Implement the Pareto distribution as an extension.
From-SVN: r191612
This commit is contained in:
Edward Smith-Rowland
parent
b7ce70b395
commit
0c105b723d
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@ -1,3 +1,20 @@
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2012-09-21 Edward Smith-Rowland <3dw4rd@verizon.net>
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* include/ext/random: Add __gnu_cxx::pareto_distribution<> class.
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* include/ext/random.tcc: Add out-of-line functions for
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__gnu_cxx::pareto_distribution<>.
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* testsuite/ext/random/pareto_distribution/operators/equal.cc: New file.
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* testsuite/ext/random/pareto_distribution/operators/serialize.cc:
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New file.
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* testsuite/ext/random/pareto_distribution/operators/inequal.cc:
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New file.
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* testsuite/ext/random/pareto_distribution/cons/parms.cc: New file.
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* testsuite/ext/random/pareto_distribution/cons/default.cc: New file.
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* testsuite/ext/random/pareto_distribution/requirements/typedefs.cc:
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New file.
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* testsuite/ext/random/pareto_distribution/requirements/
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explicit_instantiation/1.cc: New file.
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2012-09-21 Paolo Carlini <paolo.carlini@oracle.com>
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* include/bits/stl_algobase.h (max, min): Use conditional operator.
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@ -7,14 +24,14 @@
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PR libstdc++/28811
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PR libstdc++/54482
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* configure.ac (glibcxx_lt_pic_flag,
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glibcxx_compiler_pic_flag,
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glibcxx_compiler_shared_flag): New. Use them.
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glibcxx_compiler_pic_flag,
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glibcxx_compiler_shared_flag): New. Use them.
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(lt_prog_compiler_pic_CXX): Set via glibcxx_*_flag(s) above.
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(pic_mode): Set to default.
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(PIC_CXXFLAGS): Remove.
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* Makefile.am (PICFLAG, PICFLAG_FOR_TARGET): Remove. Comment.
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* libsupc++/Makefile.am: Use glibcxx_ld_pic_flag and
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glibcxx_compiler_shared_flag. Comment.
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glibcxx_compiler_shared_flag. Comment.
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* src/c++11/Makefile.am: Same.
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* src/c++98/Makefile.am: Same.
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* src/Makefile.am: Use glibcxx_compiler_pic_flag.
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@ -33,8 +50,8 @@
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* testsuite/Makefile.in: Same.
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* src/c++11/compatibility-atomic-c++0x.cc: Use
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_GLIBCXX_SHARED instead of PIC to designate shared-only
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code blocks.
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_GLIBCXX_SHARED instead of PIC to designate shared-only
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code blocks.
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* src/c++11/compatibility-c++0x.cc: Same.
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* src/c++11/compatibility-thread-c++0x.cc: Same.
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* src/c++98/compatibility-list-2.cc: Same.
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@ -1360,6 +1360,242 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION
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const nakagami_distribution<_RealType>& __d2)
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{ return !(__d1 == __d2); }
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/**
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* @brief A Pareto continuous distribution for random numbers.
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*
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* The formula for the Pareto cumulative probability function is
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* @f[
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* P(x|\alpha,\mu) = 1 - \left(\frac{\mu}{x}\right)^\alpha
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* @f]
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* The formula for the Pareto probability density function is
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* @f[
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* p(x|\alpha,\mu) = \frac{\alpha + 1}{\mu}
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* \left(\frac{\mu}{x}\right)^{\alpha + 1}
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* @f]
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* where @f$x >= \mu@f$ and @f$\mu > 0@f$, @f$\alpha > 0@f$.
