random_laplace.h

// Description: Laplace-distributed random numbers

#ifndef PASTELSYS_RANDOM_LAPLACE_H
#define PASTELSYS_RANDOM_LAPLACE_H

#include "pastel/sys/mytypes.h"

namespace Pastel
{

    //! Returns a Laplace-distributed random real.
    /*!
   This function assumes that the scale parameter is 1.
   */
    template <typename Real>
    Real randomLaplace();

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

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

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

    //! Probability distribution of the Laplace distribution.
    /*!
   This is a convenience function that calls:
   laplacePdf<Real>(x) / scale;
   */
    template <typename Real>
    Real laplacePdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& scale);

}

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

#endif