1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547
// Copyright 2018 Developers of the Rand project.
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
// option. This file may not be copied, modified, or distributed
// except according to those terms.
//! Math helper functions
#[cfg(feature = "std")] use crate::distributions::ziggurat_tables;
#[cfg(feature = "std")] use crate::Rng;
#[cfg(feature = "simd_support")] use packed_simd::*;
pub trait WideningMultiply<RHS = Self> {
type Output;
fn wmul(self, x: RHS) -> Self::Output;
}
macro_rules! wmul_impl {
($ty:ty, $wide:ty, $shift:expr) => {
impl WideningMultiply for $ty {
type Output = ($ty, $ty);
#[inline(always)]
fn wmul(self, x: $ty) -> Self::Output {
let tmp = (self as $wide) * (x as $wide);
((tmp >> $shift) as $ty, tmp as $ty)
}
}
};
// simd bulk implementation
($(($ty:ident, $wide:ident),)+, $shift:expr) => {
$(
impl WideningMultiply for $ty {
type Output = ($ty, $ty);
#[inline(always)]
fn wmul(self, x: $ty) -> Self::Output {
// For supported vectors, this should compile to a couple
// supported multiply & swizzle instructions (no actual
// casting).
// TODO: optimize
let y: $wide = self.cast();
let x: $wide = x.cast();
let tmp = y * x;
let hi: $ty = (tmp >> $shift).cast();
let lo: $ty = tmp.cast();
(hi, lo)
}
}
)+
};
}
wmul_impl! { u8, u16, 8 }
wmul_impl! { u16, u32, 16 }
wmul_impl! { u32, u64, 32 }
#[cfg(not(target_os = "emscripten"))]
wmul_impl! { u64, u128, 64 }
// This code is a translation of the __mulddi3 function in LLVM's
// compiler-rt. It is an optimised variant of the common method
// `(a + b) * (c + d) = ac + ad + bc + bd`.
//
// For some reason LLVM can optimise the C version very well, but
// keeps shuffling registers in this Rust translation.
macro_rules! wmul_impl_large {
($ty:ty, $half:expr) => {
impl WideningMultiply for $ty {
type Output = ($ty, $ty);
#[inline(always)]
fn wmul(self, b: $ty) -> Self::Output {
const LOWER_MASK: $ty = !0 >> $half;
let mut low = (self & LOWER_MASK).wrapping_mul(b & LOWER_MASK);
let mut t = low >> $half;
low &= LOWER_MASK;
t += (self >> $half).wrapping_mul(b & LOWER_MASK);
low += (t & LOWER_MASK) << $half;
let mut high = t >> $half;
t = low >> $half;
low &= LOWER_MASK;
t += (b >> $half).wrapping_mul(self & LOWER_MASK);
low += (t & LOWER_MASK) << $half;
high += t >> $half;
high += (self >> $half).wrapping_mul(b >> $half);
(high, low)
}
}
};
// simd bulk implementation
(($($ty:ty,)+) $scalar:ty, $half:expr) => {
$(
impl WideningMultiply for $ty {
type Output = ($ty, $ty);
#[inline(always)]
fn wmul(self, b: $ty) -> Self::Output {
// needs wrapping multiplication
const LOWER_MASK: $scalar = !0 >> $half;
let mut low = (self & LOWER_MASK) * (b & LOWER_MASK);
let mut t = low >> $half;
low &= LOWER_MASK;
t += (self >> $half) * (b & LOWER_MASK);
low += (t & LOWER_MASK) << $half;
let mut high = t >> $half;
t = low >> $half;
low &= LOWER_MASK;
t += (b >> $half) * (self & LOWER_MASK);
low += (t & LOWER_MASK) << $half;
high += t >> $half;
high += (self >> $half) * (b >> $half);
(high, low)
}
}
)+
};
}
#[cfg(target_os = "emscripten")]
wmul_impl_large! { u64, 32 }
#[cfg(not(target_os = "emscripten"))]
wmul_impl_large! { u128, 64 }
macro_rules! wmul_impl_usize {
($ty:ty) => {
impl WideningMultiply for usize {
type Output = (usize, usize);
#[inline(always)]
fn wmul(self, x: usize) -> Self::Output {
let (high, low) = (self as $ty).wmul(x as $ty);
(high as usize, low as usize)
}
}
};
}
#[cfg(target_pointer_width = "32")]
wmul_impl_usize! { u32 }
#[cfg(target_pointer_width = "64")]
wmul_impl_usize! { u64 }
#[cfg(all(feature = "simd_support", feature = "nightly"))]
mod simd_wmul {
use super::*;
#[cfg(target_arch = "x86")] use core::arch::x86::*;
#[cfg(target_arch = "x86_64")] use core::arch::x86_64::*;
wmul_impl! {
(u8x2, u16x2),
(u8x4, u16x4),
(u8x8, u16x8),
(u8x16, u16x16),
(u8x32, u16x32),,
8
}
wmul_impl! { (u16x2, u32x2),, 16 }
#[cfg(not(target_feature = "sse2"))]
wmul_impl! { (u16x4, u32x4),, 16 }
#[cfg(not(target_feature = "sse4.2"))]
wmul_impl! { (u16x8, u32x8),, 16 }
#[cfg(not(target_feature = "avx2"))]
wmul_impl! { (u16x16, u32x16),, 16 }
// 16-bit lane widths allow use of the x86 `mulhi` instructions, which
// means `wmul` can be implemented with only two instructions.
