[rand.dist.norm.normal]

llvm-svn: 103646
This commit is contained in:
Howard Hinnant 2010-05-12 21:02:31 +00:00
parent 5aa20d6c26
commit 6f97c4e7bc
19 changed files with 850 additions and 5 deletions

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@ -686,16 +686,16 @@ public:
public:
typedef exponential_distribution distribution_type;
explicit param_type(RealType lambda = 1.0);
explicit param_type(result_type lambda = 1.0);
RealType lambda() const;
result_type lambda() const;
friend bool operator==(const param_type& x, const param_type& y);
friend bool operator!=(const param_type& x, const param_type& y);
};
// constructors and reset functions
explicit exponential_distribution(RealType lambda = 1.0);
explicit exponential_distribution(result_type lambda = 1.0);
explicit exponential_distribution(const param_type& parm);
void reset();
@ -704,7 +704,7 @@ public:
template<class URNG> result_type operator()(URNG& g, const param_type& parm);
// property functions
RealType lambda() const;
result_type lambda() const;
param_type param() const;
void param(const param_type& parm);
@ -740,7 +740,62 @@ template<class RealType = double>
class extreme_value_distribution;
template<class RealType = double>
class normal_distribution;
class normal_distribution
{
public:
// types
typedef RealType result_type;
class param_type
{
public:
typedef normal_distribution distribution_type;
explicit param_type(result_type mean = 0, result_type stddev = 1);
result_type mean() const;
result_type stddev() const;
friend bool operator==(const param_type& x, const param_type& y);
friend bool operator!=(const param_type& x, const param_type& y);
};
// constructors and reset functions
explicit normal_distribution(result_type mean = 0, result_type stddev = 1);
explicit normal_distribution(const param_type& parm);
void reset();
// generating functions
template<class URNG> result_type operator()(URNG& g);
template<class URNG> result_type operator()(URNG& g, const param_type& parm);
// property functions
result_type mean() const;
result_type stddev() const;
param_type param() const;
void param(const param_type& parm);
result_type min() const;
result_type max() const;
friend bool operator==(const normal_distribution& x,
const normal_distribution& y);
friend bool operator!=(const normal_distribution& x,
const normal_distribution& y);
template <class charT, class traits>
friend
basic_ostream<charT, traits>&
operator<<(basic_ostream<charT, traits>& os,
const normal_distribution& x);
template <class charT, class traits>
friend
basic_istream<charT, traits>&
operator>>(basic_istream<charT, traits>& is,
normal_distribution& x);
};
template<class RealType = double>
class lognormal_distribution;
@ -3171,6 +3226,155 @@ operator>>(basic_istream<_CharT, _Traits>& __is,
return __is;
}
// normal_distribution
template<class _RealType = double>
class normal_distribution
{
public:
// types
typedef _RealType result_type;
class param_type
{
result_type __mean_;
result_type __stddev_;
public:
typedef normal_distribution distribution_type;
explicit param_type(result_type __mean = 0, result_type __stddev = 1)
: __mean_(__mean), __stddev_(__stddev) {}
result_type mean() const {return __mean_;}
result_type stddev() const {return __stddev_;}
friend bool operator==(const param_type& __x, const param_type& __y)
{return __x.__mean_ == __y.__mean_ && __x.__stddev_ == __y.__stddev_;}
friend bool operator!=(const param_type& __x, const param_type& __y)
{return !(__x == __y);}
};
private:
param_type __p_;
result_type _V_;
bool _V_hot_;
public:
// constructors and reset functions
explicit normal_distribution(result_type __mean = 0, result_type __stddev = 1)
: __p_(param_type(__mean, __stddev)), _V_hot_(false) {}
explicit normal_distribution(const param_type& __p)
: __p_(__p), _V_hot_(false) {}
void reset() {_V_hot_ = false;}
// generating functions
template<class _URNG> result_type operator()(_URNG& __g)
{return (*this)(__g, __p_);}
template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
// property functions
result_type mean() const {return __p_.mean();}
result_type stddev() const {return __p_.stddev();}
param_type param() const {return __p_;}
void param(const param_type& __p) {__p_ = __p;}
result_type min() const {return -numeric_limits<result_type>::infinity();}
result_type max() const {return numeric_limits<result_type>::infinity();}
friend bool operator==(const normal_distribution& __x,
const normal_distribution& __y)
{return __x.__p_ == __y.__p_ && __x._V_hot_ == __y._V_hot_ &&
(!__x._V_hot_ || __x._V_ == __y._V_);}
friend bool operator!=(const normal_distribution& __x,
const normal_distribution& __y)
{return !(__x == __y);}
template <class _CharT, class _Traits, class _RT>
friend
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const normal_distribution<_RT>& __x);
template <class _CharT, class _Traits, class _RT>
friend
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
normal_distribution<_RT>& __x);
};
template <class _RealType>
template<class _URNG>
_RealType
normal_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
result_type _U;
if (_V_hot_)
{
_V_hot_ = false;
_U = _V_;
}
else
{
uniform_real_distribution<result_type> _Uni(-1, 1);
result_type __u;
result_type __v;
result_type __s;
do
{
__u = _Uni(__g);
__v = _Uni(__g);
__s = __u * __u + __v * __v;
} while (__s > 1 || __s == 0);
result_type _F = _STD::sqrt(-2 * _STD::log(__s) / __s);
_V_ = __v * _F;
_V_hot_ = true;
_U = __u * _F;
}
return _U * __p.stddev() + __p.mean();
}
template <class _CharT, class _Traits, class _RT>
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
const normal_distribution<_RT>& __x)
{
__save_flags<_CharT, _Traits> _(__os);
__os.flags(ios_base::dec | ios_base::left);
_CharT __sp = __os.widen(' ');
__os.fill(__sp);
__os << __x.mean() << __sp << __x.stddev() << __sp << __x._V_hot_;
if (__x._V_hot_)
__os << __sp << __x._V_;
return __os;
}
template <class _CharT, class _Traits, class _RT>
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
normal_distribution<_RT>& __x)
{
typedef normal_distribution<_RT> _Eng;
typedef typename _Eng::result_type result_type;
typedef typename _Eng::param_type param_type;
__save_flags<_CharT, _Traits> _(__is);
__is.flags(ios_base::dec | ios_base::skipws);
result_type __mean;
result_type __stddev;
result_type _V = 0;
bool _V_hot = false;
__is >> __mean >> __stddev >> _V_hot;
if (_V_hot)
__is >> _V;
if (!__is.fail())
{
__x.param(param_type(__mean, __stddev));
__x._V_hot_ = _V_hot;
__x._V_ = _V;
}
return __is;
}
_LIBCPP_END_NAMESPACE_STD
#endif // _LIBCPP_RANDOM