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*
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* <table border=1 cellpadding=10 cellspacing=0>
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* <caption align=top>Distribution Statistics</caption>
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* <tr><td>Mean</td><td>@f$\alpha \mu / (\alpha - 1)@f$
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* for @f$\alpha > 1@f$</td></tr>
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* <tr><td>Variance</td><td>@f$\alpha \mu^2 / [(\alpha - 1)^2(\alpha - 2)]@f$
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* for @f$\alpha > 2@f$</td></tr>
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* <tr><td>Range</td><td>@f$[\mu, \infty)@f$</td></tr>
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* </table>
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*/
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template<typename _RealType = double>
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class
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pareto_distribution
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{
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static_assert(std::is_floating_point<_RealType>::value,
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"template argument not a floating point type");
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public:
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/** The type of the range of the distribution. */
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typedef _RealType result_type;
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/** Parameter type. */
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struct param_type
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{
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typedef pareto_distribution<result_type> distribution_type;
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param_type(result_type __alpha = result_type(1),
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result_type __mu = result_type(1))
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: _M_alpha(__alpha), _M_mu(__mu)
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{
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_GLIBCXX_DEBUG_ASSERT(_M_alpha > result_type(0));
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_GLIBCXX_DEBUG_ASSERT(_M_mu > result_type(0));
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}
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result_type
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alpha() const
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{ return _M_alpha; }
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result_type
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mu() const
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{ return _M_mu; }
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friend bool
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operator==(const param_type& __p1, const param_type& __p2)
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{ return __p1._M_alpha == __p2._M_alpha && __p1._M_mu == __p2._M_mu; }
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private:
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void _M_initialize();
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result_type _M_alpha;
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result_type _M_mu;
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};
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/**
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* @brief Constructors.
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*/
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explicit
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pareto_distribution(result_type __alpha = result_type(1),
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result_type __mu = result_type(1))
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: _M_param(__alpha, __mu),
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_M_ud()
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{ }
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explicit
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pareto_distribution(const param_type& __p)
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: _M_param(__p),
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_M_ud()
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{ }
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/**
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* @brief Resets the distribution state.
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*/
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void
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reset()
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{
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_M_ud.reset();
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}
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/**
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* @brief Return the parameters of the distribution.
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*/
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result_type
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alpha() const
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{ return _M_param.alpha(); }
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result_type
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mu() const
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{ return _M_param.mu(); }
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/**
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* @brief Returns the parameter set of the distribution.
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*/
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param_type
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param() const
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{ return _M_param; }
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/**
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* @brief Sets the parameter set of the distribution.
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* @param __param The new parameter set of the distribution.
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*/
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void
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param(const param_type& __param)
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{ _M_param = __param; }
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/**
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* @brief Returns the greatest lower bound value of the distribution.
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*/
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result_type
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min() const
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{ return this->mu(); }
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/**
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* @brief Returns the least upper bound value of the distribution.
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*/
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result_type
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max() const
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{ return std::numeric_limits<result_type>::max(); }
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/**
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* @brief Generating functions.
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*/
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template<typename _UniformRandomNumberGenerator>
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result_type
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operator()(_UniformRandomNumberGenerator& __urng)
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{
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return this->mu() * std::pow(this->_M_ud(__urng),
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-result_type(1) / this->alpha());
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}
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template<typename _UniformRandomNumberGenerator>
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result_type
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operator()(_UniformRandomNumberGenerator& __urng,
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const param_type& __p)
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{
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return __p.mu() * std::pow(this->_M_ud(__urng),
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-result_type(1) / __p.alpha());
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}
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template<typename _ForwardIterator,
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typename _UniformRandomNumberGenerator>
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void
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__generate(_ForwardIterator __f, _ForwardIterator __t,
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_UniformRandomNumberGenerator& __urng)
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{ this->__generate(__f, __t, __urng, this->param()); }
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template<typename _ForwardIterator,
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typename _UniformRandomNumberGenerator>
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void
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__generate(_ForwardIterator __f, _ForwardIterator __t,
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_UniformRandomNumberGenerator& __urng,
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const param_type& __p)
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{ this->__generate_impl(__f, __t, __urng, __p); }
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template<typename _UniformRandomNumberGenerator>
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void
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__generate(result_type* __f, result_type* __t,
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_UniformRandomNumberGenerator& __urng,
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const param_type& __p)
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{ this->__generate_impl(__f, __t, __urng, __p); }
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/**
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* @brief Return true if two Pareto distributions have
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* the same parameters and the sequences that would
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* be generated are equal.
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*/
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friend bool
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operator==(const pareto_distribution& __d1,
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const pareto_distribution& __d2)
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{ return (__d1.param() == __d2.param()
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&& __d1._M_ud == __d2._M_ud); }
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/**
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* @brief Inserts a %pareto_distribution random number distribution
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* @p __x into the output stream @p __os.
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*
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* @param __os An output stream.
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* @param __x A %pareto_distribution random number distribution.
