continuous.h

/*
 * Authors:
 *
 *   Nabil Kemerchou <kemerchn@iro.umontreal.ca>    (2015)
 *   David Munger <mungerd@iro.umontreal.ca>        (2015)
 *   Pierre L'Ecuyer <lecuyer@iro.umontreal.ca>     (2015)
 *
 */

#pragma once
#ifndef CLPROBDIST_CONTINUOUSDIST_H
#define CLPROBDIST_CONTINUOUSDIST_H

#if defined(__APPLE__) || defined(__MACOSX)
#include <OpenCL/cl.h>
#else
#include <CL/cl.h>
#endif

typedef struct _clprobdistContinuousDist{
    int decPrec;             //Decimal degits of precision
    // [supportA, supportB] is the support of the pdf(x)
    cl_double supportA; //NEGATIVE INFINITY
    cl_double supportB; //POSITIVE INFINITY
} clprobdistContinuous;

// None of these functions are currently used by the library, but they could be
// used in the future when more distributions are implemented.

#if 0
/***********************************
* Constructor & destructor
***********************************/
cl_int clprobdistContinuousGetDecPrec(clprobdistContinuous* distObj, clprobdistStatus* err);

cl_double clprobdistContinuousGetXinf(clprobdistContinuous* distObj, clprobdistStatus* err);

cl_double clprobdistContinuousGetXsup(clprobdistContinuous* distObj, clprobdistStatus* err);

clprobdistStatus clprobdistContinuousSetXinf(cl_double xa, clprobdistContinuous* distObj);

clprobdistStatus clprobdistContinuousSetXsup(cl_double xb, clprobdistContinuous* distObj);



/***********************************
* Abstract functions
***********************************/
cl_double clprobdistContinuousCDF(cl_double x, clprobdistStatus* err);

clprobdistStatus findInterval(cl_double u, cl_double* iv, clprobdistContinuous* distObj, clprobdistStatus* err);

cl_double clprobdistContinuousDensity(cl_double x, clprobdistStatus* err);

cl_double clprobdistContinuousGetMean(clprobdistStatus* err);

cl_double clprobdistContinuousGetVariance(clprobdistStatus* err);

cl_double clprobdistContinuousGetStdDeviation(clprobdistStatus* err);

/***********************************
* Default implementations of functions
***********************************/
cl_double clprobdistContinuousComplCDF(cl_double x, clprobdistStatus* err);

cl_double clprobdistContinuousInverseBrent(cl_double a, cl_double b, cl_double u, cl_double tol, clprobdistContinuous* distObj, clprobdistStatus* err);

cl_double clprobdistContinuousInverseBisection(cl_double u, clprobdistContinuous* distObj, clprobdistStatus* err);

cl_double clprobdistContinuousInverseCDF(cl_double u, clprobdistContinuous* distObj, clprobdistStatus* err);
#endif

#endif /* CONTINUOUSDIST_H */