/* randist/laplace.c

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough

 * 

 * This program is free software; you can redistribute it and/or modify

 * it under the terms of the GNU General Public License as published by

 * the Free Software Foundation; either version 3 of the License, or (at

 * your option) any later version.

 * 

 * This program is distributed in the hope that it will be useful, but

 * WITHOUT ANY WARRANTY; without even the implied warranty of

 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU

 * General Public License for more details.

 * 

 * You should have received a copy of the GNU General Public License

 * along with this program; if not, write to the Free Software

 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.

 */

#include <config.h>

#include <math.h>

#include <gsl/gsl_rng.h>

#include <gsl/gsl_randist.h>

/* The two-sided exponential probability distribution is  

   p(x) dx = (1/(2 a)) * exp(-|x/a|) dx

   for -infty < x < infty. It is also known as the Laplace distribution.  */

double

gsl_ran_laplace (const gsl_rng * r, const double a)

{

  double u;

  do

    {

      u = 2 * gsl_rng_uniform (r) - 1.0;

    }

  while (u == 0.0);

  if (u < 0)

    {

      return a * log (-u);

    }

  else

    {

      return -a * log (u);

    }

}

double

gsl_ran_laplace_pdf (const double x, const double a)

{

  double p = (1/(2*a)) * exp (-fabs (x)/a);

  return p;

}