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640 lines
21 KiB
640 lines
21 KiB
/* boost random/discrete_distribution.hpp header file |
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* |
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* Copyright Steven Watanabe 2009-2011 |
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* Distributed under the Boost Software License, Version 1.0. (See |
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* accompanying file LICENSE_1_0.txt or copy at |
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* http://www.boost.org/LICENSE_1_0.txt) |
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* |
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* See http://www.boost.org for most recent version including documentation. |
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* |
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* $Id$ |
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*/ |
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#ifndef BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED |
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#define BOOST_RANDOM_DISCRETE_DISTRIBUTION_HPP_INCLUDED |
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#include <vector> |
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#include <limits> |
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#include <numeric> |
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#include <utility> |
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#include <iterator> |
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#include <boost/assert.hpp> |
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#include <boost/random/uniform_01.hpp> |
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#include <boost/random/uniform_int_distribution.hpp> |
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#include <boost/random/detail/config.hpp> |
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#include <boost/random/detail/operators.hpp> |
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#include <boost/random/detail/vector_io.hpp> |
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#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST |
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#include <initializer_list> |
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#endif |
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#include <boost/range/begin.hpp> |
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#include <boost/range/end.hpp> |
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#include <boost/random/detail/disable_warnings.hpp> |
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namespace boost { |
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namespace random { |
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namespace detail { |
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template<class IntType, class WeightType> |
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struct integer_alias_table { |
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WeightType get_weight(IntType bin) const { |
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WeightType result = _average; |
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if(bin < _excess) ++result; |
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return result; |
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} |
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template<class Iter> |
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WeightType init_average(Iter begin, Iter end) { |
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WeightType weight_average = 0; |
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IntType excess = 0; |
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IntType n = 0; |
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// weight_average * n + excess == current partial sum |
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// This is a bit messy, but it's guaranteed not to overflow |
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for(Iter iter = begin; iter != end; ++iter) { |
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++n; |
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if(*iter < weight_average) { |
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WeightType diff = weight_average - *iter; |
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weight_average -= diff / n; |
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if(diff % n > excess) { |
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--weight_average; |
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excess += n - diff % n; |
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} else { |
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excess -= diff % n; |
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} |
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} else { |
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WeightType diff = *iter - weight_average; |
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weight_average += diff / n; |
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if(diff % n < n - excess) { |
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excess += diff % n; |
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} else { |
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++weight_average; |
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excess -= n - diff % n; |
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} |
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} |
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} |
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_alias_table.resize(static_cast<std::size_t>(n)); |
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_average = weight_average; |
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_excess = excess; |
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return weight_average; |
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} |
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void init_empty() |
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{ |
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_alias_table.clear(); |
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_alias_table.push_back(std::make_pair(static_cast<WeightType>(1), |
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static_cast<IntType>(0))); |
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_average = static_cast<WeightType>(1); |
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_excess = static_cast<IntType>(0); |
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} |
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bool operator==(const integer_alias_table& other) const |
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{ |
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return _alias_table == other._alias_table && |
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_average == other._average && _excess == other._excess; |
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} |
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static WeightType normalize(WeightType val, WeightType /* average */) |
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{ |
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return val; |
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} |
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static void normalize(std::vector<WeightType>&) {} |
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template<class URNG> |
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WeightType test(URNG &urng) const |
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{ |
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return uniform_int_distribution<WeightType>(0, _average)(urng); |
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} |
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bool accept(IntType result, WeightType val) const |
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{ |
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return result < _excess || val < _average; |
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} |
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static WeightType try_get_sum(const std::vector<WeightType>& weights) |
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{ |
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WeightType result = static_cast<WeightType>(0); |
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for(typename std::vector<WeightType>::const_iterator |
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iter = weights.begin(), end = weights.end(); |
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iter != end; ++iter) |
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{ |
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if((std::numeric_limits<WeightType>::max)() - result > *iter) { |
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return static_cast<WeightType>(0); |
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} |
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result += *iter; |
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} |
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return result; |
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} |
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template<class URNG> |
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static WeightType generate_in_range(URNG &urng, WeightType max) |
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{ |
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return uniform_int_distribution<WeightType>( |
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static_cast<WeightType>(0), max-1)(urng); |
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} |
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typedef std::vector<std::pair<WeightType, IntType> > alias_table_t; |
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alias_table_t _alias_table; |
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WeightType _average; |
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IntType _excess; |
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}; |
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template<class IntType, class WeightType> |
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struct real_alias_table { |
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WeightType get_weight(IntType) const |
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{ |
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return WeightType(1.0); |
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} |
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template<class Iter> |
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WeightType init_average(Iter first, Iter last) |
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{ |
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std::size_t size = std::distance(first, last); |
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WeightType weight_sum = |
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std::accumulate(first, last, static_cast<WeightType>(0)); |
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_alias_table.resize(size); |
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return weight_sum / size; |
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} |
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void init_empty() |
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{ |
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_alias_table.clear(); |
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_alias_table.push_back(std::make_pair(static_cast<WeightType>(1), |
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static_cast<IntType>(0))); |
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} |
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bool operator==(const real_alias_table& other) const |
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{ |
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return _alias_table == other._alias_table; |
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} |
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static WeightType normalize(WeightType val, WeightType average) |
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{ |
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return val / average; |
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} |
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static void normalize(std::vector<WeightType>& weights) |
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{ |
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WeightType sum = |
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std::accumulate(weights.begin(), weights.end(), |
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static_cast<WeightType>(0)); |
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for(typename std::vector<WeightType>::iterator |
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iter = weights.begin(), |
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end = weights.end(); |
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iter != end; ++iter) |
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{ |
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*iter /= sum; |
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} |
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} |
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template<class URNG> |
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WeightType test(URNG &urng) const |
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{ |
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return uniform_01<WeightType>()(urng); |
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} |
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bool accept(IntType, WeightType) const |
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{ |
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return true; |
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} |
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static WeightType try_get_sum(const std::vector<WeightType>& /* weights */) |
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{ |
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return static_cast<WeightType>(1); |
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} |
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template<class URNG> |
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static WeightType generate_in_range(URNG &urng, WeightType) |
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{ |
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return uniform_01<WeightType>()(urng); |
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} |
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typedef std::vector<std::pair<WeightType, IntType> > alias_table_t; |
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alias_table_t _alias_table; |
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}; |
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template<bool IsIntegral> |
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struct select_alias_table; |
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template<> |
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struct select_alias_table<true> { |
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template<class IntType, class WeightType> |
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struct apply { |
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typedef integer_alias_table<IntType, WeightType> type; |
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}; |
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}; |
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template<> |
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struct select_alias_table<false> { |
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template<class IntType, class WeightType> |
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struct apply { |
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typedef real_alias_table<IntType, WeightType> type; |
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}; |
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}; |
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} |
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/** |
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* The class @c discrete_distribution models a \random_distribution. |
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* It produces integers in the range [0, n) with the probability |
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* of producing each value is specified by the parameters of the |
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* distribution. |
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*/ |
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template<class IntType = int, class WeightType = double> |
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class discrete_distribution { |
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public: |
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typedef WeightType input_type; |
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typedef IntType result_type; |
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class param_type { |
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public: |
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typedef discrete_distribution distribution_type; |
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/** |
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* Constructs a @c param_type object, representing a distribution |
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* with \f$p(0) = 1\f$ and \f$p(k|k>0) = 0\f$. |
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*/ |
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param_type() : _probabilities(1, static_cast<WeightType>(1)) {} |
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/** |
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* If @c first == @c last, equivalent to the default constructor. |
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* Otherwise, the values of the range represent weights for the |
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* possible values of the distribution. |
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*/ |
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template<class Iter> |
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param_type(Iter first, Iter last) : _probabilities(first, last) |
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{ |
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normalize(); |
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} |
