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> 15*81ad6265SDimitry 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> 324824e7fdSDimitry Andric class _LIBCPP_TEMPLATE_VIS poisson_distribution 334824e7fdSDimitry Andric { 34*81ad6265SDimitry Andric static_assert(__libcpp_random_is_valid_inttype<_IntType>::value, "IntType must be an integer type larger than char"); 354824e7fdSDimitry Andric public: 364824e7fdSDimitry Andric // types 374824e7fdSDimitry Andric typedef _IntType result_type; 384824e7fdSDimitry Andric 394824e7fdSDimitry Andric class _LIBCPP_TEMPLATE_VIS param_type 404824e7fdSDimitry Andric { 414824e7fdSDimitry Andric double __mean_; 424824e7fdSDimitry Andric double __s_; 434824e7fdSDimitry Andric double __d_; 444824e7fdSDimitry Andric double __l_; 454824e7fdSDimitry Andric double __omega_; 464824e7fdSDimitry Andric double __c0_; 474824e7fdSDimitry Andric double __c1_; 484824e7fdSDimitry Andric double __c2_; 494824e7fdSDimitry Andric double __c3_; 504824e7fdSDimitry Andric double __c_; 514824e7fdSDimitry Andric 524824e7fdSDimitry Andric public: 534824e7fdSDimitry Andric typedef poisson_distribution distribution_type; 544824e7fdSDimitry Andric 554824e7fdSDimitry Andric explicit param_type(double __mean = 1.0); 564824e7fdSDimitry Andric 574824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 584824e7fdSDimitry Andric double mean() const {return __mean_;} 594824e7fdSDimitry Andric 604824e7fdSDimitry Andric friend _LIBCPP_INLINE_VISIBILITY 614824e7fdSDimitry Andric bool operator==(const param_type& __x, const param_type& __y) 624824e7fdSDimitry Andric {return __x.__mean_ == __y.__mean_;} 634824e7fdSDimitry Andric friend _LIBCPP_INLINE_VISIBILITY 644824e7fdSDimitry Andric bool operator!=(const param_type& __x, const param_type& __y) 654824e7fdSDimitry Andric {return !(__x == __y);} 664824e7fdSDimitry Andric 674824e7fdSDimitry Andric friend class poisson_distribution; 684824e7fdSDimitry Andric }; 694824e7fdSDimitry Andric 704824e7fdSDimitry Andric private: 714824e7fdSDimitry Andric param_type __p_; 724824e7fdSDimitry Andric 734824e7fdSDimitry Andric public: 744824e7fdSDimitry Andric // constructors and reset functions 754824e7fdSDimitry Andric #ifndef _LIBCPP_CXX03_LANG 764824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 774824e7fdSDimitry Andric poisson_distribution() : poisson_distribution(1.0) {} 784824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 794824e7fdSDimitry Andric explicit poisson_distribution(double __mean) 804824e7fdSDimitry Andric : __p_(__mean) {} 814824e7fdSDimitry Andric #else 824824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 834824e7fdSDimitry Andric explicit poisson_distribution(double __mean = 1.0) 844824e7fdSDimitry Andric : __p_(__mean) {} 854824e7fdSDimitry Andric #endif 864824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 874824e7fdSDimitry Andric explicit poisson_distribution(const param_type& __p) : __p_(__p) {} 884824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 894824e7fdSDimitry Andric void reset() {} 904824e7fdSDimitry Andric 914824e7fdSDimitry Andric // generating functions 924824e7fdSDimitry Andric template<class _URNG> 934824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 944824e7fdSDimitry Andric result_type operator()(_URNG& __g) 954824e7fdSDimitry