ContinuousUniformSampler.java
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.rng.sampling.distribution;
import org.apache.commons.rng.UniformRandomProvider;
/**
* Sampling from a uniform distribution.
*
* <p>Sampling uses {@link UniformRandomProvider#nextDouble()}.</p>
*
* @since 1.0
*/
public class ContinuousUniformSampler
extends SamplerBase
implements SharedStateContinuousSampler {
/** The minimum ULP gap for the open interval when the doubles have the same sign. */
private static final int MIN_ULP_SAME_SIGN = 2;
/** The minimum ULP gap for the open interval when the doubles have the opposite sign. */
private static final int MIN_ULP_OPPOSITE_SIGN = 3;
/** Lower bound. */
private final double lo;
/** Higher bound. */
private final double hi;
/** Underlying source of randomness. */
private final UniformRandomProvider rng;
/**
* Specialization to sample from an open interval {@code (lo, hi)}.
*/
private static class OpenIntervalContinuousUniformSampler extends ContinuousUniformSampler {
/**
* @param rng Generator of uniformly distributed random numbers.
* @param lo Lower bound.
* @param hi Higher bound.
*/
OpenIntervalContinuousUniformSampler(UniformRandomProvider rng, double lo, double hi) {
super(rng, lo, hi);
}
@Override
public double sample() {
final double x = super.sample();
// Due to rounding using a variate u in the open interval (0,1) with the original
// algorithm may generate a value at the bound. Thus the bound is explicitly tested
// and the sample repeated if necessary.
if (x == getHi() || x == getLo()) {
return sample();
}
return x;
}
@Override
public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
return new OpenIntervalContinuousUniformSampler(rng, getLo(), getHi());
}
}
/**
* @param rng Generator of uniformly distributed random numbers.
* @param lo Lower bound.
* @param hi Higher bound.
*/
public ContinuousUniformSampler(UniformRandomProvider rng,
double lo,
double hi) {
super(null);
this.rng = rng;
this.lo = lo;
this.hi = hi;
}
/** {@inheritDoc} */
@Override
public double sample() {
final double u = rng.nextDouble();
return u * hi + (1 - u) * lo;
}
/**
* Gets the lower bound. This is deliberately scoped as package private.
*
* @return the lower bound
*/
double getLo() {
return lo;
}
/**
* Gets the higher bound. This is deliberately scoped as package private.
*
* @return the higher bound
*/
double getHi() {
return hi;
}
/** {@inheritDoc} */
@Override
public String toString() {
return "Uniform deviate [" + rng.toString() + "]";
}
/**
* {@inheritDoc}
*
* @since 1.3
*/
@Override
public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
return new ContinuousUniformSampler(rng, lo, hi);
}
/**
* Creates a new continuous uniform distribution sampler.
*
* @param rng Generator of uniformly distributed random numbers.
* @param lo Lower bound.
* @param hi Higher bound.
* @return the sampler
* @since 1.3
*/
public static SharedStateContinuousSampler of(UniformRandomProvider rng,
double lo,
double hi) {
return new ContinuousUniformSampler(rng, lo, hi);
}
/**
* Creates a new continuous uniform distribution sampler.
*
* <p>The bounds can be optionally excluded to sample from the open interval
* {@code (lower, upper)}. In this case if the bounds have the same sign the
* open interval must contain at least 1 double value between the limits; if the
* bounds have opposite signs the open interval must contain at least 2 double values
* between the limits excluding {@code -0.0}. Thus the interval {@code (-x,x)} will
* raise an exception when {@code x} is {@link Double#MIN_VALUE}.
*
* @param rng Generator of uniformly distributed random numbers.
* @param lo Lower bound.
* @param hi Higher bound.
* @param excludeBounds Set to {@code true} to use the open interval
* {@code (lower, upper)}.
* @return the sampler
* @throws IllegalArgumentException If the open interval is invalid.
* @since 1.4
*/
public static SharedStateContinuousSampler of(UniformRandomProvider rng,
double lo,
double hi,
boolean excludeBounds) {
if (excludeBounds) {
if (!validateOpenInterval(lo, hi)) {
throw new IllegalArgumentException("Invalid open interval (" +
lo + "," + hi + ")");
}
return new OpenIntervalContinuousUniformSampler(rng, lo, hi);
}
return new ContinuousUniformSampler(rng, lo, hi);
}
/**
* Check that the open interval is valid. It must contain at least one double value
* between the limits if the signs are the same, or two double values between the limits
* if the signs are different (excluding {@code -0.0}).
*
* @param lo Lower bound.
* @param hi Higher bound.
* @return false is the interval is invalid
*/
private static boolean validateOpenInterval(double lo, double hi) {
// Get the raw bit representation.
long bitsx = Double.doubleToRawLongBits(lo);
long bitsy = Double.doubleToRawLongBits(hi);
// xor will set the sign bit if the signs are different
if ((bitsx ^ bitsy) < 0) {
// Opposite signs. Drop the sign bit to represent the count of
// bits above +0.0. When combined this should be above 2.
// This prevents the range (-Double.MIN_VALUE, Double.MIN_VALUE)
// which cannot be sampled unless the uniform deviate u=0.5.
// (MAX_VALUE has all bits set except the most significant sign bit.)
bitsx &= Long.MAX_VALUE;
bitsy &= Long.MAX_VALUE;
return !lessThanUnsigned(bitsx + bitsy, MIN_ULP_OPPOSITE_SIGN);
}
// Same signs, subtraction will count the ULP difference.
// This should be above 1.
return Math.abs(bitsx - bitsy) >= MIN_ULP_SAME_SIGN;
}
/**
* Compares two {@code long} values numerically treating the values as unsigned
* to test if the first value is less than the second value.
*
* <p>See Long.compareUnsigned(long, long) in JDK 1.8.
*
* @param x the first value
* @param y the second value
* @return true if {@code x < y}
*/
private static boolean lessThanUnsigned(long x, long y) {
return x + Long.MIN_VALUE < y + Long.MIN_VALUE;
}
}