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authorBardur Arantsson <bardur@scientician.net>2016-09-17 09:58:14 +0200
committerBardur Arantsson <bardur@scientician.net>2016-09-17 09:58:14 +0200
commit6e8536619890fbf36b6a890a92627d87b8b92842 (patch)
tree0d78e58a67a569ddb7bbca2485f751fc75a51643 /src/z-rand.cc
parent6d11bb4a2d5bc8ab7c1491639f1083532b1b8fd1 (diff)
Replace randnor() with C++-based implementation
Diffstat (limited to 'src/z-rand.cc')
-rw-r--r--src/z-rand.cc152
1 files changed, 55 insertions, 97 deletions
diff --git a/src/z-rand.cc b/src/z-rand.cc
index 0f507cb6..a35eb08b 100644
--- a/src/z-rand.cc
+++ b/src/z-rand.cc
@@ -9,6 +9,7 @@
#include <limits>
#include <random>
#include <sstream>
+#include <type_traits>
#include "pcg_random.hpp"
#include "seed.hpp"
@@ -113,119 +114,76 @@ void set_complex_rng_state(std::string const &state)
}
-/*
- * The number of entries in the "randnor_table"
- */
-#define RANDNOR_NUM 256
-
-/*
- * The standard deviation of the "randnor_table"
- */
-#define RANDNOR_STD 64
/*
- * The normal distribution table for the "randnor()" function (below)
+ * Stochastic rounding
*/
-static s16b randnor_table[RANDNOR_NUM] =
+static double round_stochastic(double x)
{
- 206, 613, 1022, 1430, 1838, 2245, 2652, 3058,
- 3463, 3867, 4271, 4673, 5075, 5475, 5874, 6271,
- 6667, 7061, 7454, 7845, 8234, 8621, 9006, 9389,
- 9770, 10148, 10524, 10898, 11269, 11638, 12004, 12367,
- 12727, 13085, 13440, 13792, 14140, 14486, 14828, 15168,
- 15504, 15836, 16166, 16492, 16814, 17133, 17449, 17761,
- 18069, 18374, 18675, 18972, 19266, 19556, 19842, 20124,
- 20403, 20678, 20949, 21216, 21479, 21738, 21994, 22245,
-
- 22493, 22737, 22977, 23213, 23446, 23674, 23899, 24120,
- 24336, 24550, 24759, 24965, 25166, 25365, 25559, 25750,
- 25937, 26120, 26300, 26476, 26649, 26818, 26983, 27146,
- 27304, 27460, 27612, 27760, 27906, 28048, 28187, 28323,
- 28455, 28585, 28711, 28835, 28955, 29073, 29188, 29299,
- 29409, 29515, 29619, 29720, 29818, 29914, 30007, 30098,
- 30186, 30272, 30356, 30437, 30516, 30593, 30668, 30740,
- 30810, 30879, 30945, 31010, 31072, 31133, 31192, 31249,
-
- 31304, 31358, 31410, 31460, 31509, 31556, 31601, 31646,
- 31688, 31730, 31770, 31808, 31846, 31882, 31917, 31950,
- 31983, 32014, 32044, 32074, 32102, 32129, 32155, 32180,
- 32205, 32228, 32251, 32273, 32294, 32314, 32333, 32352,
- 32370, 32387, 32404, 32420, 32435, 32450, 32464, 32477,
- 32490, 32503, 32515, 32526, 32537, 32548, 32558, 32568,
- 32577, 32586, 32595, 32603, 32611, 32618, 32625, 32632,
- 32639, 32645, 32651, 32657, 32662, 32667, 32672, 32677,
-
- 32682, 32686, 32690, 32694, 32698, 32702, 32705, 32708,
- 32711, 32714, 32717, 32720, 32722, 32725, 32727, 32729,
- 32731, 32733, 32735, 32737, 32739, 32740, 32742, 32743,
- 32745, 32746, 32747, 32748, 32749, 32750, 32751, 32752,
- 32753, 32754, 32755, 32756, 32757, 32757, 32758, 32758,
- 32759, 32760, 32760, 32761, 32761, 32761, 32762, 32762,
- 32763, 32763, 32763, 32764, 32764, 32764, 32764, 32765,
- 32765, 32765, 32765, 32766, 32766, 32766, 32766, 32767,
-};
+ double n;
+ double f = std::modf(x, &n);
+
+ // Round up?
+ if (f > 0.5)
+ {
+ return n + 1;
+ }
+
+ // Round down?
+ if (f < 0.5)
+ {
+ return n - 1;
+ }
+ // Tie breaker is random; hence 'stochastic'.
+ std::uniform_int_distribution<int> distribution(0, 1);
+ if (distribution(*get_current_rng()) == 0)
+ {
+ return n - 1;
+ }
+ else
+ {
+ return n + 1;
+ }
+}
/*
* Generate a random integer number of NORMAL distribution
- *
- * The table above is used to generate a psuedo-normal distribution,
- * in a manner which is much faster than calling a transcendental
- * function to calculate a true normal distribution.
- *
- * Basically, entry 64*N in the table above represents the number of
- * times out of 32767 that a random variable with normal distribution
- * will fall within N standard deviations of the mean. That is, about
- * 68 percent of the time for N=1 and 95 percent of the time for N=2.
- *
- * The table above contains a "faked" final entry which allows us to
- * pretend that all values in a normal distribution are strictly less
- * than four standard deviations away from the mean. This results in
- * "conservative" distribution of approximately 1/32768 values.
- *
- * Note that the binary search takes up to 16 quick iterations.
*/
s16b randnor(int mean, int stand)
{
- s16b tmp;
- s16b offset;
-
- s16b low = 0;
- s16b high = RANDNOR_NUM;
+ // Get our own return type; we need it for limits and casting.
+ using retval_t = std::result_of<decltype(&randnor)(int, int)>::type;
- /* Paranoia */
- if (stand < 1) return (mean);
-
- /* Roll for probability */
- tmp = (s16b)rand_int(32768);
-
- /* Binary Search */
- while (low < high)
+ // Degenerate case
+ if (stand < 1)
{
- int mid = (low + high) >> 1;
-
- /* Move right if forced */
- if (randnor_table[mid] < tmp)
- {
- low = mid + 1;
- }
-
- /* Move left otherwise */
- else
- {
- high = mid;
- }
+ return 0;
}
- /* Convert the index into an offset */
- offset = (long)stand * (long)low / RANDNOR_STD;
-
- /* One half should be negative */
- if (rand_int(100) < 50) return (mean - offset);
-
- /* One half should be positive */
- return (mean + offset);
+ // Sample from normal distribution
+ std::normal_distribution<double> distribution(mean, stand);
+ double x = distribution(*get_current_rng());
+
+ // Stochastic rounding to avoid rounding bias
+ double rounded_x = round_stochastic(x);
+
+ // Enforce limits of retval_t. Given that we're talking about a normal
+ // distribution, we're usually very unlikely to actually hit these (given
+ // reasonable values for 'mean' and 'stand' parameters), but in (very) rare
+ // cases it's needed to avoid undefined behavior due to the conversion
+ // we're going to do. This does introduce some (very minor) bias, but
+ // it's really unavoidable since retval_t cannot represent all possible
+ // values. We also assuming that a double can accurately represent all
+ // values in the range of retval_t.
+ double clipped_x = std::min(
+ static_cast<double>(std::numeric_limits<retval_t>::max()),
+ std::max(static_cast<double>(std::numeric_limits<retval_t>::min()),
+ rounded_x));
+
+ // Done: We just need to convert to retval_t.
+ return static_cast<retval_t>(clipped_x);
}