#include #include #include #include #include #include #include #include volatile double val; template struct exponential_table { static const RealType table_x[]; static const RealType table_y[]; }; template const RealType exponential_table::table_x[] = { 8.697117470131049714, 7.697117470131049714, 6.9410336293772123602, 6.4783784938325698538, 6.1441646657724730491, 5.8821443157953997963, 5.6664101674540337371, 5.4828906275260628694, 5.3230905057543986131, 5.1814872813015010392, 5.0542884899813047117, 4.9387770859012514838, 4.8329397410251125881, 4.7352429966017412526, 4.6444918854200854873, 4.5597370617073515513, 4.4802117465284221949, 4.4052876934735729805, 4.3344436803172730116, 4.2672424802773661873, 4.2033137137351843802, 4.1423408656640511251, 4.0840513104082974638, 4.0282085446479365106, 3.9746060666737884793, 3.9230625001354895926, 3.8734176703995089983, 3.8255294185223367372, 3.7792709924116678992, 3.734528894039797535, 3.6912010902374189454, 3.6491955157608538478, 3.6084288131289096339, 3.5688252656483374051, 3.5303158891293438633, 3.4928376547740601814, 3.4563328211327607625, 3.4207483572511205323, 3.3860354424603017887, 3.3521490309001100106, 3.3190474709707487166, 3.2866921715990692095, 3.2550473085704501813, 3.2240795652862645207, 3.1937579032122407483, 3.164053358025973458, 3.1349388580844407393, 3.106389062339824666, 3.0783802152540905188, 3.0508900166154554479, 3.0238975044556767713, 2.9973829495161306949, 2.9713277599210896472, 2.9457143948950456386, 2.9205262865127406647, 2.8957477686001416838, 2.8713640120155362592, 2.8473609656351888266, 2.8237253024500354905, 2.8004443702507381944, 2.7775061464397572041, 2.754899196562345365, 2.7326126361947007411, 2.7106360958679293686, 2.6889596887418041593, 2.6675739807732670816, 2.6464699631518093905, 2.6256390267977886123, 2.6050729387408355373, 2.5847638202141406911, 2.5647041263169053687, 2.5448866271118700928, 2.5253043900378279427, 2.5059507635285939648, 2.4868193617402096807, 2.4679040502973649846, 2.4491989329782498908, 2.4306983392644199088, 2.4123968126888708336, 2.3942890999214583288, 2.3763701405361408194, 2.3586350574093374601, 2.3410791477030346875, 2.3236978743901964559, 2.3064868582835798692, 2.2894418705322694265, 2.2725588255531546952, 2.2558337743672190441, 2.2392628983129087111, 2.2228425031110364013, 2.2065690132576635755, 2.1904389667232199235, 2.1744490099377744673, 2.1585958930438856781, 2.1428764653998416425, 2.1272876713173679737, 2.1118265460190418108, 2.0964902118017147637, 2.0812758743932248696, 2.0661808194905755036, 2.0512024094685848641, 2.0363380802487695916, 2.021585338318926077, 2.0069417578945183144, 1.9924049782135764992, 1.9779727009573602295, 1.9636426877895480401, 1.9494127580071845659, 1.9352807862970511135, 1.9212447005915276767, 1.9073024800183871196, 1.8934521529393077332, 1.8796917950722108462, 1.8660195276928275962, 1.8524335159111751661, 1.838931967018879398, 1.8255131289035192212, 1.8121752885263901413, 1.7989167704602903934, 1.7857359354841254047, 1.7726311792313049959, 1.7596009308890742369, 1.7466436519460739352, 1.7337578349855711926, 1.7209420025219350428, 1.7081947058780575683, 1.6955145241015377061, 1.6829000629175537544, 1.6703499537164519163, 1.6578628525741725325, 1.6454374393037234057, 1.6330724165359912048, 1.6207665088282577216, 1.6085184617988580769, 1.5963270412864831349, 1.5841910325326886695, 1.572109239386229481, 1.5600804835278879161, 1.548103603714513307, 1.5361774550410318943, 1.524300908219226005, 1.5124728488721167573, 1.5006921768428164936, 1.4889578055167456003, 1.4772686611561334579, 1.4656236822457450411, 1.4540218188487932264, 1.4424620319720121876, 1.4309432929388794104, 1.4194645827699828254, 1.4080248915695353509, 1.396623217917041711, 1.3852585682631217189, 1.3739299563284902176, 1.3626364025050864742, 1.3513769332583349176, 1.3401505805295045843, 1.328956381137116322, 1.317793376176324548, 1.3066606104151739482, 1.295557131686600721, 1.284481990275012545, 1.2734342382962410994, 1.2624129290696153434, 1.2514171164808525098, 1.2404458543344064544, 1.2294981956938491599, 1.2185731922087903071, 1.207669893426761283, 1.1967873460884031665, 1.1859245934042023557, 1.1750806743109117687, 1.1642546227056790397, 1.1534454666557748056, 1.1426522275816728928, 