Subject: [Boost-commit] svn:boost r68372 - in trunk: boost/random libs/random/test
From: steven_at_[hidden]
Date: 2011-01-22 16:44:29
Author: steven_watanabe
Date: 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
New Revision: 68372
URL: http://svn.boost.org/trac/boost/changeset/68372
Log:
Update exponential_distribution to C++0x.
Added:
trunk/libs/random/test/test_exponential.cpp (contents, props changed)
trunk/libs/random/test/test_exponential_distribution.cpp (contents, props changed)
trunk/libs/random/test/test_real_distribution.ipp (contents, props changed)
Text files modified:
trunk/boost/random/exponential_distribution.hpp | 194 +++++++++++++++++++++++++++++----------
trunk/libs/random/test/Jamfile.v2 | 2
2 files changed, 144 insertions(+), 52 deletions(-)
Modified: trunk/boost/random/exponential_distribution.hpp
==============================================================================
--- trunk/boost/random/exponential_distribution.hpp (original)
+++ trunk/boost/random/exponential_distribution.hpp 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
@@ -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 @@
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
-
- explicit exponential_distribution(result_type lambda_arg = result_type(1.0))
- : _lambda(lambda_arg) { assert(_lambda > result_type(0)); }
-
- // compiler-generated copy ctor and assignment operator are fine
-
- result_type lambda() const { return _lambda; }
-
- void reset() { }
-
- 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));
- }
-
-#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;
- }
-
- 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
-
- friend bool operator==(const exponential_distribution& lhs,
- const exponential_distribution& rhs)
- {
- return lhs._lambda == rhs._lambda;
- }
+ class param_type
+ {
+ public:
+
+ typedef exponential_distribution distribution_type;
+
+ /**
+ * Constructs parameters with a given lambda.
+ *
+ * Requires: lambda > 0
+ */
+ param_type(RealType lambda_arg = RealType(1.0))
+ : _lambda(lambda_arg) { assert(_lambda > RealType(0)); }
+
+ /** Returns the lambda parameter of the distribution. */
+ RealType lambda() const { return _lambda; }
+
+ /** 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;
+ }
+
+ /** Returns true if the two sets of parameters are equal. */
+ BOOST_RANDOM_DETAIL_EQUALITY_OPERATOR(param_type, lhs, rhs)
+ { return lhs._lambda == rhs._lambda; }
+
+ /** Returns true if the two sets of parameters are different. */
+ BOOST_RANDOM_DETAIL_INEQUALITY_OPERATOR(param_type)
+
+ private:
+ RealType _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
Modified: trunk/libs/random/test/Jamfile.v2
==============================================================================
--- trunk/libs/random/test/Jamfile.v2 (original)
+++ trunk/libs/random/test/Jamfile.v2 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
@@ -73,6 +73,8 @@
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 ;
Added: trunk/libs/random/test/test_exponential.cpp
==============================================================================
--- (empty file)
+++ trunk/libs/random/test/test_exponential.cpp 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
@@ -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"
Added: trunk/libs/random/test/test_exponential_distribution.cpp
==============================================================================
--- (empty file)
+++ trunk/libs/random/test/test_exponential_distribution.cpp 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
@@ -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"
Added: trunk/libs/random/test/test_real_distribution.ipp
==============================================================================
--- (empty file)
+++ trunk/libs/random/test/test_real_distribution.ipp 2011-01-22 16:44:25 EST (Sat, 22 Jan 2011)
@@ -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;
+ }
+}