uniform_real_distribution.hpp

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//============================================================================
// vSMC/include/vsmc/rng/uniform_real_distribution.hpp
//----------------------------------------------------------------------------
//                         vSMC: Scalable Monte Carlo
//----------------------------------------------------------------------------
// Copyright (c) 2013-2016, Yan Zhou
// All rights reserved.
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//============================================================================

#ifndef VSMC_RNG_UNIFORM_REAL_DISTRIBUTION_HPP
#define VSMC_RNG_UNIFORM_REAL_DISTRIBUTION_HPP

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

namespace vsmc
{

namespace internal
{

template <typename RealType>
bool uniform_real_distribution_check_param(RealType a, RealType b)
{
    return a <= b;
}

} // namespace vsmc::internal

template <typename RealType>
class UniformRealDistribution
{
    VSMC_DEFINE_RNG_DISTRIBUTION_2(UniformReal, uniform_real, a, 0, b, 1)

    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)
    {
        U01Distribution<RealType> u01;

        return param.a() + (param.b() - param.a()) * u01(rng);
    }
}; // class UniformRealDistribution

namespace internal
{

template <typename RealType, typename RNGType>
inline void uniform_real_distribution_impl(
    RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
{
    u01_distribution<RealType>(rng, n, r);
    fma(n, (b - a), r, a, r);
}

} // namespace vsmc::internal

template <typename RealType, typename RNGType>
inline void uniform_real_distribution(
    RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
{
    static_assert(std::is_floating_point<RealType>::value,
        "**uniform_real_distribution** USED WITH RealType OTHER THAN FLOATING "
        "POINT TYPES");

    const std::size_t k = 1024;
    const std::size_t m = n / k;
    const std::size_t l = n % k;
    for (std::size_t i = 0; i != m; ++i, r += k)
        internal::uniform_real_distribution_impl<RealType>(rng, k, r, a, b);
    internal::uniform_real_distribution_impl<RealType>(rng, l, r, a, b);
}

VSMC_DEFINE_RNG_DISTRIBUTION_RAND_2(UniformReal, uniform_real, a, b)

} // namespace vsmc

#endif // VSMC_RNG_UNIFORM_REAL_DISTRIBUTION_HPP