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- // 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 Y_ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
- #define Y_ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
- #include <cstdint>
- #include <istream>
- #include <limits>
- #include "y_absl/base/optimization.h"
- #include "y_absl/random/internal/fast_uniform_bits.h"
- #include "y_absl/random/internal/iostream_state_saver.h"
- namespace y_absl {
- Y_ABSL_NAMESPACE_BEGIN
- // y_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 casting explicitly 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 convert to
- // unsigned (which is a no-op).
- const uint64_t c = static_cast<uint64_t>(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 (Y_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;
- }
- }
- Y_ABSL_NAMESPACE_END
- } // namespace y_absl
- #endif // Y_ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
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