mirror of
https://github.com/VCMP-SqMod/SqMod.git
synced 2024-11-08 16:57:16 +01:00
93 lines
3.1 KiB
C++
93 lines
3.1 KiB
C++
/**
|
|
* \file MPFRExponential.hpp
|
|
* \brief Header for MPFRExponential
|
|
*
|
|
* Sampling exactly from the normal distribution for MPFR.
|
|
*
|
|
* Copyright (c) Charles Karney (2012) <charles@karney.com> and licensed under
|
|
* the MIT/X11 License. For more information, see
|
|
* http://randomlib.sourceforge.net/
|
|
**********************************************************************/
|
|
|
|
#if !defined(RANDOMLIB_MPFREXPONENTIAL_HPP)
|
|
#define RANDOMLIB_MPFREXPONENTIAL_HPP 1
|
|
|
|
#include <RandomLib/MPFRRandom.hpp>
|
|
|
|
#if HAVE_MPFR || defined(DOXYGEN)
|
|
|
|
namespace RandomLib {
|
|
|
|
/**
|
|
* \brief The exponential distribution for MPFR.
|
|
*
|
|
* This is a transcription of ExactExponential (version 1.4) for use with
|
|
* MPFR.
|
|
*
|
|
* This class uses mutable private objects. So a single MPFRExponential
|
|
* object cannot safely be used by multiple threads. In a multi-processing
|
|
* environment, each thread should use a thread-specific MPFRExponential
|
|
* object.
|
|
*
|
|
* @tparam bits the number of bits in each digit.
|
|
**********************************************************************/
|
|
template<int bits = 32> class MPFRExponential {
|
|
public:
|
|
|
|
/**
|
|
* Initialize the MPFRExponential object.
|
|
**********************************************************************/
|
|
MPFRExponential() {};
|
|
/**
|
|
* Sample from the exponential distribution with mean 1 returning a
|
|
* MPFRRandom.
|
|
*
|
|
* @param[out] t the MPFRRandom result.
|
|
* @param[in,out] r a GMP random generator.
|
|
**********************************************************************/
|
|
void operator()(MPFRRandom<bits>& t, gmp_randstate_t r) const
|
|
{ Compute(r); _x.swap(t); }
|
|
/**
|
|
* Sample from the exponential distribution with mean 1.
|
|
*
|
|
* @param[out] val the sample from the exponential distribution
|
|
* @param[in,out] r a GMP random generator.
|
|
* @param[in] round the rounding direction.
|
|
* @return the MPFR ternary result (± if val is larger/smaller than
|
|
* the exact sample).
|
|
**********************************************************************/
|
|
int operator()(mpfr_t val, gmp_randstate_t r, mpfr_rnd_t round) const
|
|
{ Compute(r); return _x(val, r, round); }
|
|
private:
|
|
// Disable copy constructor and assignment operator
|
|
MPFRExponential(const MPFRExponential&);
|
|
MPFRExponential& operator=(const MPFRExponential&);
|
|
int ExpFraction(gmp_randstate_t r, MPFRRandom<bits>& p) const {
|
|
// The early bale out
|
|
if (p.TestHighBit(r)) return 0;
|
|
// Implement the von Neumann algorithm
|
|
_w.Init();
|
|
if (!_w.LessThan(r, p)) return 1;
|
|
while (true) {
|
|
_v.Init(); if (!_v.LessThan(r, _w)) return 0;
|
|
_w.Init(); if (!_w.LessThan(r, _v)) return 1;
|
|
}
|
|
}
|
|
void Compute(gmp_randstate_t r) const {
|
|
_x.Init();
|
|
unsigned k = 0;
|
|
while (!ExpFraction(r, _x)) { ++k; _x.Init(); }
|
|
if (k & 1) _x.SetHighBit(r);
|
|
_x.AddInteger(k >> 1);
|
|
return;
|
|
}
|
|
mutable MPFRRandom<bits> _x;
|
|
mutable MPFRRandom<bits> _v;
|
|
mutable MPFRRandom<bits> _w;
|
|
};
|
|
|
|
} // namespace RandomLib
|
|
|
|
#endif // HAVE_MPFR
|
|
#endif // RANDOMLIB_MPFREXPONENTIAL_HPP
|