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The following commit(s) were added to refs/heads/master by this push:
new d5ea18a RNG-155: Update ZigguratNormalizedGaussianSampler to a table
size of 256
d5ea18a is described below
commit d5ea18a19209e53f783ef6ec79c17fc8e2a10a6f
Author: Alex Herbert <aherb...@apache.org>
AuthorDate: Sun Jul 11 08:24:19 2021 +0100
RNG-155: Update ZigguratNormalizedGaussianSampler to a table size of 256
Branch frequencies have been updated appropriately.
---
.../distribution/ZigguratSamplerPerformance.java | 21 ++++++++++++---------
.../ZigguratNormalizedGaussianSampler.java | 16 ++++++++--------
src/changes/changes.xml | 3 +++
3 files changed, 23 insertions(+), 17 deletions(-)
diff --git
a/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ZigguratSamplerPerformance.java
b/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ZigguratSamplerPerformance.java
index 45e56c1..d9e258e 100644
---
a/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ZigguratSamplerPerformance.java
+++
b/commons-rng-examples/examples-jmh/src/main/java/org/apache/commons/rng/examples/jmh/sampling/distribution/ZigguratSamplerPerformance.java
@@ -204,9 +204,9 @@ public class ZigguratSamplerPerformance {
final RandomSource randomSource =
RandomSource.valueOf(randomSourceName);
final UniformRandomProvider rng = randomSource.create();
if (GAUSSIAN_128.equals(type)) {
- sampler = ZigguratNormalizedGaussianSampler.of(rng);
+ sampler = new ZigguratNormalizedGaussianSampler128(rng);
} else if (GAUSSIAN_256.equals(type)) {
- sampler = new ZigguratNormalizedGaussianSampler256(rng);
+ sampler = ZigguratNormalizedGaussianSampler.of(rng);
} else if ("Exponential".equals(type)) {
sampler = new ZigguratExponentialSampler(rng);
} else if (MOD_GAUSSIAN.equals(type)) {
@@ -274,9 +274,9 @@ public class ZigguratSamplerPerformance {
final UniformRandomProvider rng = randomSource.create();
ContinuousSampler s = null;
if (GAUSSIAN_128.equals(type)) {
- s = ZigguratNormalizedGaussianSampler.of(rng);
+ s = new ZigguratNormalizedGaussianSampler128(rng);
} else if (GAUSSIAN_256.equals(type)) {
- s = new ZigguratNormalizedGaussianSampler256(rng);
+ s = ZigguratNormalizedGaussianSampler.of(rng);
} else if (MOD_GAUSSIAN.equals(type)) {
s = ZigguratSampler.NormalizedGaussian.of(rng);
} else {
@@ -455,13 +455,13 @@ public class ZigguratSamplerPerformance {
*
* <p>This is a copy of {@link ZigguratNormalizedGaussianSampler} using a
table size of 256.
*/
- static class ZigguratNormalizedGaussianSampler256 implements
ContinuousSampler {
+ static class ZigguratNormalizedGaussianSampler128 implements
ContinuousSampler {
/** Start of tail. */
- private static final double R = 3.6541528853610088;
+ private static final double R = 3.442619855899;
/** Inverse of R. */
private static final double ONE_OVER_R = 1 / R;
/** Index of last entry in the tables (which have a size that is a
power of 2). */
- private static final int LAST = 255;
+ private static final int LAST = 127;
/** Auxiliary table. */
private static final long[] K;
/** Auxiliary table. */
@@ -480,7 +480,7 @@ public class ZigguratSamplerPerformance {
static {
// Filling the tables.
// Rectangle area.
- final double v = 0.00492867323399;
+ final double v = 9.91256303526217e-3;
// Direction support uses the sign bit so the maximum magnitude
from the long is 2^63
final double max = Math.pow(2, 63);
final double oneOverMax = 1d / max;
@@ -519,7 +519,7 @@ public class ZigguratSamplerPerformance {
/**
* @param rng Generator of uniformly distributed random numbers.
