// 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 ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_ #define ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_ #include #include #include #include "absl/base/optimization.h" #include "absl/random/internal/fast_uniform_bits.h" #include "absl/random/internal/iostream_state_saver.h" namespace absl { ABSL_NAMESPACE_BEGIN // 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 bool operator()(URBG& g) { // NOLINT(runtime/references) return Generate(param_.p(), g); } template 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(1) << 32; template static bool Generate(double p, URBG& g); // NOLINT(runtime/references) param_type param_; }; template std::basic_ostream& operator<<( std::basic_ostream& os, // NOLINT(runtime/references) const bernoulli_distribution& x) { auto saver = random_internal::make_ostream_state_saver(os); os.precision(random_internal::stream_precision_helper::kPrecision); os << x.p(); return os; } template std::basic_istream& operator>>( std::basic_istream& 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(is); if (!is.fail()) { x.param(bernoulli_distribution::param_type(p)); } return is; } template bool bernoulli_distribution::Generate(double p, URBG& g) { // NOLINT(runtime/references) random_internal::FastUniformBits 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 converting implicitly 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 use the // implicit conversion to unsigned (which is a no-op). const uint64_t c = static_cast(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 (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(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; } } ABSL_NAMESPACE_END } // namespace absl #endif // ABSL_RANDOM_BERNOULLI_DISTRIBUTION_H_