poisson_distribution.h 8.8 KB

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  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. #ifndef _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H
  9. #define _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H
  10. #include <__config>
  11. #include <__random/clamp_to_integral.h>
  12. #include <__random/exponential_distribution.h>
  13. #include <__random/normal_distribution.h>
  14. #include <__random/uniform_real_distribution.h>
  15. #include <cmath>
  16. #include <iosfwd>
  17. #include <limits>
  18. #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
  19. # pragma GCC system_header
  20. #endif
  21. _LIBCPP_PUSH_MACROS
  22. #include <__undef_macros>
  23. _LIBCPP_BEGIN_NAMESPACE_STD
  24. template<class _IntType = int>
  25. class _LIBCPP_TEMPLATE_VIS poisson_distribution
  26. {
  27. public:
  28. // types
  29. typedef _IntType result_type;
  30. class _LIBCPP_TEMPLATE_VIS param_type
  31. {
  32. double __mean_;
  33. double __s_;
  34. double __d_;
  35. double __l_;
  36. double __omega_;
  37. double __c0_;
  38. double __c1_;
  39. double __c2_;
  40. double __c3_;
  41. double __c_;
  42. public:
  43. typedef poisson_distribution distribution_type;
  44. explicit param_type(double __mean = 1.0);
  45. _LIBCPP_INLINE_VISIBILITY
  46. double mean() const {return __mean_;}
  47. friend _LIBCPP_INLINE_VISIBILITY
  48. bool operator==(const param_type& __x, const param_type& __y)
  49. {return __x.__mean_ == __y.__mean_;}
  50. friend _LIBCPP_INLINE_VISIBILITY
  51. bool operator!=(const param_type& __x, const param_type& __y)
  52. {return !(__x == __y);}
  53. friend class poisson_distribution;
  54. };
  55. private:
  56. param_type __p_;
  57. public:
  58. // constructors and reset functions
  59. #ifndef _LIBCPP_CXX03_LANG
  60. _LIBCPP_INLINE_VISIBILITY
  61. poisson_distribution() : poisson_distribution(1.0) {}
  62. _LIBCPP_INLINE_VISIBILITY
  63. explicit poisson_distribution(double __mean)
  64. : __p_(__mean) {}
  65. #else
  66. _LIBCPP_INLINE_VISIBILITY
  67. explicit poisson_distribution(double __mean = 1.0)
  68. : __p_(__mean) {}
  69. #endif
  70. _LIBCPP_INLINE_VISIBILITY
  71. explicit poisson_distribution(const param_type& __p) : __p_(__p) {}
  72. _LIBCPP_INLINE_VISIBILITY
  73. void reset() {}
  74. // generating functions
  75. template<class _URNG>
  76. _LIBCPP_INLINE_VISIBILITY
  77. result_type operator()(_URNG& __g)
  78. {return (*this)(__g, __p_);}
  79. template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
  80. // property functions
  81. _LIBCPP_INLINE_VISIBILITY
  82. double mean() const {return __p_.mean();}
  83. _LIBCPP_INLINE_VISIBILITY
  84. param_type param() const {return __p_;}
  85. _LIBCPP_INLINE_VISIBILITY
  86. void param(const param_type& __p) {__p_ = __p;}
  87. _LIBCPP_INLINE_VISIBILITY
  88. result_type min() const {return 0;}
  89. _LIBCPP_INLINE_VISIBILITY
  90. result_type max() const {return numeric_limits<result_type>::max();}
  91. friend _LIBCPP_INLINE_VISIBILITY
  92. bool operator==(const poisson_distribution& __x,
  93. const poisson_distribution& __y)
  94. {return __x.__p_ == __y.__p_;}
  95. friend _LIBCPP_INLINE_VISIBILITY
  96. bool operator!=(const poisson_distribution& __x,
  97. const poisson_distribution& __y)
  98. {return !(__x == __y);}
  99. };
  100. template<class _IntType>
  101. poisson_distribution<_IntType>::param_type::param_type(double __mean)
  102. // According to the standard `inf` is a valid input, but it causes the
  103. // distribution to hang, so we replace it with the maximum representable
  104. // mean.
