Fixed generation of long random numbers between two bounds.

We now directly use discrete raw values to build the int/double instead
of relying on floating point arithmetic.

JIRA: MATH-936

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1454897 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2013-03-10 19:02:54 +00:00
parent 55a655ca2b
commit a51119c013
8 changed files with 223 additions and 45 deletions

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@ -55,10 +55,13 @@ This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file.
">
<action dev="luc" type="fix" issue="MATH-936" >
Fixed generation of long random numbers between two bounds.
</action>
<action dev="luc" type="fix" issue="MATH-942" due-to="Piotr Wydrych" >
Fixed creation of generic array.
</action>
<action dev="luc" type="add" issue="MATH-914" >
<action dev="luc" type="add" issue="MATH-914" >
Check bounds in multi-start vector optimizers.
</action>
<action dev="luc" type="add" issue="MATH-941" due-to="Piotr Wydrych" >

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@ -162,6 +162,31 @@ public abstract class BitsStreamGenerator
return high | low;
}
/**
* Returns a pseudorandom, uniformly distributed <tt>long</tt> value
* between 0 (inclusive) and the specified value (exclusive), drawn from
* this random number generator's sequence.
*
* @param n the bound on the random number to be returned. Must be
* positive.
* @return a pseudorandom, uniformly distributed <tt>long</tt>
* value between 0 (inclusive) and n (exclusive).
* @throws IllegalArgumentException if n is not positive.
*/
public long nextLong(long n) throws IllegalArgumentException {
if (n > 0) {
long bits;
long val;
do {
bits = ((long) next(31)) << 32;
bits = bits | (((long) next(32)) & 0xffffffffL);
val = bits % n;
} while (bits - val + (n - 1) < 0);
return val;
}
throw new NotStrictlyPositiveException(n);
}
/**
* Clears the cache used by the default implementation of
* {@link #nextGaussian}.

