random_exponential.h

// Description: Exponential-distributed random numbers

#ifndef PASTELSYS_RANDOM_EXPONENTIAL_H
#define PASTELSYS_RANDOM_EXPONENTIAL_H

#include "pastel/sys/mytypes.h"
#include "pastel/sys/vector.h"

namespace Pastel
{

    //! Returns an exponentially-distributed random real.
    /*!
   This function assumes mean = 1.
   */
    template <typename Real>
    Real randomExponential();

    //! Returns an exponentially-distributed random real.
    /*!
   Precondition:
   mean > 0

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

    //! Returns a random vector exponentially distributed in each component.

    template <typename Real, integer N>
    Vector<Real, N> randomExponentialVector();

    //! Returns a random vector exponentially distributed in each component.

    template <typename Real, integer N>
    Vector<Real, N> randomExponentialVector(integer dimension);

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

    //! Probability density function of the Exponential distribution.
    /*!
   Precondition:
   mean > 0
   */
    template <typename Real>
    Real exponentialPdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& mean);

}

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

#endif