Update exponential_distribution to C++0x.

[SVN r68372]

include/boost/random/exponential_distribution.hpp

@@ -1,6 +1,7 @@
 /* boost random/exponential_distribution.hpp header file
  *
  * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2011
  * Distributed under the Boost Software License, Version 1.0. (See
  * accompanying file LICENSE_1_0.txt or copy at
  * http://www.boost.org/LICENSE_1_0.txt)
@@ -18,16 +19,18 @@
 
 #include <boost/config/no_tr1/cmath.hpp>
 #include <cassert>
-#include <iostream>
+#include <iosfwd>
 #include <boost/limits.hpp>
-#include <boost/static_assert.hpp>
 #include <boost/random/detail/config.hpp>
+#include <boost/random/detail/operators.hpp>
 #include <boost/random/uniform_01.hpp>
 
 namespace boost {
+namespace random {
 
 /**
- * The exponential distribution has a single parameter lambda.
+ * The exponential distribution is a model of \random_distribution with
+ * a single parameter lambda.
  *
  * It has \f$\displaystyle p(x) = \lambda e^{-\lambda x}\f$
  */
@@ -35,60 +38,147 @@ template<class RealType = double>
 class exponential_distribution
 {
 public:
-  typedef RealType input_type;
-  typedef RealType result_type;
+    typedef RealType input_type;
+    typedef RealType result_type;
 
-#if !defined(BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS) && !(defined(BOOST_MSVC) && BOOST_MSVC <= 1300)
-  BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
-#endif
+    class param_type
+    {
+    public:
 
-  explicit exponential_distribution(result_type lambda_arg = result_type(1.0))
-    : _lambda(lambda_arg) { assert(_lambda > result_type(0)); }
+        typedef exponential_distribution distribution_type;
 
-  // compiler-generated copy ctor and assignment operator are fine
+        /**
+         * Constructs parameters with a given lambda.
+         *
+         * Requires: lambda > 0
+         */
+        param_type(RealType lambda_arg = RealType(1.0))
+          : _lambda(lambda_arg) { assert(_lambda > RealType(0)); }
 
-  result_type lambda() const { return _lambda; }
+        /** Returns the lambda parameter of the distribution. */
+        RealType lambda() const { return _lambda; }
 
-  void reset() { }
+        /** Writes the parameters to a @c std::ostream. */
+        BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm)
+        {
+            os << parm._lambda;
+            return os;
+        }
+        
+        /** Reads the parameters from a @c std::istream. */
+        BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm)
+        {
+            is >> parm._lambda;
+            return is;
+        }
 
-  template<class Engine>
-  result_type operator()(Engine& eng)
-  { 
-#ifndef BOOST_NO_STDC_NAMESPACE
-    using std::log;
-#endif
-    return -result_type(1) /
-        _lambda * log(result_type(1)-uniform_01<RealType>()(eng));
-  }
+        /** Returns true if the two sets of parameters are equal. */
+        BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+        { return lhs._lambda == rhs._lambda; }
 
-#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
-  template<class CharT, class Traits>
-  friend std::basic_ostream<CharT,Traits>&
-  operator<<(std::basic_ostream<CharT,Traits>& os, const exponential_distribution& ed)
-  {
-    os << ed._lambda;
-    return os;
-  }
+        /** Returns true if the two sets of parameters are different. */
+        BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
 
-  template<class CharT, class Traits>
-  friend std::basic_istream<CharT,Traits>&
-  operator>>(std::basic_istream<CharT,Traits>& is, exponential_distribution& ed)
-  {
-    is >> std::ws >> ed._lambda;
-    return is;
-  }
-#endif
+    private:
+        RealType _lambda;
+    };
 
