDimitry Andric
2134824e7fdSDimitry Andric template <class _CharT, class _Traits, class _IntType>
214bdd1243dSDimitry Andric _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
215*cb14a3feSDimitry Andric operator<<(basic_ostream<_CharT, _Traits>& __os, const poisson_distribution<_IntType>& __x) {
2164824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__os);
2174824e7fdSDimitry Andric typedef basic_ostream<_CharT, _Traits> _OStream;
218*cb14a3feSDimitry Andric __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);
2194824e7fdSDimitry Andric return __os << __x.mean();
2204824e7fdSDimitry Andric }
2214824e7fdSDimitry Andric
2224824e7fdSDimitry Andric template <class _CharT, class _Traits, class _IntType>
223bdd1243dSDimitry Andric _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
224*cb14a3feSDimitry Andric operator>>(basic_istream<_CharT, _Traits>& __is, poisson_distribution<_IntType>& __x) {
2254824e7fdSDimitry Andric typedef poisson_distribution<_IntType> _Eng;
2264824e7fdSDimitry Andric typedef typename _Eng::param_type param_type;
2274824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__is);
2284824e7fdSDimitry Andric typedef basic_istream<_CharT, _Traits> _Istream;
2294824e7fdSDimitry Andric __is.flags(_Istream::dec | _Istream::skipws);
2304824e7fdSDimitry Andric double __mean;
2314824e7fdSDimitry Andric __is >> __mean;
2324824e7fdSDimitry Andric if (!__is.fail())
2334824e7fdSDimitry Andric __x.param(param_type(__mean));
2344824e7fdSDimitry Andric return __is;
2354824e7fdSDimitry Andric }
2364824e7fdSDimitry Andric
2374824e7fdSDimitry Andric _LIBCPP_END_NAMESPACE_STD
2384824e7fdSDimitry Andric
2394824e7fdSDimitry Andric _LIBCPP_POP_MACROS
2404824e7fdSDimitry Andric
2414824e7fdSDimitry Andric #endif // _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H
242