about summary refs log tree commit diff
path: root/third_party/abseil_cpp/absl/random/beta_distribution.h
diff options
context:
space:
mode:
Diffstat (limited to 'third_party/abseil_cpp/absl/random/beta_distribution.h')
-rw-r--r--third_party/abseil_cpp/absl/random/beta_distribution.h427
1 files changed, 0 insertions, 427 deletions
diff --git a/third_party/abseil_cpp/absl/random/beta_distribution.h b/third_party/abseil_cpp/absl/random/beta_distribution.h
deleted file mode 100644
index c154066fb813..000000000000
--- a/third_party/abseil_cpp/absl/random/beta_distribution.h
+++ /dev/null
@@ -1,427 +0,0 @@
-// 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_BETA_DISTRIBUTION_H_
-#define ABSL_RANDOM_BETA_DISTRIBUTION_H_
-
-#include <cassert>
-#include <cmath>
-#include <istream>
-#include <limits>
-#include <ostream>
-#include <type_traits>
-
-#include "absl/meta/type_traits.h"
-#include "absl/random/internal/fast_uniform_bits.h"
-#include "absl/random/internal/fastmath.h"
-#include "absl/random/internal/generate_real.h"
-#include "absl/random/internal/iostream_state_saver.h"
-
-namespace absl {
-ABSL_NAMESPACE_BEGIN
-
-// absl::beta_distribution:
-// Generate a floating-point variate conforming to a Beta distribution:
-//   pdf(x) \propto x^(alpha-1) * (1-x)^(beta-1),
-// where the params alpha and beta are both strictly positive real values.
-//
-// The support is the open interval (0, 1), but the return value might be equal
-// to 0 or 1, due to numerical errors when alpha and beta are very different.
-//
-// Usage note: One usage is that alpha and beta are counts of number of
-// successes and failures. When the total number of trials are large, consider
-// approximating a beta distribution with a Gaussian distribution with the same
-// mean and variance. One could use the skewness, which depends only on the
-// smaller of alpha and beta when the number of trials are sufficiently large,
-// to quantify how far a beta distribution is from the normal distribution.
-template <typename RealType = double>
-class beta_distribution {
- public:
-  using result_type = RealType;
-
-  class param_type {
-   public:
-    using distribution_type = beta_distribution;
-
-    explicit param_type(result_type alpha, result_type beta)
-        : alpha_(alpha), beta_(beta) {
-      assert(alpha >= 0);
-      assert(beta >= 0);
-      assert(alpha <= (std::numeric_limits<result_type>::max)());
-      assert(beta <= (std::numeric_limits<result_type>::max)());
-      if (alpha == 0 || beta == 0) {
-        method_ = DEGENERATE_SMALL;
-        x_ = (alpha >= beta) ? 1 : 0;
-        return;
-      }
-      // a_ = min(beta, alpha), b_ = max(beta, alpha).
-      if (beta < alpha) {
-        inverted_ = true;
-        a_ = beta;
-        b_ = alpha;
-      } else {
-        inverted_ = false;
-        a_ = alpha;
-        b_ = beta;
-      }
-      if (a_ <= 1 && b_ >= ThresholdForLargeA()) {
-        method_ = DEGENERATE_SMALL;
-        x_ = inverted_ ? result_type(1) : result_type(0);
-        return;
-      }
-      // For threshold values, see also:
-      // Evaluation of Beta Generation Algorithms, Ying-Chao Hung, et. al.
-      // February, 2009.
-      if ((b_ < 1.0 && a_ + b_ <= 1.2) || a_ <= ThresholdForSmallA()) {
-        // Choose Joehnk over Cheng when it's faster or when Cheng encounters
-        // numerical issues.
-        method_ = JOEHNK;
-        a_ = result_type(1) / alpha_;
-        b_ = result_type(1) / beta_;
-        if (std::isinf(a_) || std::isinf(b_)) {
-          method_ = DEGENERATE_SMALL;
-          x_ = inverted_ ? result_type(1) : result_type(0);
-        }
-        return;
-      }
-      if (a_ >= ThresholdForLargeA()) {
-        method_ = DEGENERATE_LARGE;
-        // Note: on PPC for long double, evaluating
-        // `std::numeric_limits::max() / ThresholdForLargeA` results in NaN.
