This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-rng.git
commit 49a5591c2fb09b4f5ba616a06d6ba41eb061375e
Author: aherbert <aherb...@apache.org>
AuthorDate: Thu Jul 8 09:56:35 2021 +0100
RNG-149: Remove ZigguratExponentialSampler
This sampler is superseded by the ZigguratSampler.Exponential.
Note: An implementation is included in the JMH examples module for
performance testing.
---
.../ContinuousSamplersPerformance.java | 4 -
.../distribution/ZigguratExponentialSampler.java | 231 ---------------------
.../distribution/ContinuousSamplersList.java | 3 -
.../ZigguratExponentialSamplerTest.java | 64 ------
src/changes/changes.xml | 4 -
5 files changed, 306 deletions(-)
diff --git
a/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ContinuousSamplersPerformance.java
b/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ContinuousSamplersPerformance.java
index 899e338..c98f7e4 100644
---
a/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ContinuousSamplersPerformance.java
+++
b/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ContinuousSamplersPerformance.java
@@ -30,7 +30,6 @@ import
org.apache.commons.rng.sampling.distribution.LevySampler;
import org.apache.commons.rng.sampling.distribution.LogNormalSampler;
import
org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
import org.apache.commons.rng.sampling.distribution.ZigguratSampler;
-import org.apache.commons.rng.sampling.distribution.ZigguratExponentialSampler;
import
org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler;
import org.openjdk.jmh.annotations.Benchmark;
@@ -81,7 +80,6 @@ public class ContinuousSamplersPerformance {
"ZigguratSampler.NormalizedGaussian",
"AhrensDieterExponentialSampler",
"ZigguratSampler.Exponential",
- "ZigguratExponentialSampler",
"AhrensDieterGammaSampler",
"MarsagliaTsangGammaSampler",
"LevySampler",
@@ -122,8 +120,6 @@ public class ContinuousSamplersPerformance {
sampler = AhrensDieterExponentialSampler.of(rng, 4.56);
} else if ("ZigguratSampler.Exponential".equals(samplerType)) {
sampler = ZigguratSampler.Exponential.of(rng, 4.56);
- } else if ("ZigguratExponentialSampler".equals(samplerType)) {
- sampler = ZigguratExponentialSampler.of(rng, 4.56);
} else if ("AhrensDieterGammaSampler".equals(samplerType)) {
// This tests the Ahrens-Dieter algorithm since alpha < 1
sampler = AhrensDieterMarsagliaTsangGammaSampler.of(rng, 0.76,
9.8);
diff --git
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSampler.java
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSampler.java
deleted file mode 100644
index 09276ee..0000000
---
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSampler.java
+++ /dev/null
@@ -1,231 +0,0 @@
-/*
- * 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.sampling.distribution;
-
-import org.apache.commons.rng.UniformRandomProvider;
-
-/**
- * <a href="https://en.wikipedia.org/wiki/Ziggurat_algorithm";>
- * Marsaglia and Tsang "Ziggurat" method</a> for sampling from an exponential
- * distribution.
- *
- * <p>The algorithm is explained in this
- * <a
href="http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>paper</a>
- * and this implementation has been adapted from the C code provided
therein.</p>
- *
- * <p>Sampling uses:</p>
- *
- * <ul>
- * <li>{@link UniformRandomProvider#nextLong()}
- * <li>{@link UniformRandomProvider#nextDouble()}
- * </ul>
- *
- * @since 1.4
- */
-public class ZigguratExponentialSampler implements
SharedStateContinuousSampler {
- /** Start of tail. */
- private static final double R = 7.69711747013104972;
- /** Index of last entry in the tables (which have a size that is a power
of 2). */
- private static final int LAST = 255;
- /** Auxiliary table. */
- private static final long[] K;
- /** Auxiliary table. */
- private static final double[] W;
- /** Auxiliary table. */
- private static final double[] F;
-
- /** Underlying source of randomness. */
- private final UniformRandomProvider rng;
-
- static {
- // Filling the tables.
- // Rectangle area.