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*
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* @returns The output stream with the state of @p __x inserted or in
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* an error state.
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*/
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template<typename _RealType1, typename _CharT, typename _Traits>
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friend std::basic_ostream<_CharT, _Traits>&
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operator<<(std::basic_ostream<_CharT, _Traits>&,
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const pareto_distribution<_RealType1>&);
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/**
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* @brief Extracts a %pareto_distribution random number distribution
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* @p __x from the input stream @p __is.
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*
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* @param __is An input stream.
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* @param __x A %pareto_distribution random number
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* generator engine.
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*
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* @returns The input stream with @p __x extracted or in an error state.
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*/
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template<typename _RealType1, typename _CharT, typename _Traits>
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friend std::basic_istream<_CharT, _Traits>&
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operator>>(std::basic_istream<_CharT, _Traits>&,
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pareto_distribution<_RealType1>&);
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private:
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template<typename _ForwardIterator,
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typename _UniformRandomNumberGenerator>
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void
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__generate_impl(_ForwardIterator __f, _ForwardIterator __t,
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_UniformRandomNumberGenerator& __urng,
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const param_type& __p);
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param_type _M_param;
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std::uniform_real_distribution<result_type> _M_ud;
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};
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/**
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* @brief Return true if two Pareto distributions are not equal.
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*/
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template<typename _RealType>
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inline bool
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operator!=(const pareto_distribution<_RealType>& __d1,
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const pareto_distribution<_RealType>& __d2)
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{ return !(__d1 == __d2); }
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_GLIBCXX_END_NAMESPACE_VERSION
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} // namespace __gnu_cxx
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@ -848,6 +848,70 @@ _GLIBCXX_BEGIN_NAMESPACE_VERSION
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return __is;
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}
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template<typename _RealType>
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template<typename _OutputIterator,
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typename _UniformRandomNumberGenerator>
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void
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pareto_distribution<_RealType>::
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__generate_impl(_OutputIterator __f, _OutputIterator __t,
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_UniformRandomNumberGenerator& __urng,
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const param_type& __p)
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{
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__glibcxx_function_requires(_OutputIteratorConcept<_OutputIterator>)
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result_type __mu = __p.mu();
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result_type __malphinv = -result_type(1) / __p.alpha();
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while (__f != __t)
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*__f++ = __mu * std::pow(this->_M_ud(__urng), __malphinv);
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}
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template<typename _RealType, 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 pareto_distribution<_RealType>& __x)
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{
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typedef std::basic_ostream<_CharT, _Traits> __ostream_type;
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typedef typename __ostream_type::ios_base __ios_base;
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const typename __ios_base::fmtflags __flags = __os.flags();
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const _CharT __fill = __os.fill();
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const std::streamsize __precision = __os.precision();
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const _CharT __space = __os.widen(' ');
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__os.flags(__ios_base::scientific | __ios_base::left);
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__os.fill(__space);
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__os.precision(std::numeric_limits<_RealType>::max_digits10);
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__os << __x.alpha() << __space << __x.mu();
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__os << __space << __x._M_ud;
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__os.flags(__flags);
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__os.fill(__fill);
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__os.precision(__precision);
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return __os;
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}
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template<typename _RealType, 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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pareto_distribution<_RealType>& __x)
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{
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typedef std::basic_istream<_CharT, _Traits> __istream_type;
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typedef typename __istream_type::ios_base __ios_base;
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const typename __ios_base::fmtflags __flags = __is.flags();
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__is.flags(__ios_base::dec | __ios_base::skipws);
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_RealType __alpha, __mu;
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__is >> __alpha >> __mu;
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__is >> __x._M_ud;
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__x.param(typename pareto_distribution<_RealType>::
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param_type(__alpha, __mu));
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__is.flags(__flags);
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return __is;
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}
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_GLIBCXX_END_NAMESPACE_VERSION
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} // namespace
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@ -0,0 +1,47 @@
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// { dg-options "-std=c++11" }
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// { dg-require-cstdint "" }
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//
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// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
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//
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// Copyright (C) 2012 Free Software Foundation, Inc.
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//
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// This file is part of the GNU ISO C++ Library. This library is free
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// software; you can redistribute it and/or modify it under the
|
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// terms of the GNU General Public License as published by the
|
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// Free Software Foundation; either version 3, or (at your option)
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// any later version.
