diff options
Diffstat (limited to 'absl/random/gaussian_distribution.h')
| -rw-r--r-- | absl/random/gaussian_distribution.h | 29 |
1 files changed, 21 insertions, 8 deletions
diff --git a/absl/random/gaussian_distribution.h b/absl/random/gaussian_distribution.h index 8ee95148..4b07a5c0 100644 --- a/absl/random/gaussian_distribution.h +++ b/absl/random/gaussian_distribution.h @@ -28,12 +28,13 @@ #include <limits> #include <type_traits> -#include "absl/random/internal/distribution_impl.h" +#include "absl/base/config.h" #include "absl/random/internal/fast_uniform_bits.h" +#include "absl/random/internal/generate_real.h" #include "absl/random/internal/iostream_state_saver.h" namespace absl { -inline namespace lts_2019_08_08 { +ABSL_NAMESPACE_BEGIN namespace random_internal { // absl::gaussian_distribution_base implements the underlying ziggurat algorithm @@ -43,7 +44,7 @@ namespace random_internal { // The specific algorithm has some of the improvements suggested by the // 2005 paper, "An Improved Ziggurat Method to Generate Normal Random Samples", // Jurgen A Doornik. (https://www.doornik.com/research/ziggurat.pdf) -class gaussian_distribution_base { +class ABSL_DLL gaussian_distribution_base { public: template <typename URBG> inline double zignor(URBG& g); // NOLINT(runtime/references) @@ -208,12 +209,18 @@ namespace random_internal { template <typename URBG> inline double gaussian_distribution_base::zignor_fallback(URBG& g, bool neg) { + using random_internal::GeneratePositiveTag; + using random_internal::GenerateRealFromBits; + // This fallback path happens approximately 0.05% of the time. double x, y; do { // kRInv = 1/r, U(0, 1) - x = kRInv * std::log(RandU64ToDouble<PositiveValueT, false>(fast_u64_(g))); - y = -std::log(RandU64ToDouble<PositiveValueT, false>(fast_u64_(g))); + x = kRInv * + std::log(GenerateRealFromBits<double, GeneratePositiveTag, false>( + fast_u64_(g))); + y = -std::log( + GenerateRealFromBits<double, GeneratePositiveTag, false>(fast_u64_(g))); } while ((y + y) < (x * x)); return neg ? (x - kR) : (kR - x); } @@ -221,6 +228,10 @@ inline double gaussian_distribution_base::zignor_fallback(URBG& g, bool neg) { template <typename URBG> inline double gaussian_distribution_base::zignor( URBG& g) { // NOLINT(runtime/references) + using random_internal::GeneratePositiveTag; + using random_internal::GenerateRealFromBits; + using random_internal::GenerateSignedTag; + while (true) { // We use a single uint64_t to generate both a double and a strip. // These bits are unused when the generated double is > 1/2^5. @@ -228,7 +239,8 @@ inline double gaussian_distribution_base::zignor( // values (those smaller than 1/2^5, which all end up on the left tail). uint64_t bits = fast_u64_(g); int i = static_cast<int>(bits & kMask); // pick a random strip - double j = RandU64ToDouble<SignedValueT, false>(bits); // U(-1, 1) + double j = GenerateRealFromBits<double, GenerateSignedTag, false>( + bits); // U(-1, 1) const double x = j * zg_.x[i]; // Retangular box. Handles >97% of all cases. @@ -245,7 +257,8 @@ inline double gaussian_distribution_base::zignor( } // i > 0: Wedge samples using precomputed values. - double v = RandU64ToDouble<PositiveValueT, false>(fast_u64_(g)); // U(0, 1) + double v = GenerateRealFromBits<double, GeneratePositiveTag, false>( + fast_u64_(g)); // U(0, 1) if ((zg_.f[i + 1] + v * (zg_.f[i] - zg_.f[i + 1])) < std::exp(-0.5 * x * x)) { return x; @@ -256,7 +269,7 @@ inline double gaussian_distribution_base::zignor( } } // namespace random_internal -} // inline namespace lts_2019_08_08 +ABSL_NAMESPACE_END } // namespace absl #endif // ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_ |