#[allow(unused_macros)]
macro_rules! wmul_impl_16 {
($ty:ident, $intrinsic:ident, $mulhi:ident, $mullo:ident) => {
impl WideningMultiply for $ty {
type Output = ($ty, $ty);
#[inline(always)]
fn wmul(self, x: $ty) -> Self::Output {
let b = $intrinsic::from_bits(x);
let a = $intrinsic::from_bits(self);
let hi = $ty::from_bits(unsafe { $mulhi(a, b) });
let lo = $ty::from_bits(unsafe { $mullo(a, b) });
(hi, lo)
}
}
};
}
#[cfg(target_feature = "sse2")]
wmul_impl_16! { u16x4, __m64, _mm_mulhi_pu16, _mm_mullo_pi16 }
#[cfg(target_feature = "sse4.2")]
wmul_impl_16! { u16x8, __m128i, _mm_mulhi_epu16, _mm_mullo_epi16 }
#[cfg(target_feature = "avx2")]
wmul_impl_16! { u16x16, __m256i, _mm256_mulhi_epu16, _mm256_mullo_epi16 }
// FIXME: there are no `__m512i` types in stdsimd yet, so `wmul::<u16x32>`
// cannot use the same implementation.
wmul_impl! {
(u32x2, u64x2),
(u32x4, u64x4),
(u32x8, u64x8),,
32
}
// TODO: optimize, this seems to seriously slow things down
wmul_impl_large! { (u8x64,) u8, 4 }
wmul_impl_large! { (u16x32,) u16, 8 }
wmul_impl_large! { (u32x16,) u32, 16 }
wmul_impl_large! { (u64x2, u64x4, u64x8,) u64, 32 }
}
#[cfg(all(feature = "simd_support", feature = "nightly"))]
pub use self::simd_wmul::*;
/// Helper trait when dealing with scalar and SIMD floating point types.
pub(crate) trait FloatSIMDUtils {
// `PartialOrd` for vectors compares lexicographically. We want to compare all
// the individual SIMD lanes instead, and get the combined result over all
// lanes. This is possible using something like `a.lt(b).all()`, but we
// implement it as a trait so we can write the same code for `f32` and `f64`.
// Only the comparison functions we need are implemented.
fn all_lt(self, other: Self) -> bool;
fn all_le(self, other: Self) -> bool;
fn all_finite(self) -> bool;
type Mask;
fn finite_mask(self) -> Self::Mask;
fn gt_mask(self, other: Self) -> Self::Mask;
fn ge_mask(self, other: Self) -> Self::Mask;
// Decrease all lanes where the mask is `true` to the next lower value
// representable by the floating-point type. At least one of the lanes
// must be set.
fn decrease_masked(self, mask: Self::Mask) -> Self;
// Convert from int value. Conversion is done while retaining the numerical
// value, not by retaining the binary representation.
