// Copyright 2017 The Abseil Authors.

//

// Licensed under the Apache License, Version 2.0 (the "License");

// you may not use this file except in compliance with the License.

// You may obtain a copy of the License at

//

//      https://www.apache.org/licenses/LICENSE-2.0

//

// Unless required by applicable law or agreed to in writing, software

// distributed under the License is distributed on an "AS IS" BASIS,

// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.

// See the License for the specific language governing permissions and

// limitations under the License.

#ifndef ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_

#define ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_

// absl::gaussian_distribution implements the Ziggurat algorithm

// for generating random gaussian numbers.

//

// Implementation based on "The Ziggurat Method for Generating Random Variables"

// by George Marsaglia and Wai Wan Tsang: http://www.jstatsoft.org/v05/i08/

//

#include <cmath>

#include <cstdint>

#include <istream>

#include <limits>

#include <ostream>

#include <type_traits>

#include "absl/base/config.h"

#include "absl/random/internal/fast_uniform_bits.h"

#include "absl/random/internal/generate_real.h"

#include "absl/random/internal/iostream_state_saver.h"

namespace absl {

ABSL_NAMESPACE_BEGIN

namespace random_internal {

// absl::gaussian_distribution_base implements the underlying ziggurat algorithm

// using the ziggurat tables generated by the gaussian_distribution_gentables

// binary.

//

// The specific algorithm has some of the improvements suggested by the

// 2005 paper, "An Improved Ziggurat Method to Generate Normal Random Samples",

// Jurgen A Doornik.  (https://www.doornik.com/research/ziggurat.pdf)

class ABSL_DLL gaussian_distribution_base {

 public:

  template <typename URBG>

  inline double zignor(URBG& g);  // NOLINT(runtime/references)

 private:

  friend class TableGenerator;

  template <typename URBG>

  inline double zignor_fallback(URBG& g,  // NOLINT(runtime/references)

                                bool neg);

  // Constants used for the gaussian distribution.

  static constexpr double kR = 3.442619855899;          // Start of the tail.

  static constexpr double kRInv = 0.29047645161474317;  // ~= (1.0 / kR) .

  static constexpr double kV = 9.91256303526217e-3;

  static constexpr uint64_t kMask = 0x07f;

  // The ziggurat tables store the pdf(f) and inverse-pdf(x) for equal-area

  // points on one-half of the normal distribution, where the pdf function,

  // pdf = e ^ (-1/2 *x^2), assumes that the mean = 0 & stddev = 1.

  //

  // These tables are just over 2kb in size; larger tables might improve the

  // distributions, but also lead to more cache pollution.

  //

  // x = {3.71308, 3.44261, 3.22308, ..., 0}

  // f = {0.00101, 0.00266, 0.00554, ..., 1}

  struct Tables {

    double x[kMask + 2];

    double f[kMask + 2];

  };

  static const Tables zg_;

  random_internal::FastUniformBits<uint64_t> fast_u64_;

};

}  // namespace random_internal

// absl::gaussian_distribution:

// Generates a number conforming to a Gaussian distribution.

template <typename RealType = double>

class gaussian_distribution : random_internal::gaussian_distribution_base {

 public:

  using result_type = RealType;

  class param_type {

   public:

    using distribution_type = gaussian_distribution;

    explicit param_type(result_type mean = 0, result_type stddev = 1)

        : mean_(mean), stddev_(stddev) {}

    // Returns the mean distribution parameter.  The mean specifies the location

    // of the peak.  The default value is 0.0.

    result_type mean() const { return mean_; }

    // Returns the deviation distribution parameter.  The default value is 1.0.

    result_type stddev() const { return stddev_; }

    friend bool operator==(const param_type& a, const param_type& b) {

      return a.mean_ == b.mean_ && a.stddev_ == b.stddev_;

    }

    friend bool operator!=(const param_type& a, const param_type& b) {

      return !(a == b);

    }

   private:

    result_type mean_;

    result_type stddev_;

    static_assert(

        std::is_floating_point<RealType>::value,

        "Class-template absl::gaussian_distribution<> must be parameterized "

        "using a floating-point type.");

  };

  gaussian_distribution() : gaussian_distribution(0) {}

  explicit gaussian_distribution(result_type mean, result_type stddev = 1)

      : param_(mean, stddev) {}

  explicit gaussian_distribution(const param_type& p) : param_(p) {}

  void reset() {}

  // Generating functions

  template <typename URBG>

  result_type operator()(URBG& g) {  // NOLINT(runtime/references)

    return (*this)(g, param_);

  }

  template <typename URBG>

  result_type operator()(URBG& g,  // NOLINT(runtime/references)

                         const param_type& p);

  param_type param() const { return param_; }

  void param(const param_type& p) { param_ = p; }

  result_type(min)() const {

    return -std::numeric_limits<result_type>::infinity();

