Celeritas  0.5.0-86+4a8eea4
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celeritas::ExponentialDistribution< RealType > Class Template Reference

Sample from an exponential distribution. More...

#include <ExponentialDistribution.hh>

Public Types

Type aliases
using real_type = RealType
 
using result_type = RealType
 

Public Member Functions

CELER_FUNCTION ExponentialDistribution (real_type lambda=1)
 Construct from the mean of the exponential distribution.
 
template<class Generator >
CELER_FUNCTION result_type operator() (Generator &g)
 
template<class Generator >
CELER_FUNCTION auto operator() (Generator &rng) -> result_type
 Sample a random number according to the distribution.
 

Detailed Description

template<class RealType = ::celeritas::real_type>
class celeritas::ExponentialDistribution< RealType >

Sample from an exponential distribution.

Sample from a probability distribution function with the normalized PDF:

\[ f(x; \lambda) = \lambda e^{-\lambda x} \quad \mathrm{for} \ x >= 0 \]

which integrated into a CDF and inverted gives a sample:

\[ x = -\frac{\log \xi}{ \lambda} \]

This is simply an implementation of std::exponential_distribution that uses the Celeritas canonical generator and is independent of library implementation.

Note (for performance-critical sections of code) that if this class is constructed locally with the default value of lambda = 1.0, the inversion and multiplication will be optimized out.


The documentation for this class was generated from the following file: