chromium/third_party/abseil-cpp/absl/random/gaussian_distribution.h

// Copyright 2017 The Abseil Authors.
//
// 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
//
//      https://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.

#ifndef ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_
#define ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_

// absl::gaussian_distribution implements the Ziggurat algorithm
// for generating random gaussian numbers.
//
// Implementation based on "The Ziggurat Method for Generating Random Variables"
// by George Marsaglia and Wai Wan Tsang: http://www.jstatsoft.org/v05/i08/
//

#include <cmath>
#include <cstdint>
#include <istream>
#include <limits>
#include <type_traits>

#include "absl/base/config.h"
#include "absl/random/internal/fast_uniform_bits.h"
#include "absl/random/internal/generate_real.h"
#include "absl/random/internal/iostream_state_saver.h"

namespace absl {
ABSL_NAMESPACE_BEGIN
namespace random_internal {

// absl::gaussian_distribution_base implements the underlying ziggurat algorithm
// using the ziggurat tables generated by the gaussian_distribution_gentables
// binary.
//
// The specific algorithm has some of the improvements suggested by the
// 2005 paper, "An Improved Ziggurat Method to Generate Normal Random Samples",
// Jurgen A Doornik.  (https://www.doornik.com/research/ziggurat.pdf)
class ABSL_DLL gaussian_distribution_base { … };

}  // namespace random_internal

// absl::gaussian_distribution:
// Generates a number conforming to a Gaussian distribution.
template <typename RealType = double>
class gaussian_distribution : random_internal::gaussian_distribution_base { … };

// --------------------------------------------------------------------------
// Implementation details only below
// --------------------------------------------------------------------------

template <typename RealType>
template <typename URBG>
typename gaussian_distribution<RealType>::result_type
gaussian_distribution<RealType>::operator()(
    URBG& g,  // NOLINT(runtime/references)
    const param_type& p) { … }

template <typename CharT, typename Traits, typename RealType>
std::basic_ostream<CharT, Traits>& operator<<(
    std::basic_ostream<CharT, Traits>& os,  // NOLINT(runtime/references)
    const gaussian_distribution<RealType>& x) { … }

template <typename CharT, typename Traits, typename RealType>
std::basic_istream<CharT, Traits>& operator>>(
    std::basic_istream<CharT, Traits>& is,  // NOLINT(runtime/references)
    gaussian_distribution<RealType>& x) { … }

namespace random_internal {

template <typename URBG>
inline double gaussian_distribution_base::zignor_fallback(URBG& g, bool neg) { … }

template <typename URBG>
inline double gaussian_distribution_base::zignor(
    URBG& g) { … }

}  // namespace random_internal
ABSL_NAMESPACE_END
}  // namespace absl

#endif  // ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_