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;
020import org.apache.commons.rng.sampling.distribution.LargeMeanPoissonSampler.LargeMeanPoissonSamplerState;
021
022/**
023 * Create a sampler for the
024 * <a href="http://mathworld.wolfram.com/PoissonDistribution.html">Poisson
025 * distribution</a> using a cache to minimise construction cost.
026 *
027 * <p>The cache will return a sampler equivalent to
028 * {@link PoissonSampler#PoissonSampler(UniformRandomProvider, double)}.</p>
029 *
030 * <p>The cache allows the {@link PoissonSampler} construction cost to be minimised
031 * for low size Poisson samples. The cache stores state for a range of integers where
032 * integer value {@code n} can be used to construct a sampler for the range
033 * {@code n <= mean < n+1}.</p>
034 *
035 * <p>The cache is advantageous under the following conditions:</p>
036 *
037 * <ul>
038 *   <li>The mean of the Poisson distribution falls within a known range.
039 *   <li>The sample size to be made with the <strong>same</strong> sampler is
040 *       small.
041 *   <li>The Poisson samples have different means with the same integer
042 *       value(s) after rounding down.
043 * </ul>
044 *
045 * <p>If the sample size to be made with the <strong>same</strong> sampler is large
046 * then the construction cost is low compared to the sampling time and the cache
047 * has minimal benefit.</p>
048 *
049 * <p>Performance improvement is dependent on the speed of the
050 * {@link UniformRandomProvider}. A fast provider can obtain a two-fold speed
051 * improvement for a single-use Poisson sampler.</p>
052 *
053 * <p>The cache is thread safe. Note that concurrent threads using the cache
054 * must ensure a thread safe {@link UniformRandomProvider} is used when creating
055 * samplers, e.g. a unique sampler per thread.</p>
056 *
057 * <p>Sampling uses:</p>
058 *
059 * <ul>
060 *   <li>{@link UniformRandomProvider#nextDouble()}
061 *   <li>{@link UniformRandomProvider#nextLong()} (large means only)
062 * </ul>
063 *
064 * @since 1.2
065 */
066public class PoissonSamplerCache {
067
068    /**
069     * The minimum N covered by the cache where
070     * {@code N = (int)Math.floor(mean)}.
071     */
072    private final int minN;
073    /**
074     * The maximum N covered by the cache where
075     * {@code N = (int)Math.floor(mean)}.
076     */
077    private final int maxN;
078    /** The cache of states between {@link minN} and {@link maxN}. */
079    private final LargeMeanPoissonSamplerState[] values;
080
081    /**
082     * @param minMean The minimum mean covered by the cache.
083     * @param maxMean The maximum mean covered by the cache.
084     * @throws IllegalArgumentException if {@code maxMean < minMean}
085     */
086    public PoissonSamplerCache(double minMean,
087                               double maxMean) {
088
089        checkMeanRange(minMean, maxMean);
090
091        // The cache can only be used for the LargeMeanPoissonSampler.
092        if (maxMean < PoissonSampler.PIVOT) {
093            // The upper limit is too small so no cache will be used.
094            // This class will just construct new samplers.
095            minN = 0;
096            maxN = 0;
097            values = null;
098        } else {
099            // Convert the mean into integers.
100            // Note the minimum is clipped to the algorithm switch point.
101            this.minN = (int) Math.floor(Math.max(minMean, PoissonSampler.PIVOT));
102            this.maxN = (int) Math.floor(Math.min(maxMean, Integer.MAX_VALUE));
103            values = new LargeMeanPoissonSamplerState[maxN - minN + 1];
104        }
105    }
106
107    /**
108     * @param minN   The minimum N covered by the cache where {@code N = (int)Math.floor(mean)}.
109     * @param maxN   The maximum N covered by the cache where {@code N = (int)Math.floor(mean)}.
110     * @param states The precomputed states.
111     */
112    private PoissonSamplerCache(int minN,
113                                int maxN,
114                                LargeMeanPoissonSamplerState[] states) {
115        this.minN = minN;
116        this.maxN = maxN;
117        // Stored directly as the states were newly created within this class.
118        this.values = states;
119    }
120
121    /**
122     * Check the mean range.
123     *
124     * @param minMean The minimum mean covered by the cache.
