git-subtree-dir: third_party/abseil_cpp git-subtree-mainline:ffb2ae54begit-subtree-split:768eb2ca28
		
			
				
	
	
		
			579 lines
		
	
	
	
		
			20 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			579 lines
		
	
	
	
		
			20 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
| // 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.
 | |
| 
 | |
| #include "absl/random/gaussian_distribution.h"
 | |
| 
 | |
| #include <algorithm>
 | |
| #include <cmath>
 | |
| #include <cstddef>
 | |
| #include <ios>
 | |
| #include <iterator>
 | |
| #include <random>
 | |
| #include <string>
 | |
| #include <vector>
 | |
| 
 | |
| #include "gmock/gmock.h"
 | |
| #include "gtest/gtest.h"
 | |
| #include "absl/base/internal/raw_logging.h"
 | |
| #include "absl/base/macros.h"
 | |
| #include "absl/random/internal/chi_square.h"
 | |
| #include "absl/random/internal/distribution_test_util.h"
 | |
| #include "absl/random/internal/sequence_urbg.h"
 | |
| #include "absl/random/random.h"
 | |
| #include "absl/strings/str_cat.h"
 | |
| #include "absl/strings/str_format.h"
 | |
| #include "absl/strings/str_replace.h"
 | |
| #include "absl/strings/strip.h"
 | |
| 
 | |
| namespace {
 | |
| 
 | |
| using absl::random_internal::kChiSquared;
 | |
| 
 | |
| template <typename RealType>
 | |
| class GaussianDistributionInterfaceTest : public ::testing::Test {};
 | |
| 
 | |
| using RealTypes = ::testing::Types<float, double, long double>;
 | |
| TYPED_TEST_CASE(GaussianDistributionInterfaceTest, RealTypes);
 | |
| 
 | |
| TYPED_TEST(GaussianDistributionInterfaceTest, SerializeTest) {
 | |
|   using param_type =
 | |
|       typename absl::gaussian_distribution<TypeParam>::param_type;
 | |
| 
 | |
|   const TypeParam kParams[] = {
 | |
|       // Cases around 1.
 | |
|       1,                                           //
 | |
|       std::nextafter(TypeParam(1), TypeParam(0)),  // 1 - epsilon
 | |
|       std::nextafter(TypeParam(1), TypeParam(2)),  // 1 + epsilon
 | |
|       // Arbitrary values.
 | |
|       TypeParam(1e-8), TypeParam(1e-4), TypeParam(2), TypeParam(1e4),
 | |
|       TypeParam(1e8), TypeParam(1e20), TypeParam(2.5),
 | |
|       // Boundary cases.
 | |
|       std::numeric_limits<TypeParam>::infinity(),
 | |
|       std::numeric_limits<TypeParam>::max(),
 | |
|       std::numeric_limits<TypeParam>::epsilon(),
 | |
|       std::nextafter(std::numeric_limits<TypeParam>::min(),
 | |
|                      TypeParam(1)),           // min + epsilon
 | |
|       std::numeric_limits<TypeParam>::min(),  // smallest normal
 | |
|       // There are some errors dealing with denorms on apple platforms.
 | |
|       std::numeric_limits<TypeParam>::denorm_min(),  // smallest denorm
 | |
|       std::numeric_limits<TypeParam>::min() / 2,
 | |
|       std::nextafter(std::numeric_limits<TypeParam>::min(),
 | |
|                      TypeParam(0)),  // denorm_max
 | |
|   };
 | |
| 
 | |
|   constexpr int kCount = 1000;
 | |
|   absl::InsecureBitGen gen;
 | |
| 
 | |
|   // Use a loop to generate the combinations of {+/-x, +/-y}, and assign x, y to
 | |
|   // all values in kParams,
 | |
|   for (const auto mod : {0, 1, 2, 3}) {
 | |
|     for (const auto x : kParams) {
 | |
|       if (!std::isfinite(x)) continue;
 | |
|       for (const auto y : kParams) {
 | |
|         const TypeParam mean = (mod & 0x1) ? -x : x;
 | |
|         const TypeParam stddev = (mod & 0x2) ? -y : y;
 | |
|         const param_type param(mean, stddev);
 | |
| 
 | |
|         absl::gaussian_distribution<TypeParam> before(mean, stddev);
 | |
|         EXPECT_EQ(before.mean(), param.mean());
 | |
|         EXPECT_EQ(before.stddev(), param.stddev());
 | |
| 
 | |
|         {
 | |
|           absl::gaussian_distribution<TypeParam> via_param(param);
 | |
|           EXPECT_EQ(via_param, before);
 | |
|           EXPECT_EQ(via_param.param(), before.param());
 | |
|         }
 | |
| 
 | |
|         // Smoke test.
