001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017package org.apache.commons.rng.sampling.distribution;
018
019import org.apache.commons.rng.UniformRandomProvider;
020
021/**
022 * Sampling from a uniform distribution.
023 *
024 * <p>Sampling uses {@link UniformRandomProvider#nextDouble()}.</p>
025 *
026 * @since 1.0
027 */
028public class ContinuousUniformSampler
029    extends SamplerBase
030    implements SharedStateContinuousSampler {
031    /** The minimum ULP gap for the open interval when the doubles have the same sign. */
032    private static final int MIN_ULP_SAME_SIGN = 2;
033    /** The minimum ULP gap for the open interval when the doubles have the opposite sign. */
034    private static final int MIN_ULP_OPPOSITE_SIGN = 3;
035
036    /** Lower bound. */
037    private final double lo;
038    /** Higher bound. */
039    private final double hi;
040    /** Underlying source of randomness. */
041    private final UniformRandomProvider rng;
042
043    /**
044     * Specialization to sample from an open interval {@code (lo, hi)}.
045     */
046    private static class OpenIntervalContinuousUniformSampler extends ContinuousUniformSampler {
047        /**
048         * @param rng Generator of uniformly distributed random numbers.
049         * @param lo Lower bound.
050         * @param hi Higher bound.
051         */
052        OpenIntervalContinuousUniformSampler(UniformRandomProvider rng, double lo, double hi) {
053            super(rng, lo, hi);
054        }
055
056        @Override
057        public double sample() {
058            final double x = super.sample();
059            // Due to rounding using a variate u in the open interval (0,1) with the original
060            // algorithm may generate a value at the bound. Thus the bound is explicitly tested
061            // and the sample repeated if necessary.
062            if (x == getHi() || x == getLo()) {
063                return sample();
064            }
065            return x;
066        }
067
068        @Override
069        public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
070            return new OpenIntervalContinuousUniformSampler(rng, getLo(), getHi());
071        }
072    }
073
074    /**
075     * @param rng Generator of uniformly distributed random numbers.
076     * @param lo Lower bound.
077     * @param hi Higher bound.
078     */
079    public ContinuousUniformSampler(UniformRandomProvider rng,
080                                    double lo,
081                                    double hi) {
082        super(null);
083        this.rng = rng;
084        this.lo = lo;
085        this.hi = hi;
086    }
087
088    /** {@inheritDoc} */
089    @Override
090    public double sample() {
091        final double u = rng.nextDouble();
092        return u * hi + (1 - u) * lo;
093    }
094
095    /**
096     * Gets the lower bound. This is deliberately scoped as package private.
097     *
098     * @return the lower bound
099     */
100    double getLo() {
101        return lo;
102    }
103
104    /**
105     * Gets the higher bound. This is deliberately scoped as package private.
106     *
107     * @return the higher bound
108     */
109    double getHi() {
110        return hi;
111    }
112
113    /** {@inheritDoc} */
114    @Override
115    public String toString() {
116        return "Uniform deviate [" + rng.toString() + "]";
117    }
118
119    /**
120     * {@inheritDoc}
121     *
122     * @since 1.3
123     */
124    @Override
125    public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
126        return new ContinuousUniformSampler(rng, lo, hi);
127    }
128
129    /**
130     * Creates a new continuous uniform distribution sampler.
131     *
132     * @param rng Generator of uniformly distributed random numbers.
133     * @param lo Lower bound.
134     * @param hi Higher bound.
135     * @return the sampler
136     * @since 1.3
137     */
138    public static SharedStateContinuousSampler of(UniformRandomProvider rng,
139                                                  double lo,
140                                                  double hi) {
141        return new ContinuousUniformSampler(rng, lo, hi);
142    }
143
144    /**
145     * Creates a new continuous uniform distribution sampler.
146     *
147     * <p>The bounds can be optionally excluded to sample from the open interval
148     * {@code (lower, upper)}. In this case if the bounds have the same sign the
149     * open interval must contain at least 1 double value between the limits; if the
150     * bounds have opposite signs the open interval must contain at least 2 double values
151     * between the limits excluding {@code -0.0}. Thus the interval {@code (-x,x)} will
152     * raise an exception when {@code x} is {@link Double#MIN_VALUE}.
153     *
154     * @param rng Generator of uniformly distributed random numbers.
155     * @param lo Lower bound.
156     * @param hi Higher bound.
157     * @param excludeBounds Set to {@code true} to use the open interval
158     * {@code (lower, upper)}.
159     * @return the sampler
160     * @throws IllegalArgumentException If the open interval is invalid.
161     * @since 1.4
162     */
163    public static SharedStateContinuousSampler of(UniformRandomProvider rng,
164                                                  double lo,
165                                                  double hi,
166                                                  boolean excludeBounds) {
167        if (excludeBounds) {
168            if (!validateOpenInterval(lo, hi)) {
169                throw new IllegalArgumentException("Invalid open interval (" +
170                                                    lo + "," + hi + ")");
171            }
172            return new OpenIntervalContinuousUniformSampler(rng, lo, hi);
173        }
174        return new ContinuousUniformSampler(rng, lo, hi);
175    }
176
177    /**
178     * Check that the open interval is valid. It must contain at least one double value
179     * between the limits if the signs are the same, or two double values between the limits
180     * if the signs are different (excluding {@code -0.0}).
181     *
182     * @param lo Lower bound.
183     * @param hi Higher bound.
184     * @return false is the interval is invalid
185     */
186    private static boolean validateOpenInterval(double lo, double hi) {
187        // Get the raw bit representation.
188        long bitsx = Double.doubleToRawLongBits(lo);
189        long bitsy = Double.doubleToRawLongBits(hi);
190        // xor will set the sign bit if the signs are different
191        if ((bitsx ^ bitsy) < 0) {
192            // Opposite signs. Drop the sign bit to represent the count of
193            // bits above +0.0. When combined this should be above 2.
194            // This prevents the range (-Double.MIN_VALUE, Double.MIN_VALUE)
195            // which cannot be sampled unless the uniform deviate u=0.5.
196            // (MAX_VALUE has all bits set except the most significant sign bit.)
197            bitsx &= Long.MAX_VALUE;
198            bitsy &= Long.MAX_VALUE;
199            return !lessThanUnsigned(bitsx + bitsy, MIN_ULP_OPPOSITE_SIGN);
200        }
201        // Same signs, subtraction will count the ULP difference.
202        // This should be above 1.
203        return Math.abs(bitsx - bitsy) >= MIN_ULP_SAME_SIGN;
204    }
205
206    /**
207     * Compares two {@code long} values numerically treating the values as unsigned
208     * to test if the first value is less than the second value.
209     *
210     * <p>See Long.compareUnsigned(long, long) in JDK 1.8.
211     *
212     * @param x the first value
213     * @param y the second value
214     * @return true if {@code x < y}
215     */
216    private static boolean lessThanUnsigned(long x, long y) {
217        return x + Long.MIN_VALUE < y + Long.MIN_VALUE;
218    }
219}