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authorRaimo Niskanen <[email protected]>2017-10-18 15:04:42 +0200
committerGitHub <[email protected]>2017-10-18 15:04:42 +0200
commit1111a4983671923a95d3d98f5a07924f7243a09a (patch)
treefdbbaee35f788214c45eae238a27e9004118c088 /lib/stdlib/src
parentf2c70dc9a173a1b63b69e249e9cff2ebffecda39 (diff)
parent5ce0138c0809bd3f17029413fdf2ead1a8979762 (diff)
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Merge pull request #1574 from RaimoNiskanen/raimo/stdlib/rand-uniformity
OTP-13764 Implement uniform floats with decreasing distance towards 0.0
Diffstat (limited to 'lib/stdlib/src')
-rw-r--r--lib/stdlib/src/rand.erl261
1 files changed, 247 insertions, 14 deletions
diff --git a/lib/stdlib/src/rand.erl b/lib/stdlib/src/rand.erl
index 7a8a5e6d4a..362e98006e 100644
--- a/lib/stdlib/src/rand.erl
+++ b/lib/stdlib/src/rand.erl
@@ -21,8 +21,8 @@
%% Multiple PRNG module for Erlang/OTP
%% Copyright (c) 2015-2016 Kenji Rikitake
%%
-%% exrop (xoroshiro116+) added and statistical distribution
-%% improvements by the Erlang/OTP team 2017
+%% exrop (xoroshiro116+) added, statistical distribution
+%% improvements and uniform_real added by the Erlang/OTP team 2017
%% =====================================================================
-module(rand).
@@ -30,10 +30,14 @@
-export([seed_s/1, seed_s/2, seed/1, seed/2,
export_seed/0, export_seed_s/1,
uniform/0, uniform/1, uniform_s/1, uniform_s/2,
+ uniform_real/0, uniform_real_s/1,
jump/0, jump/1,
normal/0, normal/2, normal_s/1, normal_s/3
]).
+%% Debug
+-export([make_float/3, float2str/1, bc64/1]).
+
-compile({inline, [exs64_next/1, exsplus_next/1,
exs1024_next/1, exs1024_calc/2,
exrop_next/1, exrop_next_s/2,
@@ -60,6 +64,10 @@
%% N i evaluated 3 times
(?BSL((Bits), (X), (N)) bor ((X) bsr ((Bits)-(N))))).
+-define(
+ BC(V, N),
+ bc((V), ?BIT((N) - 1), N)).
+
%%-define(TWO_POW_MINUS53, (math:pow(2, -53))).
-define(TWO_POW_MINUS53, 1.11022302462515657e-16).
@@ -84,14 +92,21 @@
%% The 'bits' field indicates how many bits the integer
%% returned from 'next' has got, i.e 'next' shall return
%% an random integer in the range 0..(2^Bits - 1).
-%% At least 53 bits is required for the floating point
-%% producing fallbacks. This field is only used when
-%% the 'uniform' or 'uniform_n' fields are not defined.
+%% At least 55 bits is required for the floating point
+%% producing fallbacks, but 56 bits would be more future proof.
%%
%% The fields 'next', 'uniform' and 'uniform_n'
-%% implement the algorithm. If 'uniform' or 'uinform_n'
+%% implement the algorithm. If 'uniform' or 'uniform_n'
%% is not present there is a fallback using 'next' and either
-%% 'bits' or the deprecated 'max'.
+%% 'bits' or the deprecated 'max'. The 'next' function
+%% must generate a word with at least 56 good random bits.
+%%
+%% The 'weak_low_bits' field indicate how many bits are of
+%% lesser quality and they will not be used by the floating point
+%% producing functions, nor by the range producing functions
+%% when more bits are needed, to avoid weak bits in the middle
+%% of the generated bits. The lowest bits from the range
+%% functions still have the generator's quality.
