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author | Abseil Team <absl-team@google.com> | 2019-06-21T20·11-0700 |
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committer | Gennadiy Rozental <rogeeff@google.com> | 2019-06-21T20·18-0400 |
commit | e9324d926a9189e222741fce6e676f0944661a72 (patch) | |
tree | a08568a709940c376454da34c9d8aac021378e5f /absl/random/bernoulli_distribution.h | |
parent | 43ef2148c0936ebf7cb4be6b19927a9d9d145b8f (diff) |
Export of internal Abseil changes.
-- 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 254454546 -- ff8f9bafaefc26d451f576ea4a06d150aed63f6f by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254451562 -- deefc5b651b479ce36f0b4ef203e119c0c8936f2 by CJ Johnson <johnsoncj@google.com>: Account for subtracting unsigned values from the size of InlinedVector PiperOrigin-RevId: 254450625 -- 3c677316a27bcadc17e41957c809ca472d5fef14 by Andy Soffer <asoffer@google.com>: Add C++17's std::make_from_tuple to absl/utility/utility.h PiperOrigin-RevId: 254411573 -- 4ee3536a918830eeec402a28fc31a62c7c90b940 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for the rest of the InlinedVector public API PiperOrigin-RevId: 254408378 -- e5a21a00700ee83498ff1efbf649169756463ee4 by CJ Johnson <johnsoncj@google.com>: Updates the definition of InlinedVector::shrink_to_fit() to be exception safe and adds exception safety tests for it. PiperOrigin-RevId: 254401387 -- 2ea82e72b86d82d78b4e4712a63a55981b53c64b by Laramie Leavitt <lar@google.com>: Use absl::InsecureBitGen in place of std::mt19937 in tests absl/random/...distribution_test.cc PiperOrigin-RevId: 254289444 -- fa099e02c413a7ffda732415e8105cad26a90337 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254286334 -- ce34b7f36933b30cfa35b9c9a5697a792b5666e4 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254273059 -- 6f9c473da7c2090c2e85a37c5f00622e8a912a89 by Jorg Brown <jorg@google.com>: Change absl::container_internal::CompressedTuple to instantiate its internal Storage class with the name of the type it's holding, rather than the name of the Tuple. This is not an externally-visible change, other than less compiler memory is used and less debug information is generated. PiperOrigin-RevId: 254269285 -- 8bd3c186bf2fc0c55d8a2dd6f28a5327502c9fba by Andy Soffer <asoffer@google.com>: Adding short-hand IntervalClosed for IntervalClosedClosed and IntervalOpen for IntervalOpenOpen. PiperOrigin-RevId: 254252419 -- ea957f99b6a04fccd42aa05605605f3b44b1ecfd by Abseil Team <absl-team@google.com>: Do not directly use __SIZEOF_INT128__. In order to avoid linker errors when building with clang-cl (__fixunsdfti, __udivti3 and __fixunssfti are undefined), this CL uses ABSL_HAVE_INTRINSIC_INT128 which is not defined for clang-cl. PiperOrigin-RevId: 254250739 -- 89ab385cd26b34d64130bce856253aaba96d2345 by Andy Soffer <asoffer@google.com>: Internal changes PiperOrigin-RevId: 254242321 -- cffc793d93eca6d6bdf7de733847b6ab4a255ae9 by CJ Johnson <johnsoncj@google.com>: Adds benchmark for InlinedVector::reserve(size_type) PiperOrigin-RevId: 254199226 -- c90c7a9fa3c8f0c9d5114036979548b055ea2f2a by Gennadiy Rozental <rogeeff@google.com>: Import of CCTZ from GitHub. PiperOrigin-RevId: 254072387 -- c4c388beae016c9570ab54ffa1d52660e4a85b7b by Laramie Leavitt <lar@google.com>: Internal cleanup. PiperOrigin-RevId: 254062381 -- d3c992e221cc74e5372d0c8fa410170b6a43c062 by Tom Manshreck <shreck@google.com>: Update distributions.h to Abseil standards PiperOrigin-RevId: 254054946 -- d15ad0035c34ef11b14fadc5a4a2d3ec415f5518 by CJ Johnson <johnsoncj@google.com>: Removes functions with only one caller from the implementation details of InlinedVector by manually inlining the definitions PiperOrigin-RevId: 254005427 -- 2f37e807efc3a8ef1f4b539bdd379917d4151520 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253999861 -- 24ed1694b6430791d781ed533a8f8ccf6cac5856 by CJ Johnson <johnsoncj@google.com>: Updates the definition of InlinedVector::assign(...)