- final double v = 0.0039496598225815571993;
- // No support for unsigned long so the upper bound is 2^63
- final double max = Math.pow(2, 63);
- final double oneOverMax = 1d / max;
-
- K = new long[LAST + 1];
- W = new double[LAST + 1];
- F = new double[LAST + 1];
-
- double d = R;
- double t = d;
- double fd = pdf(d);
- final double q = v / fd;
-
- K[0] = (long) ((d / q) * max);
- K[1] = 0;
-
- W[0] = q * oneOverMax;
- W[LAST] = d * oneOverMax;
-
- F[0] = 1;
- F[LAST] = fd;
-
- for (int i = LAST - 1; i >= 1; i--) {
- d = -Math.log(v / d + fd);
- fd = pdf(d);
-
- K[i + 1] = (long) ((d / t) * max);
- t = d;
-
- F[i] = fd;
-
- W[i] = d * oneOverMax;
- }
- }
-
- /**
- * Specialisation of the ZigguratExponentialSampler which multiplies the
standard
- * exponential result by the mean.
- */
- private static class ZigguratExponentialMeanSampler extends
ZigguratExponentialSampler {
- /** Mean. */
- private final double mean;
-
- /**
- * @param rng Generator of uniformly distributed random numbers.
- * @param mean Mean.
- */
- ZigguratExponentialMeanSampler(UniformRandomProvider rng, double mean)
{
- super(rng);
- this.mean = mean;
- }
-
- @Override
- public double sample() {
- return createSample() * mean;
- }
-
- @Override
- public ZigguratExponentialMeanSampler
withUniformRandomProvider(UniformRandomProvider rng) {
- return new ZigguratExponentialMeanSampler(rng, this.mean);
- }
- }
-
- /**
- * @param rng Generator of uniformly distributed random numbers.
- */
- private ZigguratExponentialSampler(UniformRandomProvider rng) {
- this.rng = rng;
- }
-
- /** {@inheritDoc} */
- @Override
- public double sample() {
- return createSample();
- }
-
- /**
- * Creates the exponential sample with {@code mean = 1}.
- *
- * <p>Note: This has been extracted to a separate method so that the
recursive call
- * when sampling tries again targets this function. Otherwise the sub-class
- * {@code ZigguratExponentialMeanSampler.sample()} method will recursively
call
- * the overloaded sample() method when trying again which creates a bad
sample due
- * to compound multiplication of the mean.
- *
- * @return the sample
- */
- final double createSample() {
- // An unsigned long in [0, 2^63)
- final long j = rng.nextLong() >>> 1;
- final int i = ((int) j) & LAST;
- if (j < K[i]) {
- // This branch is called about 0.977777 times per call into
createSample.
- // Note: Frequencies have been empirically measured for the first
call to
- // createSample; recursion due to retries have been ignored.
Frequencies sum to 1.
- return j * W[i];
- }
- return fix(j, i);
- }
-
- /** {@inheritDoc} */
- @Override
- public String toString() {
- return "Ziggurat exponential deviate [" + rng.toString() + "]";
- }
-
- /**
- * Gets the value from the tail of the distribution.
- *
- * @param jz Start random integer.
- * @param iz Index of cell corresponding to {@code jz}.
- * @return the requested random value.
- */
- private double fix(long jz,
- int iz) {
- if (iz == 0) {
- // Base strip.
- // This branch is called about 0.000448867 times per call into
createSample.
- return R - Math.log(rng.nextDouble());
- }
- // Wedge of other strips.
- final double x = jz * W[iz];
- if (F[iz] + rng.nextDouble() * (F[iz - 1] - F[iz]) < pdf(x)) {
- // This branch is called about 0.0107820 times per call into
createSample.
- return x;
- }
- // Try again.
- // This branch is called about 0.0109920 times per call into
createSample
- // i.e. this is the recursion frequency.
- return createSample();
- }
-
- /**
- * Compute the exponential probability density function {@code f(x) =
e^-x}.
- *
- * @param x Argument.
- * @return {@code e^-x}
- */
- private static double pdf(double x) {
- return Math.exp(-x);
- }
-
- /** {@inheritDoc} */
- @Override
- public ZigguratExponentialSampler
withUniformRandomProvider(UniformRandomProvider rng) {
- return new ZigguratExponentialSampler(rng);
- }
-
- /**
- * Create a new exponential sampler with {@code mean = 1}.
- *
- * @param rng Generator of uniformly distributed random numbers.
- * @return the sampler
- */
- public static ZigguratExponentialSampler of(UniformRandomProvider rng) {
- return new ZigguratExponentialSampler(rng);
- }
-
- /**
- * Create a new exponential sampler with the specified {@code mean}.