  }

  result_type(max)() const {

    return std::numeric_limits<result_type>::infinity();

  }

  result_type mean() const { return param_.mean(); }

  result_type stddev() const { return param_.stddev(); }

  friend bool operator==(const gaussian_distribution& a,

                         const gaussian_distribution& b) {

    return a.param_ == b.param_;

  }

  friend bool operator!=(const gaussian_distribution& a,

                         const gaussian_distribution& b) {

    return a.param_ != b.param_;

  }

 private:

  param_type param_;

};

// --------------------------------------------------------------------------

// Implementation details only below

// --------------------------------------------------------------------------

template <typename RealType>

template <typename URBG>

typename gaussian_distribution<RealType>::result_type

gaussian_distribution<RealType>::operator()(

    URBG& g,  // NOLINT(runtime/references)

    const param_type& p) {

  return p.mean() + p.stddev() * static_cast<result_type>(zignor(g));

}

template <typename CharT, typename Traits, typename RealType>

std::basic_ostream<CharT, Traits>& operator<<(

    std::basic_ostream<CharT, Traits>& os,  // NOLINT(runtime/references)

    const gaussian_distribution<RealType>& x) {

  auto saver = random_internal::make_ostream_state_saver(os);

  os.precision(random_internal::stream_precision_helper<RealType>::kPrecision);

  os << x.mean() << os.fill() << x.stddev();

  return os;

}

template <typename CharT, typename Traits, typename RealType>

std::basic_istream<CharT, Traits>& operator>>(

    std::basic_istream<CharT, Traits>& is,  // NOLINT(runtime/references)

    gaussian_distribution<RealType>& x) {   // NOLINT(runtime/references)

  using result_type = typename gaussian_distribution<RealType>::result_type;

  using param_type = typename gaussian_distribution<RealType>::param_type;

  auto saver = random_internal::make_istream_state_saver(is);

  auto mean = random_internal::read_floating_point<result_type>(is);

  if (is.fail()) return is;

  auto stddev = random_internal::read_floating_point<result_type>(is);

  if (!is.fail()) {

    x.param(param_type(mean, stddev));

  }

  return is;

}

namespace random_internal {

template <typename URBG>

inline double gaussian_distribution_base::zignor_fallback(URBG& g, bool neg) {

  using random_internal::GeneratePositiveTag;

  using random_internal::GenerateRealFromBits;

  // This fallback path happens approximately 0.05% of the time.

  double x, y;

  do {

    // kRInv = 1/r, U(0, 1)

    x = kRInv *

        std::log(GenerateRealFromBits<double, GeneratePositiveTag, false>(

            fast_u64_(g)));

    y = -std::log(

        GenerateRealFromBits<double, GeneratePositiveTag, false>(fast_u64_(g)));

  } while ((y + y) < (x * x));

  return neg ? (x - kR) : (kR - x);

}

template <typename URBG>

inline double gaussian_distribution_base::zignor(

    URBG& g) {  // NOLINT(runtime/references)

  using random_internal::GeneratePositiveTag;

  using random_internal::GenerateRealFromBits;

  using random_internal::GenerateSignedTag;

  while (true) {

    // We use a single uint64_t to generate both a double and a strip.

    // These bits are unused when the generated double is > 1/2^5.

    // This may introduce some bias from the duplicated low bits of small

    // values (those smaller than 1/2^5, which all end up on the left tail).

    uint64_t bits = fast_u64_(g);

    int i = static_cast<int>(bits & kMask);  // pick a random strip

    double j = GenerateRealFromBits<double, GenerateSignedTag, false>(

        bits);  // U(-1, 1)

    const double x = j * zg_.x[i];

    // Rectangular box. Handles >97% of all cases.

    // For any given box, this handles between 75% and 99% of values.

    // Equivalent to U(01) < (x[i+1] / x[i]), and when i == 0, ~93.5%

    if (std::abs(x) < zg_.x[i + 1]) {

      return x;

    }

    // i == 0: Base box. Sample using a ratio of uniforms.

    if (i == 0) {

      // This path happens about 0.05% of the time.

      return zignor_fallback(g, j < 0);

    }

    // i > 0: Wedge samples using precomputed values.

    double v = GenerateRealFromBits<double, GeneratePositiveTag, false>(

        fast_u64_(g));  // U(0, 1)

    if ((zg_.f[i + 1] + v * (zg_.f[i] - zg_.f[i + 1])) <

        std::exp(-0.5 * x * x)) {

      return x;

    }

    // The wedge was missed; reject the value and try again.

  }

}

}  // namespace random_internal

ABSL_NAMESPACE_END

}  // namespace absl

#endif  // ABSL_RANDOM_GAUSSIAN_DISTRIBUTION_H_