1//===----------------------------------------------------------------------===//
2//
3// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
4// See https://llvm.org/LICENSE.txt for license information.
5// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
6//
7//===----------------------------------------------------------------------===//
8
9#ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
10#define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
11
12#include <__config>
13#include <__math/exponential_functions.h>
14#include <__math/gamma.h>
15#include <__math/logarithms.h>
16#include <__math/roots.h>
17#include <__random/exponential_distribution.h>
18#include <__random/is_valid.h>
19#include <__random/uniform_real_distribution.h>
20#include <iosfwd>
21#include <limits>
22
23#if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
24# pragma GCC system_header
25#endif
26
27_LIBCPP_PUSH_MACROS
28#include <__undef_macros>
29
30_LIBCPP_BEGIN_NAMESPACE_STD
31
32template <class _RealType = double>
33class gamma_distribution {
34 static_assert(__libcpp_random_is_valid_realtype<_RealType>::value,
35 "RealType must be a supported floating-point type");
36
37public:
38 // types
39 typedef _RealType result_type;
40
41 class param_type {
42 result_type __alpha_;
43 result_type __beta_;
44
45 public:
46 typedef gamma_distribution distribution_type;
47
48 _LIBCPP_HIDE_FROM_ABI explicit param_type(result_type __alpha = 1, result_type __beta = 1)
49 : __alpha_(__alpha), __beta_(__beta) {}
50
51 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __alpha_; }
52 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __beta_; }
53
54 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const param_type& __x, const param_type& __y) {
55 return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;
56 }
57 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const param_type& __x, const param_type& __y) { return !(__x == __y); }
58 };
59
60private:
61 param_type __p_;
62
63public:
64 // constructors and reset functions
65#ifndef _LIBCPP_CXX03_LANG
66 _LIBCPP_HIDE_FROM_ABI gamma_distribution() : gamma_distribution(1) {}
67 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
68 : __p_(param_type(__alpha, __beta)) {}
69#else
70 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(result_type __alpha = 1, result_type __beta = 1)
71 : __p_(param_type(__alpha, __beta)) {}
72#endif
73 _LIBCPP_HIDE_FROM_ABI explicit gamma_distribution(const param_type& __p) : __p_(__p) {}
74 _LIBCPP_HIDE_FROM_ABI void reset() {}
75
76 // generating functions
77 template <class _URNG>
78 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g) {
79 return (*this)(__g, __p_);
80 }
81 template <class _URNG>
82 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type operator()(_URNG& __g, const param_type& __p);
83
84 // property functions
85 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type alpha() const { return __p_.alpha(); }
86 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type beta() const { return __p_.beta(); }
87
88 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI param_type param() const { return __p_; }
89 _LIBCPP_HIDE_FROM_ABI void param(const param_type& __p) { __p_ = __p; }
90
91 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type min() const { return 0; }
92 [[__nodiscard__]] _LIBCPP_HIDE_FROM_ABI result_type max() const { return numeric_limits<result_type>::infinity(); }
93
94 friend _LIBCPP_HIDE_FROM_ABI bool operator==(const gamma_distribution& __x, const gamma_distribution& __y) {
95 return __x.__p_ == __y.__p_;
96 }
97 friend _LIBCPP_HIDE_FROM_ABI bool operator!=(const gamma_distribution& __x, const gamma_distribution& __y) {
98 return !(__x == __y);
99 }
100};
101
102template <class _RealType>
103template <class _URNG>
104_RealType gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p) {
105 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
106 result_type __a = __p.alpha();
107 uniform_real_distribution<result_type> __gen(0, 1);
108 exponential_distribution<result_type> __egen;
109 result_type __x;
110 if (__a == 1)
111 __x = __egen(__g);
112 else if (__a > 1) {
113 const result_type __b = __a - 1;
114 const result_type __c = 3 * __a - result_type(0.75);
115 while (true) {
116 const result_type __u = __gen(__g);
117 const result_type __v = __gen(__g);
118 const result_type __w = __u * (1 - __u);
119 if (__w != 0) {
120 const result_type __y = __math::sqrt(__c / __w) * (__u - result_type(0.5));
121 __x = __b + __y;
122 if (__x >= 0) {
123 const result_type __z = 64 * __w * __w * __w * __v * __v;
124 if (__z <= 1 - 2 * __y * __y / __x)
125 break;
126 if (__math::log(__z) <= 2 * (__b * __math::log(__x / __b) - __y))
127 break;
128 }
129 }
130 }
131 } else // __a < 1
132 {
133 while (true) {
134 const result_type __u = __gen(__g);
135 const result_type __es = __egen(__g);
136 if (__u <= 1 - __a) {
137 __x = __math::pow(__u, 1 / __a);
138 if (__x <= __es)
139 break;
140 } else {
141 const result_type __e = -__math::log((1 - __u) / __a);
142 __x = __math::pow(1 - __a + __a * __e, 1 / __a);
143 if (__x <= __e + __es)
144 break;
145 }
146 }
147 }
148 return __x * __p.beta();
149}
150
151template <class _CharT, class _Traits, class _RT>
152_LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
153operator<<(basic_ostream<_CharT, _Traits>& __os, const gamma_distribution<_RT>& __x) {
154 __save_flags<_CharT, _Traits> __lx(__os);
155 typedef basic_ostream<_CharT, _Traits> _OStream;
156 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed | _OStream::scientific);
157 _CharT __sp = __os.widen(' ');
158 __os.fill(__sp);
159 __os << __x.alpha() << __sp << __x.beta();
160 return __os;
161}
162
163template <class _CharT, class _Traits, class _RT>
164_LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
165operator>>(basic_istream<_CharT, _Traits>& __is, gamma_distribution<_RT>& __x) {
166 typedef gamma_distribution<_RT> _Eng;
167 typedef typename _Eng::result_type result_type;
168 typedef typename _Eng::param_type param_type;
169 __save_flags<_CharT, _Traits> __lx(__is);
170 typedef basic_istream<_CharT, _Traits> _Istream;
171 __is.flags(_Istream::dec | _Istream::skipws);
172 result_type __alpha;
173 result_type __beta;
174 __is >> __alpha >> __beta;
175 if (!__is.fail())
176 __x.param(param_type(__alpha, __beta));
177 return __is;
178}
179
180_LIBCPP_END_NAMESPACE_STD
181
182_LIBCPP_POP_MACROS
183
184#endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
185