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use super::ziggurat_tables;
use rand::distributions::Open01;
use rand::Rng;
pub fn sample_std_normal<R: Rng + ?Sized>(r: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x * x / 2.0).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(r: &mut R, u: f64) -> f64 {
let mut x = 1.0f64;
let mut y = 0.0f64;
while -2.0 * y < x * x {
let x_: f64 = r.sample(Open01);
let y_: f64 = r.sample(Open01);
x = x_.ln() / ziggurat_tables::ZIG_NORM_R;
y = y_.ln();
}
if u < 0.0 {
x - ziggurat_tables::ZIG_NORM_R
} else {
ziggurat_tables::ZIG_NORM_R - x
}
}
ziggurat(
r,
true,
&ziggurat_tables::ZIG_NORM_X,
&ziggurat_tables::ZIG_NORM_F,
pdf,
zero_case,
)
}
pub fn sample_exp_1<R: Rng + ?Sized>(r: &mut R) -> f64 {
#[inline]
fn pdf(x: f64) -> f64 {
(-x).exp()
}
#[inline]
fn zero_case<R: Rng + ?Sized>(r: &mut R, _u: f64) -> f64 {
ziggurat_tables::ZIG_EXP_R - r.gen::<f64>().ln()
}
ziggurat(
r,
false,
&ziggurat_tables::ZIG_EXP_X,
&ziggurat_tables::ZIG_EXP_F,
pdf,
zero_case,
)
}
#[inline(always)]
fn ziggurat<R: Rng + ?Sized, P, Z>(
rng: &mut R,
symmetric: bool,
x_tab: ziggurat_tables::ZigTable,
f_tab: ziggurat_tables::ZigTable,
mut pdf: P,
mut zero_case: Z,
) -> f64
where
P: FnMut(f64) -> f64,
Z: FnMut(&mut R, f64) -> f64,
{
const SCALE: f64 = (1u64 << 53) as f64;
loop {
let bits: u64 = rng.gen();
let i = (bits & 0xff) as usize;
let f = (bits >> 11) as f64 / SCALE;
let u = if symmetric { 2.0 * f - 1.0 } else { f };
let x = u * x_tab[i];
let test_x = if symmetric { x.abs() } else { x };
if test_x < x_tab[i + 1] {
return x;
}
if i == 0 {
return zero_case(rng, u);
}
if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) {
return x;
}
}
}