[GitHub] commons-rng pull request #5: Feature rng 37
Github user asfgit closed the pull request at: https://github.com/apache/commons-rng/pull/5 --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143869091 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,161 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +/* @param KN - an auxiliary table of integers, k_i = 2^32*(x_{i-1}/x_i) */ +private static final int[] KN = new int[128]; +/* @param WN - table of doubles, w_i = x_i/2^32 */ +private static final double[] WN = new double[128]; +/** + * This is a Javadoc. @param FN - the function values table + * (normalized gaussian in this implementation) + * f_i(x_i) = exp(-x_i^2/2) + */ +private static final double[] FN = new double[128]; --- End diff -- Oh, sorry, I think that was a bad example. What I meant to say, is that your comments had to be something like this: ``` /** An auxiliary table of integers, k_i = 2^32*(x_{i-1}/x_i) */ private static final int[] KN = new int[128]; /** Table of doubles, w_i = x_i/2^32 */ private static final double[] WN = new double[128]; /** The function values table (normalized gaussian in this implementation) f_i(x_i) = exp(-x_i^2/2) */ private static final double[] FN = new double[128]; ``` It is the double * after the / character that marks the comment as Javadoc or not. And the param annotation is necessary only for method parameters. --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143859435 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,159 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +/* @param KN - an auxiliary table of integers, k_i = 2^32*(x_{i-1}/x_i) */ +private static final int[] KN = new int[128]; +/* @param WN - table of doubles, w_i = x_i/2^32 */ +private static final double[] WN = new double[128]; +/* @param FN - the function values table (normalized gaussian in this implementation) + * f_i(x_i) = exp(-x_i^2/2) + */ --- End diff -- This is almost fixed. What you added were multiline comments, ignored by javadoc. You have to use ``` /** * This is a Javadoc. Here goes your text... */ ``` Instead of ``` /** * This is a multi-line comment. Here goes your text... */ ``` Site reports still have issues with these comments above. --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143630188 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,152 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +private static final int[] KN = new int[128]; +private static final double[] WN = new double[128]; +private static final double[] FN = new double[128]; + +/** + * Initialize tables. + */ +static { +/** + * Filling the tables. + * k_0 = 2^32 * r * f(dn) / vn + * k_i = 2^32 * ( x_{i-1} / x_i ) + * w_0 = .5^32 * vn / f(dn) + * w_i = .5^32 * x_i + * where dn - the rightmost x_i + * vn - the area of the rectangle + * f(dn) = exp(-.5 * dn * dn) + */ +final double m = 2147483648.0; // 2^31 + +/* provides z(r) = 0, where z(r): x_255 = r, vn = r*f(r)+integral_r^inf f(x)dx */ +final double vn = 9.91256303526217e-3; + +double dn = 3.442619855899; +double tn = dn; +double e = Math.exp(-.5 * dn * dn); +final double q = vn / e; + +KN[0] = (int) ((dn / q) * m); +KN[1] = 0; + +WN[0] = q / m; +WN[127] = dn / m; + +FN[0] = 1.0; +FN[127] = e; + +for (int i = 126; i >= 1; i--){ +e = Math.exp(-.5 *dn * dn); +dn = Math.sqrt(-2. * Math.log(vn / dn + e)); +KN[i+1] = (int) ((dn / tn) * m); +tn = dn; +FN[i] = e; +WN[i] = dn / m; +} +} + +/** + * @param rng Generator of uniformly distributed random numbers. + */ +public ZigguratGaussianSampler(UniformRandomProvider rng) { +super(rng); +} + +/** {@inheritDoc} */ +@Override +public double sample() { +int j = nextInt(); +int i = j & 127; +return (j < KN[i]) ? j * WN[i] : nfix(j,i); +} + +/** get the value from the tail of the distribution + * @param hz - start random integer + * @param iz - corresponding to hz cell's number + */ --- End diff -- Need to add a @return Javadoc comment below the iz param. --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143630285 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,152 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +private static final int[] KN = new int[128]; +private static final double[] WN = new double[128]; +private static final double[] FN = new double[128]; + +/** + * Initialize tables. + */ +static { +/** + * Filling the tables. + * k_0 = 2^32 * r * f(dn) / vn + * k_i = 2^32 * ( x_{i-1} / x_i ) + * w_0 = .5^32 * vn / f(dn) + * w_i = .5^32 * x_i + * where dn - the rightmost x_i + * vn - the area of the rectangle + * f(dn) = exp(-.5 * dn * dn) + */ +final double m = 2147483648.0; // 2^31 + +/* provides z(r) = 0, where z(r): x_255 = r, vn = r*f(r)+integral_r^inf f(x)dx */ +final double vn = 9.91256303526217e-3; + +double dn = 3.442619855899; +double tn = dn; +double e = Math.exp(-.5 * dn * dn); +final double q = vn / e; + +KN[0] = (int) ((dn / q) * m); +KN[1] = 0; + +WN[0] = q / m; +WN[127] = dn / m; + +FN[0] = 1.0; +FN[127] = e; + +for (int i = 126; i >= 1; i--){ +e = Math.exp(-.5 *dn * dn); +dn = Math.sqrt(-2. * Math.log(vn / dn + e)); +KN[i+1] = (int) ((dn / tn) * m); +tn = dn; +FN[i] = e; +WN[i] = dn / m; +} +} + +/** + * @param rng Generator of uniformly distributed random numbers. + */ +public ZigguratGaussianSampler(UniformRandomProvider rng) { +super(rng); +} + +/** {@inheritDoc} */ +@Override +public double sample() { +int j = nextInt(); +int i = j & 127; +return (j < KN[i]) ? j * WN[i] : nfix(j,i); +} + +/** get the value from the tail of the distribution + * @param hz - start random integer + * @param iz - corresponding to hz cell's number + */ +private double nfix(int hz, int iz) { +/* The start of the right tail */ +final double r = 3.442619855899; + +double uni; +double x; +double y; + +while (true) { +uni = .5 + hz * .2328306e-9; +x = hz * WN[iz]; +/* iz==0, handles the base strip */ +if (iz == 0) { +/* return x from the tail */ +do { +y = -Math.log(uni); +x = y * 0.2904764; +uni = .5 + nextInt() * .23283
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143630148 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,152 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +private static final int[] KN = new int[128]; +private static final double[] WN = new double[128]; +private static final double[] FN = new double[128]; --- End diff -- We need Javadocs for these fields. Even though there is a comment above KN, that's treated only as KN's comment. Perhaps one simple, short, comment for each KN, WN, and FN variables. --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143630250 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,152 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You 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 + * + * http://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. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * https://en.wikipedia.org/wiki/Ziggurat_algorithm";>Ziggurat algorithm + * + * Based on + * "The Ziggurat Method for Generating Random Variables" + * by George Marsaglia and Wai Wan Tsang + * + * @see http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf";>Ziggurat Method for Generating Random Variables + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler +extends SamplerBase +implements NormalizedGaussianSampler { + +/** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + +private static final int[] KN = new int[128]; +private static final double[] WN = new double[128]; +private static final double[] FN = new double[128]; + +/** + * Initialize tables. + */ +static { +/** + * Filling the tables. + * k_0 = 2^32 * r * f(dn) / vn + * k_i = 2^32 * ( x_{i-1} / x_i ) + * w_0 = .5^32 * vn / f(dn) + * w_i = .5^32 * x_i + * where dn - the rightmost x_i + * vn - the area of the rectangle + * f(dn) = exp(-.5 * dn * dn) + */ +final double m = 2147483648.0; // 2^31 + +/* provides z(r) = 0, where z(r): x_255 = r, vn = r*f(r)+integral_r^inf f(x)dx */ +final double vn = 9.91256303526217e-3; + +double dn = 3.442619855899; +double tn = dn; +double e = Math.exp(-.5 * dn * dn); +final double q = vn / e; + +KN[0] = (int) ((dn / q) * m); +KN[1] = 0; + +WN[0] = q / m; +WN[127] = dn / m; + +FN[0] = 1.0; +FN[127] = e; + +for (int i = 126; i >= 1; i--){ +e = Math.exp(-.5 *dn * dn); +dn = Math.sqrt(-2. * Math.log(vn / dn + e)); +KN[i+1] = (int) ((dn / tn) * m); +tn = dn; +FN[i] = e; +WN[i] = dn / m; +} +} + +/** + * @param rng Generator of uniformly distributed random numbers. + */ +public ZigguratGaussianSampler(UniformRandomProvider rng) { +super(rng); +} + +/** {@inheritDoc} */ +@Override +public double sample() { +int j = nextInt(); +int i = j & 127; +return (j < KN[i]) ? j * WN[i] : nfix(j,i); +} + +/** get the value from the tail of the distribution --- End diff -- Normally it's in the next line, starting with upper case. Not really important though. Some components have user guides, but many point to the Javadocs as user guide :-) that's why we focus so much on the text that is put here @cur4so --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
[GitHub] commons-rng pull request #5: Feature rng 37
GitHub user cur4so opened a pull request: https://github.com/apache/commons-rng/pull/5 Feature rng 37 You can merge this pull request into a Git repository by running: $ git pull https://github.com/cur4so/commons-rng feature-RNG-37 Alternatively you can review and apply these changes as the patch at: https://github.com/apache/commons-rng/pull/5.patch To close this pull request, make a commit to your master/trunk branch with (at least) the following in the commit message: This closes #5 --- - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org