Implement ziggurat for exponential random dist (issue #12099)

include/boost/random/detail/int_float_pair.hpp

@@ -0,0 +1,121 @@
+/* boost random/detail/int_float_pair.hpp header file
+ *
+ * Copyright Jens Maurer 2000-2001
+ * Copyright Steven Watanabe 2010-2011
+ * Distributed under the Boost Software License, Version 1.0. (See
+ * accompanying file LICENSE_1_0.txt or copy at
+ * http://www.boost.org/LICENSE_1_0.txt)
+ *
+ * See http://www.boost.org for most recent version including documentation.
+ *
+ * $Id$
+ *
+ */
+
+#ifndef BOOST_RANDOM_DETAIL_INT_FLOAT_PAIR_HPP
+#define BOOST_RANDOM_DETAIL_INT_FLOAT_PAIR_HPP
+
+#include <utility>
+#include <boost/integer.hpp>
+#include <boost/integer/integer_mask.hpp>
+#include <boost/type_traits/make_unsigned.hpp>
+#include <boost/type_traits/is_integral.hpp>
+#include <boost/random/uniform_01.hpp>
+#include <boost/random/uniform_int_distribution.hpp>
+#include <boost/random/detail/signed_unsigned_tools.hpp>
+#include <boost/random/detail/integer_log2.hpp>
+#include <boost/mpl/bool.hpp>
+
+namespace boost {
+namespace random {
+namespace detail {
+
+template<class Engine>
+inline typename boost::make_unsigned<typename Engine::result_type>::type
+generate_one_digit(Engine& eng, std::size_t bits)
+{
+    typedef typename Engine::result_type base_result;
+    typedef typename boost::make_unsigned<base_result>::type base_unsigned;
+
+    base_unsigned range =
+        detail::subtract<base_result>()((eng.max)(), (eng.min)());
+    base_unsigned y0_mask = (base_unsigned(2) << (bits - 1)) - 1;
+    base_unsigned y0 = (range + 1) & ~y0_mask;
+    base_unsigned u;
+    do {
+        u = detail::subtract<base_result>()(eng(), (eng.min)());
+    } while(y0 != 0 && u > base_unsigned(y0 - 1));
+    return u & y0_mask;
+}
+
+template<class RealType, std::size_t w, class Engine>
+std::pair<RealType, int> generate_int_float_pair(Engine& eng, boost::mpl::true_)
+{
+    typedef typename Engine::result_type base_result;
+    typedef typename boost::make_unsigned<base_result>::type base_unsigned;
+
+    base_unsigned range =
+        detail::subtract<base_result>()((eng.max)(), (eng.min)());
+
+    std::size_t m =
+        (range == (std::numeric_limits<base_unsigned>::max)()) ?
+            std::numeric_limits<base_unsigned>::digits :
+            detail::integer_log2(range + 1);
+
+    int bucket = 0;
+    // process as many full digits as possible into the int part
+    for(std::size_t i = 0; i < w/m; ++i) {
+        base_unsigned u = generate_one_digit(eng, m);
+        bucket = (bucket << m) | u;
+    }
+    RealType r;
+
+    const std::size_t digits = std::numeric_limits<RealType>::digits;
+    {
+        base_unsigned u = generate_one_digit(eng, m);
+        base_unsigned mask = (base_unsigned(1) << (w%m)) - 1;
+        bucket = (bucket << (w%m)) | (mask & u);
+        const RealType mult = RealType(1)/RealType(base_unsigned(1) << (m - w%m));
+        // zero out unused bits
+        if (m - w%m > digits) {
+            u &= ~(base_unsigned(1) << (m - digits));
+        }
+        r = RealType(u >> (w%m)) * mult;
+    }
+    for(std::size_t i = m - w%m; i + m < digits; ++i) {
+        base_unsigned u = generate_one_digit(eng, m);
+        r += u;
+        r *= RealType(0.5)/RealType(base_unsigned(1) << (m - 1));
+    }
+    if (m - w%m < digits)
+    {
+        const std::size_t remaining = (digits - m + w%m) % m;
+        base_unsigned u = generate_one_digit(eng, m);
+        r += u & ((base_unsigned(2) << (remaining - 1)) - 1);
+        const RealType mult = RealType(0.5)/RealType(base_unsigned(1) << (remaining - 1));
+        r *= mult;
+    }
+    return std::make_pair(r, bucket);
+}
+
+template<class RealType, std::size_t w, class Engine>
+inline std::pair<RealType, int> generate_int_float_pair(Engine& eng, boost::mpl::false_)
+{
+    int bucket = uniform_int_distribution<>(0, (1 << w) - 1)(eng);
+    RealType r = uniform_01<RealType>()(eng);
+    return std::make_pair(r, bucket);
+}
+
+template<class RealType, std::size_t w, class Engine>
+inline std::pair<RealType, int> generate_int_float_pair(Engine& eng)
+{
+    typedef typename Engine::result_type base_result;
+    return generate_int_float_pair<RealType, w>(eng,
+        boost::is_integral<base_result>());
+}
+
+} // namespace detail
+} // namespace random
+} // namespace boost
+
+#endif // BOOST_RANDOM_DETAIL_INT_FLOAT_PAIR_HPP