type UInt;
fn cast_from_int(i: Self::UInt) -> Self;
}
/// Implement functions available in std builds but missing from core primitives
#[cfg(not(std))]
pub(crate) trait Float: Sized {
fn is_nan(self) -> bool;
fn is_infinite(self) -> bool;
fn is_finite(self) -> bool;
}
/// Implement functions on f32/f64 to give them APIs similar to SIMD types
pub(crate) trait FloatAsSIMD: Sized {
#[inline(always)]
fn lanes() -> usize {
1
}
#[inline(always)]
fn splat(scalar: Self) -> Self {
scalar
}
#[inline(always)]
fn extract(self, index: usize) -> Self {
debug_assert_eq!(index, 0);
self
}
#[inline(always)]
fn replace(self, index: usize, new_value: Self) -> Self {
debug_assert_eq!(index, 0);
new_value
}
}
pub(crate) trait BoolAsSIMD: Sized {
fn any(self) -> bool;
fn all(self) -> bool;
fn none(self) -> bool;
}
impl BoolAsSIMD for bool {
#[inline(always)]
fn any(self) -> bool {
self
}
#[inline(always)]
fn all(self) -> bool {
self
}
#[inline(always)]
fn none(self) -> bool {
!self
}
}
macro_rules! scalar_float_impl {
($ty:ident, $uty:ident) => {
#[cfg(not(std))]
impl Float for $ty {
#[inline]
fn is_nan(self) -> bool {
self != self
}
#[inline]
fn is_infinite(self) -> bool {
self == ::core::$ty::INFINITY || self == ::core::$ty::NEG_INFINITY
}
#[inline]
fn is_finite(self) -> bool {
!(self.is_nan() || self.is_infinite())
}
}
impl FloatSIMDUtils for $ty {
type Mask = bool;
type UInt = $uty;
#[inline(always)]
fn all_lt(self, other: Self) -> bool {
self < other
}
#[inline(always)]
fn all_le(self, other: Self) -> bool {
self <= other
}
#[inline(always)]
fn all_finite(self) -> bool {
self.is_finite()
}
#[inline(always)]
fn finite_mask(self) -> Self::Mask {
self.is_finite()
}
#[inline(always)]
fn gt_mask(self, other: Self) -> Self::Mask {
self > other
}
#[inline(always)]
fn ge_mask(self, other: Self) -> Self::Mask {
self >= other
}
#[inline(always)]
fn decrease_masked(self, mask: Self::Mask) -> Self {
debug_assert!(mask, "At least one lane must be set");
<$ty>::from_bits(self.to_bits() - 1)
}
#[inline]
fn cast_from_int(i: Self::UInt) -> Self {
i as $ty
}
}
impl FloatAsSIMD for $ty {}
};
}
scalar_float_impl!(f32, u32);
scalar_float_impl!(f64, u64);
#[cfg(feature = "simd_support")]
macro_rules! simd_impl {
($ty:ident, $f_scalar:ident, $mty:ident, $uty:ident) => {
impl FloatSIMDUtils for $ty {
type Mask = $mty;
type UInt = $uty;
#[inline(always)]
fn all_lt(self, other: Self) -> bool {
self.lt(other).all()
}
#[inline(always)]
fn all_le(self, other: Self) -> bool {
self.le(other).all()
}
#[inline(always)]
fn all_finite(self) -> bool {
self.finite_mask().all()
}
#[inline(always)]
fn finite_mask(self) -> Self::Mask {
// This can possibly be done faster by checking bit patterns
let neg_inf = $ty::splat(::core::$f_scalar::NEG_INFINITY);
let pos_inf = $ty::splat(::core::$f_scalar::INFINITY);
self.gt(neg_inf) & self.lt(pos_inf)
}
#[inline(always)]
fn gt_mask(self, other: Self) -> Self::Mask {
self.gt(other)
}
#[inline(always)]
fn ge_mask(self, other: Self) -> Self::Mask {
self.ge(other)
}
#[inline(always)]
fn decrease_masked(self, mask: Self::Mask) -> Self {
// Casting a mask into ints will produce all bits set for
// true, and 0 for false. Adding that to the binary
// representation of a float means subtracting one from
// the binary representation, resulting in the next lower
// value representable by $ty. This works even when the
// current value is infinity.
debug_assert!(mask.any(), "At least one lane must be set");
<$ty>::from_bits(<$uty>::from_bits(self) + <$uty>::from_bits(mask))
}
#[inline]
fn cast_from_int(i: Self::UInt) -> Self {
i.cast()
}
}
};
}
#[cfg(feature="simd_support")] simd_impl! { f32x2, f32, m32x2, u32x2 }
#[cfg(feature="simd_support")] simd_impl! { f32x4, f32, m32x4, u32x4 }
#[cfg(feature="simd_support")] simd_impl! { f32x8, f32, m32x8, u32x8 }
#[cfg(feature="simd_support")] simd_impl! { f32x16, f32, m32x16, u32x16 }
#[cfg(feature="simd_support")] simd_impl! { f64x2, f64, m64x2, u64x2 }
#[cfg(feature="simd_support")] simd_impl! { f64x4, f64, m64x4, u64x4 }
#[cfg(feature="simd_support")] simd_impl! { f64x8, f64, m64x8, u64x8 }
/// Calculates ln(gamma(x)) (natural logarithm of the gamma
/// function) using the Lanczos approximation.
