rand/distr/
uniform_float.rs

1// Copyright 2018-2020 Developers of the Rand project.
2// Copyright 2017 The Rust Project Developers.
3//
4// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
5// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
7// option. This file may not be copied, modified, or distributed
8// except according to those terms.
9
10//! `UniformFloat` implementation
11
12use super::{Error, SampleBorrow, SampleUniform, UniformSampler};
13use crate::distr::float::IntoFloat;
14use crate::distr::utils::{BoolAsSIMD, FloatAsSIMD, FloatSIMDUtils, IntAsSIMD};
15use crate::Rng;
16
17#[cfg(feature = "simd_support")]
18use core::simd::prelude::*;
19// #[cfg(feature = "simd_support")]
20// use core::simd::{LaneCount, SupportedLaneCount};
21
22#[cfg(feature = "serde")]
23use serde::{Deserialize, Serialize};
24
25/// The back-end implementing [`UniformSampler`] for floating-point types.
26///
27/// Unless you are implementing [`UniformSampler`] for your own type, this type
28/// should not be used directly, use [`Uniform`] instead.
29///
30/// # Implementation notes
31///
32/// `UniformFloat` implementations convert RNG output to a float in the range
33/// `[1, 2)` via transmutation, map this to `[0, 1)`, then scale and translate
34/// to the desired range. Values produced this way have what equals 23 bits of
35/// random digits for an `f32` and 52 for an `f64`.
36///
37/// # Bias and range errors
38///
39/// Bias may be expected within the least-significant bit of the significand.
40/// It is not guaranteed that exclusive limits of a range are respected; i.e.
41/// when sampling the range `[a, b)` it is not guaranteed that `b` is never
42/// sampled.
43///
44/// [`new`]: UniformSampler::new
45/// [`new_inclusive`]: UniformSampler::new_inclusive
46/// [`StandardUniform`]: crate::distr::StandardUniform
47/// [`Uniform`]: super::Uniform
48#[derive(Clone, Copy, Debug, PartialEq)]
49#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
50pub struct UniformFloat<X> {
51    low: X,
52    scale: X,
53}
54
55macro_rules! uniform_float_impl {
56    ($($meta:meta)?, $ty:ty, $uty:ident, $f_scalar:ident, $u_scalar:ident, $bits_to_discard:expr) => {
57        $(#[cfg($meta)])?
58        impl UniformFloat<$ty> {
59            /// Construct, reducing `scale` as required to ensure that rounding
60            /// can never yield values greater than `high`.
61            ///
62            /// Note: though it may be tempting to use a variant of this method
63            /// to ensure that samples from `[low, high)` are always strictly
64            /// less than `high`, this approach may be very slow where
65            /// `scale.abs()` is much smaller than `high.abs()`
66            /// (example: `low=0.99999999997819644, high=1.`).
67            fn new_bounded(low: $ty, high: $ty, mut scale: $ty) -> Self {
68                let max_rand = <$ty>::splat(1.0 as $f_scalar - $f_scalar::EPSILON);
69
70                loop {
71                    let mask = (scale * max_rand + low).gt_mask(high);
72                    if !mask.any() {
73                        break;
74                    }
75                    scale = scale.decrease_masked(mask);
76                }
77
78                debug_assert!(<$ty>::splat(0.0).all_le(scale));
79
80                UniformFloat { low, scale }
81            }
82        }
83
84        $(#[cfg($meta)])?
85        impl SampleUniform for $ty {
86            type Sampler = UniformFloat<$ty>;
87        }
88
89        $(#[cfg($meta)])?
