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- // Copyright 2017 The Abseil Authors.
- //
- // Licensed 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
- //
- // https://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.
- #include "absl/random/uniform_real_distribution.h"
- #include <cfloat>
- #include <cmath>
- #include <cstdint>
- #include <iterator>
- #include <random>
- #include <sstream>
- #include <string>
- #include <type_traits>
- #include <vector>
- #include "gmock/gmock.h"
- #include "gtest/gtest.h"
- #include "absl/base/internal/raw_logging.h"
- #include "absl/numeric/internal/representation.h"
- #include "absl/random/internal/chi_square.h"
- #include "absl/random/internal/distribution_test_util.h"
- #include "absl/random/internal/pcg_engine.h"
- #include "absl/random/internal/sequence_urbg.h"
- #include "absl/random/random.h"
- #include "absl/strings/str_cat.h"
- // NOTES:
- // * Some documentation on generating random real values suggests that
- // it is possible to use std::nextafter(b, DBL_MAX) to generate a value on
- // the closed range [a, b]. Unfortunately, that technique is not universally
- // reliable due to floating point quantization.
- //
- // * absl::uniform_real_distribution<float> generates between 2^28 and 2^29
- // distinct floating point values in the range [0, 1).
- //
- // * absl::uniform_real_distribution<float> generates at least 2^23 distinct
- // floating point values in the range [1, 2). This should be the same as
- // any other range covered by a single exponent in IEEE 754.
- //
- // * absl::uniform_real_distribution<double> generates more than 2^52 distinct
- // values in the range [0, 1), and should generate at least 2^52 distinct
- // values in the range of [1, 2).
- //
- namespace {
- template <typename RealType>
- class UniformRealDistributionTest : public ::testing::Test {};
- // double-double arithmetic is not supported well by either GCC or Clang; see
- // https://gcc.gnu.org/bugzilla/show_bug.cgi?id=99048,
- // https://bugs.llvm.org/show_bug.cgi?id=49131, and
- // https://bugs.llvm.org/show_bug.cgi?id=49132. Don't bother running these tests
- // with double doubles until compiler support is better.
- using RealTypes =
- std::conditional<absl::numeric_internal::IsDoubleDouble(),
- ::testing::Types<float, double>,
- ::testing::Types<float, double, long double>>::type;
- TYPED_TEST_SUITE(UniformRealDistributionTest, RealTypes);
- TYPED_TEST(UniformRealDistributionTest, ParamSerializeTest) {
- #if (defined(__i386__) || defined(_M_IX86)) && FLT_EVAL_METHOD != 0
- // We're using an x87-compatible FPU, and intermediate operations are
- // performed with 80-bit floats. This produces slightly different results from
- // what we expect below.
- GTEST_SKIP()
- << "Skipping the test because we detected x87 floating-point semantics";
- #endif
- using param_type =
- typename absl::uniform_real_distribution<TypeParam>::param_type;
- constexpr const TypeParam a{1152921504606846976};
- constexpr int kCount = 1000;
- absl::InsecureBitGen gen;
- for (const auto& param : {
- param_type(),
- param_type(TypeParam(2.0), TypeParam(2.0)), // Same
- param_type(TypeParam(-0.1), TypeParam(0.1)),
- param_type(TypeParam(0.05), TypeParam(0.12)),
- param_type(TypeParam(-0.05), TypeParam(0.13)),
- param_type(TypeParam(-0.05), TypeParam(-0.02)),
- // double range = 0
- // 2^60 , 2^60 + 2^6
- param_type(a, TypeParam(1152921504606847040)),
- // 2^60 , 2^60 + 2^7
- param_type(a, TypeParam(1152921504606847104)),
- // double range = 2^8
- // 2^60 , 2^60 + 2^8
- param_type(a, TypeParam(1152921504606847232)),
- // float range = 0
- // 2^60 , 2^60 + 2^36
- param_type(a, TypeParam(1152921573326323712)),
- // 2^60 , 2^60 + 2^37
- param_type(a, TypeParam(1152921642045800448)),
- // float range = 2^38
- // 2^60 , 2^60 + 2^38
- param_type(a, TypeParam(1152921779484753920)),
- // Limits
- param_type(0, std::numeric_limits<TypeParam>::max()),
- param_type(std::numeric_limits<TypeParam>::lowest(), 0),
- param_type(0, std::numeric_limits<TypeParam>::epsilon()),
- param_type(-std::numeric_limits<TypeParam>::epsilon(),
- std::numeric_limits<TypeParam>::epsilon()),
- param_type(std::numeric_limits<TypeParam>::epsilon(),
- 2 * std::numeric_limits<TypeParam>::epsilon()),
- }) {
- // Validate parameters.
