Merge pull request #27193 from toasteater/fix/pcg-randf

Improved uniformity of RandomPCG::randf.
This commit is contained in:
Rémi Verschelde 2019-06-12 15:21:58 +02:00 committed by GitHub
commit 73960e585b
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2 changed files with 62 additions and 8 deletions

View file

@ -43,13 +43,9 @@ void RandomPCG::randomize() {
}
double RandomPCG::random(double p_from, double p_to) {
unsigned int r = rand();
double ret = (double)r / (double)RANDOM_MAX;
return (ret) * (p_to - p_from) + p_from;
return randd() * (p_to - p_from) + p_from;
}
float RandomPCG::random(float p_from, float p_to) {
unsigned int r = rand();
float ret = (float)r / (float)RANDOM_MAX;
return (ret) * (p_to - p_from) + p_from;
return randf() * (p_to - p_from) + p_from;
}

View file

@ -37,6 +37,28 @@
#include "thirdparty/misc/pcg.h"
#if defined(__GNUC__) || (_llvm_has_builtin(__builtin_clz))
#define CLZ32(x) __builtin_clz(x)
#elif defined(_MSC_VER)
#include "intrin.h"
static int __bsr_clz32(uint32_t x) {
unsigned long index;
_BitScanReverse(&index, x);
return 31 - index;
}
#define CLZ32(x) __bsr_clz32(x)
#else
#endif
#if defined(__GNUC__) || (_llvm_has_builtin(__builtin_ldexp) && _llvm_has_builtin(__builtin_ldexpf))
#define LDEXP(s, e) __builtin_ldexp(s, e)
#define LDEXPF(s, e) __builtin_ldexpf(s, e)
#else
#include "math.h"
#define LDEXP(s, e) ldexp(s, e)
#define LDEXPF(s, e) ldexp(s, e)
#endif
class RandomPCG {
pcg32_random_t pcg;
uint64_t current_seed; // seed with this to get the same state
@ -60,8 +82,44 @@ public:
current_seed = pcg.state;
return pcg32_random_r(&pcg);
}
_FORCE_INLINE_ double randd() { return (double)rand() / (double)RANDOM_MAX; }
_FORCE_INLINE_ float randf() { return (float)rand() / (float)RANDOM_MAX; }
// Obtaining floating point numbers in [0, 1] range with "good enough" uniformity.
// These functions sample the output of rand() as the fraction part of an infinite binary number,
// with some tricks applied to reduce ops and branching:
// 1. Instead of shifting to the first 1 and connecting random bits, we simply set the MSB and LSB to 1.
// Provided that the RNG is actually uniform bit by bit, this should have the exact same effect.
// 2. In order to compensate for exponent info loss, we count zeros from another random number,
// and just add that to the initial offset.
// This has the same probability as counting and shifting an actual bit stream: 2^-n for n zeroes.
// For all numbers above 2^-96 (2^-64 for floats), the functions should be uniform.
// However, all numbers below that threshold are floored to 0.
// The thresholds are chosen to minimize rand() calls while keeping the numbers within a totally subjective quality standard.
// If clz or ldexp isn't available, fall back to bit truncation for performance, sacrificing uniformity.
_FORCE_INLINE_ double randd() {
#if defined(CLZ32)
uint32_t proto_exp_offset = rand();
if (unlikely(proto_exp_offset == 0)) {
return 0;
}
uint64_t significand = (((uint64_t)rand()) << 32) | rand() | 0x8000000000000001U;
return LDEXP((double)significand, -64 - CLZ32(proto_exp_offset));
#else
#pragma message("RandomPCG::randd - intrinsic clz is not available, falling back to bit truncation")
return (double)(((((uint64_t)rand()) << 32) | rand()) & 0x1FFFFFFFFFFFFFU) / (double)0x1FFFFFFFFFFFFFU;
#endif
}
_FORCE_INLINE_ float randf() {
#if defined(CLZ32)
uint32_t proto_exp_offset = rand();
if (unlikely(proto_exp_offset == 0)) {
return 0;
}
return LDEXPF((float)(rand() | 0x80000001), -32 - CLZ32(proto_exp_offset));
#else
#pragma message("RandomPCG::randf - intrinsic clz is not available, falling back to bit truncation")
return (float)(rand() & 0xFFFFFF) / (float)0xFFFFFF;
#endif
}
_FORCE_INLINE_ double randfn(double p_mean, double p_deviation) {
return p_mean + p_deviation * (cos(Math_TAU * randd()) * sqrt(-2.0 * log(randd()))); // Box-Muller transform