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Add uniform_floating_point_distribution
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@ -139,6 +139,7 @@ set(IMPL_HEADERS
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${SOURCES_DIR}/internal/catch_textflow.hpp
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${SOURCES_DIR}/internal/catch_to_string.hpp
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${SOURCES_DIR}/internal/catch_uncaught_exceptions.hpp
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${SOURCES_DIR}/internal/catch_uniform_floating_point_distribution.hpp
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${SOURCES_DIR}/internal/catch_unique_name.hpp
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${SOURCES_DIR}/internal/catch_unique_ptr.hpp
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${SOURCES_DIR}/internal/catch_void_type.hpp
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@ -121,6 +121,7 @@
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#include <catch2/internal/catch_textflow.hpp>
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#include <catch2/internal/catch_to_string.hpp>
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#include <catch2/internal/catch_uncaught_exceptions.hpp>
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#include <catch2/internal/catch_uniform_floating_point_distribution.hpp>
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#include <catch2/internal/catch_unique_name.hpp>
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#include <catch2/internal/catch_unique_ptr.hpp>
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#include <catch2/internal/catch_void_type.hpp>
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@ -0,0 +1,132 @@
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// Copyright Catch2 Authors
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// Distributed under the Boost Software License, Version 1.0.
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// (See accompanying file LICENSE.txt or copy at
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// https://www.boost.org/LICENSE_1_0.txt)
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// SPDX-License-Identifier: BSL-1.0
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#ifndef CATCH_UNIFORM_FLOATING_POINT_DISTRIBUTION_HPP_INCLUDED
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#define CATCH_UNIFORM_FLOATING_POINT_DISTRIBUTION_HPP_INCLUDED
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#include <catch2/internal/catch_random_floating_point_helpers.hpp>
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#include <cmath>
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#include <type_traits>
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#include <random>
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namespace Catch {
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namespace Detail {
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#if defined( __GNUC__ ) || defined( __clang__ )
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# pragma GCC diagnostic push
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# pragma GCC diagnostic ignored "-Wfloat-equal"
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#endif
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// The issue with overflow only happens with maximal ULP and HUGE
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// distance, e.g. when generating numbers in [-inf, inf] for given
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// type. So we only check for the largest possible ULP in the
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// type, and return something that does not overflow to inf in 1 mult.
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constexpr std::uint64_t calculate_max_steps_in_one_go(double gamma) {
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if ( gamma == 1.99584030953472e+292 ) { return 9007199254740991; }
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return static_cast<std::uint64_t>( -1 );
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}
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constexpr std::uint32_t calculate_max_steps_in_one_go(float gamma) {
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if ( gamma == 2.028241e+31f ) { return 16777215; }
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return static_cast<std::uint32_t>( -1 );
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}
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#if defined( __GNUC__ ) || defined( __clang__ )
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# pragma GCC diagnostic pop
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#endif
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}
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/**
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* Implementation of uniform distribution on floating point numbers.
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*
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* Note that we support only `float` and `double` types, because these
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* usually mean the same thing across different platform. `long double`
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* varies wildly by platform and thus we cannot provide reproducible
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* implementation. Also note that we don't implement all parts of
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* distribution per standard: this distribution is not serializable, nor
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* can the range be arbitrarily reset.
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*
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* The implementation also uses different approach than the one taken by
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* `std::uniform_real_distribution`, where instead of generating a number
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* between [0, 1) and then multiplying the range bounds with it, we first
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* split the [a, b] range into a set of equidistributed floating point
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* numbers, and then use uniform int distribution to pick which one to
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* return.
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*
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* This has the advantage of guaranteeing uniformity (the multiplication
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* method loses uniformity due to rounding when multiplying floats), except
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* for small non-uniformity at one side of the interval, where we have
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* to deal with the fact that not every interval is splittable into
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* equidistributed floats.
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*
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* Based on "Drawing random floating-point numbers from an interval" by
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* Frederic Goualard.