- const auto a = param.a();
- const auto b = param.b();
- absl::uniform_real_distribution<TypeParam> before(a, b);
- EXPECT_EQ(before.a(), param.a());
- EXPECT_EQ(before.b(), param.b());
- {
- absl::uniform_real_distribution<TypeParam> via_param(param);
- EXPECT_EQ(via_param, before);
- }
- std::stringstream ss;
- ss << before;
- absl::uniform_real_distribution<TypeParam> after(TypeParam(1.0),
- TypeParam(3.1));
- EXPECT_NE(before.a(), after.a());
- EXPECT_NE(before.b(), after.b());
- EXPECT_NE(before.param(), after.param());
- EXPECT_NE(before, after);
- ss >> after;
- EXPECT_EQ(before.a(), after.a());
- EXPECT_EQ(before.b(), after.b());
- EXPECT_EQ(before.param(), after.param());
- EXPECT_EQ(before, after);
- // Smoke test.
- auto sample_min = after.max();
- auto sample_max = after.min();
- for (int i = 0; i < kCount; i++) {
- auto sample = after(gen);
- // Failure here indicates a bug in uniform_real_distribution::operator(),
- // or bad parameters--range too large, etc.
- if (after.min() == after.max()) {
- EXPECT_EQ(sample, after.min());
- } else {
- EXPECT_GE(sample, after.min());
- EXPECT_LT(sample, after.max());
- }
- if (sample > sample_max) {
- sample_max = sample;
- }
- if (sample < sample_min) {
- sample_min = sample;
- }
- }
- if (!std::is_same<TypeParam, long double>::value) {
- // static_cast<double>(long double) can overflow.
- std::string msg = absl::StrCat("Range: ", static_cast<double>(sample_min),
- ", ", static_cast<double>(sample_max));
- ABSL_RAW_LOG(INFO, "%s", msg.c_str());
- }
- }
- }
- #ifdef _MSC_VER
- #pragma warning(push)
- #pragma warning(disable:4756) // Constant arithmetic overflow.
- #endif
- TYPED_TEST(UniformRealDistributionTest, ViolatesPreconditionsDeathTest) {
- #if GTEST_HAS_DEATH_TEST
- // Hi < Lo
- EXPECT_DEBUG_DEATH(
- { absl::uniform_real_distribution<TypeParam> dist(10.0, 1.0); }, "");
- // Hi - Lo > numeric_limits<>::max()
- EXPECT_DEBUG_DEATH(
- {
- absl::uniform_real_distribution<TypeParam> dist(
- std::numeric_limits<TypeParam>::lowest(),
- std::numeric_limits<TypeParam>::max());
- },
- "");
- #endif // GTEST_HAS_DEATH_TEST
- #if defined(NDEBUG)
- // opt-mode, for invalid parameters, will generate a garbage value,
- // but should not enter an infinite loop.
- absl::InsecureBitGen gen;
- {
- absl::uniform_real_distribution<TypeParam> dist(10.0, 1.0);
- auto x = dist(gen);
- EXPECT_FALSE(std::isnan(x)) << x;
- }
- {
- absl::uniform_real_distribution<TypeParam> dist(
- std::numeric_limits<TypeParam>::lowest(),
- std::numeric_limits<TypeParam>::max());
- auto x = dist(gen);
- // Infinite result.
- EXPECT_FALSE(std::isfinite(x)) << x;
- }
- #endif // NDEBUG
- }
- #ifdef _MSC_VER
- #pragma warning(pop) // warning(disable:4756)
- #endif
- TYPED_TEST(UniformRealDistributionTest, TestMoments) {
- constexpr int kSize = 1000000;
- std::vector<double> values(kSize);
- // We use a fixed bit generator for distribution accuracy tests. This allows
- // these tests to be deterministic, while still testing the qualify of the
- // implementation.
