From d90317576cfd0364be23c28a93dc97f0b30f09fc Mon Sep 17 00:00:00 2001
From: lisyarus <lisyarus@gmail.com>
Date: Fri, 24 Feb 2023 22:57:03 +0300
Subject: [PATCH] Add exponential random distribution

---
 .../include/psemek/random/exponential.hpp     | 28 +++++++++++++++++++
 1 file changed, 28 insertions(+)
 create mode 100644 libs/random/include/psemek/random/exponential.hpp

diff --git a/libs/random/include/psemek/random/exponential.hpp b/libs/random/include/psemek/random/exponential.hpp
new file mode 100644
index 00000000..612f822f
--- /dev/null
+++ b/libs/random/include/psemek/random/exponential.hpp
@@ -0,0 +1,28 @@
+#pragma once
+
+#include <psemek/random/uniform.hpp>
+
+#include <cmath>
+
+namespace psemek::random
+{
+
+	template <typename T>
+	struct exponential_distribution
+	{
+		exponential_distribution(T lambda)
+			: lambda_(lambda)
+		{}
+
+		template <typename RNG>
+		T operator()(RNG & rng)
+		{
+			T const y = uniform<T>(rng);
+			return - std::log(1 - y) / lambda_;
+		}
+
+	private:
+		T lambda_;
+	};
+
+}