lognormal_distribution.hpp

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//============================================================================
// MCKL/include/mckl/random/lognormal_distribution.hpp
//----------------------------------------------------------------------------
// MCKL: Monte Carlo Kernel Library
//----------------------------------------------------------------------------
// Copyright (c) 2013-2018, Yan Zhou
// All rights reserved.
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//============================================================================

#ifndef MCKL_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
#define MCKL_RANDOM_LOGNORMAL_DISTRIBUTION_HPP

#include <mckl/random/internal/common.hpp>
#include <mckl/random/normal_distribution.hpp>

namespace mckl {

namespace internal {

template <typename RealType>
inline bool lognormal_distribution_check_param(RealType, RealType s)
{
    return s > 0;
}

template <std::size_t, typename RealType, typename RNGType>
inline void lognormal_distribution_impl(
    RNGType &rng, std::size_t n, RealType *r, RealType m, RealType s)
{
    normal_distribution(rng, n, r, m, s);
    exp(n, r, r);
}

} // namespace internal

MCKL_DEFINE_RANDOM_DISTRIBUTION_BATCH_2(
    Lognormal, lognormal, RealType, RealType, m, RealType, s)

template <typename RealType>
class LognormalDistribution
{
    MCKL_DEFINE_RANDOM_DISTRIBUTION_ASSERT_REAL_TYPE(Lognormal)
    MCKL_DEFINE_RANDOM_DISTRIBUTION_2(
        Lognormal, lognormal, RealType, result_type, m, 0, result_type, s, 1)
    MCKL_DEFINE_RANDOM_DISTRIBUTION_MEMBER_1(
        NormalDistribution<RealType>, normal_)

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

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

    void reset() { normal_ = NormalDistribution<RealType>(0, 1); }

  private:
    template <typename RNGType>
    result_type generate(RNGType &rng, const param_type &param)
    {
        return std::exp(param.m() + param.s() * normal_(rng));
    }
}; // class LognormalDistribution

MCKL_DEFINE_RANDOM_DISTRIBUTION_RAND(Lognormal, RealType)

} // namespace mckl

#endif // MCKL_RANDOM_LOGNORMAL_DISTRIBUTION_HPP