169 lines
5.4 KiB
C++
169 lines
5.4 KiB
C++
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// Copyright 2019 The Abseil Authors.
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// https://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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#include "absl/base/internal/exponential_biased.h"
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#include <stddef.h>
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#include <cmath>
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#include <cstdint>
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#include <vector>
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#include "gmock/gmock.h"
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#include "gtest/gtest.h"
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#include "absl/strings/str_cat.h"
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using ::testing::Ge;
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namespace absl {
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namespace base_internal {
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MATCHER_P2(IsBetween, a, b,
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absl::StrCat(std::string(negation ? "isn't" : "is"), " between ", a,
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" and ", b)) {
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return a <= arg && arg <= b;
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}
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// Tests of the quality of the random numbers generated
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// This uses the Anderson Darling test for uniformity.
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// See "Evaluating the Anderson-Darling Distribution" by Marsaglia
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// for details.
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// Short cut version of ADinf(z), z>0 (from Marsaglia)
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// This returns the p-value for Anderson Darling statistic in
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// the limit as n-> infinity. For finite n, apply the error fix below.
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double AndersonDarlingInf(double z) {
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if (z < 2) {
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return exp(-1.2337141 / z) / sqrt(z) *
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(2.00012 +
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(0.247105 -
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(0.0649821 - (0.0347962 - (0.011672 - 0.00168691 * z) * z) * z) *
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z) *
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z);
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}
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return exp(
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-exp(1.0776 -
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(2.30695 -
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(0.43424 - (0.082433 - (0.008056 - 0.0003146 * z) * z) * z) * z) *
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z));
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}
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// Corrects the approximation error in AndersonDarlingInf for small values of n
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// Add this to AndersonDarlingInf to get a better approximation
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// (from Marsaglia)
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double AndersonDarlingErrFix(int n, double x) {
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if (x > 0.8) {
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return (-130.2137 +
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(745.2337 -
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(1705.091 - (1950.646 - (1116.360 - 255.7844 * x) * x) * x) * x) *
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x) /
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n;
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}
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double cutoff = 0.01265 + 0.1757 / n;
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if (x < cutoff) {
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double t = x / cutoff;
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t = sqrt(t) * (1 - t) * (49 * t - 102);
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return t * (0.0037 / (n * n) + 0.00078 / n + 0.00006) / n;
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} else {
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double t = (x - cutoff) / (0.8 - cutoff);
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t = -0.00022633 +
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(6.54034 - (14.6538 - (14.458 - (8.259 - 1.91864 * t) * t) * t) * t) *
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t;
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return t * (0.04213 + 0.01365 / n) / n;
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}
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}
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// Returns the AndersonDarling p-value given n and the value of the statistic
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double AndersonDarlingPValue(int n, double z) {
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double ad = AndersonDarlingInf(z);
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double errfix = AndersonDarlingErrFix(n, ad);
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return ad + errfix;
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}
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double AndersonDarlingStatistic(const std::vector<double>& random_sample) {
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int n = random_sample.size();
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double ad_sum = 0;
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for (int i = 0; i < n; i++) {
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ad_sum += (2 * i + 1) *
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std::log(random_sample[i] * (1 - random_sample[n - 1 - i]));
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}
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double ad_statistic = -n - 1 / static_cast<double>(n) * ad_sum;
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return ad_statistic;
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}
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// Tests if the array of doubles is uniformly distributed.
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// Returns the p-value of the Anderson Darling Statistic
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// for the given set of sorted random doubles
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// See "Evaluating the Anderson-Darling Distribution" by
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// Marsaglia and Marsaglia for details.
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double AndersonDarlingTest(const std::vector<double>& random_sample) {
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double ad_statistic = AndersonDarlingStatistic(random_sample);
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double p = AndersonDarlingPValue(random_sample.size(), ad_statistic);
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return p;
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}
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// Testing that NextRandom generates uniform random numbers. Applies the
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// Anderson-Darling test for uniformity
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TEST(ExponentialBiasedTest, TestNextRandom) {
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for (auto n : std::vector<int>({
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10, // Check short-range correlation
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100, 1000,
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10000 // Make sure there's no systemic error
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})) {
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uint64_t x = 1;
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// This assumes that the prng returns 48 bit numbers
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uint64_t max_prng_value = static_cast<uint64_t>(1) << 48;
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// Initialize.
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for (int i = 1; i <= 20; i++) {
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x = ExponentialBiased::NextRandom(x);
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}
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std::vector<uint64_t> int_random_sample(n);
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// Collect samples
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for (int i = 0; i < n; i++) {
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int_random_sample[i] = x;
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x = ExponentialBiased::NextRandom(x);
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}
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// First sort them...
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std::sort(int_random_sample.begin(), int_random_sample.end());
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std::vector<double> random_sample(n);
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// Convert them to uniform randoms (in the range [0,1])
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for (int i = 0; i < n; i++) {
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random_sample[i] =
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static_cast<double>(int_random_sample[i]) / max_prng_value;
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}
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// Now compute the Anderson-Darling statistic
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double ad_pvalue = AndersonDarlingTest(random_sample);
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EXPECT_GT(std::min(ad_pvalue, 1 - ad_pvalue), 0.0001)
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<< "prng is not uniform: n = " << n << " p = " << ad_pvalue;
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}
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}
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// The generator needs to be available as a thread_local and as a static
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// variable.
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TEST(ExponentialBiasedTest, InitializationModes) {
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ABSL_CONST_INIT static ExponentialBiased eb_static;
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EXPECT_THAT(eb_static.Get(2), Ge(0));
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#if ABSL_HAVE_THREAD_LOCAL
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thread_local ExponentialBiased eb_thread;
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EXPECT_THAT(eb_thread.Get(2), Ge(0));
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#endif
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ExponentialBiased eb_stack;
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EXPECT_THAT(eb_stack.Get(2), Ge(0));
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}
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} // namespace base_internal
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} // namespace absl
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