90        impl UniformSampler for UniformFloat<$ty> {
91            type X = $ty;
92
93            fn new<B1, B2>(low_b: B1, high_b: B2) -> Result<Self, Error>
94            where
95                B1: SampleBorrow<Self::X> + Sized,
96                B2: SampleBorrow<Self::X> + Sized,
97            {
98                let low = *low_b.borrow();
99                let high = *high_b.borrow();
100                #[cfg(debug_assertions)]
101                if !(low.all_finite()) || !(high.all_finite()) {
102                    return Err(Error::NonFinite);
103                }
104                if !(low.all_lt(high)) {
105                    return Err(Error::EmptyRange);
106                }
107
108                let scale = high - low;
109                if !(scale.all_finite()) {
110                    return Err(Error::NonFinite);
111                }
112
113                Ok(Self::new_bounded(low, high, scale))
114            }
115
116            fn new_inclusive<B1, B2>(low_b: B1, high_b: B2) -> Result<Self, Error>
117            where
118                B1: SampleBorrow<Self::X> + Sized,
119                B2: SampleBorrow<Self::X> + Sized,
120            {
121                let low = *low_b.borrow();
122                let high = *high_b.borrow();
123                #[cfg(debug_assertions)]
124                if !(low.all_finite()) || !(high.all_finite()) {
125                    return Err(Error::NonFinite);
126                }
127                if !low.all_le(high) {
128                    return Err(Error::EmptyRange);
129                }
130
131                let max_rand = <$ty>::splat(1.0 as $f_scalar - $f_scalar::EPSILON);
132                let scale = (high - low) / max_rand;
133                if !scale.all_finite() {
134                    return Err(Error::NonFinite);
135                }
136
137                Ok(Self::new_bounded(low, high, scale))
138            }
139
140            fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Self::X {
141                // Generate a value in the range [1, 2)
142                let value1_2 = (rng.random::<$uty>() >> $uty::splat($bits_to_discard)).into_float_with_exponent(0);
143
144                // Get a value in the range [0, 1) to avoid overflow when multiplying by scale
145                let value0_1 = value1_2 - <$ty>::splat(1.0);
146
147                // We don't use `f64::mul_add`, because it is not available with
148                // `no_std`. Furthermore, it is slower for some targets (but
149                // faster for others). However, the order of multiplication and
150                // addition is important, because on some platforms (e.g. ARM)
151                // it will be optimized to a single (non-FMA) instruction.
152                value0_1 * self.scale + self.low
153            }
154
155            #[inline]
156            fn sample_single<R: Rng + ?Sized, B1, B2>(low_b: B1, high_b: B2, rng: &mut R) -> Result<Self::X, Error>
157            where
158                B1: SampleBorrow<Self::X> + Sized,
159                B2: SampleBorrow<Self::X> + Sized,
160            {
161                Self::sample_single_inclusive(low_b, high_b, rng)
162            }
163
164            #[inline]
165            fn sample_single_inclusive<R: Rng + ?Sized, B1, B2>(low_b: B1, high_b: B2, rng: &mut R) -> Result<Self::X, Error>
166            where
167                B1: SampleBorrow<Self::X> + Sized,
168                B2: SampleBorrow<Self::X> + Sized,
169            {
170                let low = *low_b.borrow();
171                let high = *high_b.borrow();
172                #[cfg(debug_assertions)]
173                if !low.all_finite() || !high.all_finite() {
174                    return Err(Error::NonFinite);
175                }
176                if !low.all_le(high) {
177                    return Err(Error::EmptyRange);
178                }
179                let scale = high - low;
180                if !scale.all_finite() {
181                    return Err(Error::NonFinite);
182                }
183
184                // Generate a value in the range [1, 2)
185                let value1_2 =
186                    (rng.random::<$uty>() >> $uty::splat($bits_to_discard)).into_float_with_exponent(0);
187
188                // Get a value in the range [0, 1) to avoid overflow when multiplying by scale
189                let value0_1 = value1_2 - <$ty>::splat(1.0);
190
191                // Doing multiply before addition allows some architectures
192                // to use a single instruction.
193                Ok(value0_1 * scale + low)
194            }
195        }
196    };
197}
198
199uniform_float_impl! { , f32, u32, f32, u32, 32 - 23 }
200uniform_float_impl! { , f64, u64, f64, u64, 64 - 52 }
201
202#[cfg(feature = "simd_support")]
203uniform_float_impl! { feature = "simd_support", f32x2, u32x2, f32, u32, 32 - 23 }
204#[cfg(feature = "simd_support")]
205uniform_float_impl! { feature = "simd_support", f32x4, u32x4, f32, u32, 32 - 23 }
206#[cfg(feature = "simd_support")]
207uniform_float_impl! { feature = "simd_support", f32x8, u32x8, f32, u32, 32 - 23 }
208#[cfg(feature = "simd_support")]
209uniform_float_impl! { feature = "simd_support", f32x16, u32x16, f32, u32, 32 - 23 }
210
211#[cfg(feature = "simd_support")]
212uniform_float_impl! { feature = "simd_support", f64x2, u64x2, f64, u64, 64 - 52 }
213#[cfg(feature = "simd_support")]