 | |
|         auto sample_min = before.max();
 | |
|         auto sample_max = before.min();
 | |
|         for (int i = 0; i < kCount; i++) {
 | |
|           auto sample = before(gen);
 | |
|           if (sample > sample_max) sample_max = sample;
 | |
|           if (sample < sample_min) sample_min = sample;
 | |
|           EXPECT_GE(sample, before.min()) << before;
 | |
|           EXPECT_LE(sample, before.max()) << before;
 | |
|         }
 | |
|         if (!std::is_same<TypeParam, long double>::value) {
 | |
|           ABSL_INTERNAL_LOG(
 | |
|               INFO, absl::StrFormat("Range{%f, %f}: %f, %f", mean, stddev,
 | |
|                                     sample_min, sample_max));
 | |
|         }
 | |
| 
 | |
|         std::stringstream ss;
 | |
|         ss << before;
 | |
| 
 | |
|         if (!std::isfinite(mean) || !std::isfinite(stddev)) {
 | |
|           // Streams do not parse inf/nan.
 | |
|           continue;
 | |
|         }
 | |
| 
 | |
|         // Validate stream serialization.
 | |
|         absl::gaussian_distribution<TypeParam> after(-0.53f, 2.3456f);
 | |
| 
 | |
|         EXPECT_NE(before.mean(), after.mean());
 | |
|         EXPECT_NE(before.stddev(), after.stddev());
 | |
|         EXPECT_NE(before.param(), after.param());
 | |
|         EXPECT_NE(before, after);
 | |
| 
 | |
|         ss >> after;
 | |
| 
 | |
| #if defined(__powerpc64__) || defined(__PPC64__) || defined(__powerpc__) || \
 | |
|     defined(__ppc__) || defined(__PPC__) || defined(__EMSCRIPTEN__)
 | |
|         if (std::is_same<TypeParam, long double>::value) {
 | |
|           // Roundtripping floating point values requires sufficient precision
 | |
|           // to reconstruct the exact value.  It turns out that long double
 | |
|           // has some errors doing this on ppc, particularly for values
 | |
|           // near {1.0 +/- epsilon}.
 | |
|           //
 | |
|           // Emscripten is even worse, implementing long double as a 128-bit
 | |
|           // type, but shipping with a strtold() that doesn't support that.
 | |
|           if (mean <= std::numeric_limits<double>::max() &&
 | |
|               mean >= std::numeric_limits<double>::lowest()) {
 | |
|             EXPECT_EQ(static_cast<double>(before.mean()),
 | |
|                       static_cast<double>(after.mean()))
 | |
|                 << ss.str();
 | |
|           }
 | |
|           if (stddev <= std::numeric_limits<double>::max() &&
 | |
|               stddev >= std::numeric_limits<double>::lowest()) {
 | |
|             EXPECT_EQ(static_cast<double>(before.stddev()),
 | |
|                       static_cast<double>(after.stddev()))
 | |
|                 << ss.str();
 | |
|           }
 | |
|           continue;
 | |
|         }
 | |
| #endif
 | |
| 
 | |
|         EXPECT_EQ(before.mean(), after.mean());
 | |
|         EXPECT_EQ(before.stddev(), after.stddev())  //
 | |
|             << ss.str() << " "                      //
 | |
|             << (ss.good() ? "good " : "")           //
 | |
|             << (ss.bad() ? "bad " : "")             //
 | |
|             << (ss.eof() ? "eof " : "")             //
 | |
|             << (ss.fail() ? "fail " : "");
 | |
|       }
 | |
|     }
 | |
|   }
 | |
| }
 | |
| 
 | |
| // http://www.itl.nist.gov/div898/handbook/eda/section3/eda3661.htm
 | |
| 
 | |
| class GaussianModel {
 | |
|  public:
 | |
|   GaussianModel(double mean, double stddev) : mean_(mean), stddev_(stddev) {}
 | |
| 
 | |
|   double mean() const { return mean_; }
 | |
|   double variance() const { return stddev() * stddev(); }
 | |
|   double stddev() const { return stddev_; }
 | |
|   double skew() const { return 0; }
 | |
|   double kurtosis() const { return 3.0; }
 | |
| 
 | |
|   // The inverse CDF, or PercentPoint function.
