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Add uniform function producing a random float in (0.0, 1.0) #4

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Merged
xavierleroy merged 3 commits into from
Oct 11, 2021
Merged

Add uniform function producing a random float in (0.0, 1.0) #4

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19beb49
Add `uniform` function producing a random float in (0.0, 1.0)
xavierleroy Oct 4, 2021
b2c5aa4
Use a `n <> 0L` test in `uniform` for better branch prediction
xavierleroy Oct 6, 2021
e63764d
Tweak documentation of `float`
xavierleroy Oct 11, 2021
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31 changes: 11 additions & 20 deletions PRNG.ml
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Original file line number Diff line number Diff line change
Expand Up @@ -20,6 +20,7 @@ module type STATE = sig
val make_self_init: unit -> t
val bool: t -> bool
val bit: t -> bool
val uniform: t -> float
val float: t -> float -> float
val byte: t -> int
val bits8: t -> int
Expand Down Expand Up @@ -49,6 +50,7 @@ module type PURE = sig
val make_self_init: unit -> t
val bool: t -> bool * t
val bit: t -> bool * t
val uniform: t -> float * t
val float: float -> t -> float * t
val byte: t -> int * t
val bits8: t -> int * t
Expand Down Expand Up @@ -143,14 +145,12 @@ let nativeint =
then fun g bound -> Nativeint.of_int32 (int32 g (Nativeint.to_int32 bound))
else fun g bound -> Int64.to_nativeint (int64 g (Int64.of_nativeint bound))

let float_64 g bound =
let rec uniform g =
let b = X.bits64 g in
(Int64.(to_float (shift_right_logical b 11)) *. 0x1.p-53) *. bound
let n = Int64.shift_right_logical b 11 in
if n <> 0L then Int64.to_float n *. 0x1.p-53 else uniform g

let float_32 g bound =
let a = X.bits30 g in
let b = X.bits30 g in
(float a *. 0x1.p-60 +. float b *. 0x1.p-30) *. bound
let float g bound = uniform g *. bound

end

Expand Down Expand Up @@ -218,14 +218,13 @@ let nativeint =
(Int64.to_nativeint r, g')
end

let float_64 bound g =
let rec uniform g =
let (b, g) = X.bits64 g in
((Int64.(to_float (shift_right_logical b 11)) *. 0x1.p-53) *. bound, g)
let n = Int64.shift_right_logical b 11 in
if n <> 0L then (Int64.to_float n *. 0x1.p-53, g) else uniform g

let float_32 bound g =
let (a, g) = X.bits30 g in
let (b, g) = X.bits30 g in
((float a *. 0x1.p-60 +. float b *. 0x1.p-30) *. bound, g)
let float bound g =
let (f, g) = uniform g in (f *. bound, g)

end

Expand Down Expand Up @@ -317,8 +316,6 @@ include StateDerived(struct
let errorprefix = "PRNG.Splitmix.State."
end)

let float = float_64

let bytes g dst ofs len =
if ofs < 0 || len < 0 || ofs > Bytes.length dst - len then
invalid_arg "PRNG.State.bytes"
Expand Down Expand Up @@ -401,8 +398,6 @@ include PureDerived(struct
let errorprefix = "PRNG.Splitmix.Pure."
end)

let float = float_64

let split g =
let g1 = next g in
let g2 = next g1 in
Expand Down Expand Up @@ -554,8 +549,6 @@ include StateDerived(struct
let errorprefix = "PRNG.Chacha.State."
end)

let float = if Sys.word_size = 64 then float_64 else float_32

let bytes g dst ofs len =
if ofs < 0 || len < 0 || Bytes.length dst - len > ofs then
invalid_arg "PRNG.Chacha.State.bytes";
Expand Down Expand Up @@ -676,8 +669,6 @@ include PureDerived(struct
let errorprefix = "PRNG.Chacha.Pure."
end)

let float = if Sys.word_size = 64 then float_64 else float_32

let bytes g dst ofs len =
if ofs < 0 || len < 0 || Bytes.length dst - len > ofs then
invalid_arg "PRNG.Chacha.Pure.bytes";
Expand Down
16 changes: 13 additions & 3 deletions PRNG.mli
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Original file line number Diff line number Diff line change
Expand Up @@ -59,10 +59,19 @@ module type STATE = sig
val bit: t -> bool
(** Return a Boolean value in [false,true] with 0.5 probability each. *)

val uniform: t -> float
(** Return a floating-point number evenly distributed between 0.0 and 1.0.
0.0 and 1.0 are never returned.
The result is of the form [n * 2{^-53}], where [n] is a random integer
in [(0, 2{^53})]. *)

val float: t -> float -> float
(** [float g x] returns a floating-point number evenly distributed
between 0.0 and [x]. If [x] is negative, negative numbers
between [x] and 0.0 are returned. *)
between 0.0 and [x]. If [x] is negative, negative numbers
between [x] and 0.0 are returned. Implemented as [uniform g *. x].
Consequently, the values [0.0] and [x] can be returned
(as a result of floating-point rounding), but not if [x] is
[1.0], since [float g 1.0] behaves exactly like [uniform g]. *)

val byte: t -> int
val bits8: t -> int
Expand Down Expand Up @@ -90,7 +99,7 @@ module type STATE = sig
Note that [int32 Int32.max_int] produces numbers between 0 and
[Int32.max_int] excluded. To produce numbers between 0 and
[Int32.max_int] included, use
[Int32.logand (bits32 g) Int64.max_int]. *)
[Int32.logand (bits32 g) Int32.max_int]. *)

val bits64: t -> int64
(** Return a 64-bit integer evenly distributed between
Expand Down Expand Up @@ -179,6 +188,7 @@ module type PURE = sig
val bool: t -> bool * t
val bit: t -> bool * t

val uniform: t -> float * t
val float: float -> t -> float * t

val byte: t -> int * t
Expand Down