weibull_distribution.hpp

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

#ifndef VSMC_RNG_WEIBULL_DISTRIBUTION_HPP
#define VSMC_RNG_WEIBULL_DISTRIBUTION_HPP

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

namespace vsmc
{

namespace internal
{

template <typename RealType>
inline bool weibull_distribution_check_param(RealType a, RealType b)
{
    return a > 0 && b > 0;
}

} // namespace vsmc::internal

template <typename RealType>
class WeibullDistribution
{
    VSMC_DEFINE_RNG_DISTRIBUTION_2(Weibull, weibull, a, 1, b, 1)

    public:
    result_type min() const { return 0; }

    result_type max() const { return std::numeric_limits<result_type>::max(); }

    void reset() {}

    private:
    template <typename RNGType>
    result_type generate(RNGType &rng, const param_type &param)
    {
        U01Distribution<RealType> u01;

        return internal::is_equal<RealType>(
                   param.a(), static_cast<RealType>(1)) ?
            -param.b() * std::log(1 - u01(rng)) :
            param.b() * std::pow(-std::log(1 - u01(rng)), 1 / param.a());
    }
}; // class WeibullDistribution

namespace internal
{

template <typename RealType, typename RNGType>
inline void weibull_distribution_impl(
    RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
{
    u01_distribution(rng, n, r);
    sub(n, static_cast<RealType>(1), r, r);
    log(n, r, r);
    if (is_equal<RealType>(a, static_cast<RealType>(1))) {
        mul(n, -b, r, r);
    } else {
        mul(n, static_cast<RealType>(-1), r, r);
        pow(n, r, 1 / a, r);
        mul(n, b, r, r);
    }
}

} // namespace vsmc::internal

template <typename RealType, typename RNGType>
inline void weibull_distribution(
    RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
{
    static_assert(std::is_floating_point<RealType>::value,
        "**weibull_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::weibull_distribution_impl(rng, k, r, a, b);
    internal::weibull_distribution_impl(rng, l, r, a, b);
}

VSMC_DEFINE_RNG_DISTRIBUTION_RAND_2(Weibull, weibull, a, b)

} // namespace vsmc

#endif // VSMC_RNG_WEIBULL_DISTRIBUTION_HPP