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#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST |
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/** |
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* If wl.size() == 0, equivalent to the default constructor. |
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* Otherwise, the values of the @c initializer_list represent |
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* weights for the possible values of the distribution. |
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*/ |
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param_type(const std::initializer_list<WeightType>& wl) |
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: _probabilities(wl) |
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{ |
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normalize(); |
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} |
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#endif |
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/** |
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* If the range is empty, equivalent to the default constructor. |
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* Otherwise, the elements of the range represent |
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* weights for the possible values of the distribution. |
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*/ |
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template<class Range> |
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explicit param_type(const Range& range) |
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: _probabilities(boost::begin(range), boost::end(range)) |
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{ |
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normalize(); |
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} |
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/** |
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* If nw is zero, equivalent to the default constructor. |
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* Otherwise, the range of the distribution is [0, nw), |
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* and the weights are found by calling fw with values |
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* evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and |
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* \f$\mbox{xmax} - \delta/2\f$, where |
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* \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$. |
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*/ |
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template<class Func> |
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param_type(std::size_t nw, double xmin, double xmax, Func fw) |
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{ |
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std::size_t n = (nw == 0) ? 1 : nw; |
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double delta = (xmax - xmin) / n; |
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BOOST_ASSERT(delta > 0); |
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for(std::size_t k = 0; k < n; ++k) { |
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_probabilities.push_back(fw(xmin + k*delta + delta/2)); |
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} |
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normalize(); |
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} |
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/** |
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* Returns a vector containing the probabilities of each possible |
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* value of the distribution. |
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*/ |
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std::vector<WeightType> probabilities() const |
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{ |
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return _probabilities; |
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} |
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/** Writes the parameters to a @c std::ostream. */ |
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, param_type, parm) |
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{ |
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detail::print_vector(os, parm._probabilities); |
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return os; |
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} |
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/** Reads the parameters from a @c std::istream. */ |
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, param_type, parm) |
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{ |
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std::vector<WeightType> temp; |
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detail::read_vector(is, temp); |
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if(is) { |
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parm._probabilities.swap(temp); |
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} |
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return is; |
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} |
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/** Returns true if the two sets of parameters are the same. */ |
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs) |
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{ |
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return lhs._probabilities == rhs._probabilities; |
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} |
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/** Returns true if the two sets of parameters are different. */ |
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type) |
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private: |
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/// @cond show_private |
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friend class discrete_distribution; |
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explicit param_type(const discrete_distribution& dist) |
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: _probabilities(dist.probabilities()) |
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{} |
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void normalize() |
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{ |
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impl_type::normalize(_probabilities); |
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} |
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std::vector<WeightType> _probabilities; |
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/// @endcond |
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}; |
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/** |
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* Creates a new @c discrete_distribution object that has |
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* \f$p(0) = 1\f$ and \f$p(i|i>0) = 0\f$. |
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*/ |
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discrete_distribution() |
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{ |
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_impl.init_empty(); |
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} |
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/** |
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* Constructs a discrete_distribution from an iterator range. |
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* If @c first == @c last, equivalent to the default constructor. |
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* Otherwise, the values of the range represent weights for the |
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* possible values of the distribution. |
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*/ |
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template<class Iter> |
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discrete_distribution(Iter first, Iter last) |
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{ |
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init(first, last); |
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} |
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#ifndef BOOST_NO_CXX11_HDR_INITIALIZER_LIST |
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/** |
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* Constructs a @c discrete_distribution from a @c std::initializer_list. |
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* If the @c initializer_list is empty, equivalent to the default |
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* constructor. Otherwise, the values of the @c initializer_list |
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* represent weights for the possible values of the distribution. |
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* For example, given the distribution |
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* |
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* @code |
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* discrete_distribution<> dist{1, 4, 5}; |
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* @endcode |
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* |
