Adding boost random support and system libs

Boost/boost/random/lognormal_distribution.hpp

@@ -0,0 +1,129 @@
+/* boost random/lognormal_distribution.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * See http://www.boost.org for most recent version including documentation.
+ *
+ * $Id: lognormal_distribution.hpp 60755 2010-03-22 00:45:06Z steven_watanabe $
+ *
+ * Revision history
+ *  2001-02-18  moved to individual header files
+ */
+
+#ifndef BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
+#define BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP
+
+#include <boost/config/no_tr1/cmath.hpp>      // std::exp, std::sqrt
+#include <cassert>
+#include <iostream>
+#include <boost/limits.hpp>
+#include <boost/static_assert.hpp>
+#include <boost/random/detail/config.hpp>
+#include <boost/random/normal_distribution.hpp>
+
+#ifdef BOOST_NO_STDC_NAMESPACE
+namespace std {
+  using ::log;
+  using ::sqrt;
+}
+#endif
+
+namespace boost {
+
+#if defined(__GNUC__) && (__GNUC__ < 3)
+// Special gcc workaround: gcc 2.95.x ignores using-declarations
+// in template classes (confirmed by gcc author Martin v. Loewis)
+  using std::sqrt;
+  using std::exp;
+#endif
+
+/**
+ * Instantiations of class template lognormal_distribution model a
+ * \random_distribution. Such a distribution produces random numbers
+ * with \f$p(x) = \frac{1}{x \sigma_N \sqrt{2\pi}} e^{\frac{-\left(\log(x)-\mu_N\right)^2}{2\sigma_N^2}}\f$
+ * for x > 0, where \f$\mu_N = \log\left(\frac{\mu^2}{\sqrt{\sigma^2 + \mu^2}}\right)\f$ and
+ * \f$\sigma_N = \sqrt{\log\left(1 + \frac{\sigma^2}{\mu^2}\right)}\f$.
+ */
+template<class RealType = double>
+class lognormal_distribution
+{
+public:
+  typedef typename normal_distribution<RealType>::input_type input_type;
+  typedef RealType result_type;
+
+#ifndef BOOST_NO_LIMITS_COMPILE_TIME_CONSTANTS
+    BOOST_STATIC_ASSERT(!std::numeric_limits<RealType>::is_integer);
+#endif
+
+  /**
+   * Constructs a lognormal_distribution. @c mean and @c sigma are the
+   * mean and standard deviation of the lognormal distribution.
+   */
+  explicit lognormal_distribution(result_type mean_arg = result_type(1),
+                                  result_type sigma_arg = result_type(1))
+    : _mean(mean_arg), _sigma(sigma_arg)
+  { 
+    assert(_mean > result_type(0));
+    init();
+  }
+
+  // compiler-generated copy ctor and assignment operator are fine
+
+  RealType mean() const { return _mean; }
+  RealType sigma() const { return _sigma; }
+  void reset() { _normal.reset(); }
+
+  template<class Engine>
+  result_type operator()(Engine& eng)
+  {
+#ifndef BOOST_NO_STDC_NAMESPACE
+    // allow for Koenig lookup
+    using std::exp;
+#endif
+    return exp(_normal(eng) * _nsigma + _nmean);
+  }
+
+#ifndef BOOST_RANDOM_NO_STREAM_OPERATORS
+  template<class CharT, class Traits>
+  friend std::basic_ostream<CharT,Traits>&
+  operator<<(std::basic_ostream<CharT,Traits>& os, const lognormal_distribution& ld)
+  {
+    os << ld._normal << " " << ld._mean << " " << ld._sigma;
+    return os;
+  }
+
+  template<class CharT, class Traits>
+  friend std::basic_istream<CharT,Traits>&
+  operator>>(std::basic_istream<CharT,Traits>& is, lognormal_distribution& ld)
+  {
+    is >> std::ws >> ld._normal >> std::ws >> ld._mean >> std::ws >> ld._sigma;
+    ld.init();
+    return is;
+  }
+#endif
+
+private:
+
+  /// \cond hide_private_members
+  void init()
+  {
+#ifndef BOOST_NO_STDC_NAMESPACE
+    // allow for Koenig lookup
+    using std::exp; using std::log; using std::sqrt;
+#endif
+    _nmean = log(_mean*_mean/sqrt(_sigma*_sigma + _mean*_mean));
+    _nsigma = sqrt(log(_sigma*_sigma/_mean/_mean+result_type(1)));
+  }
+  /// \endcond
+
+  RealType _mean, _sigma;
+  RealType _nmean, _nsigma;
+  normal_distribution<result_type> _normal;
+};
+
+} // namespace boost
+
+#endif // BOOST_RANDOM_LOGNORMAL_DISTRIBUTION_HPP