/* * Copyright 2008-2012 NVIDIA Corporation * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ /*! \file normal_distribution.h * \brief A normal (Gaussian) distribution of real-valued numbers. */ #pragma once #include #include #include #include #include namespace thrust { namespace random { /*! \addtogroup random_number_distributions * \{ */ /*! \class normal_distribution * \brief A \p normal_distribution random number distribution produces floating point * Normally distributed random numbers. * * \tparam RealType The type of floating point number to produce. * * The following code snippet demonstrates examples of using a \p normal_distribution with a * random number engine to produce random values drawn from the Normal distribution with a given * mean and variance: * * \code * #include * #include * * int main(void) * { * // create a minstd_rand object to act as our source of randomness * thrust::minstd_rand rng; * * // create a normal_distribution to produce floats from the Normal distribution * // with mean 2.0 and standard deviation 3.5 * thrust::random::normal_distribution dist(2.0f, 3.5f); * * // write a random number to standard output * std::cout << dist(rng) << std::endl; * * // write the mean of the distribution, just in case we forgot * std::cout << dist.mean() << std::endl; * * // 2.0 is printed * * // and the standard deviation * std::cout << dist.stddev() << std::endl; * * // 3.5 is printed * * return 0; * } * \endcode */ template class normal_distribution : public detail::normal_distribution_base::type { private: typedef typename detail::normal_distribution_base::type super_t; public: // types /*! \typedef result_type * \brief The type of the floating point number produced by this \p normal_distribution. */ typedef RealType result_type; /*! \typedef param_type * \brief The type of the object encapsulating this \p normal_distribution's parameters. */ typedef thrust::pair param_type; // constructors and reset functions /*! This constructor creates a new \p normal_distribution from two values defining the * half-open interval of the distribution. * * \param mean The mean (expected value) of the distribution. Defaults to \c 0.0. * \param stddev The standard deviation of the distribution. Defaults to \c 1.0. */ __host__ __device__ explicit normal_distribution(RealType mean = 0.0, RealType stddev = 1.0); /*! This constructor creates a new \p normal_distribution from a \p param_type object * encapsulating the range of the distribution. * * \param parm A \p param_type object encapsulating the parameters (i.e., the mean and standard deviation) of the distribution. */ __host__ __device__ explicit normal_distribution(const param_type &parm); /*! Calling this member function guarantees that subsequent uses of this * \p normal_distribution do not depend on values produced by any random * number generator prior to invoking this function. */ __host__ __device__ void reset(void); // generating functions /*! This method produces a new Normal random integer drawn from this \p normal_distribution's * range using a \p UniformRandomNumberGenerator as a source of randomness. * * \param urng The \p UniformRandomNumberGenerator to use as a source of randomness. */ template __host__ __device__ result_type operator()(UniformRandomNumberGenerator &urng); /*! This method produces a new Normal random integer as if by creating a new \p normal_distribution * from the given \p param_type object, and calling its operator() method with the given * \p UniformRandomNumberGenerator as a source of randomness. * * \param urng The \p UniformRandomNumberGenerator to use as a source of randomness. * \param parm A \p param_type object encapsulating the parameters of the \p normal_distribution * to draw from. */ template __host__ __device__ result_type operator()(UniformRandomNumberGenerator &urng, const param_type &parm); // property functions /*! This method returns the value of the parameter with which this \p normal_distribution * was constructed. * * \return The mean (expected value) of this \p normal_distribution's output. */ __host__ __device__ result_type mean(void) const; /*! This method returns the value of the parameter with which this \p normal_distribution * was constructed. * * \return The standard deviation of this \p uniform_real_distribution's output. */ __host__ __device__ result_type stddev(void) const; /*! This method returns a \p param_type object encapsulating the parameters with which this * \p normal_distribution was constructed. * * \return A \p param_type object encapsulating the parameters (i.e., the mean and standard deviation) of this \p normal_distribution. */ __host__ __device__ param_type param(void) const; /*! This method changes the parameters of this \p normal_distribution using the values encapsulated * in a given \p param_type object. * * \param parm A \p param_type object encapsulating the new parameters (i.e., the mean and variance) of this \p normal_distribution. */ __host__ __device__ void param(const param_type &parm); /*! This method returns the smallest floating point number this \p normal_distribution can potentially produce. * * \return The lower bound of this \p normal_distribution's half-open interval. */ __host__ __device__ result_type min THRUST_PREVENT_MACRO_SUBSTITUTION (void) const; /*! This method returns the smallest number larger than largest floating point number this \p uniform_real_distribution can potentially produce. * * \return The upper bound of this \p normal_distribution's half-open interval. */ __host__ __device__ result_type max THRUST_PREVENT_MACRO_SUBSTITUTION (void) const; /*! \cond */ private: param_type m_param; friend struct thrust::random::detail::random_core_access; __host__ __device__ bool equal(const normal_distribution &rhs) const; template std::basic_ostream& stream_out(std::basic_ostream &os) const; template std::basic_istream& stream_in(std::basic_istream &is); /*! \endcond */ }; // end normal_distribution /*! This function checks two \p normal_distributions for equality. * \param lhs The first \p normal_distribution to test. * \param rhs The second \p normal_distribution to test. * \return \c true if \p lhs is equal to \p rhs; \c false, otherwise. */ template __host__ __device__ bool operator==(const normal_distribution &lhs, const normal_distribution &rhs); /*! This function checks two \p normal_distributions for inequality. * \param lhs The first \p normal_distribution to test. * \param rhs The second \p normal_distribution to test. * \return \c true if \p lhs is not equal to \p rhs; \c false, otherwise. */ template __host__ __device__ bool operator!=(const normal_distribution &lhs, const normal_distribution &rhs); /*! This function streams a normal_distribution to a \p std::basic_ostream. * \param os The \p basic_ostream to stream out to. * \param d The \p normal_distribution to stream out. * \return \p os */ template std::basic_ostream& operator<<(std::basic_ostream &os, const normal_distribution &d); /*! This function streams a normal_distribution in from a std::basic_istream. * \param is The \p basic_istream to stream from. * \param d The \p normal_distribution to stream in. * \return \p is */ template std::basic_istream& operator>>(std::basic_istream &is, normal_distribution &d); /*! \} // end random_number_distributions */ } // end random using random::normal_distribution; } // end thrust #include