/*- * Copyright (c) 2014 Taylor R. Campbell * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * THIS SOFTWARE IS PROVIDED BY THE AUTHOR AND CONTRIBUTORS ``AS IS'' AND * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE * ARE DISCLAIMED. IN NO EVENT SHALL THE AUTHOR OR CONTRIBUTORS BE LIABLE * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS * OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY * OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF * SUCH DAMAGE. */ /* * Uniform random floats: How to generate a double-precision * floating-point numbers in [0, 1] uniformly at random given a uniform * random source of bits. * * See * for explanation. * * Updated 2015-02-22 to replace ldexp(x, ) by x * ldexp(1, * ), since glibc and NetBSD libm both have slow software * bit-twiddling implementations of ldexp, but GCC can constant-fold * the latter. */ #include #include uint64_t random64(void); /* * random_real_64: Pick an integer in {0, 1, ..., 2^64 - 1} uniformly * at random, convert it to double, and divide it by 2^64. Values in * [2^-11, 1] are overrepresented, small exponents have low precision, * and exponents below -64 are not possible. */ double random_real_64(void) { return random64() * ldexp(1, -64); } /* * random_real_53: Pick an integer in {0, 1, ..., 2^53 - 1} uniformly * at random, convert it to double, and divide it by 2^53. Many * possible outputs are not represented: 2^-54, 1, &c. There are a * little under 2^62 floating-point values in [0, 1], but only 2^53 * possible outputs here. */ double random_real_53(void) { return (random64() & ((1ULL << 53) - 1)) * ldexp(1, -53); } #define clz64 __builtin_clzll /* XXX GCCism */ /* * random_real: Generate a stream of bits uniformly at random and * interpret it as the fractional part of the binary expansion of a * number in [0, 1], 0.00001010011111010100...; then round it. */ double random_real(void) { int exponent = -64; uint64_t significand; unsigned shift; /* * Read zeros into the exponent until we hit a one; the rest * will go into the significand. */ while (__predict_false((significand = random64()) == 0)) { exponent -= 64; /* * If the exponent falls below -1074 = emin + 1 - p, * the exponent of the smallest subnormal, we are * guaranteed the result will be rounded to zero. This * case is so unlikely it will happen in realistic * terms only if random64 is broken. */ if (__predict_false(exponent < -1074)) return 0; } /* * There is a 1 somewhere in significand, not necessarily in * the most significant position. If there are leading zeros, * shift them into the exponent and refill the less-significant * bits of the significand. Can't predict one way or another * whether there are leading zeros: there's a fifty-fifty * chance, if random64 is uniformly distributed. */ shift = clz64(significand); if (shift != 0) { exponent -= shift; significand <<= shift; significand |= (random64() >> (64 - shift)); } /* * Set the sticky bit, since there is almost surely another 1 * in the bit stream. Otherwise, we might round what looks * like a tie to even when, almost surely, were we to look * further in the bit stream, there would be a 1 breaking the * tie. */ significand |= 1; /* * Finally, convert to double (rounding) and scale by * 2^exponent. */ return ldexp((double)significand, exponent); }