random_cauchy.h

// Description: Cauchy-distributed random numbers

#ifndef PASTELSYS_RANDOM_CAUCHY_H
#define PASTELSYS_RANDOM_CAUCHY_H

#include "pastel/sys/mytypes.h"

namespace Pastel
{

    //! Returns a Cauchy-distributed random real.
    /*!
   This function assumes scale = 1.
   */
    template <typename Real>
    Real randomCauchy();

    //! Returns a Cauchy-distributed random real.
    /*!
   Preconditions:
   scale > 0

   This a convenience function that calls
   randomCauchy<Real>(x) * scale;
   */
    template <typename Real>
    Real randomCauchy(
        const NoDeduction<Real>& scale);

    //! Probability density function of the Cauchy distribution.
    /*!
   This function assumes scale = 1.
   */
    template <typename Real>
    Real cauchyPdf(
        const NoDeduction<Real>& x);

    //! Probability density function of the Cauchy distribution.
    /*!
   Preconditions:
   scale > 0

   This a convenience function that calls
   cauchyPdf<Real>(x) / scale;
   */
    template <typename Real>
    Real cauchyPdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& scale);

}

#include "pastel/sys/random/random_cauchy.hpp"

#endif