diff options
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/distributions.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/distributions.h')
-rw-r--r-- | absl/random/distributions.h | 442 |
1 files changed, 442 insertions, 0 deletions
diff --git a/absl/random/distributions.h b/absl/random/distributions.h new file mode 100644 index 000000000000..c37b7347fd6e --- /dev/null +++ b/absl/random/distributions.h @@ -0,0 +1,442 @@ +// 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. +// +// ----------------------------------------------------------------------------- +// File: distributions.h +// ----------------------------------------------------------------------------- +// +// This header defines functions representing distributions, which you use in +// combination with an Abseil random bit generator to produce random values +// according to the rules of that distribution. +// +// The Abseil random library defines the following distributions within this +// file: +// +// * `absl::Uniform` for uniform (constant) distributions having constant +// probability +// * `absl::Bernoulli` for discrete distributions having exactly two outcomes +// * `absl::Beta` for continuous distributions parameterized through two +// free parameters +// * `absl::Exponential` for discrete distributions of events occurring +// continuously and independently at a constant average rate +// * `absl::Gaussian` (also known as "normal distributions") for continuous +// distributions using an associated quadratic function +// * `absl::LogUniform` for continuous uniform distributions where the log +// to the given base of all values is uniform +// * `absl::Poisson` for discrete probability distributions that express the +// probability of a given number of events occurring within a fixed interval +// * `absl::Zipf` for discrete probability distributions commonly used for +// modelling of rare events +// +// Prefer use of these distribution function classes over manual construction of +// your own distribution classes, as it allows library maintainers greater +// flexibility to change the underlying implementation in the future. + +#ifndef ABSL_RANDOM_DISTRIBUTIONS_H_ +#define ABSL_RANDOM_DISTRIBUTIONS_H_ + +#include <algorithm> +#include <cmath> +#include <limits> +#include <random> +#include <type_traits> + +#include "absl/base/internal/inline_variable.h" +#include "absl/random/bernoulli_distribution.h" +#include "absl/random/beta_distribution.h" +#include "absl/random/distribution_format_traits.h" +#include "absl/random/exponential_distribution.h" +#include "absl/random/gaussian_distribution.h" +#include "absl/random/internal/distributions.h" // IWYU pragma: export +#include "absl/random/internal/uniform_helper.h" // IWYU pragma: export +#include "absl/random/log_uniform_int_distribution.h" +#include "absl/random/poisson_distribution.h" +#include "absl/random/uniform_int_distribution.h" +#include "absl/random/uniform_real_distribution.h" +#include "absl/random/zipf_distribution.h" + +namespace absl { + +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalClosedClosedT, + IntervalClosedClosed, {}); +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalClosedClosedT, + IntervalClosed, {}); +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalClosedOpenT, + IntervalClosedOpen, {}); +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalOpenOpenT, + IntervalOpenOpen, {}); +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalOpenOpenT, + IntervalOpen, {}); +ABSL_INTERNAL_INLINE_CONSTEXPR(random_internal::IntervalOpenClosedT, + IntervalOpenClosed, {}); + +// ----------------------------------------------------------------------------- +// absl::Uniform<T>(tag, bitgen, lo, hi) +// ----------------------------------------------------------------------------- +// +// `absl::Uniform()` produces random values of type `T` uniformly distributed in +// a defined interval {lo, hi}. The interval `tag` defines the type of interval +// which should be one of the following possible values: +// +// * `absl::IntervalOpenOpen` +// * `absl::IntervalOpenClosed` +// * `absl::IntervalClosedOpen` +// * `absl::IntervalClosedClosed` +// +// where "open" refers to an exclusive value (excluded) from the output, while +// "closed" refers to an inclusive value (included) from the output. +// +// In the absence of an explicit return type `T`, `absl::Uniform()` will deduce +// the return type based on the provided endpoint arguments {A lo, B hi}. +// Given these endpoints, one of {A, B} will be chosen as the return type, if +// a type can be implicitly converted into the other in a lossless way. The +// lack of any such implcit conversion between {A, B} will produce a +// compile-time error +// +// See https://en.wikipedia.org/wiki/Uniform_distribution_(continuous) +// +// Example: +// +// absl::BitGen bitgen; +// +// // Produce a random float value between 0.0 and 1.0, inclusive +// auto x = absl::Uniform(absl::IntervalClosedClosed, bitgen, 0.0f, 1.0f); +// +// // The most common interval of `absl::IntervalClosedOpen` is available by +// // default: +// +// auto x = absl::Uniform(bitgen, 0.0f, 1.0f); +// +// // Return-types are typically inferred from the arguments, however callers +// // can optionally provide an explicit return-type to the template. +// +// auto x = absl::Uniform<float>(bitgen, 0, 1); +// +template <typename R = void, typename TagType, typename URBG> +typename absl::enable_if_t<!std::is_same<R, void>::value, R> // +Uniform(TagType tag, + URBG&& urbg, // NOLINT(runtime/references) + R lo, R hi) { + using gen_t = absl::decay_t<URBG>; + return random_internal::UniformImpl<R, TagType, gen_t>(tag, urbg, lo, hi); +} + +// absl::Uniform<T>(bitgen, lo, hi) +// +// Overload of `Uniform()` using the default closed-open interval of [lo, hi), +// and returning values of type `T` +template <typename R = void, typename URBG> +typename absl::enable_if_t<!std::is_same<R, void>::value, R> // +Uniform(URBG&& urbg, // NOLINT(runtime/references) + R lo, R hi) { + constexpr auto tag = absl::IntervalClosedOpen; + using tag_t = decltype(tag); + using gen_t = absl::decay_t<URBG>; + + return random_internal::UniformImpl<R, tag_t, gen_t>(tag, urbg, lo, hi); +} + +// absl::Uniform(tag, bitgen, lo, hi) +// +// Overload of `Uniform()` using different (but compatible) lo, hi types. Note +// that a compile-error will result if the return type cannot be deduced +// correctly from the passed types. +template <typename R = void, typename TagType, typename URBG, typename A, + typename B> +typename absl::enable_if_t<std::is_same<R, void>::value, + random_internal::uniform_inferred_return_t<A, B>> +Uniform(TagType tag, + URBG&& urbg, // NOLINT(runtime/references) + A lo, B hi) { + using gen_t = absl::decay_t<URBG>; + using return_t = typename random_internal::uniform_inferred_return_t<A, B>; + + return random_internal::UniformImpl<return_t, TagType, gen_t>(tag, urbg, lo, + hi); +} + +// absl::Uniform(bitgen, lo, hi) +// +// Overload of `Uniform()` using different (but compatible) lo, hi types and the +// default closed-open interval of [lo, hi). Note that a compile-error will +// result if the return type cannot be deduced correctly from the passed types. +template <typename R = void, typename URBG, typename A, typename B> +typename absl::enable_if_t<std::is_same<R, void>::value, + random_internal::uniform_inferred_return_t<A, B>> +Uniform(URBG&& urbg, // NOLINT(runtime/references) + A lo, B hi) { + constexpr auto tag = absl::IntervalClosedOpen; + using tag_t = decltype(tag); + using gen_t = absl::decay_t<URBG>; + using return_t = typename random_internal::uniform_inferred_return_t<A, B>; + + return random_internal::UniformImpl<return_t, tag_t, gen_t>(tag, urbg, lo, + hi); +} + +// absl::Uniform<unsigned T>(bitgen) +// +// Overload of Uniform() using the minimum and maximum values of a given type +// `T` (which must be unsigned), returning a value of type `unsigned T` +template <typename R, typename URBG> +typename absl::enable_if_t<!std::is_signed<R>::value, R> // +Uniform(URBG&& urbg) { // NOLINT(runtime/references) + constexpr auto tag = absl::IntervalClosedClosed; + constexpr auto lo = std::numeric_limits<R>::lowest(); + constexpr auto hi = (std::numeric_limits<R>::max)(); + using tag_t = decltype(tag); + using gen_t = absl::decay_t<URBG>; + + return