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