*/
- ZigguratNormalizedGaussianSampler256(UniformRandomProvider rng) {
+ ZigguratNormalizedGaussianSampler128(UniformRandomProvider rng) {
this.rng = rng;
}
@@ -529,6 +529,7 @@ public class ZigguratSamplerPerformance {
final long j = rng.nextLong();
final int i = ((int) j) & LAST;
if (Math.abs(j) < K[i]) {
+ // This branch is called about 0.972101 times per sample.
return j * W[i];
}
return fix(j, i);
@@ -561,6 +562,7 @@ public class ZigguratSamplerPerformance {
// This branch is called about 0.027323 times per sample.
final double x = hz * W[iz];
if (F[iz] + rng.nextDouble() * (F[iz - 1] - F[iz]) < pdf(x)) {
+ // This branch is called about 0.014961 times per sample.
return x;
}
// Try again.
@@ -712,6 +714,7 @@ public class ZigguratSamplerPerformance {
return Math.exp(-x);
}
}
+
/**
* Modified Ziggurat method for sampling from a Gaussian distribution with
mean 0 and standard deviation 1.
*
diff --git
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.java
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.java
index db3c8c6..a78fccc 100644
---
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.java
+++
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.java
@@ -40,11 +40,11 @@ import org.apache.commons.rng.UniformRandomProvider;
public class ZigguratNormalizedGaussianSampler
implements NormalizedGaussianSampler, SharedStateContinuousSampler {
/** Start of tail. */
- private static final double R = 3.442619855899;
+ private static final double R = 3.6541528853610088;
/** Inverse of R. */
private static final double ONE_OVER_R = 1 / R;
/** Index of last entry in the tables (which have a size that is a power
of 2). */
- private static final int LAST = 127;
+ private static final int LAST = 255;
/** Auxiliary table. */
private static final long[] K;
/** Auxiliary table. */
@@ -58,7 +58,7 @@ public class ZigguratNormalizedGaussianSampler
static {
// Filling the tables.
// Rectangle area.
- final double v = 9.91256303526217e-3;
+ final double v = 0.00492867323399;
// Direction support uses the sign bit so the maximum magnitude from
the long is 2^63
final double max = Math.pow(2, 63);
final double oneOverMax = 1d / max;
@@ -107,7 +107,7 @@ public class ZigguratNormalizedGaussianSampler
final long j = rng.nextLong();
final int i = ((int) j) & LAST;
if (Math.abs(j) < K[i]) {
- // This branch is called about 0.972101 times per sample.
+ // This branch is called about 0.985086 times per sample.
return j * W[i];
}
return fix(j, i);
@@ -130,7 +130,7 @@ public class ZigguratNormalizedGaussianSampler
int iz) {
if (iz == 0) {
// Base strip.
- // This branch is called about 5.7624515E-4 times per sample.
+ // This branch is called about 2.55224E-4 times per sample.
double y;
double x;
do {
@@ -150,14 +150,14 @@ public class ZigguratNormalizedGaussianSampler
return hz > 0 ? out : -out;
}
// Wedge of other strips.
- // This branch is called about 0.027323 times per sample.
+ // This branch is called about 0.0146584 times per sample.
final double x = hz * W[iz];
if (F[iz] + rng.nextDouble() * (F[iz - 1] - F[iz]) < pdf(x)) {
- // This branch is called about 0.014961 times per sample.
+ // This branch is called about 0.00797887 times per sample.
return x;
}
// Try again.
- // This branch is called about 0.012362 times per sample.
+ // This branch is called about 0.00667957 times per sample.
return sample();
}
diff --git a/src/changes/changes.xml b/src/changes/changes.xml
index 38970b7..91573f0 100644
--- a/src/changes/changes.xml
+++ b/src/changes/changes.xml
@@ -77,6 +77,9 @@ re-run tests that fail, and pass the build if they succeed
within the allotted number of reruns (the test will be marked
as 'flaky' in the report).
">
+ <action dev="aherbert" type="update" issue="155">
+ "ZigguratNormalizedGaussianSampler": Update to a table size of 256.
+ </action>
<action dev="aherbert" type="update" issue="152">
Update samplers to use ZigguratSampler.NormalizedGaussian for Gaussian
deviates.
</action>