Andric {return (*this)(__g, __p_);} 964824e7fdSDimitry Andric template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p); 974824e7fdSDimitry Andric 984824e7fdSDimitry Andric // property functions 994824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 1004824e7fdSDimitry Andric double mean() const {return __p_.mean();} 1014824e7fdSDimitry Andric 1024824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 1034824e7fdSDimitry Andric param_type param() const {return __p_;} 1044824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 1054824e7fdSDimitry Andric void param(const param_type& __p) {__p_ = __p;} 1064824e7fdSDimitry Andric 1074824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 1084824e7fdSDimitry Andric result_type min() const {return 0;} 1094824e7fdSDimitry Andric _LIBCPP_INLINE_VISIBILITY 1104824e7fdSDimitry Andric result_type max() const {return numeric_limits<result_type>::max();} 1114824e7fdSDimitry Andric 1124824e7fdSDimitry Andric friend _LIBCPP_INLINE_VISIBILITY 1134824e7fdSDimitry Andric bool operator==(const poisson_distribution& __x, 1144824e7fdSDimitry Andric const poisson_distribution& __y) 1154824e7fdSDimitry Andric {return __x.__p_ == __y.__p_;} 1164824e7fdSDimitry Andric friend _LIBCPP_INLINE_VISIBILITY 1174824e7fdSDimitry Andric bool operator!=(const poisson_distribution& __x, 1184824e7fdSDimitry Andric const poisson_distribution& __y) 1194824e7fdSDimitry Andric {return !(__x == __y);} 1204824e7fdSDimitry Andric }; 1214824e7fdSDimitry Andric 1224824e7fdSDimitry Andric template<class _IntType> 1234824e7fdSDimitry Andric poisson_distribution<_IntType>::param_type::param_type(double __mean) 1244824e7fdSDimitry Andric // According to the standard `inf` is a valid input, but it causes the 1254824e7fdSDimitry Andric // distribution to hang, so we replace it with the maximum representable 1264824e7fdSDimitry Andric // mean. 1274824e7fdSDimitry Andric : __mean_(isinf(__mean) ? numeric_limits<double>::max() : __mean) 1284824e7fdSDimitry Andric { 1294824e7fdSDimitry Andric if (__mean_ < 10) 1304824e7fdSDimitry Andric { 1314824e7fdSDimitry Andric __s_ = 0; 1324824e7fdSDimitry Andric __d_ = 0; 1334824e7fdSDimitry Andric __l_ = _VSTD::exp(-__mean_); 1344824e7fdSDimitry Andric __omega_ = 0; 1354824e7fdSDimitry Andric __c3_ = 0; 1364824e7fdSDimitry Andric __c2_ = 0; 1374824e7fdSDimitry Andric __c1_ = 0; 1384824e7fdSDimitry Andric __c0_ = 0; 1394824e7fdSDimitry Andric __c_ = 0; 1404824e7fdSDimitry Andric } 1414824e7fdSDimitry Andric else 1424824e7fdSDimitry Andric { 1434824e7fdSDimitry Andric __s_ = _VSTD::sqrt(__mean_); 1444824e7fdSDimitry Andric __d_ = 6 * __mean_ * __mean_; 1454824e7fdSDimitry Andric __l_ = _VSTD::trunc(__mean_ - 1.1484); 1464824e7fdSDimitry Andric __omega_ = .3989423 / __s_; 1474824e7fdSDimitry Andric double __b1_ = .4166667E-1 / __mean_; 1484824e7fdSDimitry Andric double __b2_ = .3 * __b1_ * __b1_; 1494824e7fdSDimitry Andric __c3_ = .1428571 * __b1_ * __b2_; 1504824e7fdSDimitry Andric __c2_ = __b2_ - 15. * __c3_; 1514824e7fdSDimitry Andric __c1_ = __b1_ - 6. * __b2_ + 45. * __c3_; 1524824e7fdSDimitry Andric __c0_ = 1. - __b1_ + 3. * __b2_ - 15. * __c3_; 1534824e7fdSDimitry Andric __c_ = .1069 / __mean_; 1544824e7fdSDimitry Andric } 1554824e7fdSDimitry Andric } 1564824e7fdSDimitry Andric 1574824e7fdSDimitry