///
/// The approximation expresses the gamma function as:
/// `gamma(z+1) = sqrt(2*pi)*(z+g+0.5)^(z+0.5)*exp(-z-g-0.5)*Ag(z)`
/// `g` is an arbitrary constant; we use the approximation with `g=5`.
///
/// Noting that `gamma(z+1) = z*gamma(z)` and applying `ln` to both sides:
/// `ln(gamma(z)) = (z+0.5)*ln(z+g+0.5)-(z+g+0.5) + ln(sqrt(2*pi)*Ag(z)/z)`
///
/// `Ag(z)` is an infinite series with coefficients that can be calculated
/// ahead of time - we use just the first 6 terms, which is good enough
/// for most purposes.
#[cfg(feature = "std")]
pub fn log_gamma(x: f64) -> f64 {
// precalculated 6 coefficients for the first 6 terms of the series
let coefficients: [f64; 6] = [
76.18009172947146,
-86.50532032941677,
24.01409824083091,
-1.231739572450155,
0.1208650973866179e-2,
-0.5395239384953e-5,
];
// (x+0.5)*ln(x+g+0.5)-(x+g+0.5)
let tmp = x + 5.5;
let log = (x + 0.5) * tmp.ln() - tmp;
// the first few terms of the series for Ag(x)
let mut a = 1.000000000190015;
let mut denom = x;
for coeff in &coefficients {
denom += 1.0;
a += coeff / denom;
}
// get everything together
// a is Ag(x)
// 2.5066... is sqrt(2pi)
log + (2.5066282746310005 * a / x).ln()
}
/// Sample a random number using the Ziggurat method (specifically the
/// ZIGNOR variant from Doornik 2005). Most of the arguments are
/// directly from the paper:
///
/// * `rng`: source of randomness
/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0.
/// * `X`: the $x_i$ abscissae.
/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$)
/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$
/// * `pdf`: the probability density function
/// * `zero_case`: manual sampling from the tail when we chose the
/// bottom box (i.e. i == 0)
// the perf improvement (25-50%) is definitely worth the extra code
// size from force-inlining.
#[cfg(feature = "std")]
#[inline(always)]
pub fn ziggurat<R: Rng + ?Sized, P, Z>(
rng: &mut R,
symmetric: bool,
x_tab: ziggurat_tables::ZigTable,
f_tab: ziggurat_tables::ZigTable,
mut pdf: P,
mut zero_case: Z
) -> f64
where
P: FnMut(f64) -> f64,
Z: FnMut(&mut R, f64) -> f64,
{
use crate::distributions::float::IntoFloat;
loop {
// As an optimisation we re-implement the conversion to a f64.
// From the remaining 12 most significant bits we use 8 to construct `i`.
// This saves us generating a whole extra random number, while the added
// precision of using 64 bits for f64 does not buy us much.
let bits = rng.next_u64();
let i = bits as usize & 0xff;
let u = if symmetric {
// Convert to a value in the range [2,4) and substract to get [-1,1)
// We can't convert to an open range directly, that would require
// substracting `3.0 - EPSILON`, which is not representable.
// It is possible with an extra step, but an open range does not
// seem neccesary for the ziggurat algorithm anyway.
(bits >> 12).into_float_with_exponent(1) - 3.0
} else {
// Convert to a value in the range [1,2) and substract to get (0,1)
(bits >> 12).into_float_with_exponent(0) - (1.0 - ::core::f64::EPSILON / 2.0)
};
let x = u * x_tab[i];
let test_x = if symmetric { x.abs() } else { x };
// algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i])
if test_x < x_tab[i + 1] {
return x;
}
if i == 0 {
return zero_case(rng, u);
}
// algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1
if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) {
return x;
}
}
}