125     * @param maxMean The maximum mean covered by the cache.
126     * @throws IllegalArgumentException if {@code maxMean < minMean}
127     */
128    private static void checkMeanRange(double minMean, double maxMean) {
129        // Note:
130        // Although a mean of 0 is invalid for a Poisson sampler this case
131        // is handled to make the cache user friendly. Any low means will
132        // be handled by the SmallMeanPoissonSampler and not cached.
133        // For this reason it is also OK if the means are negative.
134
135        // Allow minMean == maxMean so that the cache can be used
136        // to create samplers with distinct RNGs and the same mean.
137        if (maxMean < minMean) {
138            throw new IllegalArgumentException(
139                    "Max mean: " + maxMean + " < " + minMean);
140        }
141    }
142
143    /**
144     * Creates a new Poisson sampler.
145     *
146     * <p>The returned sampler will function exactly the
147     * same as {@link PoissonSampler#PoissonSampler(UniformRandomProvider, double)}.
148     *
149     * @param rng  Generator of uniformly distributed random numbers.
150     * @param mean Mean.
151     * @return A Poisson sampler
152     * @throws IllegalArgumentException if {@code mean <= 0} or
153     * {@code mean >} {@link Integer#MAX_VALUE}.
154     */
155    public DiscreteSampler createPoissonSampler(UniformRandomProvider rng,
156                                                double mean) {
157        // Ensure the same functionality as the PoissonSampler by
158        // using a SmallMeanPoissonSampler under the switch point.
159        if (mean < PoissonSampler.PIVOT) {
160            return SmallMeanPoissonSampler.of(rng, mean);
161        }
162        if (mean > maxN) {
163            // Outside the range of the cache.
164            // This avoids extra parameter checks and handles the case when
165            // the cache is empty or if Math.floor(mean) is not an integer.
166            return LargeMeanPoissonSampler.of(rng, mean);
167        }
168
169        // Convert the mean into an integer.
170        final int n = (int) Math.floor(mean);
171        if (n < minN) {
172            // Outside the lower range of the cache.
173            return LargeMeanPoissonSampler.of(rng, mean);
174        }
175
176        // Look in the cache for a state that can be reused.
177        // Note: The cache is offset by minN.
178        final int index = n - minN;
179        final LargeMeanPoissonSamplerState state = values[index];
180        if (state == null) {
181            // Create a sampler and store the state for reuse.
182            // Do not worry about thread contention
183            // as the state is effectively immutable.
184            // If recomputed and replaced it will the same.
185            final LargeMeanPoissonSampler sampler = new LargeMeanPoissonSampler(rng, mean);
186            values[index] = sampler.getState();
187            return sampler;
188        }
189        // Compute the remaining fraction of the mean
190        final double lambdaFractional = mean - n;
191        return new LargeMeanPoissonSampler(rng, state, lambdaFractional);
192    }
193
194    /**
195     * Check if the mean is within the range where the cache can minimise the
196     * construction cost of the {@link PoissonSampler}.
197     *
198     * @param mean
199     *            the mean
200     * @return true, if within the cache range
201     */
202    public boolean withinRange(double mean) {
203        if (mean < PoissonSampler.PIVOT) {
204            // Construction is optimal
205            return true;
206        }
207        // Convert the mean into an integer.
208        final int n = (int) Math.floor(mean);
209        return n <= maxN && n >= minN;
210    }
211
212    /**
213     * Checks if the cache covers a valid range of mean values.
214     *
215     * <p>Note that the cache is only valid for one of the Poisson sampling
216     * algorithms. In the instance that a range was requested that was too
217     * low then there is nothing to cache and this functions returns
218     * {@code false}.
219     *
220     * <p>The cache can still be used to create a {@link PoissonSampler} using
221     * {@link #createPoissonSampler(UniformRandomProvider, double)}.
222     *
223     * <p>This method can be used to determine if the cache has a potential
224     * performance benefit.
225     *
226     * @return true, if the cache covers a range of mean values
227     */
228    public boolean isValidRange() {
229        return values != null;
230    }
231
232    /**
233     * Gets the minimum mean covered by the cache.
234     *
235     * <p>This value is the inclusive lower bound and is equal to
236     * the lowest integer-valued mean that is covered by the cache.
