| 1 | // Copyright 2018 Developers of the Rand project. |
| 2 | // |
| 3 | // Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or |
| 4 | // https://www.apache.org/licenses/LICENSE-2.0> or the MIT license |
| 5 | // <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your |
| 6 | // option. This file may not be copied, modified, or distributed |
| 7 | // except according to those terms. |
| 8 | |
| 9 | //! Basic floating-point number distributions |
| 10 | |
| 11 | use crate::distributions::utils::FloatSIMDUtils; |
| 12 | use crate::distributions::{Distribution, Standard}; |
| 13 | use crate::Rng; |
| 14 | use core::mem; |
| 15 | #[cfg (feature = "simd_support" )] use packed_simd::*; |
| 16 | |
| 17 | #[cfg (feature = "serde1" )] |
| 18 | use serde::{Serialize, Deserialize}; |
| 19 | |
| 20 | /// A distribution to sample floating point numbers uniformly in the half-open |
| 21 | /// interval `(0, 1]`, i.e. including 1 but not 0. |
| 22 | /// |
| 23 | /// All values that can be generated are of the form `n * ε/2`. For `f32` |
| 24 | /// the 24 most significant random bits of a `u32` are used and for `f64` the |
| 25 | /// 53 most significant bits of a `u64` are used. The conversion uses the |
| 26 | /// multiplicative method. |
| 27 | /// |
| 28 | /// See also: [`Standard`] which samples from `[0, 1)`, [`Open01`] |
| 29 | /// which samples from `(0, 1)` and [`Uniform`] which samples from arbitrary |
| 30 | /// ranges. |
| 31 | /// |
| 32 | /// # Example |
| 33 | /// ``` |
| 34 | /// use rand::{thread_rng, Rng}; |
| 35 | /// use rand::distributions::OpenClosed01; |
| 36 | /// |
| 37 | /// let val: f32 = thread_rng().sample(OpenClosed01); |
| 38 | /// println!("f32 from (0, 1): {}" , val); |
| 39 | /// ``` |
| 40 | /// |
| 41 | /// [`Standard`]: crate::distributions::Standard |
| 42 | /// [`Open01`]: crate::distributions::Open01 |
| 43 | /// [`Uniform`]: crate::distributions::uniform::Uniform |
| 44 | #[derive (Clone, Copy, Debug)] |
| 45 | #[cfg_attr (feature = "serde1" , derive(Serialize, Deserialize))] |
| 46 | pub struct OpenClosed01; |
| 47 | |
| 48 | /// A distribution to sample floating point numbers uniformly in the open |
| 49 | /// interval `(0, 1)`, i.e. not including either endpoint. |
| 50 | /// |
| 51 | /// All values that can be generated are of the form `n * ε + ε/2`. For `f32` |
| 52 | /// the 23 most significant random bits of an `u32` are used, for `f64` 52 from |
| 53 | /// an `u64`. The conversion uses a transmute-based method. |
| 54 | /// |
| 55 | /// See also: [`Standard`] which samples from `[0, 1)`, [`OpenClosed01`] |
| 56 | /// which samples from `(0, 1]` and [`Uniform`] which samples from arbitrary |
| 57 | /// ranges. |
| 58 | /// |
| 59 | /// # Example |
| 60 | /// ``` |
| 61 | /// use rand::{thread_rng, Rng}; |
| 62 | /// use rand::distributions::Open01; |
| 63 | /// |
| 64 | /// let val: f32 = thread_rng().sample(Open01); |
| 65 | /// println!("f32 from (0, 1): {}" , val); |
| 66 | /// ``` |
| 67 | /// |
| 68 | /// [`Standard`]: crate::distributions::Standard |
| 69 | /// [`OpenClosed01`]: crate::distributions::OpenClosed01 |
| 70 | /// [`Uniform`]: crate::distributions::uniform::Uniform |
| 71 | #[derive (Clone, Copy, Debug)] |
| 72 | #[cfg_attr (feature = "serde1" , derive(Serialize, Deserialize))] |
| 73 | pub struct Open01; |
| 74 | |
| 75 | |