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//
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// This library is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License along
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// with this library; see the file COPYING3. If not see
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// <http://www.gnu.org/licenses/>.
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// 26.4.8.3.* Class template pareto_distribution [rand.dist.ext.pareto]
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// 26.4.2.4 Concept RandomNumberDistribution [rand.concept.dist]
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#include <ext/random>
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#include <testsuite_hooks.h>
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void
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test01()
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{
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bool test __attribute__((unused)) = true;
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__gnu_cxx::pareto_distribution<> u;
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VERIFY( u.alpha() == 1.0 );
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VERIFY( u.mu() == 1.0 );
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VERIFY( u.min() == 1.0 );
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typedef __gnu_cxx::pareto_distribution<>::result_type result_type;
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VERIFY( u.max() == std::numeric_limits<result_type>::max() );
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}
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int
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main()
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{
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test01();
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return 0;
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}
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@ -0,0 +1,47 @@
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// { dg-options "-std=c++11" }
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// { dg-require-cstdint "" }
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//
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// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
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//
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// Copyright (C) 2012 Free Software Foundation, Inc.
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//
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// This file is part of the GNU ISO C++ Library. This library is free
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// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
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// any later version.
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//
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// This library is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
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//
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// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
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// <http://www.gnu.org/licenses/>.
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// 26.4.8.3.* Class template pareto_distribution [rand.dist.ext.pareto]
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// 26.4.2.4 Concept RandomNumberDistribution [rand.concept.dist]
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#include <ext/random>
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#include <testsuite_hooks.h>
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void
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test01()
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{
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bool test __attribute__((unused)) = true;
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__gnu_cxx::pareto_distribution<> u(1.5, 3.0);
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VERIFY( u.alpha() == 1.5 );
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VERIFY( u.mu() == 3.0 );
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VERIFY( u.min() == 3.0 );
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typedef __gnu_cxx::pareto_distribution<>::result_type result_type;
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VERIFY( u.max() == std::numeric_limits<result_type>::max() );
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}
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int
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main()
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{
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test01();
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return 0;
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}
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@ -0,0 +1,44 @@
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// { dg-options "-std=c++11" }
|
||||
// { dg-require-cstdint "" }
|
||||
//
|
||||
// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
|
||||
//
|
||||
// Copyright (C) 2012 Free Software Foundation, Inc.
|
||||
//
|
||||
// This file is part of the GNU ISO C++ Library. This library is free
|
||||
// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
||||
// any later version.
|
||||
//
|
||||
// This library is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
||||
// <http://www.gnu.org/licenses/>.
|
||||
|
||||
// 26.5.8.4.5 Class template pareto_distribution [rand.dist.ext.pareto]
|
||||
|
||||
#include <ext/random>
|
||||
#include <testsuite_hooks.h>
|
||||
|
||||
void
|
||||
test01()
|
||||
{
|
||||
bool test __attribute__((unused)) = true;
|
||||
|
||||
__gnu_cxx::pareto_distribution<double> u(2.0, 3.0), v, w;
|
||||
|
||||
VERIFY( v == w );
|
||||
VERIFY( !(u == v) );
|
||||
}
|
||||
|
||||
int
|
||||
main()
|
||||
{
|
||||
test01();
|
||||
return 0;
|
||||
}
|
||||
|
|
@ -0,0 +1,44 @@
|
|||
// { dg-options "-std=c++11" }
|
||||
// { dg-require-cstdint "" }
|
||||
//
|
||||
// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
|
||||
//
|
||||
// Copyright (C) 2012 Free Software Foundation, Inc.
|
||||
//
|
||||
// This file is part of the GNU ISO C++ Library. This library is free
|
||||
// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
||||
// any later version.
|
||||
//
|
||||
// This library is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
||||
// <http://www.gnu.org/licenses/>.
