Repository: commons-rng Updated Branches: refs/heads/master a242b59f7 -> da6512c75
Usage example. Code used for "visual" check while debugging RNG-37. Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/da6512c7 Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/da6512c7 Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/da6512c7 Branch: refs/heads/master Commit: da6512c759f863c65b1c3e44b60d41f636b0812d Parents: a242b59 Author: Gilles <er...@apache.org> Authored: Fri Jan 26 15:56:03 2018 +0100 Committer: Gilles <er...@apache.org> Committed: Fri Jan 26 15:56:03 2018 +0100 ---------------------------------------------------------------------- commons-rng-examples/pom.xml | 6 ++ .../sampling/UniformSamplingVisualCheck.java | 80 ++++++++++++++++++++ 2 files changed, 86 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/da6512c7/commons-rng-examples/pom.xml ---------------------------------------------------------------------- diff --git a/commons-rng-examples/pom.xml b/commons-rng-examples/pom.xml index 0bf185b..9e7292c 100644 --- a/commons-rng-examples/pom.xml +++ b/commons-rng-examples/pom.xml @@ -51,6 +51,12 @@ <artifactId>commons-rng-simple</artifactId> <version>1.1-SNAPSHOT</version> </dependency> + + <dependency> + <groupId>org.apache.commons</groupId> + <artifactId>commons-rng-sampling</artifactId> + <version>1.1-SNAPSHOT</version> + </dependency> </dependencies> </project> http://git-wip-us.apache.org/repos/asf/commons-rng/blob/da6512c7/commons-rng-examples/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java ---------------------------------------------------------------------- diff --git a/commons-rng-examples/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java b/commons-rng-examples/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java new file mode 100644 index 0000000..7e442a8 --- /dev/null +++ b/commons-rng-examples/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java @@ -0,0 +1,80 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.examples.sampling; + +import org.apache.commons.rng.UniformRandomProvider; +import org.apache.commons.rng.simple.RandomSource; +import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler; +import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler; +import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler; +import org.apache.commons.rng.sampling.distribution.ContinuousSampler; + +/** + * Creates 2D plot of sampling output. + * It is a "manual" check that could help ensure that no artefacts + * exist in some tiny region of the expected range, due to loss of + * accuracy, e.g. when porting C code based on 32-bits "float" to + * "Commons RNG" that uses Java "double" (64-bits). + */ +public class UniformSamplingVisualCheck { + /** RNG. */ + private final UniformRandomProvider rng = RandomSource.create(RandomSource.XOR_SHIFT_1024_S); + /** Samplers. */ + private final ContinuousSampler[] samplers = new ContinuousSampler[] { + new ZigguratNormalizedGaussianSampler(rng), + new MarsagliaNormalizedGaussianSampler(rng), + new BoxMullerNormalizedGaussianSampler(rng), + }; + + /** + * Program entry point. + */ + public static void main(String[] args) { + final float lo = 0.1f; + final int bands = 2; + float hi = lo; + for (int i = 0; i < bands; i++) { + hi = Math.nextUp(hi); + } + System.out.printf("# lo=%.10e hi=%.10e", lo, hi); + System.out.println(); + + final UniformSamplingVisualCheck app = new UniformSamplingVisualCheck(); + + long n = 0; + while (true) { + System.out.printf("%.16e\t", app.rng.nextDouble()); + + for (ContinuousSampler s : app.samplers) { + while (true) { + final double r = s.sample(); + if (r < lo || + r > hi) { + // Discard numbers outside the tiny region. + continue; + } + + System.out.printf("%.16e ", r); + break; + } + } + + System.out.println(); + } + } +}