  105. : __mean_(isinf(__mean) ? numeric_limits<double>::max() : __mean)
  106. {
  107. if (__mean_ < 10)
  108. {
  109. __s_ = 0;
  110. __d_ = 0;
  111. __l_ = _VSTD::exp(-__mean_);
  112. __omega_ = 0;
  113. __c3_ = 0;
  114. __c2_ = 0;
  115. __c1_ = 0;
  116. __c0_ = 0;
  117. __c_ = 0;
  118. }
  119. else
  120. {
  121. __s_ = _VSTD::sqrt(__mean_);
  122. __d_ = 6 * __mean_ * __mean_;
  123. __l_ = _VSTD::trunc(__mean_ - 1.1484);
  124. __omega_ = .3989423 / __s_;
  125. double __b1_ = .4166667E-1 / __mean_;
  126. double __b2_ = .3 * __b1_ * __b1_;
  127. __c3_ = .1428571 * __b1_ * __b2_;
  128. __c2_ = __b2_ - 15. * __c3_;
  129. __c1_ = __b1_ - 6. * __b2_ + 45. * __c3_;
  130. __c0_ = 1. - __b1_ + 3. * __b2_ - 15. * __c3_;
  131. __c_ = .1069 / __mean_;
  132. }
  133. }
  134. template <class _IntType>
  135. template<class _URNG>
  136. _IntType
  137. poisson_distribution<_IntType>::operator()(_URNG& __urng, const param_type& __pr)
  138. {
  139. double __tx;
  140. uniform_real_distribution<double> __urd;
  141. if (__pr.__mean_ < 10)
  142. {
  143. __tx = 0;
  144. for (double __p = __urd(__urng); __p > __pr.__l_; ++__tx)
  145. __p *= __urd(__urng);
  146. }
  147. else
  148. {
  149. double __difmuk;
  150. double __g = __pr.__mean_ + __pr.__s_ * normal_distribution<double>()(__urng);
  151. double __u;
  152. if (__g > 0)
  153. {
  154. __tx = _VSTD::trunc(__g);
  155. if (__tx >= __pr.__l_)
  156. return _VSTD::__clamp_to_integral<result_type>(__tx);
  157. __difmuk = __pr.__mean_ - __tx;
  158. __u = __urd(__urng);
  159. if (__pr.__d_ * __u >= __difmuk * __difmuk * __difmuk)
  160. return _VSTD::__clamp_to_integral<result_type>(__tx);
  161. }
  162. exponential_distribution<double> __edist;
  163. for (bool __using_exp_dist = false; true; __using_exp_dist = true)
  164. {
  165. double __e;
  166. if (__using_exp_dist || __g <= 0)
  167. {
  168. double __t;
  169. do
  170. {
  171. __e = __edist(__urng);
  172. __u = __urd(__urng);
  173. __u += __u - 1;
  174. __t = 1.8 + (__u < 0 ? -__e : __e);
  175. } while (__t <= -.6744);
  176. __tx = _VSTD::trunc(__pr.__mean_ + __pr.__s_ * __t);
  177. __difmuk = __pr.__mean_ - __tx;
  178. __using_exp_dist = true;
  179. }
  180. double __px;
  181. double __py;
  182. if (__tx < 10 && __tx >= 0)
  183. {
  184. const double __fac[] = {1, 1, 2, 6, 24, 120, 720, 5040,
  185. 40320, 362880};
  186. __px = -__pr.__mean_;
  187. __py = _VSTD::pow(__pr.__mean_, (double)__tx) / __fac[static_cast<int>(__tx)];
  188. }
  189. else
  190. {
  191. double __del = .8333333E-1 / __tx;
  192. __del -= 4.8 * __del * __del * __del;
  193. double __v = __difmuk / __tx;
  194. if (_VSTD::abs(__v) > 0.25)
  195. __px = __tx * _VSTD::log(1 + __v) - __difmuk - __del;
  196. else
  197. __px = __tx * __v * __v * (((((((.1250060 * __v + -.1384794) *
  198. __v + .1421878) * __v + -.1661269) * __v + .2000118) *
  199. __v + -.2500068) * __v + .3333333) * __v + -.5) - __del;
  200. __py = .3989423 / _VSTD::sqrt(__tx);
  201. }
  202. double __r = (0.5 - __difmuk) / __pr.__s_;
  203. double __r2 = __r * __r;
  204. double __fx = -0.5 * __r2;
  205. double __fy = __pr.__omega_ * (((__pr.__c3_ * __r2 + __pr.__c2_) *
  206. __r2 + __pr.__c1_) * __r2 + __pr.__c0_);
  207. if (__using_exp_dist)
  208. {
  209. if (__pr.__c_ * _VSTD::abs(__u) <= __py * _VSTD::exp(__px + __e) -
  210. __fy * _VSTD::exp(__fx + __e))
  211. break;
  212. }
  213. else
  214. {
  215. if (__fy - __u * __fy <= __py * _VSTD::exp(__px - __fx))
  216. break;
  217. }
  218. }
  219. }
  220. return _VSTD::__clamp_to_integral<result_type>(__tx);
  221. }
  222. template <class _CharT, class _Traits, class _IntType>
  223. basic_ostream<_CharT, _Traits>&
  224. operator<<(basic_ostream<_CharT, _Traits>& __os,
  225. const poisson_distribution<_IntType>& __x)
  226. {
  227. __save_flags<_CharT, _Traits> __lx(__os);
  228. typedef basic_ostream<_CharT, _Traits> _OStream;
  229. __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
  230. _OStream::scientific);
  231. return __os << __x.mean();
  232. }
  233. template <class _CharT, class _Traits, class _IntType>
  234. basic_istream<_CharT, _Traits>&
  235. operator>>(basic_istream<_CharT, _Traits>& __is,
  236. poisson_distribution<_IntType>& __x)
  237. {
  238. typedef poisson_distribution<_IntType> _Eng;
  239. typedef typename _Eng::param_type param_type;
  240. __save_flags<_CharT, _Traits> __lx(__is);
  241. typedef basic_istream<_CharT, _Traits> _Istream;
  242. __is.flags(_Istream::dec | _Istream::skipws);
  243. double __mean;
  244. __is >> __mean;
  245. if (!__is.fail())
  246. __x.param(param_type(__mean));
  247. return __is;
  248. }
  249. _LIBCPP_END_NAMESPACE_STD
  250. _LIBCPP_POP_MACROS
  251. #endif // _LIBCPP___RANDOM_POISSON_DISTRIBUTION_H