 | |
|   double InverseCDF(double p) {
 | |
|     ABSL_ASSERT(p >= 0.0);
 | |
|     ABSL_ASSERT(p < 1.0);
 | |
|     return mean() + stddev() * -absl::random_internal::InverseNormalSurvival(p);
 | |
|   }
 | |
| 
 | |
|  private:
 | |
|   const double mean_;
 | |
|   const double stddev_;
 | |
| };
 | |
| 
 | |
| struct Param {
 | |
|   double mean;
 | |
|   double stddev;
 | |
|   double p_fail;  // Z-Test probability of failure.
 | |
|   int trials;     // Z-Test trials.
 | |
| };
 | |
| 
 | |
| // GaussianDistributionTests implements a z-test for the gaussian
 | |
| // distribution.
 | |
| class GaussianDistributionTests : public testing::TestWithParam<Param>,
 | |
|                                   public GaussianModel {
 | |
|  public:
 | |
|   GaussianDistributionTests()
 | |
|       : GaussianModel(GetParam().mean, GetParam().stddev) {}
 | |
| 
 | |
|   // SingleZTest provides a basic z-squared test of the mean vs. expected
 | |
|   // mean for data generated by the poisson distribution.
 | |
|   template <typename D>
 | |
|   bool SingleZTest(const double p, const size_t samples);
 | |
| 
 | |
|   // SingleChiSquaredTest provides a basic chi-squared test of the normal
 | |
|   // distribution.
 | |
|   template <typename D>
 | |
|   double SingleChiSquaredTest();
 | |
| 
 | |
|   // We use a fixed bit generator for distribution accuracy tests.  This allows
 | |
|   // these tests to be deterministic, while still testing the qualify of the
 | |
|   // implementation.
 | |
|   absl::random_internal::pcg64_2018_engine rng_{0x2B7E151628AED2A6};
 | |
| };
 | |
| 
 | |
| template <typename D>
 | |
| bool GaussianDistributionTests::SingleZTest(const double p,
 | |
|                                             const size_t samples) {
 | |
|   D dis(mean(), stddev());
 | |
| 
 | |
|   std::vector<double> data;
 | |
|   data.reserve(samples);
 | |
|   for (size_t i = 0; i < samples; i++) {
 | |
|     const double x = dis(rng_);
 | |
|     data.push_back(x);
 | |
|   }
 | |
| 
 | |
|   const double max_err = absl::random_internal::MaxErrorTolerance(p);
 | |
|   const auto m = absl::random_internal::ComputeDistributionMoments(data);
 | |
|   const double z = absl::random_internal::ZScore(mean(), m);
 | |
|   const bool pass = absl::random_internal::Near("z", z, 0.0, max_err);
 | |
| 
 | |
|   // NOTE: Informational statistical test:
 | |
|   //
 | |
|   // Compute the Jarque-Bera test statistic given the excess skewness
 | |
|   // and kurtosis. The statistic is drawn from a chi-square(2) distribution.
 | |
|   // https://en.wikipedia.org/wiki/Jarque%E2%80%93Bera_test
 | |
|   //
 | |
|   // The null-hypothesis (normal distribution) is rejected when
 | |
|   // (p = 0.05 => jb > 5.99)
 | |
|   // (p = 0.01 => jb > 9.21)
 | |
|   // NOTE: JB has a large type-I error rate, so it will reject the
 | |
|   // null-hypothesis even when it is true more often than the z-test.
