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Diffstat (limited to 'absl/base/internal/exponential_biased.cc')
-rw-r--r-- | absl/base/internal/exponential_biased.cc | 84 |
1 files changed, 84 insertions, 0 deletions
diff --git a/absl/base/internal/exponential_biased.cc b/absl/base/internal/exponential_biased.cc new file mode 100644 index 000000000000..d7ffd184e968 --- /dev/null +++ b/absl/base/internal/exponential_biased.cc @@ -0,0 +1,84 @@ +// Copyright 2019 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. + +#include "absl/base/internal/exponential_biased.h" + +#include <stdint.h> + +#include <atomic> +#include <cmath> +#include <limits> + +#include "absl/base/attributes.h" +#include "absl/base/optimization.h" + +namespace absl { +namespace base_internal { + +// The algorithm generates a random number between 0 and 1 and applies the +// inverse cumulative distribution function for an exponential. Specifically: +// Let m be the inverse of the sample period, then the probability +// distribution function is m*exp(-mx) so the CDF is +// p = 1 - exp(-mx), so +// q = 1 - p = exp(-mx) +// log_e(q) = -mx +// -log_e(q)/m = x +// log_2(q) * (-log_e(2) * 1/m) = x +// In the code, q is actually in the range 1 to 2**26, hence the -26 below +int64_t ExponentialBiased::Get(int64_t mean) { + if (ABSL_PREDICT_FALSE(!initialized_)) { + Initialize(); + } + + uint64_t rng = NextRandom(rng_); + rng_ = rng; + + // Take the top 26 bits as the random number + // (This plus the 1<<58 sampling bound give a max possible step of + // 5194297183973780480 bytes.) + // The uint32_t cast is to prevent a (hard-to-reproduce) NAN + // under piii debug for some binaries. + double q = static_cast<uint32_t>(rng >> (kPrngNumBits - 26)) + 1.0; + // Put the computed p-value through the CDF of a geometric. + double interval = (std::log2(q) - 26) * (-std::log(2.0) * mean); + // Very large values of interval overflow int64_t. To avoid that, we will cheat + // and clamp any huge values to (int64_t max)/2. This is a potential source of + // bias, but the mean would need to be such a large value that it's not likely + // to come up. For example, with a mean of 1e18, the probability of hitting + // this condition is about 1/1000. For a mean of 1e17, standard calculators + // claim that this event won't happen. + if (interval > static_cast<double>(std::numeric_limits<int64_t>::max() / 2)) { + return std::numeric_limits<int64_t>::max() / 2; + } + + return static_cast<int64_t>(interval); +} + +void ExponentialBiased::Initialize() { + // We don't get well distributed numbers from `this` so we call NextRandom() a + // bunch to mush the bits around. We use a global_rand to handle the case + // where the same thread (by memory address) gets created and destroyed + // repeatedly. + ABSL_CONST_INIT static std::atomic<uint32_t> global_rand(0); + uint64_t r = reinterpret_cast<uint64_t>(this) + + global_rand.fetch_add(1, std::memory_order_relaxed); + for (int i = 0; i < 20; ++i) { + r = NextRandom(r); + } + rng_ = r; + initialized_ = true; +} + +} // namespace base_internal +} // namespace absl |