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Diffstat (limited to 'absl/base/internal/exponential_biased_test.cc')
-rw-r--r-- | absl/base/internal/exponential_biased_test.cc | 168 |
1 files changed, 168 insertions, 0 deletions
diff --git a/absl/base/internal/exponential_biased_test.cc b/absl/base/internal/exponential_biased_test.cc new file mode 100644 index 000000000000..09b511d14e70 --- /dev/null +++ b/absl/base/internal/exponential_biased_test.cc @@ -0,0 +1,168 @@ +// 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 <stddef.h> + +#include <cmath> +#include <cstdint> +#include <vector> + +#include "gmock/gmock.h" +#include "gtest/gtest.h" +#include "absl/strings/str_cat.h" + +using ::testing::Ge; + +namespace absl { +namespace base_internal { + +MATCHER_P2(IsBetween, a, b, + absl::StrCat(std::string(negation ? "isn't" : "is"), " between ", a, + " and ", b)) { + return a <= arg && arg <= b; +} + +// Tests of the quality of the random numbers generated +// This uses the Anderson Darling test for uniformity. +// See "Evaluating the Anderson-Darling Distribution" by Marsaglia +// for details. + +// Short cut version of ADinf(z), z>0 (from Marsaglia) +// This returns the p-value for Anderson Darling statistic in +// the limit as n-> infinity. For finite n, apply the error fix below. +double AndersonDarlingInf(double z) { + if (z < 2) { + return exp(-1.2337141 / z) / sqrt(z) * + (2.00012 + + (0.247105 - + (0.0649821 - (0.0347962 - (0.011672 - 0.00168691 * z) * z) * z) * + z) * + z); + } + return exp( + -exp(1.0776 - + (2.30695 - + (0.43424 - (0.082433 - (0.008056 - 0.0003146 * z) * z) * z) * z) * + z)); +} + +// Corrects the approximation error in AndersonDarlingInf for small values of n +// Add this to AndersonDarlingInf to get a better approximation +// (from Marsaglia) +double AndersonDarlingErrFix(int n, double x) { + if (x > 0.8) { + return (-130.2137 + + (745.2337 - + (1705.091 - (1950.646 - (1116.360 - 255.7844 * x) * x) * x) * x) * + x) / + n; + } + double cutoff = 0.01265 + 0.1757 / n; + if (x < cutoff) { + double t = x / cutoff; + t = sqrt(t) * (1 - t) * (49 * t - 102); + return t * (0.0037 / (n * n) + 0.00078 / n + 0.00006) / n; + } else { + double t = (x - cutoff) / (0.8 - cutoff); + t = -0.00022633 + + (6.54034 - (14.6538 - (14.458 - (8.259 - 1.91864 * t) * t) * t) * t) * + t; + return t * (0.04213 + 0.01365 / n) / n; + } +} + +// Returns the AndersonDarling p-value given n and the value of the statistic +double AndersonDarlingPValue(int n, double z) { + double ad = AndersonDarlingInf(z); + double errfix = AndersonDarlingErrFix(n, ad); + return ad + errfix; +} + +double AndersonDarlingStatistic(const std::vector<double>& random_sample) { + int n = random_sample.size(); + double ad_sum = 0; + for (int i = 0; i < n; i++) { + ad_sum += (2 * i + 1) * + std::log(random_sample[i] * (1 - random_sample[n - 1 - i])); + } + double ad_statistic = -n - 1 / static_cast<double>(n) * ad_sum; + return ad_statistic; +} + +// Tests if the array of doubles is uniformly distributed. +// Returns the p-value of the Anderson Darling Statistic +// for the given set of sorted random doubles +// See "Evaluating the Anderson-Darling Distribution" by +// Marsaglia and Marsaglia for details. +double AndersonDarlingTest(const std::vector<double>& random_sample) { + double ad_statistic = AndersonDarlingStatistic(random_sample); + double p = AndersonDarlingPValue(random_sample.size(), ad_statistic); + return p; +} + +// Testing that NextRandom generates uniform random numbers. Applies the +// Anderson-Darling test for uniformity +TEST(ExponentialBiasedTest, TestNextRandom) { + for (auto n : std::vector<int>({ + 10, // Check short-range correlation + 100, 1000, + 10000 // Make sure there's no systemic error + })) { + uint64_t x = 1; + // This assumes that the prng returns 48 bit numbers + uint64_t max_prng_value = static_cast<uint64_t>(1) << 48; + // Initialize. + for (int i = 1; i <= 20; i++) { + x = ExponentialBiased::NextRandom(x); + } + std::vector<uint64_t> int_random_sample(n); + // Collect samples + for (int i = 0; i < n; i++) { + int_random_sample[i] = x; + x = ExponentialBiased::NextRandom(x); + } + // First sort them... + std::sort(int_random_sample.begin(), int_random_sample.end()); + std::vector<double> random_sample(n); + // Convert them to uniform randoms (in the range [0,1]) + for (int i = 0; i < n; i++) { + random_sample[i] = + static_cast<double>(int_random_sample[i]) / max_prng_value; + } + // Now compute the Anderson-Darling statistic + double ad_pvalue = AndersonDarlingTest(random_sample); + EXPECT_GT(std::min(ad_pvalue, 1 - ad_pvalue), 0.0001) + << "prng is not uniform: n = " << n << " p = " << ad_pvalue; + } +} + +// The generator needs to be available as a thread_local and as a static +// variable. +TEST(ExponentialBiasedTest, InitializationModes) { + ABSL_CONST_INIT static ExponentialBiased eb_static; + EXPECT_THAT(eb_static.Get(2), Ge(0)); + +#if ABSL_HAVE_THREAD_LOCAL + thread_local ExponentialBiased eb_thread; + EXPECT_THAT(eb_thread.Get(2), Ge(0)); +#endif + + ExponentialBiased eb_stack; + EXPECT_THAT(eb_stack.Get(2), Ge(0)); +} + +} // namespace base_internal +} // namespace absl |