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*/
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template <typename FloatType>
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class uniform_floating_point_distribution {
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static_assert(std::is_floating_point<FloatType>::value, "...");
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static_assert(!std::is_same<FloatType, long double>::value,
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"We do not support long double due to inconsistent behaviour between platforms");
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using WidthType = Detail::DistanceType<FloatType>;
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FloatType m_a, m_b;
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FloatType m_ulp_magnitude;
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WidthType m_floats_in_range;
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// TODO: we want to eventually replace this distribution with our own for reproducibility
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std::uniform_int_distribution<WidthType> m_int_dist;
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// In specific cases, we can overflow into `inf` when computing the
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// `steps * g` offset. To avoid this, we don't offset by more than this
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// in one multiply + addition.
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WidthType m_max_steps_in_one_go;
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// We don't want to do the magnitude check every call to `operator()`
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bool m_a_has_leq_magnitude;
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public:
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using result_type = FloatType;
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uniform_floating_point_distribution( FloatType a, FloatType b ):
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m_a( a ),
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m_b( b ),
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m_ulp_magnitude( Detail::gamma( m_a, m_b ) ),
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m_floats_in_range( Detail::count_equidistant_floats( m_a, m_b, m_ulp_magnitude ) ),
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m_int_dist(0, m_floats_in_range),
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m_max_steps_in_one_go( Detail::calculate_max_steps_in_one_go(m_ulp_magnitude)),
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m_a_has_leq_magnitude(std::fabs(m_a) <= std::fabs(m_b))
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{
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assert( a < b );
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}
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template <typename Generator>
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result_type operator()( Generator& g ) {
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WidthType steps = m_int_dist( g );
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if ( m_a_has_leq_magnitude ) {
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if ( steps == m_floats_in_range ) { return m_a; }
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auto b = m_b;
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while (steps > m_max_steps_in_one_go) {
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b -= m_max_steps_in_one_go * m_ulp_magnitude;
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steps -= m_max_steps_in_one_go;
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}
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return b - steps * m_ulp_magnitude;
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} else {
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if ( steps == m_floats_in_range ) { return m_b; }
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auto a = m_a;
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while (steps > m_max_steps_in_one_go) {
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a += m_max_steps_in_one_go * m_ulp_magnitude;
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steps -= m_max_steps_in_one_go;
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}
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return a + steps * m_ulp_magnitude;
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}
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}
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result_type a() const { return m_a; }
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result_type b() const { return m_b; }
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};
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} // end namespace Catch
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#endif // CATCH_UNIFORM_FLOATING_POINT_DISTRIBUTION_HPP_INCLUDED
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@ -145,6 +145,7 @@ internal_headers = [
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'internal/catch_textflow.hpp',
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'internal/catch_to_string.hpp',
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'internal/catch_uncaught_exceptions.hpp',
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'internal/catch_uniform_floating_point_distribution.hpp',
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'internal/catch_unique_name.hpp',
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'internal/catch_unique_ptr.hpp',
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'internal/catch_void_type.hpp',
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@ -7,8 +7,10 @@
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// SPDX-License-Identifier: BSL-1.0
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#include <catch2/catch_test_macros.hpp>
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#include <catch2/catch_template_test_macros.hpp>
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#include <catch2/internal/catch_random_number_generator.hpp>
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#include <catch2/internal/catch_random_seed_generation.hpp>
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#include <catch2/internal/catch_uniform_floating_point_distribution.hpp>
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#include <catch2/generators/catch_generators.hpp>
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TEST_CASE("Our PCG implementation provides expected results for known seeds", "[rng]") {
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@ -60,3 +62,18 @@ TEST_CASE("Random seed generation accepts known methods", "[rng][seed]") {
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REQUIRE_NOTHROW(Catch::generateRandomSeed(method));
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}
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TEMPLATE_TEST_CASE("uniform_floating_point_distribution never returns infs from finite range",
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"[rng][distribution][floating-point][approvals]", float, double) {
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std::random_device rd{};
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Catch::SimplePcg32 pcg( rd() );
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Catch::uniform_floating_point_distribution<TestType> dist(
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-std::numeric_limits<TestType>::max(),
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std::numeric_limits<TestType>::max() );
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for (size_t i = 0; i < 10'000; ++i) {
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auto ret = dist( pcg );
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REQUIRE_FALSE( std::isinf( ret ) );
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REQUIRE_FALSE( std::isnan( ret ) );
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}
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}
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