eigen/test/rand.cpp
Antonio Sanchez 8d9cfba799 Fix rand test for MSVC.
MSVC's uniform random number generator is not quite as uniform as
others, requiring a slightly wider threshold on the histogram test.
After inspecting histograms for several runs, there's no obvious
bias -- just some bins end up having slightly more less elements
(often > 2% but less than 2.5%).
2021-01-07 12:48:40 -08:00

119 lines
4.3 KiB
C++

// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#include "main.h"
typedef long long int64;
template<typename Scalar> Scalar check_in_range(Scalar x, Scalar y)
{
Scalar r = internal::random<Scalar>(x,y);
VERIFY(r>=x);
if(y>=x)
{
VERIFY(r<=y);
}
return r;
}
template<typename Scalar> void check_all_in_range(Scalar x, Scalar y)
{
Array<int,1,Dynamic> mask(y-x+1);
mask.fill(0);
long n = (y-x+1)*32;
for(long k=0; k<n; ++k)
{
mask( check_in_range(x,y)-x )++;
}
for(Index i=0; i<mask.size(); ++i)
if(mask(i)==0)
std::cout << "WARNING: value " << x+i << " not reached." << std::endl;
VERIFY( (mask>0).all() );
}
template<typename Scalar> void check_histogram(Scalar x, Scalar y, int bins)
{
Array<int,1,Dynamic> hist(bins);
hist.fill(0);
int f = 100000;
int n = bins*f;
int64 range = int64(y)-int64(x);
int divisor = int((range+1)/bins);
assert(((range+1)%bins)==0);
for(int k=0; k<n; ++k)
{
Scalar r = check_in_range(x,y);
hist( int((int64(r)-int64(x))/divisor) )++;
}
VERIFY( (((hist.cast<double>()/double(f))-1.0).abs()<0.025).all() );
}
EIGEN_DECLARE_TEST(rand)
{
long long_ref = NumTraits<long>::highest()/10;
signed char char_offset = (std::min)(g_repeat,64);
signed char short_offset = (std::min)(g_repeat,16000);
for(int i = 0; i < g_repeat*10000; i++) {
CALL_SUBTEST(check_in_range<float>(10,11));
CALL_SUBTEST(check_in_range<float>(1.24234523,1.24234523));
CALL_SUBTEST(check_in_range<float>(-1,1));
CALL_SUBTEST(check_in_range<float>(-1432.2352,-1432.2352));
CALL_SUBTEST(check_in_range<double>(10,11));
CALL_SUBTEST(check_in_range<double>(1.24234523,1.24234523));
CALL_SUBTEST(check_in_range<double>(-1,1));
CALL_SUBTEST(check_in_range<double>(-1432.2352,-1432.2352));
CALL_SUBTEST(check_in_range<int>(0,-1));
CALL_SUBTEST(check_in_range<short>(0,-1));
CALL_SUBTEST(check_in_range<long>(0,-1));
CALL_SUBTEST(check_in_range<int>(-673456,673456));
CALL_SUBTEST(check_in_range<int>(-RAND_MAX+10,RAND_MAX-10));
CALL_SUBTEST(check_in_range<short>(-24345,24345));
CALL_SUBTEST(check_in_range<long>(-long_ref,long_ref));
}
CALL_SUBTEST(check_all_in_range<signed char>(11,11));
CALL_SUBTEST(check_all_in_range<signed char>(11,11+char_offset));
CALL_SUBTEST(check_all_in_range<signed char>(-5,5));
CALL_SUBTEST(check_all_in_range<signed char>(-11-char_offset,-11));
CALL_SUBTEST(check_all_in_range<signed char>(-126,-126+char_offset));
CALL_SUBTEST(check_all_in_range<signed char>(126-char_offset,126));
CALL_SUBTEST(check_all_in_range<signed char>(-126,126));
CALL_SUBTEST(check_all_in_range<short>(11,11));
CALL_SUBTEST(check_all_in_range<short>(11,11+short_offset));
CALL_SUBTEST(check_all_in_range<short>(-5,5));
CALL_SUBTEST(check_all_in_range<short>(-11-short_offset,-11));
CALL_SUBTEST(check_all_in_range<short>(-24345,-24345+short_offset));
CALL_SUBTEST(check_all_in_range<short>(24345,24345+short_offset));
CALL_SUBTEST(check_all_in_range<int>(11,11));
CALL_SUBTEST(check_all_in_range<int>(11,11+g_repeat));
CALL_SUBTEST(check_all_in_range<int>(-5,5));
CALL_SUBTEST(check_all_in_range<int>(-11-g_repeat,-11));
CALL_SUBTEST(check_all_in_range<int>(-673456,-673456+g_repeat));
CALL_SUBTEST(check_all_in_range<int>(673456,673456+g_repeat));
CALL_SUBTEST(check_all_in_range<long>(11,11));
CALL_SUBTEST(check_all_in_range<long>(11,11+g_repeat));
CALL_SUBTEST(check_all_in_range<long>(-5,5));
CALL_SUBTEST(check_all_in_range<long>(-11-g_repeat,-11));
CALL_SUBTEST(check_all_in_range<long>(-long_ref,-long_ref+g_repeat));
CALL_SUBTEST(check_all_in_range<long>( long_ref, long_ref+g_repeat));
CALL_SUBTEST(check_histogram<int>(-5,5,11));
int bins = 100;
CALL_SUBTEST(check_histogram<int>(-3333,-3333+bins*(3333/bins)-1,bins));
bins = 1000;
CALL_SUBTEST(check_histogram<int>(-RAND_MAX+10,-RAND_MAX+10+bins*(RAND_MAX/bins)-1,bins));
CALL_SUBTEST(check_histogram<int>(-RAND_MAX+10,-int64(RAND_MAX)+10+bins*(2*int64(RAND_MAX)/bins)-1,bins));
}