Lots of work, refactoring.

1 files changed, 26 insertions, 0 deletions

diff --git a/complex_normal.hpp b/complex_normal.hpp
new file mode 100644
index 0000000..0819758
--- /dev/null
+++ b/complex_normal.hpp
@@ -0,0 +1,26 @@
+#pragma once
+#include <complex>
+#include <random>
+
+template <class T = double> class complex_normal_distribution {
+private:
+  std::normal_distribution<T> d;
+  double δx;
+  double δy;
+  std::complex<T> μ;
+  std::complex<T> eθ;
+
+public:
+  complex_normal_distribution(std::complex<T> μ, T σ, std::complex<T> κ) : μ(μ), d(0, σ / sqrt(2)) {
+    δx = sqrt(1 + std::abs(κ));
+    δy = sqrt(1 - std::abs(κ));
+    eθ = std::polar(1.0, std::arg(κ));
+  }
+
+  template <class Generator> std::complex<T> operator()(Generator& g) {
+    // First generate an axis-aligned complex number centered at the origin.
+    std::complex<T> z(d(g) * δx, d(g) * δy);
+    // Shift and rotate the number.
+    return μ + eθ * z;
+  }
+};