 | |
|   //
 | |
|   const double jb =
 | |
|       static_cast<double>(m.n) / 6.0 *
 | |
|       (std::pow(m.skewness, 2.0) + std::pow(m.kurtosis - 3.0, 2.0) / 4.0);
 | |
| 
 | |
|   if (!pass || jb > 9.21) {
 | |
|     ABSL_INTERNAL_LOG(
 | |
|         INFO, absl::StrFormat("p=%f max_err=%f\n"
 | |
|                               " mean=%f vs. %f\n"
 | |
|                               " stddev=%f vs. %f\n"
 | |
|                               " skewness=%f vs. %f\n"
 | |
|                               " kurtosis=%f vs. %f\n"
 | |
|                               " z=%f vs. 0\n"
 | |
|                               " jb=%f vs. 9.21",
 | |
|                               p, max_err, m.mean, mean(), std::sqrt(m.variance),
 | |
|                               stddev(), m.skewness, skew(), m.kurtosis,
 | |
|                               kurtosis(), z, jb));
 | |
|   }
 | |
|   return pass;
 | |
| }
 | |
| 
 | |
| template <typename D>
 | |
| double GaussianDistributionTests::SingleChiSquaredTest() {
 | |
|   const size_t kSamples = 10000;
 | |
|   const int kBuckets = 50;
 | |
| 
 | |
|   // The InverseCDF is the percent point function of the
 | |
|   // distribution, and can be used to assign buckets
 | |
|   // roughly uniformly.
 | |
|   std::vector<double> cutoffs;
 | |
|   const double kInc = 1.0 / static_cast<double>(kBuckets);
 | |
|   for (double p = kInc; p < 1.0; p += kInc) {
 | |
|     cutoffs.push_back(InverseCDF(p));
 | |
|   }
 | |
|   if (cutoffs.back() != std::numeric_limits<double>::infinity()) {
 | |
|     cutoffs.push_back(std::numeric_limits<double>::infinity());
 | |
|   }
 | |
| 
 | |
|   D dis(mean(), stddev());
 | |
| 
 | |
|   std::vector<int32_t> counts(cutoffs.size(), 0);
 | |
|   for (int j = 0; j < kSamples; j++) {
 | |
|     const double x = dis(rng_);
 | |
|     auto it = std::upper_bound(cutoffs.begin(), cutoffs.end(), x);
 | |
|     counts[std::distance(cutoffs.begin(), it)]++;
 | |
|   }
 | |
| 
 | |
|   // Null-hypothesis is that the distribution is a gaussian distribution
 | |
|   // with the provided mean and stddev (not estimated from the data).
 | |
|   const int dof = static_cast<int>(counts.size()) - 1;
 | |
| 
 | |
|   // Our threshold for logging is 1-in-50.
 | |
|   const double threshold = absl::random_internal::ChiSquareValue(dof, 0.98);
 | |
| 
 | |
|   const double expected =
 | |
|       static_cast<double>(kSamples) / static_cast<double>(counts.size());
 | |
| 
 | |
|   double chi_square = absl::random_internal::ChiSquareWithExpected(
 | |
|       std::begin(counts), std::end(counts), expected);
 | |
|   double p = absl::random_internal::ChiSquarePValue(chi_square, dof);
 | |
| 
 | |
|   // Log if the chi_square value is above the threshold.
 | |
|   if (chi_square > threshold) {
 | |
|     for (int i = 0; i < cutoffs.size(); i++) {
 | |
|       ABSL_INTERNAL_LOG(
 | |
|           INFO, absl::StrFormat("%d : (%f) = %d", i, cutoffs[i], counts[i]));
 | |
|     }
 | |
| 
 | |
|     ABSL_INTERNAL_LOG(
 | |
|         INFO, absl::StrCat("mean=", mean(), " stddev=", stddev(), "\n",   //
 | |
|                            " expected ", expected, "\n",                  //
 | |
|                            kChiSquared, " ", chi_square, " (", p, ")\n",  //
 | |
|                            kChiSquared, " @ 0.98 = ", threshold));
 | |
|   }
 | |
|   return p;
 | |
| }
 | |
| 
 | |
| TEST_P(GaussianDistributionTests, ZTest) {
 | |
|   // TODO(absl-team): Run these tests against std::normal_distribution<double>
 | |
|   // to validate outcomes are similar.
