isotree 0.2.2 → 0.3.1

data/vendor/isotree/src/xoshiro.hpp

@@ -0,0 +1,463 @@
+/* This file was taken from here:
+   https://prng.di.unimi.it
+   And adapted as needed for inclusion into IsoTree */
+
+/*  Written in 2019 by David Blackman and Sebastiano Vigna (vigna@acm.org)
+
+To the extent possible under law, the author has dedicated all copyright
+and related and neighboring rights to this software to the public domain
+worldwide. This software is distributed without any warranty.
+
+See <http://creativecommons.org/publicdomain/zero/1.0/>. */
+#include <cstdint>
+#include <cstring>
+#if (__cplusplus  >= 202002L)
+#include <bit>
+#endif
+using std::uint8_t;
+using std::uint32_t;
+using std::uint64_t;
+using std::memcpy;
+
+#ifndef _FOR_R
+    #if defined(__clang__)
+        #pragma clang diagnostic push
+        #pragma clang diagnostic ignored "-Wunknown-attributes"
+    #endif
+#endif
+
+#if (__cplusplus >= 201703L) || (__cplusplus >= 201402L && (defined(__GNUC__) || defined(_MSC_VER)))
+    #define SUPPORTS_HEXFLOAT
+#endif
+
+namespace Xoshiro {
+
+#if (__cplusplus  >= 202002L)
+#define rotl64(x, k) std::rotl(x, k)
+#define rotl32(x, k) std::rotl(x, k)
+#else
+static inline uint64_t rotl64(const uint64_t x, const int k) noexcept {
+    return (x << k) | (x >> (64 - k));
+}
+static inline uint32_t rotl32(const uint32_t x, const int k) noexcept {
+    return (x << k) | (x >> (32 - k));
+}
+#endif
+
+/* these are in order to avoid gcc warnings about 'strict aliasing rules' */
+static inline uint32_t extract_32bits_from64_left(const uint64_t x) noexcept
+{
+    uint32_t out;
+    memcpy(reinterpret_cast<char*>(&out),
+           reinterpret_cast<const char*>(&x),
+           sizeof(uint32_t));
+    return out;
+}
+
+static inline uint32_t extract_32bits_from64_right(const uint64_t x) noexcept
+{
+    uint32_t out;
+    memcpy(reinterpret_cast<char*>(&out),
+           reinterpret_cast<const char*>(&x) + sizeof(uint32_t),
+           sizeof(uint32_t));
+    return out;
+}
+
+static inline void assign_32bits_to64_left(uint64_t &assign_to, const uint32_t take_from) noexcept
+{
+    memcpy(reinterpret_cast<char*>(&assign_to),
+           reinterpret_cast<const char*>(&take_from),
+           sizeof(uint32_t));
+}
+
+static inline void assign_32bits_to64_right(uint64_t &assign_to, const uint32_t take_from) noexcept
+{
+    memcpy(reinterpret_cast<char*>(&assign_to) + sizeof(uint32_t),
+           reinterpret_cast<const char*>(&take_from),
+           sizeof(uint32_t));
+}
+
+/* This is a fixed-increment version of Java 8's SplittableRandom generator
+   See http://dx.doi.org/10.1145/2714064.2660195 and 
+   http://docs.oracle.com/javase/8/docs/api/java/util/SplittableRandom.html
+
+   It is a very fast generator passing BigCrush, and it can be useful if
+   for some reason you absolutely want 64 bits of state. */
+static inline uint64_t splitmix64(const uint64_t seed) noexcept
+{
+    uint64_t z = (seed + 0x9e3779b97f4a7c15);
+    z = (z ^ (z >> 30)) * 0xbf58476d1ce4e5b9;
+    z = (z ^ (z >> 27)) * 0x94d049bb133111eb;
+    return z ^ (z >> 31);
+}
+
+/* This is xoshiro256++ 1.0, one of our all-purpose, rock-solid generators.
+   It has excellent (sub-ns) speed, a state (256 bits) that is large
+   enough for any parallel application, and it passes all tests we are
+   aware of.
+
+   For generating just floating-point numbers, xoshiro256+ is even faster.
