Add exponential random distribution
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libs/random/include/psemek/random/exponential.hpp
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28
libs/random/include/psemek/random/exponential.hpp
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#pragma once
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#include <psemek/random/uniform.hpp>
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#include <cmath>
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namespace psemek::random
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{
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template <typename T>
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struct exponential_distribution
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{
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exponential_distribution(T lambda)
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: lambda_(lambda)
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{}
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template <typename RNG>
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T operator()(RNG & rng)
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{
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T const y = uniform<T>(rng);
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return - std::log(1 - y) / lambda_;
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}
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private:
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T lambda_;
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};
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}
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