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Diffstat (limited to 'rand/src/distributions/unit_circle.rs')
-rw-r--r-- | rand/src/distributions/unit_circle.rs | 102 |
1 files changed, 102 insertions, 0 deletions
diff --git a/rand/src/distributions/unit_circle.rs b/rand/src/distributions/unit_circle.rs new file mode 100644 index 0000000..abb36dc --- /dev/null +++ b/rand/src/distributions/unit_circle.rs @@ -0,0 +1,102 @@ +// Copyright 2018 Developers of the Rand project. +// +// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or +// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license +// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your +// option. This file may not be copied, modified, or distributed +// except according to those terms. + +use Rng; +use distributions::{Distribution, Uniform}; + +/// Samples uniformly from the edge of the unit circle in two dimensions. +/// +/// Implemented via a method by von Neumann[^1]. +/// +/// +/// # Example +/// +/// ``` +/// use rand::distributions::{UnitCircle, Distribution}; +/// +/// let circle = UnitCircle::new(); +/// let v = circle.sample(&mut rand::thread_rng()); +/// println!("{:?} is from the unit circle.", v) +/// ``` +/// +/// [^1]: von Neumann, J. (1951) [*Various Techniques Used in Connection with +/// Random Digits.*](https://mcnp.lanl.gov/pdf_files/nbs_vonneumann.pdf) +/// NBS Appl. Math. Ser., No. 12. Washington, DC: U.S. Government Printing +/// Office, pp. 36-38. +#[derive(Clone, Copy, Debug)] +pub struct UnitCircle { + uniform: Uniform<f64>, +} + +impl UnitCircle { + /// Construct a new `UnitCircle` distribution. + #[inline] + pub fn new() -> UnitCircle { + UnitCircle { uniform: Uniform::new(-1., 1.) } + } +} + +impl Distribution<[f64; 2]> for UnitCircle { + #[inline] + fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> [f64; 2] { + let mut x1; + let mut x2; + let mut sum; + loop { + x1 = self.uniform.sample(rng); + x2 = self.uniform.sample(rng); + sum = x1*x1 + x2*x2; + if sum < 1. { + break; + } + } + let diff = x1*x1 - x2*x2; + [diff / sum, 2.*x1*x2 / sum] + } +} + +#[cfg(test)] +mod tests { + use distributions::Distribution; + use super::UnitCircle; + + /// Assert that two numbers are almost equal to each other. + /// + /// On panic, this macro will print the values of the expressions with their + /// debug representations. + macro_rules! assert_almost_eq { + ($a:expr, $b:expr, $prec:expr) => ( + let diff = ($a - $b).abs(); + if diff > $prec { + panic!(format!( + "assertion failed: `abs(left - right) = {:.1e} < {:e}`, \ + (left: `{}`, right: `{}`)", + diff, $prec, $a, $b)); + } + ); + } + + #[test] + fn norm() { + let mut rng = ::test::rng(1); + let dist = UnitCircle::new(); + for _ in 0..1000 { + let x = dist.sample(&mut rng); + assert_almost_eq!(x[0]*x[0] + x[1]*x[1], 1., 1e-15); + } + } + + #[test] + fn value_stability() { + let mut rng = ::test::rng(2); + let dist = UnitCircle::new(); + assert_eq!(dist.sample(&mut rng), [-0.8032118336637037, 0.5956935036263119]); + assert_eq!(dist.sample(&mut rng), [-0.4742919588505423, -0.880367615130018]); + assert_eq!(dist.sample(&mut rng), [0.9297328981467168, 0.368234623716601]); + } +} |