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Diffstat (limited to 'rand/utils/ziggurat_tables.py')
-rwxr-xr-x | rand/utils/ziggurat_tables.py | 125 |
1 files changed, 0 insertions, 125 deletions
diff --git a/rand/utils/ziggurat_tables.py b/rand/utils/ziggurat_tables.py deleted file mode 100755 index 88cfdab..0000000 --- a/rand/utils/ziggurat_tables.py +++ /dev/null @@ -1,125 +0,0 @@ -#!/usr/bin/env python -# -# Copyright 2018 Developers of the Rand project. -# Copyright 2013 The Rust Project Developers. -# -# 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. - -# This creates the tables used for distributions implemented using the -# ziggurat algorithm in `rand::distributions;`. They are -# (basically) the tables as used in the ZIGNOR variant (Doornik 2005). -# They are changed rarely, so the generated file should be checked in -# to git. -# -# It creates 3 tables: X as in the paper, F which is f(x_i), and -# F_DIFF which is f(x_i) - f(x_{i-1}). The latter two are just cached -# values which is not done in that paper (but is done in other -# variants). Note that the adZigR table is unnecessary because of -# algebra. -# -# It is designed to be compatible with Python 2 and 3. - -from math import exp, sqrt, log, floor -import random - -# The order should match the return value of `tables` -TABLE_NAMES = ['X', 'F'] - -# The actual length of the table is 1 more, to stop -# index-out-of-bounds errors. This should match the bitwise operation -# to find `i` in `zigurrat` in `libstd/rand/mod.rs`. Also the *_R and -# *_V constants below depend on this value. -TABLE_LEN = 256 - -# equivalent to `zigNorInit` in Doornik2005, but generalised to any -# distribution. r = dR, v = dV, f = probability density function, -# f_inv = inverse of f -def tables(r, v, f, f_inv): - # compute the x_i - xvec = [0]*(TABLE_LEN+1) - - xvec[0] = v / f(r) - xvec[1] = r - - for i in range(2, TABLE_LEN): - last = xvec[i-1] - xvec[i] = f_inv(v / last + f(last)) - - # cache the f's - fvec = [0]*(TABLE_LEN+1) - for i in range(TABLE_LEN+1): - fvec[i] = f(xvec[i]) - - return xvec, fvec - -# Distributions -# N(0, 1) -def norm_f(x): - return exp(-x*x/2.0) -def norm_f_inv(y): - return sqrt(-2.0*log(y)) - -NORM_R = 3.6541528853610088 -NORM_V = 0.00492867323399 - -NORM = tables(NORM_R, NORM_V, - norm_f, norm_f_inv) - -# Exp(1) -def exp_f(x): - return exp(-x) -def exp_f_inv(y): - return -log(y) - -EXP_R = 7.69711747013104972 -EXP_V = 0.0039496598225815571993 - -EXP = tables(EXP_R, EXP_V, - exp_f, exp_f_inv) - - -# Output the tables/constants/types - -def render_static(name, type, value): - # no space or - return 'pub static %s: %s =%s;\n' % (name, type, value) - -# static `name`: [`type`, .. `len(values)`] = -# [values[0], ..., values[3], -# values[4], ..., values[7], -# ... ]; -def render_table(name, values): - rows = [] - # 4 values on each row - for i in range(0, len(values), 4): - row = values[i:i+4] - rows.append(', '.join('%.18f' % f for f in row)) - - rendered = '\n [%s]' % ',\n '.join(rows) - return render_static(name, '[f64, .. %d]' % len(values), rendered) - - -with open('ziggurat_tables.rs', 'w') as f: - f.write('''// Copyright 2018 Developers of the Rand project. -// Copyright 2013 The Rust Project Developers. -// -// 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. - -// Tables for distributions which are sampled using the ziggurat -// algorithm. Autogenerated by `ziggurat_tables.py`. - -pub type ZigTable = &\'static [f64, .. %d]; -''' % (TABLE_LEN + 1)) - for name, tables, r in [('NORM', NORM, NORM_R), - ('EXP', EXP, EXP_R)]: - f.write(render_static('ZIG_%s_R' % name, 'f64', ' %.18f' % r)) - for (tabname, table) in zip(TABLE_NAMES, tables): - f.write(render_table('ZIG_%s_%s' % (name, tabname), table)) |