| 76 | // This trait is needed by both this lib and rand_distr hence is a hidden export |
| 77 | #[doc (hidden)] |
| 78 | pub trait IntoFloat { |
| 79 | type F; |
| 80 | |
| 81 | /// Helper method to combine the fraction and a constant exponent into a |
| 82 | /// float. |
| 83 | /// |
| 84 | /// Only the least significant bits of `self` may be set, 23 for `f32` and |
| 85 | /// 52 for `f64`. |
| 86 | /// The resulting value will fall in a range that depends on the exponent. |
| 87 | /// As an example the range with exponent 0 will be |
| 88 | /// [2<sup>0</sup>..2<sup>1</sup>), which is [1..2). |
| 89 | fn into_float_with_exponent(self, exponent: i32) -> Self::F; |
| 90 | } |
| 91 | |
| 92 | macro_rules! float_impls { |
| 93 | ($ty:ident, $uty:ident, $f_scalar:ident, $u_scalar:ty, |
| 94 | $fraction_bits:expr, $exponent_bias:expr) => { |
| 95 | impl IntoFloat for $uty { |
| 96 | type F = $ty; |
| 97 | #[inline(always)] |
| 98 | fn into_float_with_exponent(self, exponent: i32) -> $ty { |
| 99 | // The exponent is encoded using an offset-binary representation |
| 100 | let exponent_bits: $u_scalar = |
| 101 | (($exponent_bias + exponent) as $u_scalar) << $fraction_bits; |
| 102 | $ty::from_bits(self | exponent_bits) |
| 103 | } |
| 104 | } |
| 105 | |
| 106 | impl Distribution<$ty> for Standard { |
| 107 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
| 108 | // Multiply-based method; 24/53 random bits; [0, 1) interval. |
| 109 | // We use the most significant bits because for simple RNGs |
| 110 | // those are usually more random. |
| 111 | let float_size = mem::size_of::<$f_scalar>() as u32 * 8; |
| 112 | let precision = $fraction_bits + 1; |
| 113 | let scale = 1.0 / ((1 as $u_scalar << precision) as $f_scalar); |
| 114 | |
| 115 | let value: $uty = rng.gen(); |
| 116 | let value = value >> (float_size - precision); |
| 117 | scale * $ty::cast_from_int(value) |
| 118 | } |
| 119 | } |
| 120 | |
| 121 | impl Distribution<$ty> for OpenClosed01 { |
| 122 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
| 123 | // Multiply-based method; 24/53 random bits; (0, 1] interval. |
| 124 | // We use the most significant bits because for simple RNGs |
| 125 | // those are usually more random. |
| 126 | let float_size = mem::size_of::<$f_scalar>() as u32 * 8; |
| 127 | let precision = $fraction_bits + 1; |
| 128 | let scale = 1.0 / ((1 as $u_scalar << precision) as $f_scalar); |
| 129 | |
| 130 | let value: $uty = rng.gen(); |
| 131 | let value = value >> (float_size - precision); |
| 132 | // Add 1 to shift up; will not overflow because of right-shift: |
| 133 | scale * $ty::cast_from_int(value + 1) |
| 134 | } |
| 135 | } |
| 136 | |
| 137 | impl Distribution<$ty> for Open01 { |
| 138 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
| 139 | // Transmute-based method; 23/52 random bits; (0, 1) interval. |
| 140 | // We use the most significant bits because for simple RNGs |
| 141 | // those are usually more random. |
| 142 | use core::$f_scalar::EPSILON; |
| 143 | let float_size = mem::size_of::<$f_scalar>() as u32 * 8; |
| 144 | |
| 145 | let value: $uty = rng.gen(); |
| 146 | let fraction = value >> (float_size - $fraction_bits); |
| 147 | fraction.into_float_with_exponent(0) - (1.0 - EPSILON / 2.0) |
| 148 | } |
| 149 | } |
| 150 | } |
| 151 | } |
| 152 | |
| 153 | float_impls! { f32, u32, f32, u32, 23, 127 } |