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@ -45,7 +45,6 @@ import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.util.FastMath;
/**
* Implements the {@link RandomData} interface using a {@link RandomGenerator}
@ -194,25 +193,82 @@ public class RandomDataGenerator implements RandomData, Serializable {
}
/** {@inheritDoc} */
public int nextInt(int lower, int upper) throws NumberIsTooLargeException {
public int nextInt(final int lower, final int upper) throws NumberIsTooLargeException {
if (lower >= upper) {
throw new NumberIsTooLargeException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
lower, upper, false);
}
double r = getRan().nextDouble();
double scaled = r * upper + (1.0 - r) * lower + r;
return (int) FastMath.floor(scaled);
final int max = (upper - lower) + 1;
if (max <= 0) {
// the range is too wide to fit in a positive int (larger than 2^31); as it covers
// more than half the integer range, we use directly a simple rejection method
final RandomGenerator rng = getRan();
while (true) {
final int r = rng.nextInt();
if (r >= lower && r <= upper) {
return r;
}
}
} else {
// we can shift the range and generate directly a positive int
return lower + getRan().nextInt(max);
}
}
/** {@inheritDoc} */
public long nextLong(long lower, long upper) throws NumberIsTooLargeException {
public long nextLong(final long lower, final long upper) throws NumberIsTooLargeException {
if (lower >= upper) {
throw new NumberIsTooLargeException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
lower, upper, false);
}
double r = getRan().nextDouble();
double scaled = r * upper + (1.0 - r) * lower + r;
return (long)FastMath.floor(scaled);
final long max = (upper - lower) + 1;
if (max <= 0) {
// the range is too wide to fit in a positive long (larger than 2^63); as it covers
// more than half the long range, we use directly a simple rejection method
final RandomGenerator rng = getRan();
while (true) {
final long r = rng.nextLong();
if (r >= lower && r <= upper) {
return r;
}
}
} else if (max < Integer.MAX_VALUE){
// we can shift the range and generate directly a positive int
return lower + getRan().nextInt((int) max);
} else {
// we can shift the range and generate directly a positive long
return lower + nextLong(getRan(), max);
}
}
/**
* Returns a pseudorandom, uniformly distributed <tt>long</tt> value
* between 0 (inclusive) and the specified value (exclusive), drawn from
* this random number generator's sequence.
*
* @param n the bound on the random number to be returned. Must be
* positive.
* @return a pseudorandom, uniformly distributed <tt>long</tt>
* value between 0 (inclusive) and n (exclusive).
* @throws IllegalArgumentException if n is not positive.
*/
private static long nextLong(final RandomGenerator rng, final long n) throws IllegalArgumentException {
if (n > 0) {
final byte[] byteArray = new byte[8];
long bits;
long val;
do {
rng.nextBytes(byteArray);
bits = 0;
for (final byte b : byteArray) {
bits = (bits << 8) | (((long) b) & 0xffL);
}
bits = bits & 0x7fffffffffffffffL;
val = bits % n;
} while (bits - val + (n - 1) < 0);
return val;
}
throw new NotStrictlyPositiveException(n);
}
/**
@ -282,27 +338,82 @@ public class RandomDataGenerator implements RandomData, Serializable {
}
/** {@inheritDoc} */
public int nextSecureInt(int lower, int upper) throws NumberIsTooLargeException {
public int nextSecureInt(final int lower, final int upper) throws NumberIsTooLargeException {
if (lower >= upper) {
throw new NumberIsTooLargeException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
lower, upper, false);
}
SecureRandom sec = getSecRan();
final double r = sec.nextDouble();
final double scaled = r * upper + (1.0 - r) * lower + r;
return (int)FastMath.floor(scaled);
final int max = (upper - lower) + 1;
if (max <= 0) {
// the range is too wide to fit in a positive int (larger than 2^31); as it covers
// more than half the integer range, we use directly a simple rejection method
final SecureRandom rng = getSecRan();
while (true) {
final int r = rng.nextInt();
if (r >= lower && r <= upper) {
return r;
}
}
} else {
// we can shift the range and generate directly a positive int
return lower + getSecRan().nextInt(max);
}
}
/** {@inheritDoc} */
public long nextSecureLong(long lower, long upper) throws NumberIsTooLargeException {
public long nextSecureLong(final long lower, final long upper) throws NumberIsTooLargeException {
if (lower >= upper) {
throw new NumberIsTooLargeException(LocalizedFormats.LOWER_BOUND_NOT_BELOW_UPPER_BOUND,
lower, upper, false);
}
SecureRandom sec = getSecRan();
final double r = sec.nextDouble();
final double scaled = r * upper + (1.0 - r) * lower + r;
return (long)FastMath.floor(scaled);
final long max = (upper - lower) + 1;
if (max <= 0) {
// the range is too wide to fit in a positive long (larger than 2^63); as it covers
// more than half the long range, we use directly a simple rejection method
final SecureRandom rng = getSecRan();
while (true) {
final long r = rng.nextLong();
if (r >= lower && r <= upper) {
return r;
}
}
} else if (max < Integer.MAX_VALUE){
// we can shift the range and generate directly a positive int
return lower + getSecRan().nextInt((int) max);
} else {
// we can shift the range and generate directly a positive long
return lower + nextLong(getSecRan(), max);
}
}
/**
* Returns a pseudorandom, uniformly distributed <tt>long</tt> value
* between 0 (inclusive) and the specified value (exclusive), drawn from
* this random number generator's sequence.
*
* @param n the bound on the random number to be returned. Must be
* positive.
* @return a pseudorandom, uniformly distributed <tt>long</tt>
* value between 0 (inclusive) and n (exclusive).
* @throws IllegalArgumentException if n is not positive.
*/
private static long nextLong(final SecureRandom rng, final long n) throws IllegalArgumentException {
if (n > 0) {
final byte[] byteArray = new byte[8];
long bits;
long val;
do {
rng.nextBytes(byteArray);
bits = 0;
for (final byte b : byteArray) {
bits = (bits << 8) | (((long) b) & 0xffL);
}
bits = bits & 0x7fffffffffffffffL;
val = bits % n;
} while (bits - val + (n - 1) < 0);
return val;
}
throw new NotStrictlyPositiveException(n);
}
/**