 | |
|   const size_t kSamples = 10000;
 | |
|   const auto& param = GetParam();
 | |
|   const int expected_failures =
 | |
|       std::max(1, static_cast<int>(std::ceil(param.trials * param.p_fail)));
 | |
|   const double p = absl::random_internal::RequiredSuccessProbability(
 | |
|       param.p_fail, param.trials);
 | |
| 
 | |
|   int failures = 0;
 | |
|   for (int i = 0; i < param.trials; i++) {
 | |
|     failures +=
 | |
|         SingleZTest<absl::gaussian_distribution<double>>(p, kSamples) ? 0 : 1;
 | |
|   }
 | |
|   EXPECT_LE(failures, expected_failures);
 | |
| }
 | |
| 
 | |
| TEST_P(GaussianDistributionTests, ChiSquaredTest) {
 | |
|   const int kTrials = 20;
 | |
|   int failures = 0;
 | |
| 
 | |
|   for (int i = 0; i < kTrials; i++) {
 | |
|     double p_value =
 | |
|         SingleChiSquaredTest<absl::gaussian_distribution<double>>();
 | |
|     if (p_value < 0.0025) {  // 1/400
 | |
|       failures++;
 | |
|     }
 | |
|   }
 | |
|   // There is a 0.05% chance of producing at least one failure, so raise the
 | |
|   // failure threshold high enough to allow for a flake rate of less than one in
 | |
|   // 10,000.
 | |
|   EXPECT_LE(failures, 4);
 | |
| }
 | |
| 
 | |
| std::vector<Param> GenParams() {
 | |
|   return {
 | |
|       // Mean around 0.
 | |
|       Param{0.0, 1.0, 0.01, 100},
 | |
|       Param{0.0, 1e2, 0.01, 100},
 | |
|       Param{0.0, 1e4, 0.01, 100},
 | |
|       Param{0.0, 1e8, 0.01, 100},
 | |
|       Param{0.0, 1e16, 0.01, 100},
 | |
|       Param{0.0, 1e-3, 0.01, 100},
 | |
|       Param{0.0, 1e-5, 0.01, 100},
 | |
|       Param{0.0, 1e-9, 0.01, 100},
 | |
|       Param{0.0, 1e-17, 0.01, 100},
 | |
| 
 | |
|       // Mean around 1.
 | |
|       Param{1.0, 1.0, 0.01, 100},
 | |
|       Param{1.0, 1e2, 0.01, 100},
 | |
|       Param{1.0, 1e-2, 0.01, 100},
 | |
| 
 | |
|       // Mean around 100 / -100
 | |
|       Param{1e2, 1.0, 0.01, 100},
 | |
|       Param{-1e2, 1.0, 0.01, 100},
 | |
|       Param{1e2, 1e6, 0.01, 100},
 | |
|       Param{-1e2, 1e6, 0.01, 100},
 | |
| 
 | |
|       // More extreme
 | |
|       Param{1e4, 1e4, 0.01, 100},
 | |
|       Param{1e8, 1e4, 0.01, 100},
 | |
|       Param{1e12, 1e4, 0.01, 100},
 | |
|   };
 | |
| }
 | |
| 
 | |
| std::string ParamName(const ::testing::TestParamInfo<Param>& info) {
 | |
|   const auto& p = info.param;
 | |
|   std::string name = absl::StrCat("mean_", absl::SixDigits(p.mean), "__stddev_",
 | |
|                                   absl::SixDigits(p.stddev));
 | |
|   return absl::StrReplaceAll(name, {{"+", "_"}, {"-", "_"}, {".", "_"}});
 | |
| }
 | |
| 
 | |
| INSTANTIATE_TEST_SUITE_P(All, GaussianDistributionTests,
 | |
|                          ::testing::ValuesIn(GenParams()), ParamName);
 | |
| 
 | |
| // NOTE: absl::gaussian_distribution is not guaranteed to be stable.
 | |
| TEST(GaussianDistributionTest, StabilityTest) {
 | |
|   // absl::gaussian_distribution stability relies on the underlying zignor
 | |
|   // data, absl::random_interna::RandU64ToDouble, std::exp, std::log, and
 | |
|   // std::abs.