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@ -0,0 +1,34 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// normal_distribution& operator=(const normal_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::normal_distribution<> D;
D d1(20, 0.75);
D d2;
assert(d1 != d2);
d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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@ -0,0 +1,32 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// normal_distribution(const normal_distribution&);
#include <random>
#include <cassert>
void
test1()
{
typedef std::normal_distribution<> D;
D d1(20, 1.75);
D d2 = d1;
assert(d1 == d2);
}
int main()
{
test1();
}

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@ -0,0 +1,40 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// explicit normal_distribution(result_type mean = 0, result_type stddev = 1);
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
D d;
assert(d.mean() == 0);
assert(d.stddev() == 1);
}
{
typedef std::normal_distribution<> D;
D d(14.5);
assert(d.mean() == 14.5);
assert(d.stddev() == 1);
}
{
typedef std::normal_distribution<> D;
D d(14.5, 5.25);
assert(d.mean() == 14.5);
assert(d.stddev() == 5.25);
}
}

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@ -0,0 +1,30 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// explicit normal_distribution(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type P;
P p(0.25, 10);
D d(p);
assert(d.mean() == 0.25);
assert(d.stddev() == 10);
}
}

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@ -0,0 +1,37 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// bool operator=(const normal_distribution& x,
// const normal_distribution& y);
// bool operator!(const normal_distribution& x,
// const normal_distribution& y);
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 4);
assert(d1 == d2);
}
{
typedef std::normal_distribution<> D;
D d1(2.5, 4);
D d2(2.5, 4.5);
assert(d1 != d2);
}
}