237     *
238     * <p>Note that this value may not match the value passed to the constructor
239     * due to the following reasons:
240     *
241     * <ul>
242     *   <li>At small mean values a different algorithm is used for Poisson
243     *       sampling and the cache is unnecessary.
244     *   <li>The minimum is always an integer so may be below the constructor
245     *       minimum mean.
246     * </ul>
247     *
248     * <p>If {@link #isValidRange()} returns {@code true} the cache will store
249     * state to reduce construction cost of samplers in
250     * the range {@link #getMinMean()} inclusive to {@link #getMaxMean()}
251     * inclusive. Otherwise this method returns 0;
252     *
253     * @return The minimum mean covered by the cache.
254     */
255    public double getMinMean() {
256        return minN;
257    }
258
259    /**
260     * Gets the maximum mean covered by the cache.
261     *
262     * <p>This value is the inclusive upper bound and is equal to
263     * the double value below the first integer-valued mean that is
264     * above range covered by the cache.
265     *
266     * <p>Note that this value may not match the value passed to the constructor
267     * due to the following reasons:
268     * <ul>
269     *   <li>At small mean values a different algorithm is used for Poisson
270     *       sampling and the cache is unnecessary.
271     *   <li>The maximum is always the double value below an integer so
272     *       may be above the constructor maximum mean.
273     * </ul>
274     *
275     * <p>If {@link #isValidRange()} returns {@code true} the cache will store
276     * state to reduce construction cost of samplers in
277     * the range {@link #getMinMean()} inclusive to {@link #getMaxMean()}
278     * inclusive. Otherwise this method returns 0;
279     *
280     * @return The maximum mean covered by the cache.
281     */
282    public double getMaxMean() {
283        if (isValidRange()) {
284            return Math.nextAfter(maxN + 1.0, -1);
285        }
286        return 0;
287    }
288
289    /**
290     * Gets the minimum mean value that can be cached.
291     *
292     * <p>Any {@link PoissonSampler} created with a mean below this level will not
293     * have any state that can be cached.
294     *
295     * @return the minimum cached mean
296     */
297    public static double getMinimumCachedMean() {
298        return PoissonSampler.PIVOT;
299    }
300
301    /**
302     * Create a new {@link PoissonSamplerCache} with the given range
303     * reusing the current cache values.
304     *
305     * <p>This will create a new object even if the range is smaller or the
306     * same as the current cache.
307     *
308     * @param minMean The minimum mean covered by the cache.
309     * @param maxMean The maximum mean covered by the cache.
310     * @throws IllegalArgumentException if {@code maxMean < minMean}
311     * @return the poisson sampler cache
312     */
313    public PoissonSamplerCache withRange(double minMean,
314                                         double maxMean) {
315        if (values == null) {
316            // Nothing to reuse
317            return new PoissonSamplerCache(minMean, maxMean);
318        }
319        checkMeanRange(minMean, maxMean);
320
321        // The cache can only be used for the LargeMeanPoissonSampler.
322        if (maxMean < PoissonSampler.PIVOT) {
323            return new PoissonSamplerCache(0, 0);
324        }
325
326        // Convert the mean into integers.
327        // Note the minimum is clipped to the algorithm switch point.
328        final int withMinN = (int) Math.floor(Math.max(minMean, PoissonSampler.PIVOT));
329        final int withMaxN = (int) Math.floor(maxMean);
330        final LargeMeanPoissonSamplerState[] states =
331                new LargeMeanPoissonSamplerState[withMaxN - withMinN + 1];
332
333        // Preserve values from the current array to the next
334        int currentIndex;
335        int nextIndex;
336        if (this.minN <= withMinN) {
337            // The current array starts before the new array
338            currentIndex = withMinN - this.minN;
339            nextIndex = 0;
340        } else {
341            // The new array starts before the current array
342            currentIndex = 0;
343            nextIndex = this.minN - withMinN;
344        }
345        final int length = Math.min(values.length - currentIndex, states.length - nextIndex);
346        if (length > 0) {
347            System.arraycopy(values, currentIndex, states, nextIndex, length);
348        }
349
350        return new PoissonSamplerCache(withMinN, withMaxN, states);
351    }
352}