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author | Robin Krahl <me@robin-krahl.de> | 2018-12-11 23:50:45 +0100 |
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committer | Daniel Mueller <deso@posteo.net> | 2018-12-17 07:52:13 -0800 |
commit | 986ad2f782cf944990e4eda8bf88ea1821233302 (patch) | |
tree | 1717075a4eb11861c32e5c45d01e47360fb1264d /rand/src/distributions/mod.rs | |
parent | e97c287c01cf22a1b582a7da9b309b58f3935d0e (diff) | |
download | nitrocli-986ad2f782cf944990e4eda8bf88ea1821233302.tar.gz nitrocli-986ad2f782cf944990e4eda8bf88ea1821233302.tar.bz2 |
Add nitrokey as a dependency to nitrocli
The nitrokey crate provides a simple interface to the Nitrokey Storage
and the Nitrokey Pro based on the libnitrokey library developed by
Nitrokey UG. The low-level bindings to this library are available in
the nitrokey-sys crate.
This patch adds version v0.2.1 of the nitrokey crate as a dependency
for nitrocli. It includes the indirect dependencies nitrokey-sys
(version 3.4.1) and rand (version 0.4.3).
Import subrepo nitrokey/:nitrokey at 2eccc96ceec2282b868891befe9cda7f941fbe7b
Import subrepo nitrokey-sys/:nitrokey-sys at f1a11ebf72610fb9cf80ac7f9f147b4ba1a5336f
Import subrepo rand/:rand at d7d5da49daf7ceb3e5940072940d495cced3a1b3
Diffstat (limited to 'rand/src/distributions/mod.rs')
-rw-r--r-- | rand/src/distributions/mod.rs | 409 |
1 files changed, 409 insertions, 0 deletions
diff --git a/rand/src/distributions/mod.rs b/rand/src/distributions/mod.rs new file mode 100644 index 0000000..5de8efb --- /dev/null +++ b/rand/src/distributions/mod.rs @@ -0,0 +1,409 @@ +// Copyright 2013 The Rust Project Developers. See the COPYRIGHT +// file at the top-level directory of this distribution and at +// http://rust-lang.org/COPYRIGHT. +// +// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or +// http://www.apache.org/licenses/LICENSE-2.0> or the MIT license +// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your +// option. This file may not be copied, modified, or distributed +// except according to those terms. + +//! Sampling from random distributions. +//! +//! This is a generalization of `Rand` to allow parameters to control the +//! exact properties of the generated values, e.g. the mean and standard +//! deviation of a normal distribution. The `Sample` trait is the most +//! general, and allows for generating values that change some state +//! internally. The `IndependentSample` trait is for generating values +//! that do not need to record state. + +use core::marker; + +use {Rng, Rand}; + +pub use self::range::Range; +#[cfg(feature="std")] +pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT}; +#[cfg(feature="std")] +pub use self::normal::{Normal, LogNormal}; +#[cfg(feature="std")] +pub use self::exponential::Exp; + +pub mod range; +#[cfg(feature="std")] +pub mod gamma; +#[cfg(feature="std")] +pub mod normal; +#[cfg(feature="std")] +pub mod exponential; + +#[cfg(feature="std")] +mod ziggurat_tables; + +/// Types that can be used to create a random instance of `Support`. +pub trait Sample<Support> { + /// Generate a random value of `Support`, using `rng` as the + /// source of randomness. + fn sample<R: Rng>(&mut self, rng: &mut R) -> Support; +} + +/// `Sample`s that do not require keeping track of state. +/// +/// Since no state is recorded, each sample is (statistically) +/// independent of all others, assuming the `Rng` used has this +/// property. +// FIXME maybe having this separate is overkill (the only reason is to +// take &self rather than &mut self)? or maybe this should be the +// trait called `Sample` and the other should be `DependentSample`. +pub trait IndependentSample<Support>: Sample<Support> { + /// Generate a random value. + fn ind_sample<R: Rng>(&self, &mut R) -> Support; +} + +/// A wrapper for generating types that implement `Rand` via the +/// `Sample` & `IndependentSample` traits. +#[derive(Debug)] +pub struct RandSample<Sup> { + _marker: marker::PhantomData<fn() -> Sup>, +} + +impl<Sup> Copy for RandSample<Sup> {} +impl<Sup> Clone for RandSample<Sup> { + fn clone(&self) -> Self { *self } +} + +impl<Sup: Rand> Sample<Sup> for RandSample<Sup> { + fn sample<R: Rng>(&mut self, rng: &mut R) -> Sup { self.ind_sample(rng) } +} + +impl<Sup: Rand> IndependentSample<Sup> for RandSample<Sup> { + fn ind_sample<R: Rng>(&self, rng: &mut R) -> Sup { + rng.gen() + } +} + +impl<Sup> RandSample<Sup> { + pub fn new() -> RandSample<Sup> { + RandSample { _marker: marker::PhantomData } + } +} + +/// A value with a particular weight for use with `WeightedChoice`. +#[derive(Copy, Clone, Debug)] +pub struct Weighted<T> { + /// The numerical weight of this item + pub weight: u32, + /// The actual item which is being weighted + pub item: T, +} + +/// A distribution that selects from a finite collection of weighted items. +/// +/// Each item has an associated weight that influences how likely it +/// is to be chosen: higher weight is more likely. +/// +/// The `Clone` restriction is a limitation of the `Sample` and +/// `IndependentSample` traits. Note that `&T` is (cheaply) `Clone` for +/// all `T`, as is `u32`, so one can store references or indices into +/// another vector. +/// +/// # Example +/// +/// ```rust +/// use rand::distributions::{Weighted, WeightedChoice, IndependentSample}; +/// +/// let mut items = vec!