 | |
|   absl::random_internal::sequence_urbg urbg(
 | |
|       {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
 | |
|        0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
 | |
|        0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
 | |
|        0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
 | |
| 
 | |
|   std::vector<int> output(11);
 | |
| 
 | |
|   {
 | |
|     absl::gaussian_distribution<double> dist;
 | |
|     std::generate(std::begin(output), std::end(output),
 | |
|                   [&] { return static_cast<int>(10000000.0 * dist(urbg)); });
 | |
| 
 | |
|     EXPECT_EQ(13, urbg.invocations());
 | |
|     EXPECT_THAT(output,  //
 | |
|                 testing::ElementsAre(1494, 25518841, 9991550, 1351856,
 | |
|                                      -20373238, 3456682, 333530, -6804981,
 | |
|                                      -15279580, -16459654, 1494));
 | |
|   }
 | |
| 
 | |
|   urbg.reset();
 | |
|   {
 | |
|     absl::gaussian_distribution<float> dist;
 | |
|     std::generate(std::begin(output), std::end(output),
 | |
|                   [&] { return static_cast<int>(1000000.0f * dist(urbg)); });
 | |
| 
 | |
|     EXPECT_EQ(13, urbg.invocations());
 | |
|     EXPECT_THAT(
 | |
|         output,  //
 | |
|         testing::ElementsAre(149, 2551884, 999155, 135185, -2037323, 345668,
 | |
|                              33353, -680498, -1527958, -1645965, 149));
 | |
|   }
 | |
| }
 | |
| 
 | |
| // This is an implementation-specific test. If any part of the implementation
 | |
| // changes, then it is likely that this test will change as well.
 | |
| // Also, if dependencies of the distribution change, such as RandU64ToDouble,
 | |
| // then this is also likely to change.
 | |
| TEST(GaussianDistributionTest, AlgorithmBounds) {
 | |
|   absl::gaussian_distribution<double> dist;
 | |
| 
 | |
|   // In ~95% of cases, a single value is used to generate the output.
 | |
|   // for all inputs where |x| < 0.750461021389 this should be the case.
 | |
|   //
 | |
|   // The exact constraints are based on the ziggurat tables, and any
 | |
|   // changes to the ziggurat tables may require adjusting these bounds.
 | |
|   //
 | |
|   // for i in range(0, len(X)-1):
 | |
|   //   print i, X[i+1]/X[i], (X[i+1]/X[i] > 0.984375)
 | |
|   //
 | |
|   // 0.125 <= |values| <= 0.75
 | |
|   const uint64_t kValues[] = {
 | |
|       0x1000000000000100ull, 0x2000000000000100ull, 0x3000000000000100ull,
 | |
|       0x4000000000000100ull, 0x5000000000000100ull, 0x6000000000000100ull,
 | |
|       // negative values
 | |
|       0x9000000000000100ull, 0xa000000000000100ull, 0xb000000000000100ull,
 | |
|       0xc000000000000100ull, 0xd000000000000100ull, 0xe000000000000100ull};
 | |
| 
 | |
|   // 0.875 <= |values| <= 0.984375
 | |
|   const uint64_t kExtraValues[] = {
 | |
|       0x7000000000000100ull, 0x7800000000000100ull,  //
 | |
|       0x7c00000000000100ull, 0x7e00000000000100ull,  //
 | |
|       // negative values
 | |
|       0xf000000000000100ull, 0xf800000000000100ull,  //
 | |
|       0xfc00000000000100ull, 0xfe00000000000100ull};
 | |
| 
 | |
|   auto make_box = [](uint64_t v, uint64_t box) {
 | |
|     return (v & 0xffffffffffffff80ull) | box;
 | |
|   };
 | |
| 
 | |
|   // The box is the lower 7 bits of the value. When the box == 0, then
 | |
|   // the algorithm uses an escape hatch to select the result for large
 | |
|   // outputs.
 | |
|   for (uint64_t box = 0; box < 0x7f; box++) {
 | |
|     for (const uint64_t v : kValues) {
 | |
|       // Extra values are added to the sequence to attempt to avoid
 | |
|       // infinite loops from rejection sampling on bugs/errors.
 | |
|       absl::random_internal::sequence_urbg urbg(
 | |
|           {make_box(v, box), 0x0003eb76f6f7f755ull, 0x5FCEA50FDB2F953Bull});
 | |
| 
 | |
|       auto a = dist(urbg);
 | |
|       EXPECT_EQ(1, urbg.invocations()) << box << " " << std::hex << v;
 | |
|       if (v & 0x8000000000000000ull) {
 | |
|         EXPECT_LT(a, 0.0) << box << " " << std::hex << v;
 | |
|       } else {
 | |
|         EXPECT_GT(a, 0.0) << box << " " << std::hex << v;
 | |
|       }
 | |
|     }
 | |
|     if (box > 10 && box < 100) {
 | |
|       // The center boxes use the fast algorithm for more
 | |
|       // than 98.4375% of values.