1.1318739194110786733, 1.1211095477013306083, 1.1103581087274114281, 1.0996185885325976575, 1.0888899619385472598, 1.0781711915113727024, 1.067461226479968153, 1.0567590016025518414, 1.0460634359770445503, 1.0353734317905289496, 1.0246878730026178052, 1.0140056239570971074, 1.0033255279156973717, 0.99264640550727647009, 0.98196705308506317914, 0.97128624098390397896, 0.96060271166866709917, 0.9499151777640765994, 0.93922231995526297952, 0.92852278474721113999, 0.91781518207004493915, 0.907098082715691006, 0.89637001558989069006, 0.88562946476175228052, 0.87487486629102585352, 0.86410460481100519511, 0.85331700984237406386, 0.84251035181036928333, 0.83168283773427388393, 0.8208326065544125229, 0.8099577240574190662, 0.79905617735548788109, 0.78812586886949324977, 0.77716460975913043936, 0.76617011273543541328, 0.75513998418198289808, 0.74407171550050873971, 0.73296267358436604916, 0.72181009030875689912, 0.71061105090965570413, 0.69936248110323266174, 0.68806113277374858613, 0.67670356802952337911, 0.66528614139267855405, 0.65380497984766565353, 0.64225596042453703448, 0.63063468493349100113, 0.61893645139487678178, 0.60715622162030085137, 0.59528858429150359384, 0.58332771274877027785, 0.57126731653258903915, 0.55910058551154127652, 0.5468201251633111255, 0.53441788123716615385, 0.52188505159213564105, 0.50921198244365495319, 0.49638804551867159754, 0.48340149165346224782, 0.47023927508216945338, 0.45688684093142071279, 0.44332786607355296305, 0.42954394022541129589, 0.415514169600357001, 0.40121467889627836229, 0.38661797794112021568, 0.37169214532991786118, 0.35639976025839443721, 0.34069648106484979674, 0.32452911701691008547, 0.30783295467493287307, 0.29052795549123115167, 0.27251318547846547924, 0.25365836338591284433, 0.23379048305967553619, 0.21267151063096745264, 0.18995868962243277774, 0.16512762256418831796, 0.1373049809400138042, 0.10483850756582017915, 0.063852163815003480173, 0, }; template const RealType exponential_table::table_y[] = { 0, 0.00045413435384149675545, 0.00096726928232717452884, 0.0015362997803015723824, 0.0021459677437189061793, 0.002788798793574075964, 0.0034602647778369039855, 0.0041572951208337952532, 0.0048776559835423925804, 0.005619642207205483171, 0.0063819059373191794422, 0.0071633531836349841425, 0.0079630774380170392396, 0.0087803149858089752347, 0.0096144136425022094101, 0.010464810181029979488, 0.011331013597834597488, 0.012212592426255380661, 0.01310916493125499107, 0.014020391403181937334, 0.014945968011691148079, 0.01588562183997316249, 0.016839106826039946359, 0.017806200410911360563, 0.018786700744696029497, 0.019780424338009741737, 0.020787204072578117603, 0.021806887504283582125, 0.022839335406385238829, 0.023884420511558170348, 0.024942026419731782971, 0.026012046645134218076, 0.027094383780955798424, 0.028188948763978634421, 0.029295660224637394015, 0.030414443910466605492, 0.031545232172893605499, 0.032687963508959533317, 0.033842582150874329031, 0.035009037697397411067, 0.036187284781931419754, 0.037377282772959360128, 0.038578995503074859626, 0.03979239102337412267, 0.041017441380414820816, 0.042254122413316231413, 0.043502413568888183301, 0.044762297732943280694, 0.046033761076175166762, 0.047316792913181548703, 0.048611385573379494401, 0.049917534282706374944, 0.05123523705512627983, 0.052564494593071689595, 0.053905310196046085104, 0.055257689676697038322, 0.056621641283742874438, 0.057997175631200659098, 0.059384305633420264487, 0.060783046445479636051, 0.06219341540854099615, 0.063615431999807331076, 0.065049117786753755036, 0.066494496385339779043, 0.06795159342193660777, 0.069420436498728751675, 0.070901055162371828426, 0.072393480875708743023, 0.073897746992364746308, 0.075413888734058408453, 0.0769419431704805101, 0.078481949201606426042, 0.080033947542319910023, 0.08159798070923742093, 0.083174093009632380354, 0.084762330532368125386, 0.086362741140756912277, 0.0879753744672702193, 0.089600281910032864534, 0.091237516631040162057, 0.092887133556043546523, 0.094549189376055853718, 0.096223742550432800103, 0.097910853311492199618, 0.099610583670637128826, 0.10132299742595363588, 0.10304816017125771553, 0.10478613930657016928, 0.10653700405000166218, 0.10830082545103379867, 0.11007767640518539026, 0.11186763167005629731, 0.11367076788274431301, 