git-subtree-dir: third_party/abseil_cpp git-subtree-mainline:ffb2ae54begit-subtree-split:768eb2ca28
		
			
				
	
	
		
			200 lines
		
	
	
	
		
			7.4 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
			
		
		
	
	
			200 lines
		
	
	
	
		
			7.4 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
// Copyright 2017 The Abseil Authors.
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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//      https://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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#ifndef ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
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#define ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
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#include <cstdint>
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#include <istream>
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#include <limits>
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#include "absl/base/optimization.h"
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#include "absl/random/internal/fast_uniform_bits.h"
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#include "absl/random/internal/iostream_state_saver.h"
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namespace absl {
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ABSL_NAMESPACE_BEGIN
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// absl::bernoulli_distribution is a drop in replacement for
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// std::bernoulli_distribution. It guarantees that (given a perfect
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// UniformRandomBitGenerator) the acceptance probability is *exactly* equal to
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// the given double.
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//
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// The implementation assumes that double is IEEE754
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class bernoulli_distribution {
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 public:
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  using result_type = bool;
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  class param_type {
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   public:
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    using distribution_type = bernoulli_distribution;
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    explicit param_type(double p = 0.5) : prob_(p) {
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      assert(p >= 0.0 && p <= 1.0);
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    }
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    double p() const { return prob_; }
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    friend bool operator==(const param_type& p1, const param_type& p2) {
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      return p1.p() == p2.p();
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    }
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    friend bool operator!=(const param_type& p1, const param_type& p2) {
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      return p1.p() != p2.p();
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    }
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   private:
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    double prob_;
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  };
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  bernoulli_distribution() : bernoulli_distribution(0.5) {}
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  explicit bernoulli_distribution(double p) : param_(p) {}
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  explicit bernoulli_distribution(param_type p) : param_(p) {}
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  // no-op
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  void reset() {}
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  template <typename URBG>
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  bool operator()(URBG& g) {  // NOLINT(runtime/references)
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    return Generate(param_.p(), g);
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  }
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  template <typename URBG>
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  bool operator()(URBG& g,  // NOLINT(runtime/references)
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                  const param_type& param) {
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    return Generate(param.p(), g);
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  }
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  param_type param() const { return param_; }
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  void param(const param_type& param) { param_ = param; }
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  double p() const { return param_.p(); }
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  result_type(min)() const { return false; }
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  result_type(max)() const { return true; }
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  friend bool operator==(const bernoulli_distribution& d1,
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                         const bernoulli_distribution& d2) {
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    return d1.param_ == d2.param_;
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  }
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  friend bool operator!=(const bernoulli_distribution& d1,
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                         const bernoulli_distribution& d2) {
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    return d1.param_ != d2.param_;
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  }
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 private:
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  static constexpr uint64_t kP32 = static_cast<uint64_t>(1) << 32;
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  template <typename URBG>
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  static bool Generate(double p, URBG& g);  // NOLINT(runtime/references)
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  param_type param_;
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};
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template <typename CharT, typename Traits>
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std::basic_ostream<CharT, Traits>& operator<<(
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    std::basic_ostream<CharT, Traits>& os,  // NOLINT(runtime/references)
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    const bernoulli_distribution& x) {
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  auto saver = random_internal::make_ostream_state_saver(os);
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  os.precision(random_internal::stream_precision_helper<double>::kPrecision);
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  os << x.p();
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  return os;
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}
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template <typename CharT, typename Traits>
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std::basic_istream<CharT, Traits>& operator>>(
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    std::basic_istream<CharT, Traits>& is,  // NOLINT(runtime/references)
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    bernoulli_distribution& x) {            // NOLINT(runtime/references)
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  auto saver = random_internal::make_istream_state_saver(is);
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  auto p = random_internal::read_floating_point<double>(is);
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  if (!is.fail()) {
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    x.param(bernoulli_distribution::param_type(p));
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  }
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  return is;
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}
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template <typename URBG>
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bool bernoulli_distribution::Generate(double p,
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                                      URBG& g) {  // NOLINT(runtime/references)
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  random_internal::FastUniformBits<uint32_t> fast_u32;
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  while (true) {
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    // There are two aspects of the definition of `c` below that are worth
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    // commenting on.  First, because `p` is in the range [0, 1], `c` is in the
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    // range [0, 2^32] which does not fit in a uint32_t and therefore requires
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    // 64 bits.
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    //
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    // Second, `c` is constructed by first casting explicitly to a signed
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    // integer and then converting implicitly to an unsigned integer of the same
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    // size.  This is done because the hardware conversion instructions produce
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    // signed integers from double; if taken as a uint64_t the conversion would
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    // be wrong for doubles greater than 2^63 (not relevant in this use-case).
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    // If converted directly to an unsigned integer, the compiler would end up
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    // emitting code to handle such large values that are not relevant due to
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    // the known bounds on `c`.  To avoid these extra instructions this
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    // implementation converts first to the signed type and then use the
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    // implicit conversion to unsigned (which is a no-op).
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    const uint64_t c = static_cast<int64_t>(p * kP32);
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    const uint32_t v = fast_u32(g);
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    // FAST PATH: this path fails with probability 1/2^32.  Note that simply
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    // returning v <= c would approximate P very well (up to an absolute error
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    // of 1/2^32); the slow path (taken in that range of possible error, in the
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    // case of equality) eliminates the remaining error.
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    if (ABSL_PREDICT_TRUE(v != c)) return v < c;
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    // It is guaranteed that `q` is strictly less than 1, because if `q` were
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    // greater than or equal to 1, the same would be true for `p`. Certainly `p`
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    // cannot be greater than 1, and if `p == 1`, then the fast path would
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    // necessary have been taken already.
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    const double q = static_cast<double>(c) / kP32;
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    // The probability of acceptance on the fast path is `q` and so the
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    // probability of acceptance here should be `p - q`.
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    //
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    // Note that `q` is obtained from `p` via some shifts and conversions, the
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    // upshot of which is that `q` is simply `p` with some of the
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    // least-significant bits of its mantissa set to zero. This means that the
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    // difference `p - q` will not have any rounding errors. To see why, pretend
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    // that double has 10 bits of resolution and q is obtained from `p` in such
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    // a way that the 4 least-significant bits of its mantissa are set to zero.
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    // For example:
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    //   p   = 1.1100111011 * 2^-1
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    //   q   = 1.1100110000 * 2^-1
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    // p - q = 1.011        * 2^-8
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    // The difference `p - q` has exactly the nonzero mantissa bits that were
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    // "lost" in `q` producing a number which is certainly representable in a
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    // double.
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    const double left = p - q;
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    // By construction, the probability of being on this slow path is 1/2^32, so
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    // P(accept in slow path) = P(accept| in slow path) * P(slow path),
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    // which means the probability of acceptance here is `1 / (left * kP32)`:
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    const double here = left * kP32;
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    // The simplest way to compute the result of this trial is to repeat the
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    // whole algorithm with the new probability. This terminates because even
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    // given  arbitrarily unfriendly "random" bits, each iteration either
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    // multiplies a tiny probability by 2^32 (if c == 0) or strips off some
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    // number of nonzero mantissa bits. That process is bounded.
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    if (here == 0) return false;
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    p = here;
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  }
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}
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ABSL_NAMESPACE_END
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}  // namespace absl
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#endif  // ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_
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