Andric template <class _IntType> 1584824e7fdSDimitry Andric template<class _URNG> 1594824e7fdSDimitry Andric _IntType 1604824e7fdSDimitry Andric poisson_distribution<_IntType>::operator()(_URNG& __urng, const param_type& __pr) 1614824e7fdSDimitry Andric { 162*81ad6265SDimitry Andric static_assert(__libcpp_random_is_valid_urng<_URNG>::value, ""); 1634824e7fdSDimitry Andric double __tx; 1644824e7fdSDimitry Andric uniform_real_distribution<double> __urd; 1654824e7fdSDimitry Andric if (__pr.__mean_ < 10) 1664824e7fdSDimitry Andric { 1674824e7fdSDimitry Andric __tx = 0; 1684824e7fdSDimitry Andric for (double __p = __urd(__urng); __p > __pr.__l_; ++__tx) 1694824e7fdSDimitry Andric __p *= __urd(__urng); 1704824e7fdSDimitry Andric } 1714824e7fdSDimitry Andric else 1724824e7fdSDimitry Andric { 1734824e7fdSDimitry Andric double __difmuk; 1744824e7fdSDimitry Andric double __g = __pr.__mean_ + __pr.__s_ * normal_distribution<double>()(__urng); 1754824e7fdSDimitry Andric double __u; 1764824e7fdSDimitry Andric if (__g > 0) 1774824e7fdSDimitry Andric { 1784824e7fdSDimitry Andric __tx = _VSTD::trunc(__g); 1794824e7fdSDimitry Andric if (__tx >= __pr.__l_) 1804824e7fdSDimitry Andric return _VSTD::__clamp_to_integral<result_type>(__tx); 1814824e7fdSDimitry Andric __difmuk = __pr.__mean_ - __tx; 1824824e7fdSDimitry Andric __u = __urd(__urng); 1834824e7fdSDimitry Andric if (__pr.__d_ * __u >= __difmuk * __difmuk * __difmuk) 1844824e7fdSDimitry Andric return _VSTD::__clamp_to_integral<result_type>(__tx); 1854824e7fdSDimitry Andric } 1864824e7fdSDimitry Andric exponential_distribution<double> __edist; 1874824e7fdSDimitry Andric for (bool __using_exp_dist = false; true; __using_exp_dist = true) 1884824e7fdSDimitry Andric { 1894824e7fdSDimitry Andric double __e; 1904824e7fdSDimitry Andric if (__using_exp_dist || __g <= 0) 1914824e7fdSDimitry Andric { 1924824e7fdSDimitry Andric double __t; 1934824e7fdSDimitry Andric do 1944824e7fdSDimitry Andric { 1954824e7fdSDimitry Andric __e = __edist(__urng); 1964824e7fdSDimitry Andric __u = __urd(__urng); 1974824e7fdSDimitry Andric __u += __u - 1; 1984824e7fdSDimitry Andric __t = 1.8 + (__u < 0 ? -__e : __e); 1994824e7fdSDimitry Andric } while (__t <= -.6744); 2004824e7fdSDimitry Andric __tx = _VSTD::trunc(__pr.__mean_ + __pr.__s_ * __t); 2014824e7fdSDimitry Andric __difmuk = __pr.__mean_ - __tx; 2024824e7fdSDimitry Andric __using_exp_dist = true; 2034824e7fdSDimitry Andric } 2044824e7fdSDimitry Andric double __px; 2054824e7fdSDimitry Andric double __py; 2064824e7fdSDimitry Andric if (__tx < 10 && __tx >= 0) 2074824e7fdSDimitry Andric { 2084824e7fdSDimitry Andric const double __fac[] = {1, 1, 2, 6, 24, 120, 720, 5040, 2094824e7fdSDimitry Andric 40320, 362880}; 2104824e7fdSDimitry Andric __px = -__pr.__mean_; 2114824e7fdSDimitry Andric __py = _VSTD::pow(__pr.__mean_, (double)__tx) / __fac[static_cast<int>(__tx)]; 2124824e7fdSDimitry Andric } 2134824e7fdSDimitry Andric else 2144824e7fdSDimitry Andric { 2154824e7fdSDimitry Andric double __del = .8333333E-1 / __tx; 2164824e7fdSDimitry Andric __del -= 4.8 * __del * __del * __del; 2174824e7fdSDimitry Andric double __v = __difmuk / __tx; 2184824e7fdSDimitry Andric if (_VSTD::abs(__v) > 0.25) 2194824e7fdSDimitry Andric __px = __tx * _VSTD::log(1 + __v) - __difmuk - __del; 2204824e7fdSDimitry Andric else 2214824e7fdSDimitry Andric __px = __tx * __v * __v * (((((((.1250060 * __v + -.1384794) * 2224824e7fdSDimitry Andric __v + .1421878) * __v + -.1661269) * __v + .2000118) * 2234824e7fdSDimitry Andric __v + -.2500068) * __v + .3333333) * __v + -.5) - __del; 2244824e7fdSDimitry Andric __py = .3989423 / _VSTD::sqrt(__tx); 2254824e7fdSDimitry Andric } 2264824e7fdSDimitry Andric double __r = (0.5 - __difmuk) / __pr.