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@ -24,8 +24,7 @@ import java.util.List;
import org.apache.commons.math3.exception.MathInternalError;
import org.apache.commons.math3.exception.NotANumberException;
import org.apache.commons.math3.random.RandomData;
import org.apache.commons.math3.random.RandomDataImpl;
import org.apache.commons.math3.random.RandomDataGenerator;
import org.apache.commons.math3.random.RandomGenerator;
import org.apache.commons.math3.util.FastMath;
@ -84,7 +83,7 @@ public class NaturalRanking implements RankingAlgorithm {
private final TiesStrategy tiesStrategy;
/** Source of random data - used only when ties strategy is RANDOM */
private final RandomData randomData;
private final RandomDataGenerator randomData;
/**
* Create a NaturalRanking with default strategies for handling ties and NaNs.
@ -105,7 +104,7 @@ public class NaturalRanking implements RankingAlgorithm {
super();
this.tiesStrategy = tiesStrategy;
nanStrategy = DEFAULT_NAN_STRATEGY;
randomData = new RandomDataImpl();
randomData = new RandomDataGenerator();
}
/**
@ -130,7 +129,7 @@ public class NaturalRanking implements RankingAlgorithm {
super();
this.nanStrategy = nanStrategy;
this.tiesStrategy = tiesStrategy;
randomData = new RandomDataImpl();
randomData = new RandomDataGenerator();
}
/**
@ -143,7 +142,7 @@ public class NaturalRanking implements RankingAlgorithm {
super();
this.tiesStrategy = TiesStrategy.RANDOM;
nanStrategy = DEFAULT_NAN_STRATEGY;
randomData = new RandomDataImpl(randomGenerator);
randomData = new RandomDataGenerator(randomGenerator);
}
@ -159,7 +158,7 @@ public class NaturalRanking implements RankingAlgorithm {
super();
this.nanStrategy = nanStrategy;
this.tiesStrategy = TiesStrategy.RANDOM;
randomData = new RandomDataImpl(randomGenerator);
randomData = new RandomDataGenerator(randomGenerator);
}
/**

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@ -23,7 +23,7 @@ public class MersenneTwisterTest extends RandomGeneratorAbstractTest {
@Override
protected RandomGenerator makeGenerator() {
return new MersenneTwister(100);
return new MersenneTwister(111);
}
// TODO: Some of the tests moved up to RandomGeneratorAbstractTest tested alternative seeding / constructors