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* The probability of a 0 is 1/10, the probability of a 1 is 2/5, |
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* the probability of a 2 is 1/2, and no other values are possible. |
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*/ |
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discrete_distribution(std::initializer_list<WeightType> wl) |
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{ |
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init(wl.begin(), wl.end()); |
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} |
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#endif |
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/** |
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* Constructs a discrete_distribution from a Boost.Range range. |
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* If the range is empty, equivalent to the default constructor. |
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* Otherwise, the values of the range represent weights for the |
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* possible values of the distribution. |
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*/ |
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template<class Range> |
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explicit discrete_distribution(const Range& range) |
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{ |
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init(boost::begin(range), boost::end(range)); |
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} |
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/** |
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* Constructs a discrete_distribution that approximates a function. |
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* If nw is zero, equivalent to the default constructor. |
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* Otherwise, the range of the distribution is [0, nw), |
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* and the weights are found by calling fw with values |
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* evenly distributed between \f$\mbox{xmin} + \delta/2\f$ and |
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* \f$\mbox{xmax} - \delta/2\f$, where |
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* \f$\delta = (\mbox{xmax} - \mbox{xmin})/\mbox{nw}\f$. |
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*/ |
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template<class Func> |
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discrete_distribution(std::size_t nw, double xmin, double xmax, Func fw) |
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{ |
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std::size_t n = (nw == 0) ? 1 : nw; |
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double delta = (xmax - xmin) / n; |
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BOOST_ASSERT(delta > 0); |
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std::vector<WeightType> weights; |
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for(std::size_t k = 0; k < n; ++k) { |
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weights.push_back(fw(xmin + k*delta + delta/2)); |
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} |
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init(weights.begin(), weights.end()); |
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} |
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/** |
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* Constructs a discrete_distribution from its parameters. |
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*/ |
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explicit discrete_distribution(const param_type& parm) |
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{ |
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param(parm); |
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} |
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/** |
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* Returns a value distributed according to the parameters of the |
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* discrete_distribution. |
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*/ |
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template<class URNG> |
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IntType operator()(URNG& urng) const |
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{ |
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BOOST_ASSERT(!_impl._alias_table.empty()); |
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IntType result; |
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WeightType test; |
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do { |
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result = uniform_int_distribution<IntType>((min)(), (max)())(urng); |
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test = _impl.test(urng); |
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} while(!_impl.accept(result, test)); |
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if(test < _impl._alias_table[static_cast<std::size_t>(result)].first) { |
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return result; |
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} else { |
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return(_impl._alias_table[static_cast<std::size_t>(result)].second); |
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} |
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} |
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/** |
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* Returns a value distributed according to the parameters |
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* specified by param. |
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*/ |
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template<class URNG> |
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IntType operator()(URNG& urng, const param_type& parm) const |
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{ |
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if(WeightType limit = impl_type::try_get_sum(parm._probabilities)) { |
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WeightType val = impl_type::generate_in_range(urng, limit); |
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WeightType sum = 0; |
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std::size_t result = 0; |
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for(typename std::vector<WeightType>::const_iterator |
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iter = parm._probabilities.begin(), |
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end = parm._probabilities.end(); |
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iter != end; ++iter, ++result) |
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{ |
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sum += *iter; |
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if(sum > val) { |
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return result; |
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} |
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} |
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// This shouldn't be reachable, but round-off error |
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// can prevent any match from being found when val is |
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// very close to 1. |
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return static_cast<IntType>(parm._probabilities.size() - 1); |
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} else { |
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// WeightType is integral and sum(parm._probabilities) |
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// would overflow. Just use the easy solution. |
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return discrete_distribution(parm)(urng); |
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} |
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} |
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/** Returns the smallest value that the distribution can produce. */ |
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result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; } |
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/** Returns the largest value that the distribution can produce. */ |
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result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const |
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{ return static_cast<result_type>(_impl._alias_table.size() - 1); } |
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/** |
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* Returns a vector containing the probabilities of each |
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* value of the distribution. For example, given |
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* |
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* @code |
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* discrete_distribution<> dist = { 1, 4, 5 }; |
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* std::vector<double> p = dist.param(); |
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* @endcode |
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* |