| 154 | float_impls! { f64, u64, f64, u64, 52, 1023 } |
| 155 | |
| 156 | #[cfg (feature = "simd_support" )] |
| 157 | float_impls! { f32x2, u32x2, f32, u32, 23, 127 } |
| 158 | #[cfg (feature = "simd_support" )] |
| 159 | float_impls! { f32x4, u32x4, f32, u32, 23, 127 } |
| 160 | #[cfg (feature = "simd_support" )] |
| 161 | float_impls! { f32x8, u32x8, f32, u32, 23, 127 } |
| 162 | #[cfg (feature = "simd_support" )] |
| 163 | float_impls! { f32x16, u32x16, f32, u32, 23, 127 } |
| 164 | |
| 165 | #[cfg (feature = "simd_support" )] |
| 166 | float_impls! { f64x2, u64x2, f64, u64, 52, 1023 } |
| 167 | #[cfg (feature = "simd_support" )] |
| 168 | float_impls! { f64x4, u64x4, f64, u64, 52, 1023 } |
| 169 | #[cfg (feature = "simd_support" )] |
| 170 | float_impls! { f64x8, u64x8, f64, u64, 52, 1023 } |
| 171 | |
| 172 | |
| 173 | #[cfg (test)] |
| 174 | mod tests { |
| 175 | use super::*; |
| 176 | use crate::rngs::mock::StepRng; |
| 177 | |
| 178 | const EPSILON32: f32 = ::core::f32::EPSILON; |
| 179 | const EPSILON64: f64 = ::core::f64::EPSILON; |
| 180 | |
| 181 | macro_rules! test_f32 { |
| 182 | ($fnn:ident, $ty:ident, $ZERO:expr, $EPSILON:expr) => { |
| 183 | #[test] |
| 184 | fn $fnn() { |
| 185 | // Standard |
| 186 | let mut zeros = StepRng::new(0, 0); |
| 187 | assert_eq!(zeros.gen::<$ty>(), $ZERO); |
| 188 | let mut one = StepRng::new(1 << 8 | 1 << (8 + 32), 0); |
| 189 | assert_eq!(one.gen::<$ty>(), $EPSILON / 2.0); |
| 190 | let mut max = StepRng::new(!0, 0); |
| 191 | assert_eq!(max.gen::<$ty>(), 1.0 - $EPSILON / 2.0); |
| 192 | |
| 193 | // OpenClosed01 |
| 194 | let mut zeros = StepRng::new(0, 0); |
| 195 | assert_eq!(zeros.sample::<$ty, _>(OpenClosed01), 0.0 + $EPSILON / 2.0); |
| 196 | let mut one = StepRng::new(1 << 8 | 1 << (8 + 32), 0); |
| 197 | assert_eq!(one.sample::<$ty, _>(OpenClosed01), $EPSILON); |
| 198 | let mut max = StepRng::new(!0, 0); |
| 199 | assert_eq!(max.sample::<$ty, _>(OpenClosed01), $ZERO + 1.0); |
| 200 | |
| 201 | // Open01 |
| 202 | let mut zeros = StepRng::new(0, 0); |
| 203 | assert_eq!(zeros.sample::<$ty, _>(Open01), 0.0 + $EPSILON / 2.0); |
| 204 | let mut one = StepRng::new(1 << 9 | 1 << (9 + 32), 0); |
| 205 | assert_eq!(one.sample::<$ty, _>(Open01), $EPSILON / 2.0 * 3.0); |
| 206 | let mut max = StepRng::new(!0, 0); |
| 207 | assert_eq!(max.sample::<$ty, _>(Open01), 1.0 - $EPSILON / 2.0); |
| 208 | } |
| 209 | }; |
| 210 | } |
| 211 | test_f32! { f32_edge_cases, f32, 0.0, EPSILON32 } |
| 212 | #[cfg (feature = "simd_support" )] |
| 213 | test_f32! { f32x2_edge_cases, f32x2, f32x2::splat(0.0), f32x2::splat(EPSILON32) } |
| 214 | #[cfg (feature = "simd_support" )] |
| 215 | test_f32! { f32x4_edge_cases, f32x4, f32x4::splat(0.0), f32x4::splat(EPSILON32) } |
| 216 | #[cfg (feature = "simd_support" )] |
| 217 | test_f32! { f32x8_edge_cases, f32x8, f32x8::splat(0.0), f32x8::splat(EPSILON32) } |
| 218 | #[cfg (feature = "simd_support" )] |
| 219 | test_f32! { f32x16_edge_cases, f32x16, f32x16::splat(0.0), f32x16::splat(EPSILON32) } |
| 220 | |
| 221 | macro_rules! test_f64 { |
| 222 | ($fnn:ident, $ty:ident, $ZERO:expr, $EPSILON:expr) => { |
| 223 | #[test] |
| 224 | fn $fnn() { |
| 225 | // Standard |
| 226 | let mut zeros = StepRng::new(0, 0); |
| 227 | assert_eq!(zeros.gen::<$ty>(), $ZERO); |
| 228 | let mut one = StepRng::new(1 << 11, 0); |
| 229 | assert_eq!(one.gen::<$ty>(), $EPSILON / 2.0); |