(Weighted { weight: 2, item: 'a' }, +/// Weighted { weight: 4, item: 'b' }, +/// Weighted { weight: 1, item: 'c' }); +/// let wc = WeightedChoice::new(&mut items); +/// let mut rng = rand::thread_rng(); +/// for _ in 0..16 { +/// // on average prints 'a' 4 times, 'b' 8 and 'c' twice. +/// println!("{}", wc.ind_sample(&mut rng)); +/// } +/// ``` +#[derive(Debug)] +pub struct WeightedChoice<'a, T:'a> { + items: &'a mut [Weighted<T>], + weight_range: Range<u32> +} + +impl<'a, T: Clone> WeightedChoice<'a, T> { + /// Create a new `WeightedChoice`. + /// + /// Panics if: + /// + /// - `items` is empty + /// - the total weight is 0 + /// - the total weight is larger than a `u32` can contain. + pub fn new(items: &'a mut [Weighted<T>]) -> WeightedChoice<'a, T> { + // strictly speaking, this is subsumed by the total weight == 0 case + assert!(!items.is_empty(), "WeightedChoice::new called with no items"); + + let mut running_total: u32 = 0; + + // we convert the list from individual weights to cumulative + // weights so we can binary search. This *could* drop elements + // with weight == 0 as an optimisation. + for item in items.iter_mut() { + running_total = match running_total.checked_add(item.weight) { + Some(n) => n, + None => panic!("WeightedChoice::new called with a total weight \ + larger than a u32 can contain") + }; + + item.weight = running_total; + } + assert!(running_total != 0, "WeightedChoice::new called with a total weight of 0"); + + WeightedChoice { + items: items, + // we're likely to be generating numbers in this range + // relatively often, so might as well cache it + weight_range: Range::new(0, running_total) + } + } +} + +impl<'a, T: Clone> Sample<T> for WeightedChoice<'a, T> { + fn sample<R: Rng>(&mut self, rng: &mut R) -> T { self.ind_sample(rng) } +} + +impl<'a, T: Clone> IndependentSample<T> for WeightedChoice<'a, T> { + fn ind_sample<R: Rng>(&self, rng: &mut R) -> T { + // we want to find the first element that has cumulative + // weight > sample_weight, which we do by binary since the + // cumulative weights of self.items are sorted. + + // choose a weight in [0, total_weight) + let sample_weight = self.weight_range.ind_sample(rng); + + // short circuit when it's the first item + if sample_weight < self.items[0].weight { + return self.items[0].item.clone(); + } + + let mut idx = 0; + let mut modifier = self.items.len(); + + // now we know that every possibility has an element to the + // left, so we can just search for the last element that has + // cumulative weight <= sample_weight, then the next one will + // be "it". (Note that this greatest element will never be the + // last element of the vector, since sample_weight is chosen + // in [0, total_weight) and the cumulative weight of the last + // one is exactly the total weight.) + while modifier > 1 { + let i = idx + modifier / 2; + if self.items[i].weight <= sample_weight { + // we're small, so look to the right, but allow this + // exact element still. + idx = i; + // we need the `/ 2` to round up otherwise we'll drop + // the trailing elements when `modifier` is odd. + modifier += 1; + } else { + // otherwise we're too big, so go left. (i.e. do + // nothing) + } + modifier /= 2; + } + return self.items[idx + 1].item.clone(); + } +} + +/// Sample a random number using the Ziggurat method (specifically the +/// ZIGNOR variant from Doornik 2005). Most of the arguments are +/// directly from the paper: +/// +/// * `rng`: source of randomness +/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0. +/// * `X`: the $x_i$ abscissae. +/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$) +/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$ +/// * `pdf`: the probability density function +/// * `zero_case`: manual sampling from the tail when we chose the +/// bottom box (i.e. i == 0) + +// the perf improvement (25-50%) is definitely worth the extra code +// size from force-inlining. +#[cfg(feature="std")] +#[inline(always)] +fn ziggurat<R: Rng, P, Z>( + rng: &mut R, + symmetric: bool, + x_tab: ziggurat_tables::ZigTable, + f_tab: ziggurat_tables::ZigTable, + mut pdf: P, + mut zero_case: Z) + -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64 { + const SCALE: f64 = (1u64 << 53) as f64; + loop { + // reimplement the f64 generation as an