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::distr::utils::{FloatAsSIMD, FloatSIMDUtils, IntAsSIMD}; |
12 | use crate::distr::{Distribution, StandardUniform}; |
13 | use crate::Rng; |
14 | use core::mem; |
15 | #[cfg (feature = "simd_support" )] |
16 | use core::simd::prelude::*; |
17 | |
18 | #[cfg (feature = "serde" )] |
19 | use serde::{Deserialize, Serialize}; |
20 | |
21 | /// A distribution to sample floating point numbers uniformly in the half-open |
22 | /// interval `(0, 1]`, i.e. including 1 but not 0. |
23 | /// |
24 | /// All values that can be generated are of the form `n * ε/2`. For `f32` |
25 | /// the 24 most significant random bits of a `u32` are used and for `f64` the |
26 | /// 53 most significant bits of a `u64` are used. The conversion uses the |
27 | /// multiplicative method. |
28 | /// |
29 | /// See also: [`StandardUniform`] which samples from `[0, 1)`, [`Open01`] |
30 | /// which samples from `(0, 1)` and [`Uniform`] which samples from arbitrary |
31 | /// ranges. |
32 | /// |
33 | /// # Example |
34 | /// ``` |
35 | /// use rand::Rng; |
36 | /// use rand::distr::OpenClosed01; |
37 | /// |
38 | /// let val: f32 = rand::rng().sample(OpenClosed01); |
39 | /// println!("f32 from (0, 1): {}" , val); |
40 | /// ``` |
41 | /// |
42 | /// [`StandardUniform`]: crate::distr::StandardUniform |
43 | /// [`Open01`]: crate::distr::Open01 |
44 | /// [`Uniform`]: crate::distr::uniform::Uniform |
45 | #[derive(Clone, Copy, Debug, Default)] |
46 | #[cfg_attr (feature = "serde" , derive(Serialize, Deserialize))] |
47 | pub struct OpenClosed01; |
48 | |
49 | /// A distribution to sample floating point numbers uniformly in the open |
50 | /// interval `(0, 1)`, i.e. not including either endpoint. |
51 | /// |
52 | /// All values that can be generated are of the form `n * ε + ε/2`. For `f32` |
53 | /// the 23 most significant random bits of an `u32` are used, for `f64` 52 from |
54 | /// an `u64`. The conversion uses a transmute-based method. |
55 | /// |
56 | /// See also: [`StandardUniform`] which samples from `[0, 1)`, [`OpenClosed01`] |
57 | /// which samples from `(0, 1]` and [`Uniform`] which samples from arbitrary |
58 | /// ranges. |
59 | /// |
60 | /// # Example |
61 | /// ``` |
62 | /// use rand::Rng; |
63 | /// use rand::distr::Open01; |
64 | /// |
65 | /// let val: f32 = rand::rng().sample(Open01); |
66 | /// println!("f32 from (0, 1): {}" , val); |
67 | /// ``` |
68 | /// |
69 | /// [`StandardUniform`]: crate::distr::StandardUniform |
70 | /// [`OpenClosed01`]: crate::distr::OpenClosed01 |
71 | /// [`Uniform`]: crate::distr::uniform::Uniform |
72 | #[derive(Clone, Copy, Debug, Default)] |
73 | #[cfg_attr (feature = "serde" , derive(Serialize, Deserialize))] |
74 | pub struct Open01; |
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 | ($($meta:meta)?, $ty:ident, $uty:ident, $f_scalar:ident, $u_scalar:ty, |
94 | $fraction_bits:expr, $exponent_bias:expr) => { |
95 | $(#[cfg($meta)])? |
96 | impl IntoFloat for $uty { |
97 | type F = $ty; |
98 | #[inline(always)] |
99 | fn into_float_with_exponent(self, exponent: i32) -> $ty { |
100 | // The exponent is encoded using an offset-binary representation |