+
+   The state must be seeded so that it is not everywhere zero. If you have
+   a 64-bit seed, we suggest to seed a splitmix64 generator and use its
+   output to fill s. */
+class Xoshiro256PP
+{
+public:
+    using result_type = uint64_t;
+    uint64_t state[4];
+
+    constexpr static result_type min() noexcept
+    {
+        return 0;
+    }
+
+    constexpr static result_type max() noexcept
+    {
+        return UINT64_MAX;
+    }
+
+    Xoshiro256PP() noexcept = default;
+
+    inline void seed(const uint64_t seed) noexcept
+    {
+        this->state[0] = splitmix64(splitmix64(seed));
+        this->state[1] = splitmix64(this->state[0]);
+        this->state[2] = splitmix64(this->state[1]);
+        this->state[3] = splitmix64(this->state[2]);
+    }
+
+    template <class integer>
+    inline void seed(const integer seed) noexcept
+    {
+        this->seed((uint64_t)seed);
+    }
+
+    Xoshiro256PP(const uint64_t seed) noexcept
+    {
+        this->seed(seed);
+    }
+
+    template <class integer>
+    Xoshiro256PP(const integer seed) noexcept
+    {
+        this->seed((uint64_t)seed);
+    }
+
+    inline result_type operator()() noexcept
+    {
+        const uint64_t result = rotl64(this->state[0] + this->state[3], 23) + this->state[0];
+        const uint64_t t = this->state[1] << 17;
+        this->state[2] ^= this->state[0];
+        this->state[3] ^= this->state[1];
+        this->state[1] ^= this->state[2];
+        this->state[0] ^= this->state[3];
+        this->state[2] ^= t;
+        this->state[3] = rotl64(this->state[3], 45);
+        return result;
+    }
+};
+
+/* This is xoshiro128++ 1.0, one of our 32-bit all-purpose, rock-solid
+   generators. It has excellent speed, a state size (128 bits) that is
+   large enough for mild parallelism, and it passes all tests we are aware
+   of.
+
+   For generating just single-precision (i.e., 32-bit) floating-point
+   numbers, xoshiro128+ is even faster.
+
+   The state must be seeded so that it is not everywhere zero. */
+class Xoshiro128PP
+{
+public:
+    using result_type = uint32_t;
+    uint32_t state[4];
+
+    constexpr static result_type min() noexcept
+    {
+        return 0;
+    }
+
+    constexpr static result_type max() noexcept
+    {
+        return UINT32_MAX;
+    }
+
+    Xoshiro128PP() noexcept = default;
+
+
+    inline void seed(const uint64_t seed) noexcept
+    {
+        const auto t1 = splitmix64(seed);
+        const auto t2 = splitmix64(t1);
+        this->state[0] = extract_32bits_from64_left(t1);
+        this->state[1] = extract_32bits_from64_right(t1);
+        this->state[2] = extract_32bits_from64_left(t2);
+        this->state[3] = extract_32bits_from64_right(t2);
+    }
+
+    inline void seed(const uint32_t seed) noexcept
+    {
+        uint64_t temp;
+        assign_32bits_to64_left(temp, seed);
+        assign_32bits_to64_right(temp, seed);
+        this->seed(temp);
+    }
+
+
+    template <class integer>
+    inline void seed(const integer seed) noexcept
+    {
+        this->seed((uint64_t)seed);
+    }
+
+    Xoshiro128PP(const uint32_t seed) noexcept
+    {
+        this->seed(seed);
+    }
+
+    Xoshiro128PP(const uint64_t seed) noexcept
+    {
+        this->seed(seed);
+    }
+
+    template <class integer>
+    Xoshiro128PP(const integer seed) noexcept
+    {
+        this->seed((uint64_t)seed);
+    }
+
+    inline result_type operator()() noexcept
+    {
+        const uint32_t result = rotl32(this->state[0] + this->state[3], 7) + this->state[0];