214uniform_float_impl! { feature = "simd_support", f64x4, u64x4, f64, u64, 64 - 52 }
215#[cfg(feature = "simd_support")]
216uniform_float_impl! { feature = "simd_support", f64x8, u64x8, f64, u64, 64 - 52 }
217
218#[cfg(test)]
219mod tests {
220    use super::*;
221    use crate::distr::{utils::FloatSIMDScalarUtils, Uniform};
222    use crate::rngs::mock::StepRng;
223
224    #[test]
225    #[cfg_attr(miri, ignore)] // Miri is too slow
226    fn test_floats() {
227        let mut rng = crate::test::rng(252);
228        let mut zero_rng = StepRng::new(0, 0);
229        let mut max_rng = StepRng::new(0xffff_ffff_ffff_ffff, 0);
230        macro_rules! t {
231            ($ty:ty, $f_scalar:ident, $bits_shifted:expr) => {{
232                let v: &[($f_scalar, $f_scalar)] = &[
233                    (0.0, 100.0),
234                    (-1e35, -1e25),
235                    (1e-35, 1e-25),
236                    (-1e35, 1e35),
237                    (<$f_scalar>::from_bits(0), <$f_scalar>::from_bits(3)),
238                    (-<$f_scalar>::from_bits(10), -<$f_scalar>::from_bits(1)),
239                    (-<$f_scalar>::from_bits(5), 0.0),
240                    (-<$f_scalar>::from_bits(7), -0.0),
241                    (0.1 * $f_scalar::MAX, $f_scalar::MAX),
242                    (-$f_scalar::MAX * 0.2, $f_scalar::MAX * 0.7),
243                ];
244                for &(low_scalar, high_scalar) in v.iter() {
245                    for lane in 0..<$ty>::LEN {
246                        let low = <$ty>::splat(0.0 as $f_scalar).replace(lane, low_scalar);
247                        let high = <$ty>::splat(1.0 as $f_scalar).replace(lane, high_scalar);
248                        let my_uniform = Uniform::new(low, high).unwrap();
249                        let my_incl_uniform = Uniform::new_inclusive(low, high).unwrap();
250                        for _ in 0..100 {
251                            let v = rng.sample(my_uniform).extract(lane);
252                            assert!(low_scalar <= v && v <= high_scalar);
253                            let v = rng.sample(my_incl_uniform).extract(lane);
254                            assert!(low_scalar <= v && v <= high_scalar);
255                            let v =
256                                <$ty as SampleUniform>::Sampler::sample_single(low, high, &mut rng)
257                                    .unwrap()
258                                    .extract(lane);
259                            assert!(low_scalar <= v && v <= high_scalar);
260                            let v = <$ty as SampleUniform>::Sampler::sample_single_inclusive(
261                                low, high, &mut rng,
262                            )
263                            .unwrap()
264                            .extract(lane);
265                            assert!(low_scalar <= v && v <= high_scalar);
266                        }
267
268                        assert_eq!(
269                            rng.sample(Uniform::new_inclusive(low, low).unwrap())
270                                .extract(lane),
271                            low_scalar
272                        );
273
274                        assert_eq!(zero_rng.sample(my_uniform).extract(lane), low_scalar);
275                        assert_eq!(zero_rng.sample(my_incl_uniform).extract(lane), low_scalar);
276                        assert_eq!(
277                            <$ty as SampleUniform>::Sampler::sample_single(
278                                low,
279                                high,
280                                &mut zero_rng
281                            )
282                            .unwrap()
283                            .extract(lane),
284                            low_scalar
285                        );
286                        assert_eq!(
287                            <$ty as SampleUniform>::Sampler::sample_single_inclusive(
288                                low,
289                                high,
290                                &mut zero_rng
291                            )
292                            .unwrap()
293                            .extract(lane),
294                            low_scalar
295                        );
296
297                        assert!(max_rng.sample(my_uniform).extract(lane) <= high_scalar);
298                        assert!(max_rng.sample(my_incl_uniform).extract(lane) <= high_scalar);
299                        // sample_single cannot cope with max_rng:
300                        // assert!(<$ty as SampleUniform>::Sampler
301                        //     ::sample_single(low, high, &mut max_rng).unwrap()
302                        //     .extract(lane) <= high_scalar);
303                        assert!(
304                            <$ty as SampleUniform>::Sampler::sample_single_inclusive(
305                                low,
306                                high,
307                                &mut max_rng
308                            )
309                            .unwrap()
310                            .extract(lane)
311                                <= high_scalar
312                        );
313
314                        // Don't run this test for really tiny differences between high and low
315                        // since for those rounding might result in selecting high for a very
316                        // long time.