-  friend bool operator==(const exponential_distribution& lhs,
-                         const exponential_distribution& rhs)
-  {
-    return lhs._lambda == rhs._lambda;
-  }
+    /**
+     * Constructs an exponential_distribution with a given lambda.
+     *
+     * Requires: lambda > 0
+     */
+    explicit exponential_distribution(RealType lambda_arg = RealType(1.0))
+      : _lambda(lambda_arg) { assert(_lambda > RealType(0)); }
+
+    /**
+     * Constructs an exponential_distribution from its parameters
+     */
+    explicit exponential_distribution(const param_type& parm)
+      : _lambda(parm.lambda()) {}
+
+    // compiler-generated copy ctor and assignment operator are fine
+
+    /** Returns the lambda parameter of the distribution. */
+    RealType lambda() const { return _lambda; }
+
+    /** Returns the smallest value that the distribution can produce. */
+    RealType min BOOST_PREVENT_MACRO_SUBSTITUTION () const
+    { return RealType(0); }
+    /** Returns the largest value that the distribution can produce. */
+    RealType max BOOST_PREVENT_MACRO_SUBSTITUTION () const
+    { return (std::numeric_limits<RealType>::infinity)(); }
+
+    /** Returns the parameters of the distribution. */
+    param_type param() const { return param_type(_lambda); }
+    /** Sets the parameters of the distribution. */
+    void param(const param_type& parm) { _lambda = parm.lambda(); }
+
+    /**
+     * Effects: Subsequent uses of the distribution do not depend
+     * on values produced by any engine prior to invoking reset.
+     */
+    void reset() { }
+
+    /**
+     * Returns a random variate distributed according to the
+     * exponential distribution.
+     */
+    template<class Engine>
+    result_type operator()(Engine& eng) const
+    { 
+        using std::log;
+        return -result_type(1) /
+            _lambda * log(result_type(1)-uniform_01<RealType>()(eng));
+    }
+
+    /**
+     * Returns a random variate distributed according to the exponential
+     * distribution with parameters specified by param.
+     */
+    template<class Engine>
+    result_type operator()(Engine& eng, const param_type& parm) const
+    { 
+        return exponential_distribution(parm)(eng);
+    }
+
+    /** Writes the distribution to a std::ostream. */
+    BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, exponential_distribution, ed)
+    {
+        os << ed._lambda;
+        return os;
+    }
+
+    /** Reads the distribution from a std::istream. */
+    BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, exponential_distribution, ed)
+    {
+        is >> ed._lambda;
+        return is;
+    }
+
+    /**
+     * Returns true iff the two distributions will produce identical
+     * sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(exponential_distribution, lhs, rhs)
+    { return lhs._lambda == rhs._lambda; }
+    
+    /**
+     * Returns true iff the two distributions will produce different
+     * sequences of values given equal generators.
+     */
+    BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(exponential_distribution)
 
 private:
-  result_type _lambda;
+    /// \cond
+    result_type _lambda;
+    /// \endcond
 };
 
+} // namespace random
+
+using random::exponential_distribution;
+
 } // namespace boost
 
 #endif // BOOST_RANDOM_EXPONENTIAL_DISTRIBUTION_HPP

test/Jamfile.v2

@@ -73,6 +73,8 @@ run test_piecewise_constant.cpp ;
 run test_piecewise_constant_distribution.cpp /boost//unit_test_framework ;
 run test_piecewise_linear.cpp ;
 run test_piecewise_linear_distribution.cpp /boost//unit_test_framework ;
+run test_exponential.cpp ;
+run test_exponential_distribution.cpp /boost//unit_test_framework ;
 