101 | let exponent_bits: $u_scalar = |
102 | (($exponent_bias + exponent) as $u_scalar) << $fraction_bits; |
103 | $ty::from_bits(self | $uty::splat(exponent_bits)) |
104 | } |
105 | } |
106 | |
107 | $(#[cfg($meta)])? |
108 | impl Distribution<$ty> for StandardUniform { |
109 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
110 | // Multiply-based method; 24/53 random bits; [0, 1) interval. |
111 | // We use the most significant bits because for simple RNGs |
112 | // those are usually more random. |
113 | let float_size = mem::size_of::<$f_scalar>() as $u_scalar * 8; |
114 | let precision = $fraction_bits + 1; |
115 | let scale = 1.0 / ((1 as $u_scalar << precision) as $f_scalar); |
116 | |
117 | let value: $uty = rng.random(); |
118 | let value = value >> $uty::splat(float_size - precision); |
119 | $ty::splat(scale) * $ty::cast_from_int(value) |
120 | } |
121 | } |
122 | |
123 | $(#[cfg($meta)])? |
124 | impl Distribution<$ty> for OpenClosed01 { |
125 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
126 | // Multiply-based method; 24/53 random bits; (0, 1] interval. |
127 | // We use the most significant bits because for simple RNGs |
128 | // those are usually more random. |
129 | let float_size = mem::size_of::<$f_scalar>() as $u_scalar * 8; |
130 | let precision = $fraction_bits + 1; |
131 | let scale = 1.0 / ((1 as $u_scalar << precision) as $f_scalar); |
132 | |
133 | let value: $uty = rng.random(); |
134 | let value = value >> $uty::splat(float_size - precision); |
135 | // Add 1 to shift up; will not overflow because of right-shift: |
136 | $ty::splat(scale) * $ty::cast_from_int(value + $uty::splat(1)) |
137 | } |
138 | } |
139 | |
140 | $(#[cfg($meta)])? |
141 | impl Distribution<$ty> for Open01 { |
142 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> $ty { |
143 | // Transmute-based method; 23/52 random bits; (0, 1) interval. |
144 | // We use the most significant bits because for simple RNGs |
145 | // those are usually more random. |
146 | let float_size = mem::size_of::<$f_scalar>() as $u_scalar * 8; |
147 | |
148 | let value: $uty = rng.random(); |
149 | let fraction = value >> $uty::splat(float_size - $fraction_bits); |
150 | fraction.into_float_with_exponent(0) - $ty::splat(1.0 - $f_scalar::EPSILON / 2.0) |
151 | } |
152 | } |
153 | } |
154 | } |
155 | |
156 | float_impls! { , f32, u32, f32, u32, 23, 127 } |
157 | float_impls! { , f64, u64, f64, u64, 52, 1023 } |
158 | |
159 | #[cfg (feature = "simd_support" )] |
160 | float_impls! { feature = "simd_support" , f32x2, u32x2, f32, u32, 23, 127 } |
161 | #[cfg (feature = "simd_support" )] |
162 | float_impls! { feature = "simd_support" , f32x4, u32x4, f32, u32, 23, 127 } |
163 | #[cfg (feature = "simd_support" )] |
164 | float_impls! { feature = "simd_support" , f32x8, u32x8, f32, u32, 23, 127 } |
165 | #[cfg (feature = "simd_support" )] |
166 | float_impls! { feature = "simd_support" , f32x16, u32x16, f32, u32, 23, 127 } |
167 | |
168 | #[cfg (feature = "simd_support" )] |
169 | float_impls! { feature = "simd_support" , f64x2, u64x2, f64, u64, 52, 1023 } |
170 | #[cfg (feature = "simd_support" )] |