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@ -0,0 +1,53 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// template<class _URNG> result_type operator()(_URNG& g);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(5, 4);
const int N = 1000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = d.mean();
D::result_type x_var = sqr(d.stddev());
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
}

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@ -0,0 +1,54 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// template<class _URNG> result_type operator()(_URNG& g, const param_type& parm);
#include <random>
#include <cassert>
#include <vector>
#include <numeric>
template <class T>
inline
T
sqr(T x)
{
return x * x;
}
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type P;
typedef std::minstd_rand G;
G g;
D d(5, 4);
P p(50, .5);
const int N = 1000;
std::vector<D::result_type> u;
for (int i = 0; i < N; ++i)
u.push_back(d(g, p));
D::result_type mean = std::accumulate(u.begin(), u.end(),
D::result_type(0)) / u.size();
D::result_type var = 0;
for (int i = 0; i < u.size(); ++i)
var += sqr(u[i] - mean);
var /= u.size();
D::result_type x_mean = p.mean();
D::result_type x_var = sqr(p.stddev());
assert(std::abs(mean - x_mean) / x_mean < 0.01);
assert(std::abs(var - x_var) / x_var < 0.01);
}
}

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@ -0,0 +1,29 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// param_type param() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type P;
P p(.125, .5);
D d(p);
assert(d.param() == p);
}
}

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@ -0,0 +1,41 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// template <class CharT, class Traits, class RealType>
// basic_ostream<CharT, Traits>&
// operator<<(basic_ostream<CharT, Traits>& os,
// const normal_distribution<RealType>& x);
// template <class CharT, class Traits, class RealType>
// basic_istream<CharT, Traits>&
// operator>>(basic_istream<CharT, Traits>& is,
// normal_distribution<RealType>& x);
#include <random>
#include <sstream>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
D d1(7, 5);
std::ostringstream os;
os << d1;
std::istringstream is(os.str());
D d2;
is >> d2;
assert(d1 == d2);
}
}

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@ -0,0 +1,28 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// result_type max() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
D d(5, .25);
D::result_type m = d.max();
assert(m == INFINITY);
}
}

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@ -0,0 +1,27 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// result_type min() const;
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
D d(.5, .5);
assert(d.min() == -INFINITY);
}
}

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@ -0,0 +1,32 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p0(.75, 6);
param_type p;
p = p0;
assert(p.mean() == .75);
assert(p.stddev() == 6);
}
}

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@ -0,0 +1,31 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p0(10, .125);
param_type p = p0;
assert(p.mean() == 10);
assert(p.stddev() == .125);
}
}

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@ -0,0 +1,44 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p;
assert(p.mean() == 0);
assert(p.stddev() == 1);
}
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p(10);
assert(p.mean() == 10);
assert(p.stddev() == 1);
}
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p(10, 5);
assert(p.mean() == 10);
assert(p.stddev() == 5);
}
}

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@ -0,0 +1,37 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// class param_type;
#include <random>
#include <limits>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.75, .5);
assert(p1 == p2);
}
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
param_type p1(0.75, .5);
param_type p2(0.5, .5);
assert(p1 != p2);
}
}

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@ -0,0 +1,28 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// class param_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type param_type;
typedef param_type::distribution_type distribution_type;
static_assert((std::is_same<D, distribution_type>::value), "");
}
}

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@ -0,0 +1,30 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution;
// void param(const param_type& parm);
#include <random>
#include <cassert>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::param_type P;
P p(0.25, 5.5);
D d(0.75, 4);
d.param(p);
assert(d.param() == p);
}
}

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@ -0,0 +1,34 @@
//===----------------------------------------------------------------------===//
//
// The LLVM Compiler Infrastructure
//
// This file is distributed under the University of Illinois Open Source
// License. See LICENSE.TXT for details.
//
//===----------------------------------------------------------------------===//
// <random>
// template<class RealType = double>
// class normal_distribution
// {
// public:
// // types
// typedef RealType result_type;
#include <random>
#include <type_traits>
int main()
{
{
typedef std::normal_distribution<> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, double>::value), "");
}
{
typedef std::normal_distribution<float> D;
typedef D::result_type result_type;
static_assert((std::is_same<result_type, float>::value), "");
}
}