- absl::random_internal::pcg64_2018_engine rng{0x2B7E151628AED2A6};
- absl::uniform_real_distribution<TypeParam> dist;
- for (int i = 0; i < kSize; i++) {
- values[i] = dist(rng);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(0.5, moments.mean, 0.01);
- EXPECT_NEAR(1 / 12.0, moments.variance, 0.015);
- EXPECT_NEAR(0.0, moments.skewness, 0.02);
- EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.015);
- }
- TYPED_TEST(UniformRealDistributionTest, ChiSquaredTest50) {
- using absl::random_internal::kChiSquared;
- using param_type =
- typename absl::uniform_real_distribution<TypeParam>::param_type;
- constexpr size_t kTrials = 100000;
- constexpr int kBuckets = 50;
- constexpr double kExpected =
- static_cast<double>(kTrials) / static_cast<double>(kBuckets);
- // 1-in-100000 threshold, but remember, there are about 8 tests
- // in this file. And the test could fail for other reasons.
- // Empirically validated with --runs_per_test=10000.
- const int kThreshold =
- absl::random_internal::ChiSquareValue(kBuckets - 1, 0.999999);
- // We use a fixed bit generator for distribution accuracy tests. This allows
- // these tests to be deterministic, while still testing the qualify of the
- // implementation.
- absl::random_internal::pcg64_2018_engine rng{0x2B7E151628AED2A6};
- for (const auto& param : {param_type(0, 1), param_type(5, 12),
- param_type(-5, 13), param_type(-5, -2)}) {
- const double min_val = param.a();
- const double max_val = param.b();
- const double factor = kBuckets / (max_val - min_val);
- std::vector<int32_t> counts(kBuckets, 0);
- absl::uniform_real_distribution<TypeParam> dist(param);
- for (size_t i = 0; i < kTrials; i++) {
- auto x = dist(rng);
- auto bucket = static_cast<size_t>((x - min_val) * factor);
- counts[bucket]++;
- }
- double chi_square = absl::random_internal::ChiSquareWithExpected(
- std::begin(counts), std::end(counts), kExpected);
- if (chi_square > kThreshold) {
- double p_value =
- absl::random_internal::ChiSquarePValue(chi_square, kBuckets);
- // Chi-squared test failed. Output does not appear to be uniform.
- std::string msg;
- for (const auto& a : counts) {
- absl::StrAppend(&msg, a, "\n");
- }
- absl::StrAppend(&msg, kChiSquared, " p-value ", p_value, "\n");
- absl::StrAppend(&msg, "High ", kChiSquared, " value: ", chi_square, " > ",
- kThreshold);
- ABSL_RAW_LOG(INFO, "%s", msg.c_str());
- FAIL() << msg;
- }
- }
- }
- TYPED_TEST(UniformRealDistributionTest, StabilityTest) {
- // absl::uniform_real_distribution stability relies only on
- // random_internal::RandU64ToDouble and random_internal::RandU64ToFloat.
- absl::random_internal::sequence_urbg urbg(
- {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
- 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
- 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
- 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
- std::vector<int> output(12);
- absl::uniform_real_distribution<TypeParam> dist;
- std::generate(std::begin(output), std::end(output), [&] {
- return static_cast<int>(TypeParam(1000000) * dist(urbg));
- });
- EXPECT_THAT(
- output, //
- testing::ElementsAre(59, 999246, 762494, 395876, 167716, 82545, 925251,
- 77341, 12527, 708791, 834451, 932808));
- }
- TEST(UniformRealDistributionTest, AlgorithmBounds) {
- absl::uniform_real_distribution<double> dist;
- {
- // This returns the smallest value >0 from absl::uniform_real_distribution.
- absl::random_internal::sequence_urbg urbg({0x0000000000000001ull});
- double a = dist(urbg);
- EXPECT_EQ(a, 5.42101086242752217004e-20);
- }
- {
- // This returns a value very near 0.5 from absl::uniform_real_distribution.
- absl::random_internal::sequence_urbg urbg({0x7fffffffffffffefull});
- double a = dist(urbg);
- EXPECT_EQ(a, 0.499999999999999944489);
- }
- {
- // This returns a value very near 0.5 from absl::uniform_real_distribution.
- absl::random_internal::sequence_urbg urbg({0x8000000000000000ull});
- double a = dist(urbg);
- EXPECT_EQ(a, 0.5);
- }
- {
- // This returns the largest value <1 from absl::uniform_real_distribution.
- absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFEFull});
- double a = dist(urbg);
- EXPECT_EQ(a, 0.999999999999999888978);
- }
- {
- // This *ALSO* returns the largest value <1.
- absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFFFull});
- double a = dist(urbg);
- EXPECT_EQ(a, 0.999999999999999888978);
- }
- }
- } // namespace
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