+        const uint32_t t = this->state[1] << 9;
+        this->state[2] ^= this->state[0];
+        this->state[3] ^= this->state[1];
+        this->state[1] ^= this->state[2];
+        this->state[0] ^= this->state[3];
+        this->state[2] ^= t;
+        this->state[3] = rotl32(this->state[3], 11);
+        return result;
+    }
+};
+
+#ifndef M_PI
+    #define M_PI 3.14159265358979323846
+#endif
+
+constexpr static const uint64_t two53_i = (UINT64_C(1) << 53) - UINT64_C(1);
+constexpr static const int64_t two53_ii = (INT64_C(1) << 53);
+constexpr static const uint64_t two54_i = (UINT64_C(1) << 54) - UINT64_C(1);
+constexpr static const uint64_t two52i = (UINT64_C(1) << 52) - UINT64_C(1);
+constexpr static const uint32_t two22_i = (UINT32_C(1) << 22) - UINT32_C(1);
+constexpr static const uint32_t two21_i = (UINT32_C(1) << 21) - UINT32_C(1);
+constexpr static const uint32_t two20_i = (UINT32_C(1) << 20) - UINT32_C(1);
+constexpr static const double ui64_d = (double)UINT64_MAX;
+constexpr static const double i64_d = (double)INT64_MAX;
+constexpr static const double twoPI = 2. * M_PI;
+
+[[gnu::flatten, gnu::always_inline]]
+static inline uint64_t gen_bits(Xoshiro256PP &rng) noexcept
+{
+    return rng();
+}
+
+[[gnu::flatten, gnu::always_inline]]
+static inline uint64_t gen_bits(Xoshiro128PP &rng) noexcept
+{
+    uint64_t bits;
+    assign_32bits_to64_left(bits, rng());
+    assign_32bits_to64_right(bits, rng());
+    return bits;
+}
+
+
+/* Note: the way in which endian-ness detection is handled here looks
+   inefficient at a first glance. Nevertheless, do NOT try to optimize
+   any further as GCC9 has a bug in which it optimizes away some 'if's'
+   but with the *wrong* bit ending if done as ternary operators or if
+   declaring pointer variables outside of the braces in what comes below. */
+static inline bool get_is_little_endian() noexcept
+{
+    const uint32_t ONE = 1;
+    return (*(reinterpret_cast<const unsigned char*>(&ONE)) != 0);
+}
+static const bool is_little_endian = get_is_little_endian();
+
+/* ~Uniform([0,1))
+   Be aware that the compilers headers may produce a non-uniform
+   distribution as they divide by the maximum value of the generator
+   (not all numbers between zero and one are representable).
+   Hence this replacement. It is not too much slower
+   than what the compiler's header use. */
+class UniformUnitInterval
+{
+public:
+    UniformUnitInterval() noexcept = default;
+
+    template <class A, class B>
+    UniformUnitInterval(A a, B b) noexcept {}
+    
+    template <class XoshiroRNG>
+    #ifndef _FOR_R
+    [[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
+    #endif
+    double operator()(XoshiroRNG &rng) noexcept
+    {
+        #if SIZE_MAX >= UINT64_MAX
+        #   ifdef SUPPORTS_HEXFLOAT
+        return (double)(gen_bits(rng) >> 11) * 0x1.0p-53;
+        #   else
+        return std::ldexp(gen_bits(rng) >> 11, -53);
+        #   endif
+        #else
+        uint64_t bits = gen_bits(rng);
+        char *rbits_ = reinterpret_cast<char*>(&bits);
+        if (is_little_endian) rbits_ += sizeof(uint32_t);
+        uint32_t rbits;
+        memcpy(&rbits, rbits_, sizeof(uint32_t));
+        rbits = rbits & two21_i;
+        memcpy(rbits_, &rbits, sizeof(uint32_t));
+        #   ifdef SUPPORTS_HEXFLOAT
+        return (double)bits * 0x1.0p-53;
+        #   else
+        return std::ldexp(bits, -53);
+        #endif
+        #endif
+    }
+};
+
+/* Note: this should sample in an open interval [-1,1].