171 | float_impls! { feature = "simd_support" , f64x4, u64x4, f64, u64, 52, 1023 } |
172 | #[cfg (feature = "simd_support" )] |
173 | float_impls! { feature = "simd_support" , f64x8, u64x8, f64, u64, 52, 1023 } |
174 | |
175 | #[cfg (test)] |
176 | mod tests { |
177 | use super::*; |
178 | use crate::rngs::mock::StepRng; |
179 | |
180 | const EPSILON32: f32 = f32::EPSILON; |
181 | const EPSILON64: f64 = f64::EPSILON; |
182 | |
183 | macro_rules! test_f32 { |
184 | ($fnn:ident, $ty:ident, $ZERO:expr, $EPSILON:expr) => { |
185 | #[test] |
186 | fn $fnn() { |
187 | let two = $ty::splat(2.0); |
188 | |
189 | // StandardUniform |
190 | let mut zeros = StepRng::new(0, 0); |
191 | assert_eq!(zeros.random::<$ty>(), $ZERO); |
192 | let mut one = StepRng::new(1 << 8 | 1 << (8 + 32), 0); |
193 | assert_eq!(one.random::<$ty>(), $EPSILON / two); |
194 | let mut max = StepRng::new(!0, 0); |
195 | assert_eq!(max.random::<$ty>(), $ty::splat(1.0) - $EPSILON / two); |
196 | |
197 | // OpenClosed01 |
198 | let mut zeros = StepRng::new(0, 0); |
199 | assert_eq!(zeros.sample::<$ty, _>(OpenClosed01), $ZERO + $EPSILON / two); |
200 | let mut one = StepRng::new(1 << 8 | 1 << (8 + 32), 0); |
201 | assert_eq!(one.sample::<$ty, _>(OpenClosed01), $EPSILON); |
202 | let mut max = StepRng::new(!0, 0); |
203 | assert_eq!(max.sample::<$ty, _>(OpenClosed01), $ZERO + $ty::splat(1.0)); |
204 | |
205 | // Open01 |
206 | let mut zeros = StepRng::new(0, 0); |
207 | assert_eq!(zeros.sample::<$ty, _>(Open01), $ZERO + $EPSILON / two); |
208 | let mut one = StepRng::new(1 << 9 | 1 << (9 + 32), 0); |
209 | assert_eq!( |
210 | one.sample::<$ty, _>(Open01), |
211 | $EPSILON / two * $ty::splat(3.0) |
212 | ); |
213 | let mut max = StepRng::new(!0, 0); |
214 | assert_eq!( |
215 | max.sample::<$ty, _>(Open01), |
216 | $ty::splat(1.0) - $EPSILON / two |
217 | ); |
218 | } |
219 | }; |
220 | } |
221 | test_f32! { f32_edge_cases, f32, 0.0, EPSILON32 } |
222 | #[cfg (feature = "simd_support" )] |
223 | test_f32! { f32x2_edge_cases, f32x2, f32x2::splat(0.0), f32x2::splat(EPSILON32) } |
224 | #[cfg (feature = "simd_support" )] |
225 | test_f32! { f32x4_edge_cases, f32x4, f32x4::splat(0.0), f32x4::splat(EPSILON32) } |
226 | #[cfg (feature = "simd_support" )] |
227 | test_f32! { f32x8_edge_cases, f32x8, f32x8::splat(0.0), f32x8::splat(EPSILON32) } |
228 | #[cfg (feature = "simd_support" )] |
229 | test_f32! { f32x16_edge_cases, f32x16, f32x16::splat(0.0), f32x16::splat(EPSILON32) } |
230 | |
231 | macro_rules! test_f64 { |
232 | ($fnn:ident, $ty:ident, $ZERO:expr, $EPSILON:expr) => { |
233 | #[test] |
234 | fn $fnn() { |
235 | let two = $ty::splat(2.0); |
236 | |
237 | // StandardUniform |
238 | let mut zeros = StepRng::new(0, 0); |
239 | assert_eq!(zeros.random::<$ty>(), $ZERO); |
240 | let mut one = StepRng::new(1 << 11, 0); |
241 | assert_eq!(one.random::<$ty>(), $EPSILON / two); |
242 | let mut max = StepRng::new(!0, 0); |
243 | assert_eq!(max.random::<$ty>(), $ty::splat(1.0) - $EPSILON / two); |
244 | |
245 | // OpenClosed01 |
246 | let mut zeros = StepRng::new(0, 0); |
247 | assert_eq!(zeros.sample::<$ty, _>(OpenClosed01), $ZERO + $EPSILON / two); |