__s_; 2274824e7fdSDimitry Andric double __r2 = __r * __r; 2284824e7fdSDimitry Andric double __fx = -0.5 * __r2; 2294824e7fdSDimitry Andric double __fy = __pr.__omega_ * (((__pr.__c3_ * __r2 + __pr.__c2_) * 2304824e7fdSDimitry Andric __r2 + __pr.__c1_) * __r2 + __pr.__c0_); 2314824e7fdSDimitry Andric if (__using_exp_dist) 2324824e7fdSDimitry Andric { 2334824e7fdSDimitry Andric if (__pr.__c_ * _VSTD::abs(__u) <= __py * _VSTD::exp(__px + __e) - 2344824e7fdSDimitry Andric __fy * _VSTD::exp(__fx + __e)) 2354824e7fdSDimitry Andric break; 2364824e7fdSDimitry Andric } 2374824e7fdSDimitry Andric else 2384824e7fdSDimitry Andric { 2394824e7fdSDimitry Andric if (__fy - __u * __fy <= __py * _VSTD::exp(__px - __fx)) 2404824e7fdSDimitry Andric break; 2414824e7fdSDimitry Andric } 2424824e7fdSDimitry Andric } 2434824e7fdSDimitry Andric } 2444824e7fdSDimitry Andric return _VSTD::__clamp_to_integral<result_type>(__tx); 2454824e7fdSDimitry Andric } 2464824e7fdSDimitry Andric 2474824e7fdSDimitry Andric template <class _CharT, class _Traits, class _IntType> 2484824e7fdSDimitry Andric basic_ostream<_CharT, _Traits>& 2494824e7fdSDimitry Andric operator<<(basic_ostream<_CharT, _Traits>& __os, 2504824e7fdSDimitry Andric const poisson_distribution<_IntType>& __x) 2514824e7fdSDimitry Andric { 2524824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__os); 2534824e7fdSDimitry Andric typedef basic_ostream<_CharT, _Traits> _OStream; 2544824e7fdSDimitry Andric __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | 2554824e7fdSDimitry Andric _OStream::scientific); 2564824e7fdSDimitry Andric return __os << __x.mean(); 2574824e7fdSDimitry Andric } 2584824e7fdSDimitry Andric 2594824e7fdSDimitry Andric template <class _CharT, class _Traits, class _IntType> 2604824e7fdSDimitry Andric basic_istream<_CharT, _Traits>& 2614824e7fdSDimitry Andric operator>>(basic_istream<_CharT, _Traits>& __is, 2624824e7fdSDimitry Andric poisson_distribution<_IntType>& __x) 2634824e7fdSDimitry Andric { 2644824e7fdSDimitry Andric typedef poisson_distribution<_IntType> _Eng; 2654824e7fdSDimitry Andric typedef typename _Eng::param_type param_type; 2664824e7fdSDimitry Andric __save_flags<_CharT, _Traits> __lx(__is); 2674824e7fdSDimitry Andric typedef basic_istream<_CharT, _Traits> _Istream; 2684824e7fdSDimitry Andric __is.flags(_Istream::dec | _Istream::skipws); 2694824e7fdSDimitry Andric double __mean; 2704824e7fdSDimitry Andric __is >> __mean; 2714824e7fdSDimitry Andric if (!__is.fail()) 2724824e7fdSDimitry Andric __x.param(param_type(__mean)); 2734824e7fdSDimitry Andric return __is; 2744824e7fdSDimitry Andric } 2754824e7fdSDimitry Andric 2764824e7fdSDimitry Andric _LIBCPP_END_NAMESPACE_STD 2774824e7fdSDimitry Andric 2784824e7fdSDimitry Andric _LIBCPP_POP_MACROS 2794824e7fdSDimitry Andric 2804824e7fdSDimitry Andric #endif // _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H 281