text: // Copyright (c) 2000-2011, Heiko Bauke
  // All rights reserved.
  // 
  // Redistribution and use in source and binary forms, with or without
  // modification, are permitted provided that the following conditions
  // are met:
  // 
  //   * Redistributions of source code must retain the above copyright
  //     notice, 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 and/or other materials provided
  //     with the distribution.  
  // 
  //   * Neither the name of the copyright holder nor the names of its
  //     contributors may be used to endorse or promote products derived
  //     from this software without specific prior written permission.
  // 
  // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
  // "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
  // LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
  // FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
  // COPYRIGHT HOLDERS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
  // INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
  // (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
  // SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
  // HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
  // STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
  // OF THE POSSIBILITY OF SUCH DAMAGE.
  
  #if !(defined TRNG_EXPONENTIAL_DIST_HPP)
  
  #define TRNG_EXPONENTIAL_DIST_HPP
  
  #include <trng/cuda.hpp>
  #include <trng/limits.hpp>
  #include <trng/utility.hpp>
  #include <trng/math.hpp>
  #include <ostream>
  #include <istream>
  #include <iomanip>
  #include <cerrno>
  
  namespace trng {
  
    // uniform random number generator class
    template<typename float_t=double>
    class exponential_dist {
    public:
      typedef float_t result_type;
      class param_type;
      
      class param_type {
      private:
        result_type mu_;
      public:
        TRNG_CUDA_ENABLE
        result_type mu() const { return mu_; }
        TRNG_CUDA_ENABLE
        void mu(result_type mu_new) { mu_=mu_new; }
        TRNG_CUDA_ENABLE
        param_type() : mu_(1) {
        }
        TRNG_CUDA_ENABLE
        explicit param_type(result_type mu) : mu_(mu) {
        }
  
        friend class exponential_dist<result_type>;
  
        // Streamable concept
        template<typename char_t, typename traits_t>
        friend std::basic_ostream<char_t, traits_t> &
        operator<<(std::basic_ostream<char_t, traits_t> &out,
                   const param_type &p) {
          std::ios_base::fmtflags flags(out.flags());
          out.flags(std::ios_base::dec | std::ios_base::fixed |
                    std::ios_base::left);
          out << '('
              << std::setprecision(math::numeric_limits<float_t>::digits10+1) 
              << p.mu() 
              << ')';
          out.flags(flags);
          return out;
        }
  
        template<typename char_t, typename traits_t>
        friend std::basic_istream<char_t, traits_t> &
        operator>>(std::basic_istream<char_t, traits_t> &in,
                   param_type &p) {
          float_t mu;
          std::ios_base::fmtflags flags(in.flags());
          in.flags(std::ios_base::dec | std::ios_base::fixed |
                   std::ios_base::left);
          in >> utility::delim('(')
             >> mu >> utility::delim(')');
          if (in)
            p=param_type(mu);
          in.flags(flags);
          return in;
        }
  
      };
      
    private:
      param_type p;
      
    public:
      // constructor
      TRNG_CUDA_ENABLE
      explicit exponential_dist(result_type mu) : p(mu) {
      }
      TRNG_CUDA_ENABLE
      explicit exponential_dist(const param_type &p) : p(p) {
      }
      // reset internal state
      TRNG_CUDA_ENABLE
      void reset() { }
      // random numbers
      template<typename R>
      TRNG_CUDA_ENABLE
      result_type operator()(R &r) {
        return -p.mu()*math::ln(
  			      utility::uniformoc<result_type>(r)
  			      );
      }
      template<typename R>
      TRNG_CUDA_ENABLE
      result_type operator()(R &r, const param_type &p) {
        exponential_dist g(p);
        return g(r);
      }
      // property methods
      TRNG_CUDA_ENABLE
      result_type min() const { return 0; }
      TRNG_CUDA_ENABLE
      result_type max() const { return math::numeric_limits<result_type>::infinity(); }
      TRNG_CUDA_ENABLE
      param_type param() const { return p; }
      TRNG_CUDA_ENABLE
      void param(const param_type &p_new) { p=p_new; }
      TRNG_CUDA_ENABLE
      result_type mu() const { return p.mu(); }
      TRNG_CUDA_ENABLE
      void mu(result_type mu_new) { p.mu(mu_new); }
      // probability density function  
      TRNG_CUDA_ENABLE
      result_type pdf(result_type x) const {
        return x<0 ? 0 : math::exp(-x/p.mu())/p.mu();
      }
      // cumulative density function 
      TRNG_CUDA_ENABLE
      result_type cdf(result_type x) const {
        return x<=0 ? 0 : 1-math::exp(-x/p.mu());
      }
      // inverse cumulative density function 
      TRNG_CUDA_ENABLE
      result_type icdf(result_type x) const {
        if (x<0 or x>1) {
  #if !(defined __CUDA_ARCH__)
  	errno=EDOM;
  #endif
  	return math::numeric_limits<result_type>::quiet_NaN();
        }
        if (x==1)
          return math::numeric_limits<result_type>::infinity();
        return -p.mu()*math::ln(1-x);
      }
    };
  
    // -------------------------------------------------------------------
  
    // EqualityComparable concept
    template<typename float_t>
    TRNG_CUDA_ENABLE
    inline bool operator==(const typename exponential_dist<float_t>::param_type &p1, 
  			 const typename exponential_dist<float_t>::param_type &p2) {
      return p1.mu()==p2.mu();
    }
  
    template<typename float_t>
    TRNG_CUDA_ENABLE
    inline bool operator!=(const typename exponential_dist<float_t>::param_type &p1, 
  			 const typename exponential_dist<float_t>::param_type &p2) {
      return not (p1==p2);
    }
    
    // -------------------------------------------------------------------
  
    // EqualityComparable concept
    template<typename float_t>
    TRNG_CUDA_ENABLE
    inline bool operator==(const exponential_dist<float_t> &g1, 
  			 const exponential_dist<float_t> &g2) {
      return g1.param()==g2.param();
    }
  
    template<typename float_t>
    TRNG_CUDA_ENABLE
    inline bool operator!=(const exponential_dist<float_t> &g1, 
  			 const exponential_dist<float_t> &g2) {
      return g1.param()!=g2.param();
    }
    
    // Streamable concept
    template<typename char_t, typename traits_t, typename float_t>
    std::basic_ostream<char_t, traits_t> &
    operator<<(std::basic_ostream<char_t, traits_t> &out,
  	     const exponential_dist<float_t> &g) {
      std::ios_base::fmtflags flags(out.flags());
      out.flags(std::ios_base::dec | std::ios_base::fixed |
  	      std::ios_base::left);
      out << "[exponential " << g.param() << ']';
      out.flags(flags);
      return out;
    }
    
    template<typename char_t, typename traits_t, typename float_t>
    std::basic_istream<char_t, traits_t> &
    operator>>(std::basic_istream<char_t, traits_t> &in,
  	     exponential_dist<float_t> &g) {
      typename exponential_dist<float_t>::param_type p;
      std::ios_base::fmtflags flags(in.flags());
      in.flags(std::ios_base::dec | std::ios_base::fixed |
  	     std::ios_base::left);
      in >> utility::ignore_spaces()
         >> utility::delim("[exponential ") >> p >> utility::delim(']');
      if (in)
        g.param(p);
      in.flags(flags);
      return in;
    }
    
  }
  
  #endif
  