248 | let mut one = StepRng::new(1 << 11, 0); |
249 | assert_eq!(one.sample::<$ty, _>(OpenClosed01), $EPSILON); |
250 | let mut max = StepRng::new(!0, 0); |
251 | assert_eq!(max.sample::<$ty, _>(OpenClosed01), $ZERO + $ty::splat(1.0)); |
252 | |
253 | // Open01 |
254 | let mut zeros = StepRng::new(0, 0); |
255 | assert_eq!(zeros.sample::<$ty, _>(Open01), $ZERO + $EPSILON / two); |
256 | let mut one = StepRng::new(1 << 12, 0); |
257 | assert_eq!( |
258 | one.sample::<$ty, _>(Open01), |
259 | $EPSILON / two * $ty::splat(3.0) |
260 | ); |
261 | let mut max = StepRng::new(!0, 0); |
262 | assert_eq!( |
263 | max.sample::<$ty, _>(Open01), |
264 | $ty::splat(1.0) - $EPSILON / two |
265 | ); |
266 | } |
267 | }; |
268 | } |
269 | test_f64! { f64_edge_cases, f64, 0.0, EPSILON64 } |
270 | #[cfg (feature = "simd_support" )] |
271 | test_f64! { f64x2_edge_cases, f64x2, f64x2::splat(0.0), f64x2::splat(EPSILON64) } |
272 | #[cfg (feature = "simd_support" )] |
273 | test_f64! { f64x4_edge_cases, f64x4, f64x4::splat(0.0), f64x4::splat(EPSILON64) } |
274 | #[cfg (feature = "simd_support" )] |
275 | test_f64! { f64x8_edge_cases, f64x8, f64x8::splat(0.0), f64x8::splat(EPSILON64) } |
276 | |
277 | #[test] |
278 | fn value_stability() { |
279 | fn test_samples<T: Copy + core::fmt::Debug + PartialEq, D: Distribution<T>>( |
280 | distr: &D, |
281 | zero: T, |
282 | expected: &[T], |
283 | ) { |
284 | let mut rng = crate::test::rng(0x6f44f5646c2a7334); |
285 | let mut buf = [zero; 3]; |
286 | for x in &mut buf { |
287 | *x = rng.sample(distr); |
288 | } |
289 | assert_eq!(&buf, expected); |
290 | } |
291 | |
292 | test_samples( |
293 | &StandardUniform, |
294 | 0f32, |
295 | &[0.0035963655, 0.7346052, 0.09778172], |
296 | ); |
297 | test_samples( |
298 | &StandardUniform, |
299 | 0f64, |
300 | &[0.7346051961657583, 0.20298547462974248, 0.8166436635290655], |
301 | ); |
302 | |
303 | test_samples(&OpenClosed01, 0f32, &[0.003596425, 0.73460525, 0.09778178]); |
304 | test_samples( |
305 | &OpenClosed01, |
306 | 0f64, |
307 | &[0.7346051961657584, 0.2029854746297426, 0.8166436635290656], |
308 | ); |
309 | |
310 | test_samples(&Open01, 0f32, &[0.0035963655, 0.73460525, 0.09778172]); |
311 | test_samples( |
312 | &Open01, |
313 | 0f64, |
314 | &[0.7346051961657584, 0.20298547462974248, 0.8166436635290656], |
315 | ); |
316 | |
317 | #[cfg (feature = "simd_support" )] |
318 | { |
319 | // We only test a sub-set of types here. Values are identical to |
320 | // non-SIMD types; we assume this pattern continues across all |
321 | // SIMD types. |
322 | |
323 | test_samples( |
324 | &StandardUniform, |
325 | f32x2::from([0.0, 0.0]), |
326 | &[ |
327 | f32x2::from([0.0035963655, 0.7346052]), |
328 | f32x2::from([0.09778172, 0.20298547]), |
329 | f32x2::from([0.34296435, 0.81664366]), |
330 | ], |
331 | ); |
332 | |
333 | test_samples( |
334 | &StandardUniform, |
335 | f64x2::from([0.0, 0.0]), |
336 | &[ |
337 | f64x2::from([0.7346051961657583, 0.20298547462974248]), |
338 | f64x2::from([0.8166436635290655, 0.7423708925400552]), |
339 | f64x2::from([0.16387782224016323, 0.9087068770169618]), |
340 | ], |
341 | ); |
342 | } |
343 | } |
344 | } |
345 | |