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// Copyright Vespa.ai. Licensed under the terms of the Apache 2.0 license. See LICENSE in the project root.
#include "random.h"
#include <cmath>
#include <cstring>
#include <ctime>
#include <unistd.h>
#include <chrono>
namespace vespalib {
namespace {
enum { ZIGNOR_C = 128 };
const double ZIGNOR_R = 3.442619855899; /* start of the right tail */
/* (R * phi(R) + Pr(X>=R)) * sqrt(2\pi) */
const double ZIGNOR_V = 9.91256303526217e-3;
/* s_adZigX holds coordinates, such that each rectangle has*/
/* same area; s_adZigR holds s_adZigX[i + 1] / s_adZigX[i] */
double s_adZigX[ZIGNOR_C + 1];
double s_adZigR[ZIGNOR_C];
bool _G_needInit = true;
}
RandomGen::RandomGen() :
_state(0)
{
unsigned long seed = getpid();
seed ^= std::chrono::duration_cast<std::chrono::nanoseconds>(std::chrono::steady_clock::now().time_since_epoch()).count();
char hn[32];
memset(hn, 0, sizeof(hn));
gethostname(hn, 32);
unsigned long hnl;
memcpy(&hnl, hn, sizeof(hnl));
seed ^= hnl;
memcpy(&hnl, hn+4, sizeof(hnl));
seed ^= hnl;
memcpy(&hnl, hn+8, sizeof(hnl));
seed ^= hnl;
setSeed(seed);
}
/*
Below code taken from
http://www.doornik.com/research/ziggurat.pdf
*/
double
RandomGen::DRanNormalTail(double dMin, int iNegative)
{
double x, y;
do {
x = std::log(nextDouble()) / dMin;
y = std::log(nextDouble());
} while (-2 * y < x * x);
return iNegative ? x - dMin : dMin - x;
}
void
RandomGen::zigNorInit(int iC, double dR, double dV)
{
double f(std::exp(-0.5 * dR * dR));
s_adZigX[0] = dV / f; /* [0] is bottom block: V / f(R) */
s_adZigX[1] = dR;
for (int i = 2; i < iC; ++i) {
s_adZigX[i] = std::sqrt(-2 * std::log(dV / s_adZigX[i - 1] + f));
f = std::exp(-0.5 * s_adZigX[i] * s_adZigX[i]);
}
s_adZigX[iC] = 0.0;
for (int i = 0; i < iC; ++i) {
s_adZigR[i] = s_adZigX[i + 1] / s_adZigX[i];
}
}
double
RandomGen::DRanNormalZig()
{
for (;;) {
double u = 2 * nextDouble() - 1;
unsigned int i = nextInt32() & 0x7F;
/* first try the rectangular boxes */
if (std::fabs(u) < s_adZigR[i])
return u * s_adZigX[i];
/* bottom box: sample from the tail */
if (i == 0)
return DRanNormalTail(ZIGNOR_R, u < 0);
/* is this a sample from the wedges? */
double x = u * s_adZigX[i];
double f0 = std::exp(-0.5 * (s_adZigX[i] * s_adZigX[i] - x * x) );
double f1 = std::exp(-0.5 * (s_adZigX[i+1] * s_adZigX[i+1] - x * x) );
if (f1 + nextDouble() * (f0 - f1) < 1.0) {
return x;
}
}
}
double
RandomGen::nextNormal()
{
if (_G_needInit) {
zigNorInit(ZIGNOR_C, ZIGNOR_R, ZIGNOR_V);
_G_needInit = false;
}
return DRanNormalZig();
}
} // namespace vespalib
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