OpenPaperOpt/DistributionTable.h

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#ifndef DISTRIBUTIONTABLE_H
#define DISTRIBUTIONTABLE_H

#include "Distribution.h"

namespace Distributions
{
        class DistributionTable :public Distribution
        {
        public:
                DistributionTable();
                ~DistributionTable(void);

                DistributionTable (const double Pdf[], const int NumElements, 
                        const double MinX=0, const double MaxX=1);
                
                double GenerateRandomNumber() const;

private:

                //Contains the cumulative distribution function table
                double* mpCdf;

                //Number of elements in the cdf table
                int mNumElements;

                //min_x - starting x-value in the pdf function (the lowest possible random number)
                double mMinX, mDeltaX;

                /* Calculates the value of Finv(y) (the inverse of the cumulative distribution function) */
                double InvF(const double Y) const;

                /* Interpolates val between a and b and returns a value [0,1]. No checkings are done (for speed). */
                inline double Interp(const double A, const double B, const double Val) const;
        }; 
}

#endif