0.11548716357863353664, 0.11731689921155557057, 0.11916005717532768467, 0.12101672182667483729, 0.12288697950954513498, 0.12477091858083096578, 0.12666862943751066518, 0.1285802045452281787, 0.13050573846833078225, 0.13244532790138752023, 0.13439907170221363078, 0.13636707092642885841, 0.13834942886358021406, 0.1403462510748624421, 0.14235764543247220043, 0.14438372216063476473, 0.14642459387834493787, 0.14848037564386679222, 0.15055118500103990354, 0.15263714202744286154, 0.15473836938446807312, 0.15685499236936522013, 0.15898713896931420572, 0.16113493991759203183, 0.16329852875190180795, 0.16547804187493600915, 0.16767361861725019322, 0.16988540130252766513, 0.172113535315320057, 0.17435816917135348788, 0.17661945459049489581, 0.17889754657247831241, 0.18119260347549629488, 0.1835047870977674615, 0.18583426276219711495, 0.18818119940425430485, 0.19054576966319540013, 0.19292814997677133873, 0.19532852067956322315, 0.19774706610509886464, 0.20018397469191127727, 0.2026394390937090193, 0.2051136562938377088, 0.20760682772422204205, 0.21011915938898825914, 0.21265086199297827522, 0.21520215107537867786, 0.21777324714870053264, 0.2203643758433594972, 0.2229757680581201805, 0.22560766011668406495, 0.22826029393071670664, 0.23093391716962742173, 0.23362878343743333945, 0.23634515245705964715, 0.23908329026244917002, 0.24184346939887722761, 0.24462596913189210901, 0.24743107566532763894, 0.25025908236886230967, 0.25311029001562948171, 0.25598500703041538015, 0.25888354974901621678, 0.26180624268936295243, 0.26475341883506220209, 0.26772541993204481808, 0.27072259679906003167, 0.27374530965280298302, 0.27679392844851734458, 0.2798688332369728992, 0.2829704145387807601, 0.28609907373707684673, 0.28925522348967773308, 0.29243928816189258772, 0.29565170428126120948, 0.29889292101558177099, 0.30216340067569352897, 0.30546361924459023541, 0.30879406693456016794, 0.31215524877417956945, 0.31554768522712893632, 0.31897191284495723773, 0.32242848495608914289, 0.32591797239355619822, 0.32944096426413633091, 0.33299806876180896713, 0.33658991402867758144, 0.3402171490667800456, 0.3438804447045024301, 0.34758049462163698567, 0.35131801643748334681, 0.35509375286678745925, 0.35890847294874976196, 0.36276297335481777335, 0.3666580797815141489, 0.37059464843514599421, 0.37457356761590215193, 0.37859575940958081092, 0.38266218149600982112, 0.38677382908413768115, 0.39093173698479710717, 0.39513698183329015336, 0.39939068447523107877, 0.40369401253053026739, 0.40804818315203238238, 0.41245446599716116772, 0.41691418643300289465, 0.42142872899761659635, 0.42599954114303435739, 0.43062813728845883923, 0.43531610321563659758, 0.44006510084235387501, 0.44487687341454851593, 0.44975325116275498919, 0.45469615747461548049, 0.45970761564213768669, 0.46478975625042618067, 0.46994482528395999841, 0.47517519303737738299, 0.48048336393045423016, 0.48587198734188493564, 0.491343869594032555, 0.49690198724154955294, 0.50254950184134769289, 0.50828977641064283495, 0.51412639381474855788, 0.52006317736823356823, 0.52610421398361972602, 0.53225388026304326945, 0.5385168720028618659, 0.54489823767243963663, 0.55140341654064131685, 0.5580382822625874814, 0.56480919291240022434, 0.57172304866482579008, 0.57878735860284503057, 0.58601031847726802755, 0.59340090169173341521, 0.60096896636523224742, 0.60872538207962206507, 0.61668218091520762326, 0.62485273870366592605, 0.63325199421436607968, 0.64189671642726607018, 0.65080583341457104881, 0.66000084107899974178, 0.66950631673192477684, 0.67935057226476538741, 0.6895664961170779889, 0.70019265508278816709, 0.71127476080507597882, 0.72286765959357200702, 0.7350380924314235153, 0.74786862198519510742, 0.76146338884989624862, 0.77595685204011559675, 0.79152763697249565519, 0.80842165152300838005, 0.82699329664305033399, 0.84778550062398962096, 0.87170433238120363669, 0.900469929925746438, 0.93814368086217467916, 1, }; template struct unit_exponential_distribution { template RealType operator()(Engine& eng) { const RealType * const table_x = exponential_table::table_x; const RealType * const table_y = exponential_table::table_y; for(;;) { std::pair values = boost::random::detail::generate_int_float_pair(eng); int i = values.second; RealType x = values.first * table_x[i]; if(x < table_x[i + 1]) return x; if(i == 0) return table_x[1] + operator()(eng); RealType y = table_y[i] + boost::random::uniform_01()(eng) * (table_y[i + 1] - table_y[i]); if (log(y) < -x) { return x; } } } }; #if 1 // f(x) must be a decreasing function whose value is in [low, high] template RealType invert(const F& f, RealType x, RealType low, RealType high) { RealType lowv = f(low); RealType highv = f(high); RealType mid = low + (high - low) / 2; RealType midv = f(mid); while(low != mid && high != mid) { // std::cout << "f(" << low << ")=" << lowv << ", f(" << mid << ")=" << midv << ", f(" << high << ")=" << highv << std::endl; if(highv > x) { return high; } if(lowv < x) { return low; } if (midv < x) { high = mid; highv = midv; } else { low = mid; lowv = midv; } mid = low + (high - low) / 2; midv = f(mid); } return mid; } template struct ziggurat_table { RealType x[N + 1]; RealType y[N + 1]; template void fill(F f, RealType guess_x1, RealType tail) { y[0] = 0; x[1] = guess_x1; y[1] = f(x[1]); RealType a = x[1] * y[1] + tail; x[0] = a / y[1]; for(int i = 1; i < N; ++i) { //std::cout << "i=" << i << std::endl; y[i + 1] = a / x[i] + y[i]; x[i + 1] = invert(f, y[i + 1], RealType(0), guess_x1); } } }; int count = 0; template struct finder { RealType operator()(RealType x0) const { //if (++count % 2 == 0) { // std::cout << "on " << count << std::endl; //} std::cout << x0 << std::endl; ziggurat_table table; table.fill(f, x0, ftail(x0)); return table.y[N]; } F f; FTail ftail; }; struct unnormalized_normal { template RealType operator()(RealType x) const { return exp(-x*x/2); } }; struct unnormalized_normal_tail { template RealType operator()(RealType x) const { return boost::math::constants::root_half_pi()* boost::math::erfc(x*boost::math::constants::one_div_root_two()); } }; struct unnormalized_exponential { template RealType operator()(RealType x) const { return exp(-x); } }; struct unnormalized_exponential_tail { template RealType operator()(RealType x) const { return exp(-x); } }; template RealType invert(const unnormalized_exponential& f, RealType x, RealType low, RealType high) { if (x < RealType(0)) return high; if (x > f(low)) return low; return std::max(std::min(RealType(-log(x)), high), low); } static const int table_size = 256; template void print_table(RealType low, RealType high) { // finder f; finder f; std::cout << std::setprecision(50); RealType x0 = invert(f, f.f(RealType(0.0)), low, high); std::cout << std::setprecision(20) << x0 << std::endl; std::cout << std::setprecision(20) << f(x0) << std::endl; ziggurat_table table; table.fill(f.f, x0, f.ftail(x0)); std::cout << "x: "; for(int i = 0; i <= table_size; ++i) { if(i % 4 == 0) std::cout << "\n "; else std::cout << " "; std::cout << table.x[i]; std::cout << ","; } std::cout << "\ny: "; for(int i = 0; i <= table_size; ++i) { if(i % 4 == 0) std::cout << "\n "; else std::cout << " "; std::cout << table.y[i]; std::cout << ","; } std::cout << std::endl; } #endif int main() { #if 0 { boost::mt19937 gen; boost::random::gamma_distribution<> dist(2.5); boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; boost::random::gamma_distribution_new<> dist(2.5); boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; std::gamma_distribution<> dist(2.5); boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } #endif #if 0 { boost::mt19937 gen; boost::random::normal_distribution dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; unit_normal_distribution dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; std::normal_distribution dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } #endif #if 1 { boost::mt19937 gen; boost::random::exponential_distribution<> dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; boost::random::detail::unit_exponential_distribution<> dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; unit_exponential_distribution<> dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } { boost::mt19937 gen; std::exponential_distribution<> dist; boost::timer timer; for(int i = 0; i < 100000000; ++i) val = dist(gen); std::cout << timer.elapsed() << std::endl; } #endif #if 0 boost::multiprecision::cpp_dec_float_50 low(6); boost::multiprecision::cpp_dec_float_50 high(8); print_table(low, high); //print_table(3.0, 10.0); #endif }