- *
- * @param rng Generator of uniformly distributed random numbers.
- * @param mean Mean.
- * @return the sampler
- * @throws IllegalArgumentException if the mean is not strictly positive
({@code mean <= 0})
- */
- public static ZigguratExponentialSampler of(UniformRandomProvider rng,
double mean) {
- if (mean > 0) {
- return new ZigguratExponentialMeanSampler(rng, mean);
- }
- throw new IllegalArgumentException("Mean is not strictly positive: " +
mean);
- }
-}
diff --git
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java
b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java
index 4cd4f3c..1b6f8d8 100644
---
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java
+++
b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java
@@ -103,9 +103,6 @@ public final class ContinuousSamplersList {
// Exponential.
add(LIST, new
org.apache.commons.math3.distribution.ExponentialDistribution(unusedRng,
meanExp),
AhrensDieterExponentialSampler.of(RandomSource.MT.create(),
meanExp));
- // Exponential ("Ziggurat").
- add(LIST, new
org.apache.commons.math3.distribution.ExponentialDistribution(unusedRng,
meanExp),
- ZigguratExponentialSampler.of(RandomSource.KISS.create(),
meanExp));
// Exponential ("Modified ziggurat").
add(LIST, new
org.apache.commons.math3.distribution.ExponentialDistribution(unusedRng,
meanExp),
ZigguratSampler.Exponential.of(RandomSource.XO_RO_SHI_RO_128_SS.create(),
meanExp));
diff --git
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSamplerTest.java
b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSamplerTest.java
deleted file mode 100644
index d390cc6..0000000
---
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ZigguratExponentialSamplerTest.java
+++ /dev/null
@@ -1,64 +0,0 @@
-/*
- * 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.sampling.distribution;
-
-import org.junit.Test;
-
-import org.apache.commons.rng.RestorableUniformRandomProvider;
-import org.apache.commons.rng.UniformRandomProvider;
-import org.apache.commons.rng.sampling.RandomAssert;
-import org.apache.commons.rng.simple.RandomSource;
-
-/**
- * Test for {@link ZigguratExponentialSampler}.
- */
-public class ZigguratExponentialSamplerTest {
- /**
- * Test the constructor with a bad mean.
- */
- @Test(expected = IllegalArgumentException.class)
- public void testConstructorThrowsWithZeroMean() {
- final RestorableUniformRandomProvider rng =
RandomSource.SPLIT_MIX_64.create(0L);
- final double mean = 0;
- ZigguratExponentialSampler.of(rng, mean);
- }
-
- /**
- * Test the SharedStateSampler implementation.
- */
- @Test
- public void testSharedStateSampler() {
- final UniformRandomProvider rng1 =
RandomSource.SPLIT_MIX_64.create(0L);
- final UniformRandomProvider rng2 =
RandomSource.SPLIT_MIX_64.create(0L);
- final ZigguratExponentialSampler sampler1 =
ZigguratExponentialSampler.of(rng1);
- final ZigguratExponentialSampler sampler2 =
sampler1.withUniformRandomProvider(rng2);
- RandomAssert.assertProduceSameSequence(sampler1, sampler2);
- }
-
- /**
- * Test the SharedStateSampler implementation with a mean.
- */
- @Test
- public void testSharedStateSamplerWithMean() {
- final UniformRandomProvider rng1 =
RandomSource.SPLIT_MIX_64.create(0L);
- final UniformRandomProvider rng2 =
RandomSource.SPLIT_MIX_64.create(0L);
- final double mean = 1.23;
- final ZigguratExponentialSampler sampler1 =
ZigguratExponentialSampler.of(rng1, mean);
- final ZigguratExponentialSampler sampler2 =
sampler1.withUniformRandomProvider(rng2);
- RandomAssert.assertProduceSameSequence(sampler1, sampler2);
- }
-}
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index 7e0237f..356e912 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -85,10 +85,6 @@ as 'flaky' in the report).
New "ZigguratSampler" implementation of the modified "Ziggurat"
algorithm for
Gaussian and exponential sampling.
</action>
- <action dev="aherbert" type="add" issue="149">
- New "ZigguratExponentialSampler" implementation of the "Ziggurat"
algorithm for
- exponential sampling.
- </action>
<action dev="aherbert" type="fix" issue="148">
"UnitSphereSampler": Detect and discard infinite length vectors.
</action>