optimisation suggested + // by the Doornik paper: we have a lot of precision-space + // (i.e. there are 11 bits of the 64 of a u64 to use after + // creating a f64), so we might as well reuse some to save + // generating a whole extra random number. (Seems to be 15% + // faster.) + // + // This unfortunately misses out on the benefits of direct + // floating point generation if an RNG like dSMFT is + // used. (That is, such RNGs create floats directly, highly + // efficiently and overload next_f32/f64, so by not calling it + // this may be slower than it would be otherwise.) + // FIXME: investigate/optimise for the above. + let bits: u64 = rng.gen(); + let i = (bits & 0xff) as usize; + let f = (bits >> 11) as f64 / SCALE; + + // u is either U(-1, 1) or U(0, 1) depending on if this is a + // symmetric distribution or not. + let u = if symmetric {2.0 * f - 1.0} else {f}; + let x = u * x_tab[i]; + + let test_x = if symmetric { x.abs() } else {x}; + + // algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i]) + if test_x < x_tab[i + 1] { + return x; + } + if i == 0 { + return zero_case(rng, u); + } + // algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1 + if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) { + return x; + } + } +} + +#[cfg(test)] +mod tests { + + use {Rng, Rand}; + use super::{RandSample, WeightedChoice, Weighted, Sample, IndependentSample}; + + #[derive(PartialEq, Debug)] + struct ConstRand(usize); + impl Rand for ConstRand { + fn rand<R: Rng>(_: &mut R) -> ConstRand { + ConstRand(0) + } + } + + // 0, 1, 2, 3, ... + struct CountingRng { i: u32 } + impl Rng for CountingRng { + fn next_u32(&mut self) -> u32 { + self.i += 1; + self.i - 1 + } + fn next_u64(&mut self) -> u64 { + self.next_u32() as u64 + } + } + + #[test] + fn test_rand_sample() { + let mut rand_sample = RandSample::<ConstRand>::new(); + + assert_eq!(rand_sample.sample(&mut ::test::rng()), ConstRand(0)); + assert_eq!(rand_sample.ind_sample(&mut ::test::rng()), ConstRand(0)); + } + #[test] + fn test_weighted_choice() { + // this makes assumptions about the internal implementation of + // WeightedChoice, specifically: it doesn't reorder the items, + // it doesn't do weird things to the RNG (so 0 maps to 0, 1 to + // 1, internally; modulo a modulo operation). + + macro_rules! t { + ($items:expr, $expected:expr) => {{ + let mut items = $items; + let wc = WeightedChoice::new(&mut items); + let expected = $expected; + + let mut rng = CountingRng { i: 0 }; + + for &val in expected.iter() { + assert_eq!(wc.ind_sample(&mut rng), val) + } + }} + } + + t!(vec!(Weighted { weight: 1, item: 10}), [10]); + + // skip some + t!(vec!(Weighted { weight: 0, item: 20}, + Weighted { weight: 2, item: 21}, + Weighted { weight: 0, item: 22}, + Weighted { weight: 1, item: 23}), + [21,21, 23]); + + // different weights + t!(vec!(Weighted { weight: 4, item: 30}, + Weighted { weight: 3, item: 31}), + [30,30,30,30, 31,31,31]); + + // check that we're binary searching + // correctly with some vectors of odd + // length. + t!(vec!(Weighted { weight: 1, item: 40}, + Weighted { weight: 1, item: 41}, + Weighted { weight: 1, item: 42}, + Weighted { weight: 1, item: 43}, + Weighted { weight: 1, item: 44}), + [40, 41, 42, 43, 44]); + t!(vec!(Weighted { weight: 1, item: 50}, + Weighted { weight: 1, item: 51}, + Weighted { weight: 1, item: 52}, + Weighted { weight: 1, item: 53}, + Weighted { weight: 1, item: 54}, + Weighted { weight: 1, item: 55}, + Weighted { weight: 1, item: 56}), + [50, 51, 52, 53, 54, 55, 56]); + } + + #[test] + fn test_weighted_clone_initialization() { + let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; + let clone = initial.clone(); + assert_eq!(initial.weight, clone.weight); + assert_eq!(initial.item, clone.item); + } + + #[test] #[should_panic] + fn test_weighted_clone_change_weight() { + let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; + let mut clone = initial.clone(); + clone.weight = 5; + assert_eq!(initial.weight, clone.weight); + } + + #[test] #[should_panic] + fn test_weighted_clone_change_item() { + let initial : Weighted<u32> = Weighted {weight: 1, item: 1}; + let mut clone = initial.clone(); + clone.item = 5; + assert_eq!(initial.item, clone.item); + + } + + #[test] #[should_panic] + fn test_weighted_choice_no_items() { + WeightedChoice::<isize>::new(&mut []); + } + #[test] #[should_panic] + fn test_weighted_choice_zero_weight() { + WeightedChoice::new(&mut [Weighted { weight: 0, item: 0}, + Weighted { weight: 0, item: 1}]); + } + #[test] #[should_panic] + fn test_weighted_choice_weight_overflows() { + let x = ::std::u32::MAX / 2; // x + x + 2 is the overflow + WeightedChoice::new(&mut [Weighted { weight: x, item: 0 }, + Weighted { weight: 1, item: 1 }, + Weighted { weight: x, item: 2 }, + Weighted { weight: 1, item: 3 }]); + } +} |