arcsine_distribution.hpp

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//============================================================================
// vSMC/include/vsmc/rng/arcsine_distribution.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013-2016, Yan Zhou
// All rights reserved.
//
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// modification, are permitted provided that the following conditions are met:
//
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//   this list of conditions and the following disclaimer.
//
//   Redistributions in binary form must reproduce the above copyright notice,
//   this list of conditions and the following disclaimer in the documentation
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//============================================================================

#ifndef VSMC_RNG_ARCSINE_DISTRIBUTION_HPP
#define VSMC_RNG_ARCSINE_DISTRIBUTION_HPP

#include <vsmc/rng/internal/common.hpp>
#include <vsmc/rng/u01_distribution.hpp>

namespace vsmc
{

namespace internal
{

template <typename RealType>
inline bool arcsine_distribution_check_param(RealType a, RealType b)
{
    return a < b;
}

} // namespace vsmc::internal

template <typename RealType>
class ArcsineDistribution
{
    VSMC_DEFINE_RNG_DISTRIBUTION_2(Arcsine, arcsine, a, 0, b, 1)
    VSMC_DEFINE_RNG_DISTRIBUTION_MEMBER_0

    public:
    result_type min() const { return a(); }

    result_type max() const { return b(); }

    void reset() {}

    private:
    template <typename RNGType>
    result_type generate(RNGType &rng, const param_type &param)
    {
        U01CODistribution<RealType> u01;

        result_type r = std::sin(const_pi_by2<result_type>() * u01(rng));

        return param.a() + (param.b() - param.a()) * (r * r);
    }
}; // class ArcsineDistribution

namespace internal
{

template <std::size_t, typename RealType, typename RNGType>
inline void arcsine_distribution_impl(
    RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
{
    u01_co_distribution(rng, n, r);
    mul(n, const_pi_by2<RealType>(), r, r);
    sin(n, r, r);
    sqr(n, r, r);
    fma(n, r, b - a, a, r);
}

} // namespace vsmc::internal

VSMC_DEFINE_RNG_DISTRIBUTION_IMPL_2(arcsine, a, b)
VSMC_DEFINE_RNG_DISTRIBUTION_RAND_2(Arcsine, arcsine, a, b)

} // namespace vsmc

#endif // VSMC_RNG_ARCSINE_DISTRIBUTION_HPP