llvm-project/libcxx/include/__random/gamma_distribution.h

//===----------------------------------------------------------------------===//
//
// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
// See https://llvm.org/LICENSE.txt for license information.
// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
//
//===----------------------------------------------------------------------===//

#ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
#define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H

#include <__config>
#include <__random/exponential_distribution.h>
#include <__random/is_valid.h>
#include <__random/uniform_real_distribution.h>
#include <cmath>
#include <iosfwd>
#include <limits>

#if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
#  pragma GCC system_header
#endif

_LIBCPP_PUSH_MACROS
#include <__undef_macros>

_LIBCPP_BEGIN_NAMESPACE_STD

template<class _RealType = double>
class _LIBCPP_TEMPLATE_VIS gamma_distribution
{
public:
    // types
    typedef _RealType result_type;

    class _LIBCPP_TEMPLATE_VIS param_type
    {
        result_type __alpha_;
        result_type __beta_;
    public:
        typedef gamma_distribution distribution_type;

        _LIBCPP_INLINE_VISIBILITY
        explicit param_type(result_type __alpha = 1, result_type __beta = 1)
            : __alpha_(__alpha), __beta_(__beta) {}

        _LIBCPP_INLINE_VISIBILITY
        result_type alpha() const {return __alpha_;}
        _LIBCPP_INLINE_VISIBILITY
        result_type beta() const {return __beta_;}

        friend _LIBCPP_INLINE_VISIBILITY
            bool operator==(const param_type& __x, const param_type& __y)
            {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;}
        friend _LIBCPP_INLINE_VISIBILITY
            bool operator!=(const param_type& __x, const param_type& __y)
            {return !(__x == __y);}
    };

private:
    param_type __p_;

public:
    // constructors and reset functions
#ifndef _LIBCPP_CXX03_LANG
    _LIBCPP_INLINE_VISIBILITY
    gamma_distribution() : gamma_distribution(1) {}
    _LIBCPP_INLINE_VISIBILITY
    explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
        : __p_(param_type(__alpha, __beta)) {}
#else
    _LIBCPP_INLINE_VISIBILITY
    explicit gamma_distribution(result_type __alpha = 1,
                                result_type __beta = 1)
        : __p_(param_type(__alpha, __beta)) {}
#endif
    _LIBCPP_INLINE_VISIBILITY
    explicit gamma_distribution(const param_type& __p)
        : __p_(__p) {}
    _LIBCPP_INLINE_VISIBILITY
    void reset() {}

    // generating functions
    template<class _URNG>
        _LIBCPP_INLINE_VISIBILITY
        result_type operator()(_URNG& __g)
        {return (*this)(__g, __p_);}
    template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);

    // property functions
    _LIBCPP_INLINE_VISIBILITY
    result_type alpha() const {return __p_.alpha();}
    _LIBCPP_INLINE_VISIBILITY
    result_type beta() const {return __p_.beta();}

    _LIBCPP_INLINE_VISIBILITY
    param_type param() const {return __p_;}
    _LIBCPP_INLINE_VISIBILITY
    void param(const param_type& __p) {__p_ = __p;}

    _LIBCPP_INLINE_VISIBILITY
    result_type min() const {return 0;}
    _LIBCPP_INLINE_VISIBILITY
    result_type max() const {return numeric_limits<result_type>::infinity();}

    friend _LIBCPP_INLINE_VISIBILITY
        bool operator==(const gamma_distribution& __x,
                        const gamma_distribution& __y)
        {return __x.__p_ == __y.__p_;}
    friend _LIBCPP_INLINE_VISIBILITY
        bool operator!=(const gamma_distribution& __x,
                        const gamma_distribution& __y)
        {return !(__x == __y);}
};

template <class _RealType>
template<class _URNG>
_RealType
gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
{
    static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
    result_type __a = __p.alpha();
    uniform_real_distribution<result_type> __gen(0, 1);
    exponential_distribution<result_type> __egen;
    result_type __x;
    if (__a == 1)
        __x = __egen(__g);
    else if (__a > 1)
    {
        const result_type __b = __a - 1;
        const result_type __c = 3 * __a - result_type(0.75);
        while (true)
        {
            const result_type __u = __gen(__g);
            const result_type __v = __gen(__g);
            const result_type __w = __u * (1 - __u);
            if (__w != 0)
            {
                const result_type __y = _VSTD::sqrt(__c / __w) *
                                        (__u - result_type(0.5));
                __x = __b + __y;
                if (__x >= 0)
                {
                    const result_type __z = 64 * __w * __w * __w * __v * __v;
                    if (__z <= 1 - 2 * __y * __y / __x)
                        break;
                    if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y))
                        break;
                }
            }
        }
    }
    else  // __a < 1
    {
        while (true)
        {
            const result_type __u = __gen(__g);
            const result_type __es = __egen(__g);
            if (__u <= 1 - __a)
            {
                __x = _VSTD::pow(__u, 1 / __a);
                if (__x <= __es)
                    break;
            }
            else
            {
                const result_type __e = -_VSTD::log((1-__u)/__a);
                __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a);
                if (__x <= __e + __es)
                    break;
            }
        }
    }
    return __x * __p.beta();
}

template <class _CharT, class _Traits, class _RT>
basic_ostream<_CharT, _Traits>&
operator<<(basic_ostream<_CharT, _Traits>& __os,
           const gamma_distribution<_RT>& __x)
{
    __save_flags<_CharT, _Traits> __lx(__os);
    typedef basic_ostream<_CharT, _Traits> _OStream;
    __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
               _OStream::scientific);
    _CharT __sp = __os.widen(' ');
    __os.fill(__sp);
    __os << __x.alpha() << __sp << __x.beta();
    return __os;
}

template <class _CharT, class _Traits, class _RT>
basic_istream<_CharT, _Traits>&
operator>>(basic_istream<_CharT, _Traits>& __is,
           gamma_distribution<_RT>& __x)
{
    typedef gamma_distribution<_RT> _Eng;
    typedef typename _Eng::result_type result_type;
    typedef typename _Eng::param_type param_type;
    __save_flags<_CharT, _Traits> __lx(__is);
    typedef basic_istream<_CharT, _Traits> _Istream;
    __is.flags(_Istream::dec | _Istream::skipws);
    result_type __alpha;
    result_type __beta;
    __is >> __alpha >> __beta;
    if (!__is.fail())
        __x.param(param_type(__alpha, __beta));
    return __is;
}

_LIBCPP_END_NAMESPACE_STD

_LIBCPP_POP_MACROS

#endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H