%%
-type alg_handler() ::
#{type := alg(),
@@ -148,11 +163,7 @@
%% For ranges larger than the algorithm bit size
uniform_range(Range, #{next:=Next, bits:=Bits} = Alg, R, V) ->
- WeakLowBits =
- case Alg of
- #{weak_low_bits:=WLB} -> WLB;
- #{} -> 0
- end,
+ WeakLowBits = maps:get(weak_low_bits, Alg, 0),
%% Maybe waste the lowest bit(s) when shifting in new bits
Shift = Bits - WeakLowBits,
ShiftMask = bnot ?MASK(WeakLowBits),
@@ -297,7 +308,7 @@ uniform_s({#{bits:=Bits, next:=Next} = Alg, R0}) ->
{(V bsr (Bits - 53)) * ?TWO_POW_MINUS53, {Alg, R1}};
uniform_s({#{max:=Max, next:=Next} = Alg, R0}) ->
{V, R1} = Next(R0),
- %% Old broken algorithm with non-uniform density
+ %% Old algorithm with non-uniform density
{V / (Max + 1), {Alg, R1}}.
@@ -317,7 +328,7 @@ uniform_s(N, {#{bits:=Bits, next:=Next} = Alg, R0})
?uniform_range(N, Alg, R1, V, MaxMinusN, I);
uniform_s(N, {#{max:=Max, next:=Next} = Alg, R0})
when is_integer(N), 1 =< N ->
- %% Old broken algorithm with skewed probability
+ %% Old algorithm with skewed probability
%% and gap in ranges > Max
{V, R1} = Next(R0),
if
@@ -328,6 +339,189 @@ uniform_s(N, {#{max:=Max, next:=Next} = Alg, R0})
{trunc(F * N) + 1, {Alg, R1}}
end.
+%% uniform_real/0: returns a random float X where 0.0 < X =< 1.0,
+%% updating the state in the process dictionary.
+
+-spec uniform_real() -> X :: float().
+uniform_real() ->
+ {X, Seed} = uniform_real_s(seed_get()),
+ _ = seed_put(Seed),
+ X.
+
+%% uniform_real_s/1: given a state, uniform_s/1
+%% returns a random float X where 0.0 < X =< 1.0,
+%% and a new state.
+%%
+%% This function does not use the same form of uniformity
+%% as the uniform_s/1 function.
+%%
+%% Instead, this function does not generate numbers with equal
+%% distance in the interval, but rather tries to keep all mantissa
+%% bits random also for small numbers, meaning that the distance
+%% between possible numbers decreases when the numbers
+%% approaches 0.0, as does the possibility for a particular
+%% number. Hence uniformity is preserved.
+%%
+%% To generate 56 bits at the time instead of 53 is actually
+%% a speed optimization since the probability to have to
+%% generate a second word decreases by 1/2 for every extra bit.
+%%
+%% This function generates normalized numbers, so the smallest number
+%% that can be generated is 2^-1022 with the distance 2^-1074
+%% to the next to smallest number, compared to 2^-53 for uniform_s/1.
+%%
+%% This concept of uniformity should work better for applications
+%% where you need to calculate 1.0/X or math:log(X) since those
+%% operations benefits from larger precision approaching 0.0,
+%% and that this function does not return 0.0 nor denormalized
+%% numbers very close to 0.0. The log() operation in The Box-Muller
+%% transformation for normal distribution is an example of this.
+%%
+%%-define(TWO_POW_MINUS55, (math:pow(2, -55))).
+%%-define(TWO_POW_MINUS110, (math:pow(2, -110))).
+%%-define(TWO_POW_MINUS55, 2.7755575615628914e-17).
+%%-define(TWO_POW_MINUS110, 7.7037197775489436e-34).
+%%
+-spec uniform_real_s(State :: state()) -> {X :: float(), NewState :: state()}.
+uniform_real_s({#{bits:=Bits, next:=Next} = Alg, R0}) ->
+ %% Generate a 56 bit number without using the weak low bits.
+ %%
+ %% Be sure to use only 53 bits when multiplying with
+ %% math:pow(2.0, -N) to avoid rounding which would make
+ %% "even" floats more probable than "odd".