|
||||
|
||||
// 26.5.8.4.5 Class template pareto_distribution [rand.dist.ext.pareto]
|
||||
|
||||
#include <ext/random>
|
||||
#include <testsuite_hooks.h>
|
||||
|
||||
void
|
||||
test01()
|
||||
{
|
||||
bool test __attribute__((unused)) = true;
|
||||
|
||||
__gnu_cxx::pareto_distribution<double> u(2.0, 3.0), v, w;
|
||||
|
||||
VERIFY( u != v );
|
||||
VERIFY( !(v != w) );
|
||||
}
|
||||
|
||||
int
|
||||
main()
|
||||
{
|
||||
test01();
|
||||
return 0;
|
||||
}
|
||||
|
|
@ -0,0 +1,51 @@
|
|||
// { dg-options "-std=c++11" }
|
||||
// { dg-require-cstdint "" }
|
||||
//
|
||||
// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
|
||||
//
|
||||
// Copyright (C) 2012 Free Software Foundation, Inc.
|
||||
//
|
||||
// This file is part of the GNU ISO C++ Library. This library is free
|
||||
// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
||||
// any later version.
|
||||
//
|
||||
// This library is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
||||
// <http://www.gnu.org/licenses/>.
|
||||
|
||||
// 26.4.8.3.* Class template pareto_distribution [rand.dist.ext.pareto]
|
||||
// 26.4.2.4 Concept RandomNumberDistribution [rand.concept.dist]
|
||||
|
||||
#include <ext/random>
|
||||
#include <sstream>
|
||||
#include <testsuite_hooks.h>
|
||||
|
||||
void
|
||||
test01()
|
||||
{
|
||||
bool test __attribute__((unused)) = true;
|
||||
|
||||
std::stringstream str;
|
||||
__gnu_cxx::pareto_distribution<double> u(1.5, 3.0), v;
|
||||
std::minstd_rand0 rng;
|
||||
|
||||
u(rng); // advance
|
||||
str << u;
|
||||
|
||||
str >> v;
|
||||
VERIFY( u == v );
|
||||
}
|
||||
|
||||
int
|
||||
main()
|
||||
{
|
||||
test01();
|
||||
return 0;
|
||||
}
|
||||
|
|
@ -0,0 +1,26 @@
|
|||
// { dg-do compile }
|
||||
// { dg-options "-std=c++11" }
|
||||
// { dg-require-cstdint "" }
|
||||
//
|
||||
// Copyright (C) 2012 Software Foundation, Inc.
|
||||
//
|
||||
// This file is part of the GNU ISO C++ Library. This library is free
|
||||
// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
||||
// any later version.
|
||||
//
|
||||
// This library is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
||||
// <http://www.gnu.org/licenses/>.
|
||||
|
||||
#include <ext/random>
|
||||
|
||||
template class __gnu_cxx::pareto_distribution<float>;
|
||||
template class __gnu_cxx::pareto_distribution<double>;
|
||||
template class __gnu_cxx::pareto_distribution<long double>;
|
||||
|
|
@ -0,0 +1,36 @@
|
|||
// { dg-do compile }
|
||||
// { dg-options "-std=c++11" }
|
||||
// { dg-require-cstdint "" }
|
||||
//
|
||||
// 2012-09-21 Edward M. Smith-Rowland <3dw4rd@verizon.net>
|
||||
//
|
||||
// Copyright (C) 2012 Free Software Foundation, Inc.
|
||||
//
|
||||
// This file is part of the GNU ISO C++ Library. This library is free
|
||||
// software; you can redistribute it and/or modify it under the
|
||||
// terms of the GNU General Public License as published by the
|
||||
// Free Software Foundation; either version 3, or (at your option)
|
||||
// any later version.
|
||||
//
|
||||
// This library is distributed in the hope that it will be useful,
|
||||
// but WITHOUT ANY WARRANTY; without even the implied warranty of
|
||||
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
||||
// GNU General Public License for more details.
|
||||
//
|
||||
// You should have received a copy of the GNU General Public License along
|
||||
// with this library; see the file COPYING3. If not see
|
||||
// <http://www.gnu.org/licenses/>.
|
||||
|
||||
// 26.4.8.3.* Class template pareto_distribution [rand.dist.ext.pareto]
|
||||
// 26.4.2.4 Concept RandomNumberDistribution [rand.concept.dist]
|
||||
|
||||
#include <ext/random>
|
||||
|
||||
void
|
||||
test01()
|
||||
{
|
||||
typedef __gnu_cxx::pareto_distribution<double> test_type;
|
||||
|
||||
typedef test_type::result_type result_type;
|
||||
typedef test_type::param_type param_type;
|
||||
}
|
||||
Loading…
Reference in New Issue