+   It's however quite hard to sample uniformly in an open
+   interval with floating point numbers, since it'd require
+   drawing a random number up to a power of 2 plus one, which
+   does not translate into the required precision with
+   increments of 2^n that IEEE754 floats have around the unit
+   interval. Nevertheless, since it'd be less than ideal to
+   output zero from here (that is, it would mean not taking
+   a column when creating a random hyperplane), it instead
+   will transform exact zeros into exact ones. */
+class UniformMinusOneToOne
+{
+public:
+    UniformMinusOneToOne() noexcept = default;
+
+    template <class A, class B>
+    UniformMinusOneToOne(A a, B b) noexcept {}
+
+    template <class XoshiroRNG>
+    #ifndef _FOR_R
+    [[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
+    #endif
+    double operator()(XoshiroRNG &rng) noexcept
+    {
+        #if SIZE_MAX >= UINT64_MAX
+        #   ifdef SUPPORTS_HEXFLOAT
+        double out = (double)((int64_t)(gen_bits(rng)  >> 10) - two53_ii) * 0x1.0p-53;
+        #   else
+        double out = std::ldexp((int64_t)(gen_bits(rng) >> 10) - two53_ii, -53);
+        #endif
+        if (unlikely(out == 0)) out = 1;
+        return out;
+        #else
+        uint64_t bits = gen_bits(rng);
+        char *rbits_ = reinterpret_cast<char*>(&bits);
+        if (is_little_endian) rbits_ += sizeof(uint32_t);
+        uint32_t rbits;
+        memcpy(&rbits, rbits_, sizeof(uint32_t));
+        rbits = rbits & two22_i;
+        memcpy(rbits_, &rbits, sizeof(uint32_t));
+        #   ifdef SUPPORTS_HEXFLOAT
+        double out = (double)((int64_t)bits - two53_ii) * 0x1.0p-53;
+        #   else
+        double out = std::ldexp((int64_t)bits - two53_ii, -53);
+        #endif
+        if (unlikely(out == 0)) out = 1;
+        return out;
+        #endif
+    }
+};
+
+/* Normal distribution sampled from uniform numbers using ziggurat method. */
+#include "ziggurat.hpp"
+class StandardNormalDistr
+{
+public:
+    StandardNormalDistr() noexcept = default;
+
+    template <class A, class B>
+    StandardNormalDistr(A a, B b) noexcept {}
+
+    template <class XoshiroRNG>
+    #ifndef _FOR_R
+    [[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
+    #endif
+    double operator()(XoshiroRNG &rng) noexcept
+    {
+        repeat_draw:
+        uint64_t rnd = gen_bits(rng);
+        uint8_t rectangle = rnd & 255; /* <- number of rectangles (took 8 bits) */
+        rnd >>= 8;
+        uint8_t sign = rnd & 1; /* <- took 1 bit */
+        /* there's currently 56 bits left, already used 1 for the sign, need to
+           take 52 for for the uniform draw, so can chop off 3 more than what
+           was taken to get there faster. */
+        rnd >>= 4;
+        double rnorm = rnd * wi_double[rectangle];
+        if (likely(rnd < ki_double[rectangle]))
+        {
+            return sign? rnorm : -rnorm;
+        }
+
+        else
+        {
+            if (likely(rectangle != 0))
+            {
+                rnd = gen_bits(rng);
+                #ifdef SUPPORTS_HEXFLOAT
+                double runif = ((double)(rnd  >> 12) + 0.5) * 0x1.0p-52;
+                #else
+                double runif = ((double)(rnd >> 12) + 0.5);
+                runif = std::ldexp(runif, -52);
+                #endif
+                if (runif * (fi_double[rectangle-1] - fi_double[rectangle])
+                        <
+                    std::exp(-0.5 * rnorm * rnorm) - fi_double[rectangle])
+                {
+                    return sign? rnorm : -rnorm;
+                }
+                goto repeat_draw;
+            }
+
+            else
+            {
+                double runif, runif2;
+                double a_by_d;
+                while (true)
+                {
+                    #ifdef SUPPORTS_HEXFLOAT
+                    runif = ((double)(gen_bits(rng) >> 12) + 0.5) * 0x1.0p-52;
+                    runif2 = ((double)(gen_bits(rng) >> 12) + 0.5) * 0x1.0p-52;
+                    #else
+                    runif = std::ldexp((double)(gen_bits(rng) >> 12) + 0.5, -52);
+                    runif2 = std::ldexp((double)(gen_bits(rng) >> 12) + 0.5, -52);
+                    #endif
+                    a_by_d = -ziggurat_nor_inv_r * std::log(runif);
+                    if (-2.0 * std::log(runif2) > a_by_d * a_by_d)
+                    {
+                        rnorm = ziggurat_nor_r + a_by_d;
+                        return sign? rnorm : -rnorm;
+                    }
+                }
+            }
+        }
+    }
+};
+
+}
+
+#ifndef _FOR_R
+    #if defined(__clang__)
+        #pragma clang diagnostic pop
+    #endif
+#endif