random_internal::UniformImpl<R, tag_t, gen_t>(tag, urbg, lo, hi); +} + +// ----------------------------------------------------------------------------- +// absl::Bernoulli(bitgen, p) +// ----------------------------------------------------------------------------- +// +// `absl::Bernoulli` produces a random boolean value, with probability `p` +// (where 0.0 <= p <= 1.0) equaling `true`. +// +// Prefer `absl::Bernoulli` to produce boolean values over other alternatives +// such as comparing an `absl::Uniform()` value to a specific output. +// +// See https://en.wikipedia.org/wiki/Bernoulli_distribution +// +// Example: +// +// absl::BitGen bitgen; +// ... +// if (absl::Bernoulli(bitgen, 1.0/3721.0)) { +// std::cout << "Asteroid field navigation successful."; +// } +// +template <typename URBG> +bool Bernoulli(URBG&& urbg, // NOLINT(runtime/references) + double p) { + using gen_t = absl::decay_t<URBG>; + using distribution_t = absl::bernoulli_distribution; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, p); +} + +// ----------------------------------------------------------------------------- +// absl::Beta<T>(bitgen, alpha, beta) +// ----------------------------------------------------------------------------- +// +// `absl::Beta` produces a floating point number distributed in the closed +// interval [0,1] and parameterized by two values `alpha` and `beta` as per a +// Beta distribution. `T` must be a floating point type, but may be inferred +// from the types of `alpha` and `beta`. +// +// See https://en.wikipedia.org/wiki/Beta_distribution. +// +// Example: +// +// absl::BitGen bitgen; +// ... +// double sample = absl::Beta(bitgen, 3.0, 2.0); +// +template <typename RealType, typename URBG> +RealType Beta(URBG&& urbg, // NOLINT(runtime/references) + RealType alpha, RealType beta) { + static_assert( + std::is_floating_point<RealType>::value, + "Template-argument 'RealType' must be a floating-point type, in " + "absl::Beta<RealType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::beta_distribution<RealType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, alpha, beta); +} + +// ----------------------------------------------------------------------------- +// absl::Exponential<T>(bitgen, lambda = 1) +// ----------------------------------------------------------------------------- +// +// `absl::Exponential` produces a floating point number for discrete +// distributions of events occurring continuously and independently at a +// constant average rate. `T` must be a floating point type, but may be inferred +// from the type of `lambda`. +// +// See https://en.wikipedia.org/wiki/Exponential_distribution. +// +// Example: +// +// absl::BitGen bitgen; +// ... +// double call_length = absl::Exponential(bitgen, 7.0); +// +template <typename RealType, typename URBG> +RealType Exponential(URBG&& urbg, // NOLINT(runtime/references) + RealType lambda = 1) { + static_assert( + std::is_floating_point<RealType>::value, + "Template-argument 'RealType' must be a floating-point type, in " + "absl::Exponential<RealType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::exponential_distribution<RealType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, lambda); +} + +// ----------------------------------------------------------------------------- +// absl::Gaussian<T>(bitgen, mean = 0, stddev = 1) +// ----------------------------------------------------------------------------- +// +// `absl::Gaussian` produces a floating point number selected from the Gaussian +// (ie. "Normal") distribution. `T` must be a floating point type, but may be +// inferred from the types of `mean` and `stddev`. +// +// See https://en.wikipedia.org/wiki/Normal_distribution +// +// Example: +// +// absl::BitGen bitgen; +// ... +// double giraffe_height = absl::Gaussian(bitgen, 16.3, 3.3); +// +template <typename RealType, typename URBG> +RealType Gaussian(URBG&& urbg, // NOLINT(runtime/references) + RealType mean = 0, RealType stddev = 1) { + static_assert( + std::is_floating_point<RealType>::value, + "Template-argument 'RealType' must be a floating-point type, in " + "absl::Gaussian<RealType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::gaussian_distribution<RealType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, mean, stddev); +} + +// ----------------------------------------------------------------------------- +// absl::LogUniform<T>(bitgen, lo, hi, base = 2) +// ----------------------------------------------------------------------------- +// +// `absl::LogUniform` produces random values distributed where the log to a +// given base of all values is uniform in a closed interval [lo, hi]. `T` must +// be an integral type, but may be inferred from the types of `lo` and `hi`. +// +// I.e., `LogUniform(0, n, b)` is uniformly distributed across buckets +// [0], [1, b-1], [b, b^2-1] .. [b^(k-1), (b^k)-1] .. [b^floor(log(n, b)), n] +// and is uniformly distributed within each bucket. +// +// The resulting probability density is inversely related to bucket size, though +// values in the final bucket may be more likely than previous values. (In the +// extreme case where n = b^i the final value will be tied with zero as the most +// probable result. +// +// If `lo` is nonzero then this distribution is shifted to the desired interval, +// so LogUniform(lo, hi, b) is equivalent to LogUniform(0, hi-lo, b)+lo. +// +// See http://ecolego.facilia.se/ecolego/show/Log-Uniform%20Distribution +// +// Example: +// +// absl::BitGen bitgen; +// ... +// int v = absl::LogUniform(bitgen, 0, 1000); +// +template <typename IntType, typename URBG> +IntType LogUniform(URBG&& urbg, // NOLINT(runtime/references) + IntType lo, IntType hi, IntType base = 2) { + static_assert(std::is_integral<IntType>::value, + "Template-argument 'IntType' must be an integral type, in " + "absl::LogUniform<IntType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::log_uniform_int_distribution<IntType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, lo, hi, base); +} + +// ----------------------------------------------------------------------------- +// absl::Poisson<T>(bitgen, mean = 1) +// ----------------------------------------------------------------------------- +// +// `absl::Poisson` produces discrete probabilities for a given number of events +// occurring within a fixed interval within the closed interval [0, max]. `T` +// must be an integral type. +// +// See https://en.wikipedia.org/wiki/Poisson_distribution +// +// Example: +// +// absl::BitGen bitgen; +// ... +// int requests_per_minute = absl::Poisson<int>(bitgen, 3.2); +// +template <typename IntType, typename URBG> +IntType Poisson(URBG&& urbg, // NOLINT(runtime/references) + double mean = 1.0) { + static_assert(std::is_integral<IntType>::value, + "Template-argument 'IntType' must be an integral type, in " + "absl::Poisson<IntType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::poisson_distribution<IntType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, mean); +} + +// ----------------------------------------------------------------------------- +// absl::Zipf<T>(bitgen, hi = max, q = 2, v = 1) +// ----------------------------------------------------------------------------- +// +// `absl::Zipf` produces discrete probabilities commonly used for modelling of +// rare events over the closed interval [0, hi]. The parameters `v` and `q` +// determine the skew of the distribution. `T` must be an integral type, but +// may be inferred from the type of `hi`. +// +// See http://mathworld.wolfram.com/ZipfDistribution.html +// +// Example: +// +// absl::BitGen bitgen; +// ... +// int term_rank = absl::Zipf<int>(bitgen); +// +template <typename IntType, typename URBG> +IntType Zipf(URBG&& urbg, // NOLINT(runtime/references) + IntType hi = (std::numeric_limits<IntType>::max)(), double q = 2.0, + double v = 1.0) { + static_assert(std::is_integral<IntType>::value, + "Template-argument 'IntType' must be an integral type, in " + "absl::Zipf<IntType, URBG>(...)"); + + using gen_t = absl::decay_t<URBG>; + using distribution_t = typename absl::zipf_distribution<IntType>; + using format_t = random_internal::DistributionFormatTraits<distribution_t>; + + return random_internal::DistributionCaller<gen_t>::template Call< + distribution_t, format_t>(&urbg, hi, q, v); +} + +} // namespace absl. + +#endif // ABSL_RANDOM_DISTRIBUTIONS_H_ |