+ %%
+ {V1, R1} = Next(R0),
+ M1 = V1 bsr (Bits - 56),
+ if
+ ?BIT(55) =< M1 ->
+ %% We have 56 bits - waste 3
+ {(M1 bsr 3) * math:pow(2.0, -53), {Alg, R1}};
+ ?BIT(54) =< M1 ->
+ %% We have 55 bits - waste 2
+ {(M1 bsr 2) * math:pow(2.0, -54), {Alg, R1}};
+ ?BIT(53) =< M1 ->
+ %% We have 54 bits - waste 1
+ {(M1 bsr 1) * math:pow(2.0, -55), {Alg, R1}};
+ ?BIT(52) =< M1 ->
+ %% We have 53 bits - use all
+ {M1 * math:pow(2.0, -56), {Alg, R1}};
+ true ->
+ %% Need more bits
+ {V2, R2} = Next(R1),
+ uniform_real_s(Alg, Next, M1, -56, R2, V2, Bits)
+ end;
+uniform_real_s({#{max:=_, next:=Next} = Alg, R0}) ->
+ %% Generate a 56 bit number.
+ %% Ignore the weak low bits for these old algorithms,
+ %% just produce something reasonable.
+ %%
+ %% Be sure to use only 53 bits when multiplying with
+ %% math:pow(2.0, -N) to avoid rounding which would make
+ %% "even" floats more probable than "odd".
+ %%
+ {V1, R1} = Next(R0),
+ M1 = ?MASK(56, V1),
+ if
+ ?BIT(55) =< M1 ->
+ %% We have 56 bits - waste 3
+ {(M1 bsr 3) * math:pow(2.0, -53), {Alg, R1}};
+ ?BIT(54) =< M1 ->
+ %% We have 55 bits - waste 2
+ {(M1 bsr 2) * math:pow(2.0, -54), {Alg, R1}};
+ ?BIT(53) =< M1 ->
+ %% We have 54 bits - waste 1
+ {(M1 bsr 1) * math:pow(2.0, -55), {Alg, R1}};
+ ?BIT(52) =< M1 ->
+ %% We have 53 bits - use all
+ {M1 * math:pow(2.0, -56), {Alg, R1}};
+ true ->
+ %% Need more bits
+ {V2, R2} = Next(R1),
+ uniform_real_s(Alg, Next, M1, -56, R2, V2, 56)
+ end.
+
+uniform_real_s(Alg, _Next, M0, -1064, R1, V1, Bits) -> % 19*56
+ %% This is a very theoretical bottom case.
+ %% The odds of getting here is about 2^-1008,
+ %% through a white box test case, or thanks to
+ %% a malfunctioning PRNG producing 18 56-bit zeros in a row.
+ %%
+ %% Fill up to 53 bits, we have at most 52
+ B0 = (53 - ?BC(M0, 52)), % Missing bits
+ {(((M0 bsl B0) bor (V1 bsr (Bits - B0))) * math:pow(2.0, -1064 - B0)),
+ {Alg, R1}};
+uniform_real_s(Alg, Next, M0, BitNo, R1, V1, Bits) ->
+ if
+ %% Optimize the most probable.
+ %% Fill up to 53 bits.
+ ?BIT(51) =< M0 ->
+ %% We have 52 bits in M0 - need 1
+ {(((M0 bsl 1) bor (V1 bsr (Bits - 1)))
+ * math:pow(2.0, BitNo - 1)),
+ {Alg, R1}};
+ ?BIT(50) =< M0 ->
+ %% We have 51 bits in M0 - need 2
+ {(((M0 bsl 2) bor (V1 bsr (Bits - 2)))
+ * math:pow(2.0, BitNo - 2)),
+ {Alg, R1}};
+ ?BIT(49) =< M0 ->
+ %% We have 50 bits in M0 - need 3
+ {(((M0 bsl 3) bor (V1 bsr (Bits - 3)))
+ * math:pow(2.0, BitNo - 3)),
+ {Alg, R1}};
+ M0 == 0 ->
+ M1 = V1 bsr (Bits - 56),
+ if
+ ?BIT(55) =< M1 ->
+ %% We have 56 bits - waste 3
+ {(M1 bsr 3) * math:pow(2.0, BitNo - 53), {Alg, R1}};
+ ?BIT(54) =< M1 ->
+ %% We have 55 bits - waste 2
+ {(M1 bsr 2) * math:pow(2.0, BitNo - 54), {Alg, R1}};
+ ?BIT(53) =< M1 ->
+ %% We have 54 bits - waste 1
+ {(M1 bsr 1) * math:pow(2.0, BitNo - 55), {Alg, R1}};
+ ?BIT(52) =< M1 ->
+ %% We have 53 bits - use all
+ {M1 * math:pow(2.0, BitNo - 56), {Alg, R1}};
+ BitNo =:= -1008 ->
+ %% Endgame
+ %% For the last round we can not have 14 zeros or more
+ %% at the top of M1 because then we will underflow,
+ %% so we need at least 43 bits
+ if
+ ?BIT(42) =< M1 ->
+ %% We have 43 bits - get the last bits
+ uniform_real_s(Alg, Next, M1, BitNo - 56, R1);
+ true ->
+ %% Would underflow 2^-1022 - start all over
+ %%
+ %% We could just crash here since the odds for
+ %% the PRNG being broken is much higher than
+ %% for a good PRNG generating this many zeros
+ %% in a row. Maybe we should write an error
+ %% report or call this a system limit...?