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@ -113,25 +113,26 @@ public class RandomDataGeneratorTest {
checkNextIntUniform(-3, 6);
}
}
@Test
public void testNextIntNegativeRange() {
for (int i = 0; i < 5; i++) {
checkNextIntUniform(-7, -4);
checkNextIntUniform(-15, -2);
checkNextIntUniform(Integer.MIN_VALUE + 1, Integer.MIN_VALUE + 12);
}
}
@Test
public void testNextIntPositiveRange() {
for (int i = 0; i < 5; i++) {
checkNextIntUniform(0, 3);
checkNextIntUniform(2, 12);
checkNextIntUniform(1,2);
checkNextIntUniform(Integer.MAX_VALUE - 12, Integer.MAX_VALUE - 1);
}
}
private void checkNextIntUniform(int min, int max) {
final Frequency freq = new Frequency();
for (int i = 0; i < smallSampleSize; i++) {
@ -152,6 +153,24 @@ public class RandomDataGeneratorTest {
TestUtils.assertChiSquareAccept(expected, observed, 0.001);
}
@Test
public void testNextIntWideRange() {
int lower = -0x6543210F;
int upper = 0x456789AB;
int max = Integer.MIN_VALUE;
int min = Integer.MAX_VALUE;
for (int i = 0; i < 1000000; ++i) {
int r = randomData.nextInt(lower, upper);
max = FastMath.max(max, r);
min = FastMath.min(min, r);
Assert.assertTrue(r >= lower);
Assert.assertTrue(r <= upper);
}
double ratio = (((double) max) - ((double) min)) /
(((double) upper) - ((double) lower));
Assert.assertTrue(ratio > 0.99999);
}
@Test
public void testNextLongIAE() {
try {
@ -161,7 +180,7 @@ public class RandomDataGeneratorTest {
// ignored
}
}
@Test
public void testNextLongNegativeToPositiveRange() {
for (int i = 0; i < 5; i++) {
@ -169,31 +188,34 @@ public class RandomDataGeneratorTest {
checkNextLongUniform(-3, 6);
}
}
@Test
public void testNextLongNegativeRange() {
for (int i = 0; i < 5; i++) {
checkNextLongUniform(-7, -4);
checkNextLongUniform(-15, -2);
checkNextLongUniform(Long.MIN_VALUE + 1, Long.MIN_VALUE + 12);
}
}
@Test
public void testNextLongPositiveRange() {
for (int i = 0; i < 5; i++) {
checkNextLongUniform(0, 3);
checkNextLongUniform(2, 12);
checkNextLongUniform(Long.MAX_VALUE - 12, Long.MAX_VALUE - 1);
}
}
private void checkNextLongUniform(int min, int max) {
private void checkNextLongUniform(long min, long max) {
final Frequency freq = new Frequency();
for (int i = 0; i < smallSampleSize; i++) {
final long value = randomData.nextLong(min, max);
Assert.assertTrue("nextLong range", (value >= min) && (value <= max));
Assert.assertTrue("nextLong range: " + value + " " + min + " " + max,
(value >= min) && (value <= max));
freq.addValue(value);
}
final int len = max - min + 1;
final int len = ((int) (max - min)) + 1;
final long[] observed = new long[len];
for (int i = 0; i < len; i++) {
observed[i] = freq.getCount(min + i);
@ -206,6 +228,24 @@ public class RandomDataGeneratorTest {
TestUtils.assertChiSquareAccept(expected, observed, 0.01);
}
@Test
public void testNextLongWideRange() {
long lower = -0x6543210FEDCBA987L;
long upper = 0x456789ABCDEF0123L;
long max = Long.MIN_VALUE;
long min = Long.MAX_VALUE;
for (int i = 0; i < 10000000; ++i) {
long r = randomData.nextLong(lower, upper);
max = FastMath.max(max, r);
min = FastMath.min(min, r);
Assert.assertTrue(r >= lower);
Assert.assertTrue(r <= upper);
}
double ratio = (((double) max) - ((double) min)) /
(((double) upper) - ((double) lower));
Assert.assertTrue(ratio > 0.99999);
}
@Test
public void testNextSecureLongIAE() {
try {

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@ -23,7 +23,7 @@ public class Well512aTest extends RandomGeneratorAbstractTest {
@Override
public RandomGenerator makeGenerator() {
return new Well512a(100);
return new Well512a(101);
}
@Test
public void testReferenceCode() {

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@ -176,22 +176,22 @@ public class NaturalRankingTest {
NaturalRanking ranking = new NaturalRanking(NaNStrategy.FIXED,
randomGenerator);
double[] ranks = ranking.rank(exampleData);
double[] correctRanks = { 5, 4, 6, 7, 3, 8, Double.NaN, 1, 4 };
double[] correctRanks = { 5, 3, 6, 7, 3, 8, Double.NaN, 1, 2 };
TestUtils.assertEquals(correctRanks, ranks, 0d);
ranks = ranking.rank(tiesFirst);
correctRanks = new double[] { 1, 1, 4, 3, 5 };
correctRanks = new double[] { 1, 2, 4, 3, 5 };
TestUtils.assertEquals(correctRanks, ranks, 0d);
ranks = ranking.rank(tiesLast);
correctRanks = new double[] { 3, 4, 2, 1 };
correctRanks = new double[] { 3, 3, 2, 1 };
TestUtils.assertEquals(correctRanks, ranks, 0d);
ranks = ranking.rank(multipleNaNs);
correctRanks = new double[] { 1, 2, Double.NaN, Double.NaN };
TestUtils.assertEquals(correctRanks, ranks, 0d);
ranks = ranking.rank(multipleTies);
correctRanks = new double[] { 3, 2, 5, 5, 7, 6, 1 };
correctRanks = new double[] { 3, 2, 4, 4, 6, 7, 1 };
TestUtils.assertEquals(correctRanks, ranks, 0d);
ranks = ranking.rank(allSame);
correctRanks = new double[] { 1, 3, 4, 4 };
correctRanks = new double[] { 2, 3, 3, 3 };
TestUtils.assertEquals(correctRanks, ranks, 0d);
}