added normal distributions

include/autoppl/distribution/normal.hpp

@@ -0,0 +1,58 @@
+#pragma once
+#include <math.h>
+
+#include <cassert>
+#include <cmath>
+#include <numeric>
+#include <random>
+
+namespace ppl {
+
+// TODO: change name to NormalDist and make class template.
+// normal should be a function that creates this kind of object.
+
+template <typename mean_type, typename var_type>
+struct Normal {
+    using value_t = double;
+    using dist_value_t = double;
+
+    static_assert(std::is_convertible_v<mean_type, value_t>);
+    static_assert(std::is_convertible_v<var_type, value_t>);
+
+    Normal(mean_type mean, var_type var)
+        : mean_{mean}, var_{var} {
+            assert(static_cast<value_t>(var_) > 0);
+        };
+
+    template <class GeneratorType>
+    value_t sample(GeneratorType& gen) const {
+        value_t mean, var;
+        mean = static_cast<value_t>(mean_);
+        var = static_cast<value_t>(var_);
+
+        std::normal_distribution<value_t> dist(mean, var);
+        return dist(gen);
+    }
+
+    dist_value_t pdf(value_t x) const {
+        value_t mean, var;
+        mean = static_cast<value_t>(mean_);
+        var = static_cast<value_t>(var_);
+
+        return std::exp(- 0.5 * std::pow(x - mean, 2) / var) / (std::sqrt(var * 2 * M_PI));
+    }
+
+    dist_value_t log_pdf(value_t x) const {
+        value_t mean, var;
+        mean = static_cast<value_t>(mean_);
+        var = static_cast<value_t>(var_);
+
+        return (-0.5 * std::pow(x - mean, 2) / var) - 0.5 * (std::log(var) + std::log(2) + std::log(M_PI));
+    }
+
+   private:
+    mean_type mean_;
+    var_type var_;
+};
+
+}  // namespace ppl

test/CMakeLists.txt

@@ -26,11 +26,12 @@ add_test(expression_unittest expression_unittest)
 
 add_executable(distribution_unittest
     ${CMAKE_CURRENT_SOURCE_DIR}/distribution/uniform_unittest.cpp
+    ${CMAKE_CURRENT_SOURCE_DIR}/distribution/normal_unittest.cpp
     )
 target_compile_options(distribution_unittest PRIVATE -g -Wall -Werror -Wextra)
 target_include_directories(distribution_unittest PRIVATE ${GTEST_DIR}/include)
 if (AUTOPPL_ENABLE_TEST_COVERAGE)
     target_link_libraries(distribution_unittest gcov)
 endif()
 target_link_libraries(distribution_unittest gtest_main pthread ${PROJECT_NAME})
-add_test(distribution_unittest distribution_unittest)
+add_test(distribution_unittest distribution_unittest)

test/distribution/normal_unittest.cpp

@@ -0,0 +1,29 @@
+#include <autoppl/distribution/normal.hpp>
+#include <autoppl/expression/variable.hpp>
+
+#include <cmath>
+#include <array>
+
+#include "gtest/gtest.h"
+
+namespace ppl {
+
+struct normal_dist_fixture : ::testing::Test {
+protected:
+    Variable<double> mu {0.};
+    Variable<double> sigma {1.};
+    Normal<double, double> dist1 = Normal(0., 1.);
+    Normal<Variable<double>, Variable<double> > dist2 = Normal(mu, sigma);
+};
+
+TEST_F(normal_dist_fixture, simple_gaussian) {
+    EXPECT_DOUBLE_EQ(dist1.pdf(0.0), 0.3989422804014327);
+    EXPECT_DOUBLE_EQ(dist1.pdf(-0.5), 0.3520653267642995);
+    EXPECT_DOUBLE_EQ(dist1.pdf(4), 0.00013383022576488537);
+
+    EXPECT_DOUBLE_EQ(dist1.log_pdf(0.0), std::log(dist1.pdf(0.0)));
+    EXPECT_DOUBLE_EQ(dist1.log_pdf(-0.5), std::log(dist1.pdf(-0.5)));
+    EXPECT_DOUBLE_EQ(dist1.log_pdf(4), std::log(dist1.pdf(4)));
+}
+
+} // ppl

test/distribution/uniform_unittest.cpp

@@ -18,13 +18,13 @@ struct uniform_dist_fixture : ::testing::Test {
 };
 
 TEST_F(uniform_dist_fixture, simple_uniform) {
-    EXPECT_EQ(dist1.pdf(1.1), 0.0);
+    EXPECT_DOUBLE_EQ(dist1.pdf(1.1), 0.0);
 
-    EXPECT_EQ(dist2.pdf(1.0), 0.0);
-    EXPECT_EQ(dist2.pdf(0.25), 2.0);
+    EXPECT_DOUBLE_EQ(dist2.pdf(1.0), 0.0);
+    EXPECT_DOUBLE_EQ(dist2.pdf(0.25), 2.0);
 
-    EXPECT_EQ(dist3.pdf(-0.1), 0.0);
-    EXPECT_EQ(dist3.pdf(0.25), 2.5);
+    EXPECT_DOUBLE_EQ(dist3.pdf(-0.1), 0.0);
+    EXPECT_DOUBLE_EQ(dist3.pdf(0.25), 2.5);
 }
 
 } // ppl