| 230 | let mut max = StepRng::new(!0, 0); |
| 231 | assert_eq!(max.gen::<$ty>(), 1.0 - $EPSILON / 2.0); |
| 232 | |
| 233 | // OpenClosed01 |
| 234 | let mut zeros = StepRng::new(0, 0); |
| 235 | assert_eq!(zeros.sample::<$ty, _>(OpenClosed01), 0.0 + $EPSILON / 2.0); |
| 236 | let mut one = StepRng::new(1 << 11, 0); |
| 237 | assert_eq!(one.sample::<$ty, _>(OpenClosed01), $EPSILON); |
| 238 | let mut max = StepRng::new(!0, 0); |
| 239 | assert_eq!(max.sample::<$ty, _>(OpenClosed01), $ZERO + 1.0); |
| 240 | |
| 241 | // Open01 |
| 242 | let mut zeros = StepRng::new(0, 0); |
| 243 | assert_eq!(zeros.sample::<$ty, _>(Open01), 0.0 + $EPSILON / 2.0); |
| 244 | let mut one = StepRng::new(1 << 12, 0); |
| 245 | assert_eq!(one.sample::<$ty, _>(Open01), $EPSILON / 2.0 * 3.0); |
| 246 | let mut max = StepRng::new(!0, 0); |
| 247 | assert_eq!(max.sample::<$ty, _>(Open01), 1.0 - $EPSILON / 2.0); |
| 248 | } |
| 249 | }; |
| 250 | } |
| 251 | test_f64! { f64_edge_cases, f64, 0.0, EPSILON64 } |
| 252 | #[cfg (feature = "simd_support" )] |
| 253 | test_f64! { f64x2_edge_cases, f64x2, f64x2::splat(0.0), f64x2::splat(EPSILON64) } |
| 254 | #[cfg (feature = "simd_support" )] |
| 255 | test_f64! { f64x4_edge_cases, f64x4, f64x4::splat(0.0), f64x4::splat(EPSILON64) } |
| 256 | #[cfg (feature = "simd_support" )] |
| 257 | test_f64! { f64x8_edge_cases, f64x8, f64x8::splat(0.0), f64x8::splat(EPSILON64) } |
| 258 | |
| 259 | #[test ] |
| 260 | fn value_stability() { |
| 261 | fn test_samples<T: Copy + core::fmt::Debug + PartialEq, D: Distribution<T>>( |
| 262 | distr: &D, zero: T, expected: &[T], |
| 263 | ) { |
| 264 | let mut rng = crate::test::rng(0x6f44f5646c2a7334); |
| 265 | let mut buf = [zero; 3]; |
| 266 | for x in &mut buf { |
| 267 | *x = rng.sample(&distr); |
| 268 | } |
| 269 | assert_eq!(&buf, expected); |
| 270 | } |
| 271 | |
| 272 | test_samples(&Standard, 0f32, &[0.0035963655, 0.7346052, 0.09778172]); |
| 273 | test_samples(&Standard, 0f64, &[ |
| 274 | 0.7346051961657583, |
| 275 | 0.20298547462974248, |
| 276 | 0.8166436635290655, |
| 277 | ]); |
| 278 | |
| 279 | test_samples(&OpenClosed01, 0f32, &[0.003596425, 0.73460525, 0.09778178]); |
| 280 | test_samples(&OpenClosed01, 0f64, &[ |
| 281 | 0.7346051961657584, |
| 282 | 0.2029854746297426, |
| 283 | 0.8166436635290656, |
| 284 | ]); |
| 285 | |
| 286 | test_samples(&Open01, 0f32, &[0.0035963655, 0.73460525, 0.09778172]); |
| 287 | test_samples(&Open01, 0f64, &[ |
| 288 | 0.7346051961657584, |
| 289 | 0.20298547462974248, |
| 290 | 0.8166436635290656, |
| 291 | ]); |
| 292 | |
| 293 | #[cfg (feature = "simd_support" )] |
| 294 | { |
| 295 | // We only test a sub-set of types here. Values are identical to |
| 296 | // non-SIMD types; we assume this pattern continues across all |
| 297 | // SIMD types. |
| 298 | |
| 299 | test_samples(&Standard, f32x2::new(0.0, 0.0), &[ |
| 300 | f32x2::new(0.0035963655, 0.7346052), |
| 301 | f32x2::new(0.09778172, 0.20298547), |
| 302 | f32x2::new(0.34296435, 0.81664366), |
| 303 | ]); |
| 304 | |
| 305 | test_samples(&Standard, f64x2::new(0.0, 0.0), &[ |
| 306 | f64x2::new(0.7346051961657583, 0.20298547462974248), |
| 307 | f64x2::new(0.8166436635290655, 0.7423708925400552), |
| 308 | f64x2::new(0.16387782224016323, 0.9087068770169618), |
| 309 | ]); |
| 310 | } |
| 311 | } |
| 312 | } |
| 313 | |