From 1c79cff86e5cfae48e00184842101a9678b89903 Mon Sep 17 00:00:00 2001
From: Jaron Kent-Dobias <jaron@kent-dobias.com>
Date: Tue, 5 Jan 2021 10:59:51 +0100
Subject: Lots of work, refactoring.

---
 complex_normal.hpp | 26 ++++++++++++++++++++++++++
 1 file changed, 26 insertions(+)
 create mode 100644 complex_normal.hpp

(limited to 'complex_normal.hpp')

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;
+  }
+};
-- 
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