/InlinedVector::operator=(...) to new, exception-safe implementations with exception safety tests to boot PiperOrigin-RevId: 253993691 -- 5613d95f5a7e34a535cfaeadce801441e990843e by CJ Johnson <johnsoncj@google.com>: Adds benchmarks for InlinedVector::shrink_to_fit() PiperOrigin-RevId: 253989647 -- 2a96ddfdac40bbb8cb6a7f1aeab90917067c6e63 by Abseil Team <absl-team@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253927497 -- bf1aff8fc9ffa921ad74643e9525ecf25b0d8dc1 by Andy Soffer <asoffer@google.com>: Initial release of Abseil Random PiperOrigin-RevId: 253920512 -- bfc03f4a3dcda3cf3a4b84bdb84cda24e3394f41 by Laramie Leavitt <lar@google.com>: Internal change. PiperOrigin-RevId: 253886486 -- 05036cfcc078ca7c5f581a00dfb0daed568cbb69 by Eric Fiselier <ericwf@google.com>: Don't include `winsock2.h` because it drags in `windows.h` and friends, and they define awful macros like OPAQUE, ERROR, and more. This has the potential to break abseil users. Instead we only forward declare `timeval` and require Windows users include `winsock2.h` themselves. This is both inconsistent and poor QoI, but so including 'windows.h' is bad too. PiperOrigin-RevId: 253852615 GitOrigin-RevId: 7a6ff16a85beb730c172d5d25cf1b5e1be885c56 Change-Id: Icd6aff87da26f29ec8915da856f051129987cef6
Diffstat (limited to 'absl/random/bernoulli_distribution.h')
-rw-r--r-- | absl/random/bernoulli_distribution.h | 198 |
1 files changed, 198 insertions, 0 deletions
diff --git a/absl/random/bernoulli_distribution.h b/absl/random/bernoulli_distribution.h new file mode 100644 index 000000000000..326fcb6e012d --- /dev/null +++ b/absl/random/bernoulli_distribution.h @@ -0,0 +1,198 @@ +// Copyright 2017 The Abseil Authors. +// +// Licensed under the Apache License, Version 2.0 (the "License"); +// you may not use this file except in compliance with the License. +// You may obtain a copy of the License at +// +// https://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, software +// distributed under the License is distributed on an "AS IS" BASIS, +// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +// See the License for the specific language governing permissions and +// limitations under the License. + +#ifndef ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_ +#define ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_ + +#include <cstdint> +#include <istream> +#include <limits> + +#include "absl/base/optimization.h" +#include "absl/random/internal/fast_uniform_bits.h" +#include "absl/random/internal/iostream_state_saver.h" + +namespace absl { + +// absl::bernoulli_distribution is a drop in replacement for +// std::bernoulli_distribution. It guarantees that (given a perfect +// UniformRandomBitGenerator) the acceptance probability is *exactly* equal to +// the given double. +// +// The implementation assumes that double is IEEE754 +class bernoulli_distribution { + public: + using result_type = bool; + + class param_type { + public: + using distribution_type = bernoulli_distribution; + + explicit param_type(double p = 0.5) : prob_(p) { + assert(p >= 0.0 && p <= 1.0); + } + + double p() const { return prob_; } + + friend bool operator==(const param_type& p1, const param_type& p2) { + return p1.p() == p2.p(); + } + friend bool operator!=(const param_type& p1, const param_type& p2) { + return p1.p() != p2.p(); + } + + private: + double prob_; + }; + + bernoulli_distribution() : bernoulli_distribution(0.5) {} + + explicit bernoulli_distribution(double p) : param_(p) {} + + explicit bernoulli_distribution(param_type p) : param_(p) {} + + // no-op + void reset() {} + + template <typename URBG> + bool operator()(URBG& g) { // NOLINT(runtime/references) + return Generate(param_.p(), g); + } + + template <typename URBG> + bool operator()(URBG& g, // NOLINT(runtime/references) + const param_type& param) { + return Generate(param.p(), g); + } + + param_type param() const { return param_; } + void param(const param_type& param) { param_ = param; } + + double p() const { return param_.p(); } + + result_type(min)() const { return false; } + result_type(max)() const { return true; } + + friend bool operator==(const bernoulli_distribution& d1, + const bernoulli_distribution& d2) { + return d1.param_ == d2.param_; + } + + friend bool operator!