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* the vector, p will contain {0.1, 0.4, 0.5}. |
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* |
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* If @c WeightType is integral, then the weights |
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* will be returned unchanged. |
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*/ |
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std::vector<WeightType> probabilities() const |
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{ |
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std::vector<WeightType> result(_impl._alias_table.size(), static_cast<WeightType>(0)); |
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std::size_t i = 0; |
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for(typename impl_type::alias_table_t::const_iterator |
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iter = _impl._alias_table.begin(), |
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end = _impl._alias_table.end(); |
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iter != end; ++iter, ++i) |
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{ |
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WeightType val = iter->first; |
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result[i] += val; |
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result[static_cast<std::size_t>(iter->second)] += _impl.get_weight(i) - val; |
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} |
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impl_type::normalize(result); |
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return(result); |
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} |
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|
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/** Returns the parameters of the distribution. */ |
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param_type param() const |
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{ |
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return param_type(*this); |
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} |
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/** Sets the parameters of the distribution. */ |
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void param(const param_type& parm) |
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{ |
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init(parm._probabilities.begin(), parm._probabilities.end()); |
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} |
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/** |
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* Effects: Subsequent uses of the distribution do not depend |
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* on values produced by any engine prior to invoking reset. |
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*/ |
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void reset() {} |
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/** Writes a distribution to a @c std::ostream. */ |
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BOOST_RANDOM_DETAIL_OSTREAM_OPERATOR(os, discrete_distribution, dd) |
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{ |
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os << dd.param(); |
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return os; |
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} |
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/** Reads a distribution from a @c std::istream */ |
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BOOST_RANDOM_DETAIL_ISTREAM_OPERATOR(is, discrete_distribution, dd) |
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{ |
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param_type parm; |
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if(is >> parm) { |
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dd.param(parm); |
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} |
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return is; |
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} |
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/** |
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* Returns true if the two distributions will return the |
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* same sequence of values, when passed equal generators. |
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*/ |
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BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(discrete_distribution, lhs, rhs) |
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{ |
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return lhs._impl == rhs._impl; |
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} |
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/** |
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* Returns true if the two distributions may return different |
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* sequences of values, when passed equal generators. |
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*/ |
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BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(discrete_distribution) |
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|
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private: |
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|
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/// @cond show_private |
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template<class Iter> |
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void init(Iter first, Iter last, std::input_iterator_tag) |
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{ |
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std::vector<WeightType> temp(first, last); |
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init(temp.begin(), temp.end()); |
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} |
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template<class Iter> |
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void init(Iter first, Iter last, std::forward_iterator_tag) |
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{ |
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size_t input_size = std::distance(first, last); |
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std::vector<std::pair<WeightType, IntType> > below_average; |
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std::vector<std::pair<WeightType, IntType> > above_average; |
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below_average.reserve(input_size); |
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above_average.reserve(input_size); |
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|
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WeightType weight_average = _impl.init_average(first, last); |
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WeightType normalized_average = _impl.get_weight(0); |
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std::size_t i = 0; |
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for(; first != last; ++first, ++i) { |
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WeightType val = impl_type::normalize(*first, weight_average); |
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std::pair<WeightType, IntType> elem(val, static_cast<IntType>(i)); |
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if(val < normalized_average) { |
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below_average.push_back(elem); |
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} else { |
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above_average.push_back(elem); |
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} |
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} |
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|
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typename impl_type::alias_table_t::iterator |
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b_iter = below_average.begin(), |
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b_end = below_average.end(), |
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a_iter = above_average.begin(), |
|
a_end = above_average.end() |
|
; |
|
while(b_iter != b_end && a_iter != a_end) { |
|
_impl._alias_table[static_cast<std::size_t>(b_iter->second)] = |
|
std::make_pair(b_iter->first, a_iter->second); |
|
a_iter->first -= (_impl.get_weight(b_iter->second) - b_iter->first); |
|
if(a_iter->first < normalized_average) { |
|
*b_iter = *a_iter++; |
|
} else { |
|
++b_iter; |
|
} |
|
} |
|
for(; b_iter != b_end; ++b_iter) { |
|
_impl._alias_table[static_cast<std::size_t>(b_iter->second)].first = |
|
_impl.get_weight(b_iter->second); |
|
} |
|
for(; a_iter != a_end; ++a_iter) { |
|
_impl._alias_table[static_cast<std::size_t>(a_iter->second)].first = |
|
_impl.get_weight(a_iter->second); |
|
} |
|
} |
|
template<class Iter> |
|
void init(Iter first, Iter last) |
|
{ |
|
if(first == last) { |
|
_impl.init_empty(); |
|
} else { |
|
typename std::iterator_traits<Iter>::iterator_category category; |
|
init(first, last, category); |
|
} |
|
} |
|
typedef typename detail::select_alias_table< |
|
(::boost::is_integral<WeightType>::value) |
|
>::template apply<IntType, WeightType>::type impl_type; |
|
impl_type _impl; |
|
/// @endcond |
|
}; |
|
|
|
} |
|
} |
|
|
|
#include <boost/random/detail/enable_warnings.hpp> |
|
|
|
#endif
|
|
|