> This PR improves both the performance of `nextExponential` and `nextGaussian` > and the distribution of output at the tails. It fixes the following > imperfections: > > * Repeatedly adding DoubleZigguratTables.exponentialX0 to extra causes a > rounding error to accumulate at the tail of the distribution (probably > starting around `2*exponentialX0 == 0x1.e46eff20739afp3 ~ 15.1`); this PR > fixes that by tracking the multiple of exponentialX0 as a long. (This > distortion is worst when `x > 0x1.0p56` since in that case, a rounding error > means `extra + x == extra`. > * Reduces several equations using `Math.fma`. (This will almost certainly > improve performance, and may or may not improve output distribution.) > * Uses the newly-extracted `computeWinsorizedNextExponential` function to > greatly reduce the probability that `nextGaussian` suffers from *two* tail > cases of `nextExponential`.
Chris Hennick has updated the pull request with a new target base due to a merge or a rebase. The incremental webrev excludes the unrelated changes brought in by the merge/rebase. The pull request contains ten additional commits since the last revision: - Rewrite Javadoc - Simplify Javadoc description - Weaken contract of computeWinsorizedNextExponential to save max/min calls - Revert "Bugfix: need a thread-local instance for throughput test" This reverts commit d903efe57225e916a5450ac31437123050e3377c. - More sensible benchmark-mode settings - Bugfix: need a thread-local instance for throughput test - Split out PRNG benchmarks into org.openjdk.bench.java.util.random - Add JMH - Fix rounding error in computeNextExponential; use FMA Repeatedly adding DoubleZigguratTables.exponentialX0 to extra causes a rounding error to accumulate at the tail of the distribution; this fixes that by tracking the multiple of exponentialX0 as a long. Add computeWinsorizedNextExponential for testability ------------- Changes: - all: https://git.openjdk.org/jdk/pull/8131/files - new: https://git.openjdk.org/jdk/pull/8131/files/d1c9bafd..c94a09e5 Webrevs: - full: https://webrevs.openjdk.org/?repo=jdk&pr=8131&range=14 - incr: https://webrevs.openjdk.org/?repo=jdk&pr=8131&range=13-14 Stats: 381291 lines in 6418 files changed: 204420 ins; 125420 del; 51451 mod Patch: https://git.openjdk.org/jdk/pull/8131.diff Fetch: git fetch https://git.openjdk.org/jdk pull/8131/head:pull/8131 PR: https://git.openjdk.org/jdk/pull/8131