-        result_type r = a_ / b_;
-        x_ = (inverted_ ? result_type(1) : r) / (1 + r);
-        return;
-      }
-      x_ = a_ + b_;
-      log_x_ = std::log(x_);
-      if (a_ <= 1) {
-        method_ = CHENG_BA;
-        y_ = result_type(1) / a_;
-        gamma_ = a_ + a_;
-        return;
-      }
-      method_ = CHENG_BB;
-      result_type r = (a_ - 1) / (b_ - 1);
-      y_ = std::sqrt((1 + r) / (b_ * r * 2 - r + 1));
-      gamma_ = a_ + result_type(1) / y_;
-    }
-
-    result_type alpha() const { return alpha_; }
-    result_type beta() const { return beta_; }
-
-    friend bool operator==(const param_type& a, const param_type& b) {
-      return a.alpha_ == b.alpha_ && a.beta_ == b.beta_;
-    }
-
-    friend bool operator!=(const param_type& a, const param_type& b) {
-      return !(a == b);
-    }
-
-   private:
-    friend class beta_distribution;
-
-#ifdef _MSC_VER
-    // MSVC does not have constexpr implementations for std::log and std::exp
-    // so they are computed at runtime.
-#define ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR
-#else
-#define ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR constexpr
-#endif
-
-    // The threshold for whether std::exp(1/a) is finite.
-    // Note that this value is quite large, and a smaller a_ is NOT abnormal.
-    static ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR result_type
-    ThresholdForSmallA() {
-      return result_type(1) /
-             std::log((std::numeric_limits<result_type>::max)());
-    }
-
-    // The threshold for whether a * std::log(a) is finite.
-    static ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR result_type
-    ThresholdForLargeA() {
-      return std::exp(
-          std::log((std::numeric_limits<result_type>::max)()) -
-          std::log(std::log((std::numeric_limits<result_type>::max)())) -
-          ThresholdPadding());
-    }
-
-#undef ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR
-
-    // Pad the threshold for large A for long double on PPC. This is done via a
-    // template specialization below.
-    static constexpr result_type ThresholdPadding() { return 0; }
-
-    enum Method {
-      JOEHNK,    // Uses algorithm Joehnk
-      CHENG_BA,  // Uses algorithm BA in Cheng
-      CHENG_BB,  // Uses algorithm BB in Cheng
-
-      // Note: See also:
-      //   Hung et al. Evaluation of beta generation algorithms. Communications
-      //   in Statistics-Simulation and Computation 38.4 (2009): 750-770.
-      // especially:
-      //   Zechner, Heinz, and Ernst Stadlober. Generating beta variates via
-      //   patchwork rejection. Computing 50.1 (1993): 1-18.
-
-      DEGENERATE_SMALL,  // a_ is abnormally small.
-      DEGENERATE_LARGE,  // a_ is abnormally large.
-    };
-
-    result_type alpha_;
-    result_type beta_;
-
-    result_type a_;  // the smaller of {alpha, beta}, or 1.0/alpha_ in JOEHNK
-    result_type b_;  // the larger of {alpha, beta}, or 1.0/beta_ in JOEHNK
-    result_type x_;  // alpha + beta, or the result in degenerate cases
-    result_type log_x_;  // log(x_)
-    result_type y_;      // "beta" in Cheng
-    result_type gamma_;  // "gamma" in Cheng
-
-    Method method_;
-
-    // Placing this last for optimal alignment.
-    // Whether alpha_ != a_, i.e. true iff alpha_ > beta_.
-    bool inverted_;
-
-    static_assert(std::is_floating_point<RealType>::value,
-                  "Class-template absl::beta_distribution<> must be "
-                  "parameterized using a floating-point type.");
-  };
-
-  beta_distribution() : beta_distribution(1) {}
-
-  explicit beta_distribution(result_type alpha, result_type beta = 1)
-      : param_(alpha, beta) {}
-
-  explicit beta_distribution(const param_type& p) : param_(p) {}
-
-  void reset() {}
-
-  // Generating functions
-  template <typename URBG>
-  result_type operator()(URBG& g) {  // NOLINT(runtime/references)
-    return (*this)(g, param_);
-  }
-
-  template <typename URBG>
-  result_type operator()(URBG& g,  // NOLINT(runtime/references)
-                         const param_type& p);
-
-  param_type param() const { return param_; }
-  void param(const param_type& p) { param_ = p; }
-
-  result_type(min)() const { return 0; }
-  result_type(max)() const { return 1; }
-
-  result_type alpha() const { return param_.alpha(); }
-  result_type beta() const { return param_.beta(); }
-
-  friend bool operator==(const beta_distribution& a,
-                         const beta_distribution& b) {
-    return a.param_ == b.param_;
-  }
-  friend bool operator!=(const beta_distribution& a,
-                         const beta_distribution& b) {
-    return a.param_ != b.param_;
-  }
-
- private:
-  template <typename URBG>
-  result_type AlgorithmJoehnk(URBG& g,  // NOLINT(runtime/references)
-                              const param_type& p);
-
-  template <typename URBG>
-  result_type AlgorithmCheng(URBG& g,  // NOLINT(runtime/references)
-                             const param_type& p);
-
-  template <typename URBG>
-  result_type DegenerateCase(URBG& g,  // NOLINT(runtime/references)
-                             const param_type& p) {
-    if (p.method_ == param_type::DEGENERATE_SMALL && p.alpha_ == p.beta_) {
-      // Returns 0 or 1 with equal probability.
-      random_internal::FastUniformBits<uint8_t> fast_u8;
-      return static_cast<result_type>((fast_u8(g) & 0x10) !=
-                                      0);  // pick any single bit.
-    }
-    return p.x_;
-  }
-
-  param_type param_;
-  random_internal::FastUniformBits<uint64_t> fast_u64_;
-};
-
-#if defined(__powerpc64__) || defined(__PPC64__) || defined(__powerpc__) || \
-    defined(__ppc__) || defined(__PPC__)
-// PPC needs a more stringent boundary for long double.
-template <>
-constexpr long double
-beta_distribution<long double>::param_type::ThresholdPadding() {
-  return 10;
-}
-#endif
-
-template <typename RealType>
-template <typename URBG>
-typename beta_distribution<RealType>::result_type
-beta_distribution<RealType>::AlgorithmJoehnk(
-    URBG& g,  // NOLINT(runtime/references)
-    const param_type& p) {
-  using random_internal::GeneratePositiveTag;
-  using random_internal::GenerateRealFromBits;
-  using real_type =
-      absl::conditional_t<std::is_same<RealType, float>::value, float, double>;
-
-  // Based on Joehnk, M. D. Erzeugung von betaverteilten und gammaverteilten
-  // Zufallszahlen. Metrika 8.1 (1964): 5-15.
-  // This method is described in Knuth, Vol 2 (Third Edition), pp 134.
-
-  result_type u, v, x, y, z;
-  for (;;) {
-    u = GenerateRealFromBits<real_type, GeneratePositiveTag, false>(
-        fast_u64_(g));
-    v = GenerateRealFromBits<real_type, GeneratePositiveTag, false>(
-        fast_u64_(g));
-
-    // Direct method. std::pow is slow for float, so rely on the optimizer to
-    // remove the std::pow() path for that case.
-    if (!std::is_same<float, result_type>::value) {
-      x = std::pow(u, p.a_);
-      y = std::pow(v, p.b_);
-      z = x + y;
-      if (z > 1) {
-        // Reject if and only if `x + y > 1.0`
-        continue;
-      }
-      if (z > 0) {
-        // When both alpha and beta are small, x and y are both close to 0, so
-        // divide by (x+y) directly may result in nan.
-        return x / z;
-      }
-    }
-
-    // Log transform.
-    // x = log( pow(u, p.a_) ), y = log( pow(v, p.b_) )
-    // since u, v <= 1.0,  x, y < 0.
-    x = std::log(u) * p.a_;
-    y = std::log(v) * p.b_;
-    if (!std::isfinite(x) || !std::isfinite(y)) {
-      continue;
-    }
-    // z = log( pow(u, a) + pow(v, b) )
-    z = x > y ? (x + std::log(1 + std::exp(y - x)))
-              : (y + std::log(1 + std::exp(x - y)));
-    // Reject iff log(x+y) > 0.
-    if (z > 0) {
-      continue;
-    }
-    return std::exp(x - z);
-  }
-}
-
-template <typename RealType>
-template <typename URBG>
-typename beta_distribution<RealType>::result_type
-beta_distribution<RealType>::AlgorithmCheng(
-    URBG& g,  // NOLINT(runtime/references)
-    const param_type& p) {
-  using random_internal::GeneratePositiveTag;
-  using random_internal::GenerateRealFromBits;
-  using real_type =
-      absl::conditional_t<std::is_same<RealType, float>::value, float, double>;
-
-  // Based on Cheng, Russell CH. Generating beta variates with nonintegral
-  // shape parameters. Communications of the ACM 21.4 (1978): 317-322.
-  // (https://dl.acm.org/citation.cfm?id=359482).
-  static constexpr result_type kLogFour =
-      result_type(1.3862943611198906188344642429163531361);  // log(4)
-  static constexpr result_type kS =
-      result_type(2.6094379124341003746007593332261876);  // 1+log(5)
-
-  const bool use_algorithm_ba = (p.method_ == param_type::CHENG_BA);
-  result_type u1, u2, v, w, z, r, s, t, bw_inv, lhs;
-  for (;;) {
-    u1 = GenerateRealFromBits<real_type, GeneratePositiveTag, false>(
-        fast_u64_(g));
-    u2 = GenerateRealFromBits<real_type, GeneratePositiveTag, false>(
-        fast_u64_(g));
-    v = p.y_ * std::log(u1 / (1 - u1));
-    w = p.a_ * std::exp(v);
-    bw_inv = result_type(1) / (p.b_ + w);
-    r = p.gamma_ * v - kLogFour;
-    s = p.a_ + r - w;
-    z = u1 * u1 * u2;
-    if (!use_algorithm_ba && s + kS >= 5 * z) {
-      break;
-    }
-    t = std::log(z);
-    if (!use_algorithm_ba && s >= t) {
-      break;
-    }
-    lhs = p.x_ * (p.log_x_ + std::log(bw_inv)) + r;
-    if (lhs >= t) {
-      break;
-    }
-  }
-  return p.inverted_ ? (1 - w * bw_inv) : w * bw_inv;
-}
-
-template <typename RealType>
-template <typename URBG>
-typename beta_distribution<RealType>::result_type
-beta_distribution<RealType>::operator()(URBG& g,  // NOLINT(runtime/references)
-                                        const param_type& p) {
-  switch (p.method_) {
-    case param_type::JOEHNK:
-      return AlgorithmJoehnk(g, p);
-    case param_type::CHENG_BA:
-      ABSL_FALLTHROUGH_INTENDED;
-    case param_type::CHENG_BB:
-      return AlgorithmCheng(g, p);
-    default:
-      return DegenerateCase(g, p);
-  }
-}
-
-template <typename CharT, typename Traits, typename RealType>
-std::basic_ostream<CharT, Traits>& operator<<(
-    std::basic_ostream<CharT, Traits>& os,  // NOLINT(runtime/references)
-    const beta_distribution<RealType>& x) {
-  auto saver = random_internal::make_ostream_state_saver(os);
-  os.precision(random_internal::stream_precision_helper<RealType>::kPrecision);
-  os << x.alpha() << os.fill() << x.beta();
-  return os;
-}
-
-template <typename CharT, typename Traits, typename RealType>
-std::basic_istream<CharT, Traits>& operator>>(
-    std::basic_istream<CharT, Traits>& is,  // NOLINT(runtime/references)
-    beta_distribution<RealType>& x) {       // NOLINT(runtime/references)
-  using result_type = typename beta_distribution<RealType>::result_type;
-  using param_type = typename beta_distribution<RealType>::param_type;
-  result_type alpha, beta;
-
-  auto saver = random_internal::make_istream_state_saver(is);
-  alpha = random_internal::read_floating_point<result_type>(is);
-  if (is.fail()) return is;
-  beta = random_internal::read_floating_point<result_type>(is);
-  if (!is.fail()) {
-    x.param(param_type(alpha, beta));
-  }
-  return is;
-}
-
-ABSL_NAMESPACE_END
-}  // namespace absl
-
-#endif  // ABSL_RANDOM_BETA_DISTRIBUTION_H_