+ uniform_real_s({Alg, R1})
+ end;
+ true ->
+ %% Need more bits
+ uniform_real_s(Alg, Next, M1, BitNo - 56, R1)
+ end;
+ true ->
+ %% Fill up to 53 bits
+ B0 = 53 - ?BC(M0, 49), % Number of bits we need to append
+ {(((M0 bsl B0) bor (V1 bsr (Bits - B0)))
+ * math:pow(2.0, BitNo - B0)),
+ {Alg, R1}}
+ end.
+%%
+uniform_real_s(#{bits:=Bits} = Alg, Next, M0, BitNo, R0) ->
+ {V1, R1} = Next(R0),
+ uniform_real_s(Alg, Next, M0, BitNo, R1, V1, Bits);
+uniform_real_s(#{max:=_} = Alg, Next, M0, BitNo, R0) ->
+ {V1, R1} = Next(R0),
+ uniform_real_s(Alg, Next, M0, BitNo, R1, ?MASK(56, V1), 56).
+
%% jump/1: given a state, jump/1
%% returns a new state which is equivalent to that
%% after a large number of call defined for each algorithm.
@@ -1025,3 +1219,42 @@ normal_fi(Indx) ->
1.0214971439701471e-02,8.6165827693987316e-03,7.0508754713732268e-03,
5.5224032992509968e-03,4.0379725933630305e-03,2.6090727461021627e-03,
1.2602859304985975e-03}).
+
+%%%bitcount64(0) -> 0;
+%%%bitcount64(V) -> 1 + bitcount(V, 64).
+%%%
+%%%-define(
+%%% BITCOUNT(V, N),
+%%% bitcount(V, N) ->
+%%% if
+%%% (1 bsl ((N) bsr 1)) =< (V) ->
+%%% ((N) bsr 1) + bitcount((V) bsr ((N) bsr 1), ((N) bsr 1));
+%%% true ->
+%%% bitcount((V), ((N) bsr 1))
+%%% end).
+%%%?BITCOUNT(V, 64);
+%%%?BITCOUNT(V, 32);
+%%%?BITCOUNT(V, 16);
+%%%?BITCOUNT(V, 8);
+%%%?BITCOUNT(V, 4);
+%%%?BITCOUNT(V, 2);
+%%%bitcount(_, 1) -> 0.
+
+bc64(V) -> ?BC(V, 64).
+
+%% Linear from high bit - higher probability first gives faster execution
+bc(V, B, N) when B =< V -> N;
+bc(V, B, N) -> bc(V, B bsr 1, N - 1).
+
+make_float(S, E, M) ->
+ <<F/float>> = <<S:1, E:11, M:52>>,
+ F.
+
+float2str(N) ->
+ <<S:1, E:11, M:52>> = <<(float(N))/float>>,
+ lists:flatten(
+ io_lib:format(
+ "~c~c.~13.16.0bE~b",
+ [case S of 1 -> $-; 0 -> $+ end,
+ case E of 0 -> $0; _ -> $1 end,
+ M, E - 16#3ff])).