 | |
|       for (const uint64_t v : kExtraValues) {
 | |
|         absl::random_internal::sequence_urbg urbg(
 | |
|             {make_box(v, box), 0x0003eb76f6f7f755ull, 0x5FCEA50FDB2F953Bull});
 | |
| 
 | |
|         auto a = dist(urbg);
 | |
|         EXPECT_EQ(1, urbg.invocations()) << box << " " << std::hex << v;
 | |
|         if (v & 0x8000000000000000ull) {
 | |
|           EXPECT_LT(a, 0.0) << box << " " << std::hex << v;
 | |
|         } else {
 | |
|           EXPECT_GT(a, 0.0) << box << " " << std::hex << v;
 | |
|         }
 | |
|       }
 | |
|     }
 | |
|   }
 | |
| 
 | |
|   // When the box == 0, the fallback algorithm uses a ratio of uniforms,
 | |
|   // which consumes 2 additional values from the urbg.
 | |
|   // Fallback also requires that the initial value be > 0.9271586026096681.
 | |
|   auto make_fallback = [](uint64_t v) { return (v & 0xffffffffffffff80ull); };
 | |
| 
 | |
|   double tail[2];
 | |
|   {
 | |
|     // 0.9375
 | |
|     absl::random_internal::sequence_urbg urbg(
 | |
|         {make_fallback(0x7800000000000000ull), 0x13CCA830EB61BD96ull,
 | |
|          0x00000076f6f7f755ull});
 | |
|     tail[0] = dist(urbg);
 | |
|     EXPECT_EQ(3, urbg.invocations());
 | |
|     EXPECT_GT(tail[0], 0);
 | |
|   }
 | |
|   {
 | |
|     // -0.9375
 | |
|     absl::random_internal::sequence_urbg urbg(
 | |
|         {make_fallback(0xf800000000000000ull), 0x13CCA830EB61BD96ull,
 | |
|          0x00000076f6f7f755ull});
 | |
|     tail[1] = dist(urbg);
 | |
|     EXPECT_EQ(3, urbg.invocations());
 | |
|     EXPECT_LT(tail[1], 0);
 | |
|   }
 | |
|   EXPECT_EQ(tail[0], -tail[1]);
 | |
|   EXPECT_EQ(418610, static_cast<int64_t>(tail[0] * 100000.0));
 | |
| 
 | |
|   // When the box != 0, the fallback algorithm computes a wedge function.
 | |
|   // Depending on the box, the threshold for varies as high as
 | |
|   // 0.991522480228.
 | |
|   {
 | |
|     // 0.9921875, 0.875
 | |
|     absl::random_internal::sequence_urbg urbg(
 | |
|         {make_box(0x7f00000000000000ull, 120), 0xe000000000000001ull,
 | |
|          0x13CCA830EB61BD96ull});
 | |
|     tail[0] = dist(urbg);
 | |
|     EXPECT_EQ(2, urbg.invocations());
 | |
|     EXPECT_GT(tail[0], 0);
 | |
|   }
 | |
|   {
 | |
|     // -0.9921875, 0.875
 | |
|     absl::random_internal::sequence_urbg urbg(
 | |
|         {make_box(0xff00000000000000ull, 120), 0xe000000000000001ull,
 | |
|          0x13CCA830EB61BD96ull});
 | |
|     tail[1] = dist(urbg);
 | |
|     EXPECT_EQ(2, urbg.invocations());
 | |
|     EXPECT_LT(tail[1], 0);
 | |
|   }
 | |
|   EXPECT_EQ(tail[0], -tail[1]);
 | |
|   EXPECT_EQ(61948, static_cast<int64_t>(tail[0] * 100000.0));
 | |
| 
 | |
|   // Fallback rejected, try again.
 | |
|   {
 | |
|     // -0.9921875, 0.0625
 | |
|     absl::random_internal::sequence_urbg urbg(
 | |
|         {make_box(0xff00000000000000ull, 120), 0x1000000000000001,
 | |
|          make_box(0x1000000000000100ull, 50), 0x13CCA830EB61BD96ull});
 | |
|     dist(urbg);
 | |
|     EXPECT_EQ(3, urbg.invocations());
 | |
|   }
 | |
| }
 | |
| 
 | |
| }  // namespace
 |