317                        if (high_scalar - low_scalar) > 0.0001 {
318                            let mut lowering_max_rng = StepRng::new(
319                                0xffff_ffff_ffff_ffff,
320                                (-1i64 << $bits_shifted) as u64,
321                            );
322                            assert!(
323                                <$ty as SampleUniform>::Sampler::sample_single(
324                                    low,
325                                    high,
326                                    &mut lowering_max_rng
327                                )
328                                .unwrap()
329                                .extract(lane)
330                                    <= high_scalar
331                            );
332                        }
333                    }
334                }
335
336                assert_eq!(
337                    rng.sample(Uniform::new_inclusive($f_scalar::MAX, $f_scalar::MAX).unwrap()),
338                    $f_scalar::MAX
339                );
340                assert_eq!(
341                    rng.sample(Uniform::new_inclusive(-$f_scalar::MAX, -$f_scalar::MAX).unwrap()),
342                    -$f_scalar::MAX
343                );
344            }};
345        }
346
347        t!(f32, f32, 32 - 23);
348        t!(f64, f64, 64 - 52);
349        #[cfg(feature = "simd_support")]
350        {
351            t!(f32x2, f32, 32 - 23);
352            t!(f32x4, f32, 32 - 23);
353            t!(f32x8, f32, 32 - 23);
354            t!(f32x16, f32, 32 - 23);
355            t!(f64x2, f64, 64 - 52);
356            t!(f64x4, f64, 64 - 52);
357            t!(f64x8, f64, 64 - 52);
358        }
359    }
360
361    #[test]
362    fn test_float_overflow() {
363        assert_eq!(Uniform::try_from(f64::MIN..f64::MAX), Err(Error::NonFinite));
364    }
365
366    #[test]
367    #[should_panic]
368    fn test_float_overflow_single() {
369        let mut rng = crate::test::rng(252);
370        rng.random_range(f64::MIN..f64::MAX);
371    }
372
373    #[test]
374    #[cfg(all(feature = "std", panic = "unwind"))]
375    fn test_float_assertions() {
376        use super::SampleUniform;
377        fn range<T: SampleUniform>(low: T, high: T) -> Result<T, Error> {
378            let mut rng = crate::test::rng(253);
379            T::Sampler::sample_single(low, high, &mut rng)
380        }
381
382        macro_rules! t {
383            ($ty:ident, $f_scalar:ident) => {{
384                let v: &[($f_scalar, $f_scalar)] = &[
385                    ($f_scalar::NAN, 0.0),
386                    (1.0, $f_scalar::NAN),
387                    ($f_scalar::NAN, $f_scalar::NAN),
388                    (1.0, 0.5),
389                    ($f_scalar::MAX, -$f_scalar::MAX),
390                    ($f_scalar::INFINITY, $f_scalar::INFINITY),
391                    ($f_scalar::NEG_INFINITY, $f_scalar::NEG_INFINITY),
392                    ($f_scalar::NEG_INFINITY, 5.0),
393                    (5.0, $f_scalar::INFINITY),
394                    ($f_scalar::NAN, $f_scalar::INFINITY),
395                    ($f_scalar::NEG_INFINITY, $f_scalar::NAN),
396                    ($f_scalar::NEG_INFINITY, $f_scalar::INFINITY),
397                ];
398                for &(low_scalar, high_scalar) in v.iter() {
399                    for lane in 0..<$ty>::LEN {
400                        let low = <$ty>::splat(0.0 as $f_scalar).replace(lane, low_scalar);
401                        let high = <$ty>::splat(1.0 as $f_scalar).replace(lane, high_scalar);
402                        assert!(range(low, high).is_err());
403                        assert!(Uniform::new(low, high).is_err());
404                        assert!(Uniform::new_inclusive(low, high).is_err());
405                        assert!(Uniform::new(low, low).is_err());
406                    }
407                }
408            }};
409        }
410
411        t!(f32, f32);
412        t!(f64, f64);
413        #[cfg(feature = "simd_support")]
414        {
415            t!(f32x2, f32);
416            t!(f32x4, f32);
417            t!(f32x8, f32);
418            t!(f32x16, f32);
419            t!(f64x2, f64);
420            t!(f64x4, f64);
421            t!(f64x8, f64);
422        }
423    }
424
425    #[test]
426    fn test_uniform_from_std_range() {
427        let r = Uniform::try_from(2.0f64..7.0).unwrap();
428        assert_eq!(r.0.low, 2.0);
429        assert_eq!(r.0.scale, 5.0);
430    }
431
432    #[test]
433    fn test_uniform_from_std_range_bad_limits() {
434        #![allow(clippy::reversed_empty_ranges)]
435        assert!(Uniform::try_from(100.0..10.0).is_err());
436        assert!(Uniform::try_from(100.0..100.0).is_err());
437    }
438
439    #[test]
440    fn test_uniform_from_std_range_inclusive() {
441        let r = Uniform::try_from(2.0f64..=7.0).unwrap();
442        assert_eq!(r.0.low, 2.0);
443        assert!(r.0.scale > 5.0);
444        assert!(r.0.scale < 5.0 + 1e-14);
445    }
446
447    #[test]
448    fn test_uniform_from_std_range_inclusive_bad_limits() {
449        #![allow(clippy::reversed_empty_ranges)]
450        assert!(Uniform::try_from(100.0..=10.0).is_err());
451        assert!(Uniform::try_from(100.0..=99.0).is_err());
452    }
453}
rand/distr/uniform_float.rs

rand/distr/
uniform_float.rs