=(const bernoulli_distribution& d1, + const bernoulli_distribution& d2) { + return d1.param_ != d2.param_; + } + + private: + static constexpr uint64_t kP32 = static_cast<uint64_t>(1) << 32; + + template <typename URBG> + static bool Generate(double p, URBG& g); // NOLINT(runtime/references) + + param_type param_; +}; + +template <typename CharT, typename Traits> +std::basic_ostream<CharT, Traits>& operator<<( + std::basic_ostream<CharT, Traits>& os, // NOLINT(runtime/references) + const bernoulli_distribution& x) { + auto saver = random_internal::make_ostream_state_saver(os); + os.precision(random_internal::stream_precision_helper<double>::kPrecision); + os << x.p(); + return os; +} + +template <typename CharT, typename Traits> +std::basic_istream<CharT, Traits>& operator>>( + std::basic_istream<CharT, Traits>& is, // NOLINT(runtime/references) + bernoulli_distribution& x) { // NOLINT(runtime/references) + auto saver = random_internal::make_istream_state_saver(is); + auto p = random_internal::read_floating_point<double>(is); + if (!is.fail()) { + x.param(bernoulli_distribution::param_type(p)); + } + return is; +} + +template <typename URBG> +bool bernoulli_distribution::Generate(double p, + URBG& g) { // NOLINT(runtime/references) + random_internal::FastUniformBits<uint32_t> fast_u32; + + while (true) { + // There are two aspects of the definition of `c` below that are worth + // commenting on. First, because `p` is in the range [0, 1], `c` is in the + // range [0, 2^32] which does not fit in a uint32_t and therefore requires + // 64 bits. + // + // Second, `c` is constructed by first casting explicitly to a signed + // integer and then converting implicitly to an unsigned integer of the same + // size. This is done because the hardware conversion instructions produce + // signed integers from double; if taken as a uint64_t the conversion would + // be wrong for doubles greater than 2^63 (not relevant in this use-case). + // If converted directly to an unsigned integer, the compiler would end up + // emitting code to handle such large values that are not relevant due to + // the known bounds on `c`. To avoid these extra instructions this + // implementation converts first to the signed type and then use the + // implicit conversion to unsigned (which is a no-op). + const uint64_t c = static_cast<int64_t>(p * kP32); + const uint32_t v = fast_u32(g); + // FAST PATH: this path fails with probability 1/2^32. Note that simply + // returning v <= c would approximate P very well (up to an absolute error + // of 1/2^32); the slow path (taken in that range of possible error, in the + // case of equality) eliminates the remaining error. + if (ABSL_PREDICT_TRUE(v != c)) return v < c; + + // It is guaranteed that `q` is strictly less than 1, because if `q` were + // greater than or equal to 1, the same would be true for `p`. Certainly `p` + // cannot be greater than 1, and if `p == 1`, then the fast path would + // necessary have been taken already. + const double q = static_cast<double>(c) / kP32; + + // The probability of acceptance on the fast path is `q` and so the + // probability of acceptance here should be `p - q`. + // + // Note that `q` is obtained from `p` via some shifts and conversions, the + // upshot of which is that `q` is simply `p` with some of the + // least-significant bits of its mantissa set to zero. This means that the + // difference `p - q` will not have any rounding errors. To see why, pretend + // that double has 10 bits of resolution and q is obtained from `p` in such + // a way that the 4 least-significant bits of its mantissa are set to zero. + // For example: + // p = 1.1100111011 * 2^-1 + // q = 1.1100110000 * 2^-1 + // p - q = 1.011 * 2^-8 + // The difference `p - q` has exactly the nonzero mantissa bits that were + // "lost" in `q` producing a number which is certainly representable in a + // double. + const double left = p - q; + + // By construction, the probability of being on this slow path is 1/2^32, so + // P(accept in slow path) = P(accept| in slow path) * P(slow path), + // which means the probability of acceptance here is `1 / (left * kP32)`: + const double here = left * kP32; + + // The simplest way to compute the result of this trial is to repeat the + // whole algorithm with the new probability. This terminates because even + // given arbitrarily unfriendly "random" bits, each iteration either + // multiplies a tiny probability by 2^32 (if c == 0) or strips off some + // number of nonzero mantissa bits. That process is bounded. + if (here == 0) return false; + p = here; + } +} + +} // namespace absl + +#endif // ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_ |