1 files changed, 147 insertions, 0 deletions
diff --git a/absl/random/internal/gaussian_distribution_gentables.cc b/absl/random/internal/gaussian_distribution_gentables.cc
new file mode 100644
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+++ b/absl/random/internal/gaussian_distribution_gentables.cc
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+// 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.
+
+// Generates gaussian_distribution.cc
+//
+// $ blaze run :gaussian_distribution_gentables > gaussian_distribution.cc
+//
+#include "absl/random/gaussian_distribution.h"
+
+#include <cmath>
+#include <cstddef>
+#include <iostream>
+#include <limits>
+#include <string>
+
+#include "absl/base/macros.h"
+
+namespace absl {
+inline namespace lts_2019_08_08 {
+namespace random_internal {
+namespace {
+
+template <typename T, size_t N>
+void FormatArrayContents(std::ostream* os, T (&data)[N]) {
+  if (!std::numeric_limits<T>::is_exact) {
+    // Note: T is either an integer or a float.
+    // float requires higher precision to ensure that values are
+    // reproduced exactly.
+    // Trivia: C99 has hexadecimal floating point literals, but C++11 does not.
+    // Using them would remove all concern of precision loss.
+    os->precision(std::numeric_limits<T>::max_digits10 + 2);
+  }
+  *os << "    {";
+  std::string separator = "";
+  for (size_t i = 0; i < N; ++i) {
+    *os << separator << data[i];
+    if ((i + 1) % 3 != 0) {
+      separator = ", ";
+    } else {
+      separator = ",\n     ";
+    }
+  }
+  *os << "}";
+}
+
+}  // namespace
+
+class TableGenerator : public gaussian_distribution_base {
+ public:
+  TableGenerator();
+  void Print(std::ostream* os);
+
+  using gaussian_distribution_base::kMask;
+  using gaussian_distribution_base::kR;
+  using gaussian_distribution_base::kV;
+
+ private:
+  Tables tables_;
+};
+
+// Ziggurat gaussian initialization.  For an explanation of the algorithm, see
+// the Marsaglia paper, "The Ziggurat Method for Generating Random Variables".
+//   http://www.jstatsoft.org/v05/i08/
+//
+// Further details are available in the Doornik paper
+//   https://www.doornik.com/research/ziggurat.pdf
+//
+TableGenerator::TableGenerator() {
+  // The constants here should match the values in gaussian_distribution.h
+  static constexpr int kC = kMask + 1;
+
+  static_assert((ABSL_ARRAYSIZE(tables_.x) == kC + 1),
+                "xArray must be length kMask + 2");
+
+  static_assert((ABSL_ARRAYSIZE(tables_.x) == ABSL_ARRAYSIZE(tables_.f)),
+                "fx and x arrays must be identical length");
+
+  auto f = [](double x) { return std::exp(-0.5 * x * x); };
+  auto f_inv = [](double x) { return std::sqrt(-2.0 * std::log(x)); };
+
+  tables_.x[0] = kV / f(kR);
+  tables_.f[0] = f(tables_.x[0]);
+
+  tables_.x[1] = kR;
+  tables_.f[1] = f(tables_.x[1]);
+
+  tables_.x[kC] = 0.0;
+  tables_.f[kC] = f(tables_.x[kC]);  // 1.0
+
+  for (int i = 2; i < kC; i++) {
+    double v = (kV / tables_.x[i - 1]) + tables_.f[i - 1];
+    tables_.x[i] = f_inv(v);
+    tables_.f[i] = v;
+  }
+}
+
+void TableGenerator::Print(std::ostream* os) {
+  *os << "// BEGIN GENERATED CODE; DO NOT EDIT\n"
+         "// clang-format off\n"
+         "\n"
+         "#include \"absl/random/gaussian_distribution.h\"\n"
+         "\n"
+         // "namespace " and "absl" are broken apart so as not to conflict with
+         // script that adds the LTS inline namespace.
+         "namespace "
+         "absl {\n"
+         "namespace "
+         "random_internal {\n"
+         "\n"
+         "const gaussian_distribution_base::Tables\n"
+         "    gaussian_distribution_base::zg_ = {\n";
+  FormatArrayContents(os, tables_.x);
+  *os << ",\n";
+  FormatArrayContents(os, tables_.f);
+  *os << "};\n"
+         "\n"
+         "}  // namespace "
+         "random_internal\n"
+         "}  // namespace "
+         "absl\n"
+         "\n"
+         "// clang-format on\n"
+         "// END GENERATED CODE";
+  *os << std::endl;
+}
+
+}  // namespace random_internal
+}  // inline namespace lts_2019_08_08
+}  // namespace absl
+
+int main(int, char**) {
+  std::cerr << "\nCopy the output to gaussian_distribution.cc" << std::endl;
+  absl::random_internal::TableGenerator generator;
+  generator.Print(&std::cout);
+  return 0;
+}