 # run nondet_random_speed.cpp ;
 # run random_device.cpp ;

test/test_exponential.cpp

@@ -0,0 +1,24 @@
+/* test_exponential.cpp
+ *
+ * Copyright Steven Watanabe 2011
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * $Id$
+ *
+ */
+
+#include <boost/random/exponential_distribution.hpp>
+#include <boost/random/uniform_real.hpp>
+#include <boost/math/distributions/exponential.hpp>
+
+#define BOOST_RANDOM_DISTRIBUTION boost::random::exponential_distribution<>
+#define BOOST_RANDOM_DISTRIBUTION_NAME exponential
+#define BOOST_MATH_DISTRIBUTION boost::math::exponential
+#define BOOST_RANDOM_ARG1_TYPE double
+#define BOOST_RANDOM_ARG1_NAME lambda
+#define BOOST_RANDOM_ARG1_DEFAULT 1000.0
+#define BOOST_RANDOM_ARG1_DISTRIBUTION(n) boost::uniform_real<>(0.0001, n)
+
+#include "test_real_distribution.ipp"

test/test_exponential_distribution.cpp

@@ -0,0 +1,32 @@
+/* test_exponential_distribution.cpp
+ *
+ * Copyright Steven Watanabe 2011
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * $Id$
+ *
+ */
+
+#include <boost/random/exponential_distribution.hpp>
+
+#include <limits>
+
+#define BOOST_RANDOM_DISTRIBUTION boost::random::exponential_distribution<>
+#define BOOST_RANDOM_ARG1 lambda
+#define BOOST_RANDOM_ARG1_DEFAULT 1.0
+#define BOOST_RANDOM_ARG1_VALUE 7.5
+
+#define BOOST_RANDOM_DIST0_MIN 0
+#define BOOST_RANDOM_DIST0_MAX (std::numeric_limits<double>::infinity)()
+#define BOOST_RANDOM_DIST1_MIN 0
+#define BOOST_RANDOM_DIST1_MAX (std::numeric_limits<double>::infinity)()
+
+#define BOOST_RANDOM_TEST1_PARAMS
+#define BOOST_RANDOM_TEST1_MIN 0.0
+
+#define BOOST_RANDOM_TEST2_PARAMS (1000.0)
+#define BOOST_RANDOM_TEST2_MIN 0.0
+
+#include "test_distribution.ipp"

test/test_real_distribution.ipp

@@ -0,0 +1,155 @@
+/* test_real_distribution.ipp
+ *
+ * Copyright Steven Watanabe 2011
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * $Id$
+ *
+ */
+
+#ifndef BOOST_MATH_DISTRIBUTION_INIT
+#ifdef BOOST_RANDOM_ARG2_TYPE
+#define BOOST_MATH_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME, BOOST_RANDOM_ARG2_NAME)
+#else
+#define BOOST_MATH_DISTRIBUTION_INIT (BOOST_RANDOM_ARG1_NAME)
+#endif
+#endif
+
+#include <boost/random/mersenne_twister.hpp>
+#include <boost/lexical_cast.hpp>
+#include <boost/exception/diagnostic_information.hpp>
+#include <boost/preprocessor/stringize.hpp>
+#include <iostream>
+
+#include "statistic_tests.hpp"
+
+bool do_test(BOOST_RANDOM_ARG1_TYPE BOOST_RANDOM_ARG1_NAME,
+#ifdef BOOST_RANDOM_ARG2_TYPE
+             BOOST_RANDOM_ARG2_TYPE BOOST_RANDOM_ARG2_NAME,
+#endif
+             int max) {
+    std::cout << "running " BOOST_PP_STRINGIZE(BOOST_RANDOM_DISTRIBUTION_NAME) "("
+        << BOOST_RANDOM_ARG1_NAME;
+#ifdef BOOST_RANDOM_ARG2_NAME
+    std::cout << ", " << BOOST_RANDOM_ARG2_NAME;
+#endif
+    std::cout << ")" << " " << max << " times: " << std::flush;
+
+    BOOST_MATH_DISTRIBUTION expected BOOST_MATH_DISTRIBUTION_INIT;
+    
+    BOOST_RANDOM_DISTRIBUTION dist(BOOST_RANDOM_ARG1_NAME
+#ifdef BOOST_RANDOM_ARG2_NAME
+        , BOOST_RANDOM_ARG2_NAME
+#endif
+        );
+    boost::mt19937 gen;
+    kolmogorov_experiment test(max);
+    boost::variate_generator<boost::mt19937&, BOOST_RANDOM_DISTRIBUTION > vgen(gen, dist);
+
+    double prob = test.probability(test.run(vgen, expected));
+
+    bool result = prob < 0.99;
+    const char* err = result? "" : "*";
+    std::cout << std::setprecision(17) << prob << err << std::endl;
+
+    std::cout << std::setprecision(6);
+
+    return result;
+}
+
+template<class Dist1
+#ifdef BOOST_RANDOM_ARG2_NAME
+       , class Dist2
+#endif
+>
+bool do_tests(int repeat, Dist1 d1,
+#ifdef BOOST_RANDOM_ARG2_NAME
+              Dist2 d2,
+#endif
+              int trials) {
+    boost::mt19937 gen;
+    int errors = 0;
+    for(int i = 0; i < repeat; ++i) {
+        if(!do_test(d1(gen),
+#ifdef BOOST_RANDOM_ARG2_NAME
+            d2(gen),
+#endif
+            trials)) {
+            ++errors;
+        }
+    }
+    if(errors != 0) {
+        std::cout << "*** " << errors << " errors detected ***" << std::endl;
+    }
+    return errors == 0;
+}
+
+int usage() {
+    std::cerr << "Usage: test_" BOOST_PP_STRINGIZE(BOOST_RANDOM_DISTRIBUTION_NAME)
+        " -r <repeat>"
+        " -" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME)
+        " <max " BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME) ">"
+#ifdef BOOST_RANDOM_ARG2_NAME
+        " -" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME)
+        " <max " BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME) ">"
+#endif
+        " -t <trials>" << std::endl;
+    return 2;
+}
+
+template<class T>
+bool handle_option(int& argc, char**& argv, const char* opt, T& value) {
+    if(std::strcmp(argv[0], opt) == 0 && argc > 1) {
+        --argc;
+        ++argv;
+        value = boost::lexical_cast<T>(argv[0]);
+        return true;
+    } else {
+        return false;
+    }
+}
+
+int main(int argc, char** argv) {
+    int repeat = 10;
+    BOOST_RANDOM_ARG1_TYPE max_arg1 = BOOST_RANDOM_ARG1_DEFAULT;
+#ifdef BOOST_RANDOM_ARG2_TYPE
+    BOOST_RANDOM_ARG2_TYPE max_arg2 = BOOST_RANDOM_ARG2_DEFAULT;
+#endif
+    int trials = 1000000;
+
+    if(argc > 0) {
+        --argc;
+        ++argv;
+    }
+    while(argc > 0) {
+        if(argv[0][0] != '-') return usage();
+        else if(!handle_option(argc, argv, "-r", repeat)
+             && !handle_option(argc, argv, "-" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG1_NAME), max_arg1)
+#ifdef BOOST_RANDOM_ARG2_TYPE
+             && !handle_option(argc, argv, "-" BOOST_PP_STRINGIZE(BOOST_RANDOM_ARG2_NAME), max_arg2)
+#endif
+             && !handle_option(argc, argv, "-t", trials)) {
+            return usage();
+        }
+        --argc;
+        ++argv;
+    }
+
+    try {
+        if(do_tests(repeat,
+                    BOOST_RANDOM_ARG1_DISTRIBUTION(max_arg1),
+#ifdef BOOST_RANDOM_ARG2_TYPE
+                    BOOST_RANDOM_ARG2_DISTRIBUTION(max_arg2),
+#endif
+                    trials)) {
+            return 0;
+        } else {
+            return EXIT_FAILURE;
+        }
+    } catch(...) {
+        std::cerr << boost::current_exception_diagnostic_information() << std::endl;
+        return EXIT_FAILURE;
+    }
+}