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Posted to commits@commons.apache.org by er...@apache.org on 2017/12/08 00:28:41 UTC
[1/3] commons-rng git commit: Upgrade example (web site).
Repository: commons-rng
Updated Branches:
refs/heads/master 7c1079426 -> 5b88619b7
Upgrade example (web site).
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/070ff4ad
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/070ff4ad
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/070ff4ad
Branch: refs/heads/master
Commit: 070ff4ad8b14e009f75e7bfdfe4e4c7c1cc6e277
Parents: 7c10794
Author: Gilles <er...@apache.org>
Authored: Thu Dec 7 13:10:30 2017 +0100
Committer: Gilles <er...@apache.org>
Committed: Thu Dec 7 13:10:30 2017 +0100
----------------------------------------------------------------------
commons-rng-sampling/src/site/xdoc/index.xml | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
----------------------------------------------------------------------
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/070ff4ad/commons-rng-sampling/src/site/xdoc/index.xml
----------------------------------------------------------------------
diff --git a/commons-rng-sampling/src/site/xdoc/index.xml b/commons-rng-sampling/src/site/xdoc/index.xml
index 78d7a79..f53aab2 100644
--- a/commons-rng-sampling/src/site/xdoc/index.xml
+++ b/commons-rng-sampling/src/site/xdoc/index.xml
@@ -41,13 +41,13 @@
<source>import org.apache.commons.rng.UniformRandomProvider;
import org.apache.commons.rng.sampling.distribution.ContinuousSampler;
-import org.apache.commons.rng.sampling.distribution.BoxMullerGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
public class NormalDeviates {
private final ContinuousSampler normalizedGaussian;
public NormalDeviates(UniformRandomProvider rng) {
- normalizedGaussian = new BoxMullerGaussianSampler(rng, 0, 1);
+ normalizedGaussian = new MarsagliaNormalizedGaussianSampler(rng);
}
public double sample(double mean,
[3/3] commons-rng git commit: Benchmarks (user guide).
Posted by er...@apache.org.
Benchmarks (user guide).
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/5b88619b
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/5b88619b
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/5b88619b
Branch: refs/heads/master
Commit: 5b88619b732e0d556e61a48b8fbb8d628bf16ea8
Parents: 3cec661
Author: Gilles <er...@apache.org>
Authored: Thu Dec 7 18:07:37 2017 +0100
Committer: Gilles <er...@apache.org>
Committed: Thu Dec 7 18:07:37 2017 +0100
----------------------------------------------------------------------
src/site/apt/userguide/rng.apt | 71 +++++++++++++++++++------------------
1 file changed, 36 insertions(+), 35 deletions(-)
----------------------------------------------------------------------
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/5b88619b/src/site/apt/userguide/rng.apt
----------------------------------------------------------------------
diff --git a/src/site/apt/userguide/rng.apt b/src/site/apt/userguide/rng.apt
index f46bb5b..6451ad6 100644
--- a/src/site/apt/userguide/rng.apt
+++ b/src/site/apt/userguide/rng.apt
@@ -577,41 +577,42 @@ String word = sampler.sample().get(0);
| WELL_44497_B | 1.03380 |
*--------------------------*----------------+
- ** Comparing <<<MarsagliaNormalizedGaussianSampler>>> with <<<java.util.Random>>>
-
-*--------------------------*----------------+
-|| RNG identifier || Score (normalized to the score of {{{https://docs.oracle.com/javase/8/docs/api/java/util/Random.html#nextGaussian--}nextGaussian()}} method) |
-*--------------------------*----------------+
-| SPLIT_MIX_64 | 0.30320 |
-*--------------------------*----------------+
-| XOR_SHIFT_1024_S | 0.31566 |
-*--------------------------*----------------+
-| TWO_CMRES | 0.35477 |
-*--------------------------*----------------+
-| MWC_256 | 0.36204 |
-*--------------------------*----------------+
-| MT_64 | 0.37767 |
-*--------------------------*----------------+
-| ISAAC | 0.42038 |
-*--------------------------*----------------+
-| KISS | 0.42985 |
-*--------------------------*----------------+
-| MT | 0.44593 |
-*--------------------------*----------------+
-| WELL_512_A | 0.50492 |
-*--------------------------*----------------+
-| WELL_1024_A | 0.53313 |
-*--------------------------*----------------+
-| WELL_19937_A | 0.60641 |
-*--------------------------*----------------+
-| WELL_19937_C | 0.63817 |
-*--------------------------*----------------+
-| WELL_44497_A | 0.64607 |
-*--------------------------*----------------+
-| JDK | 0.64854 |
-*--------------------------*----------------+
-| WELL_44497_B | 0.67046 |
-*--------------------------*----------------+
+ ** Comparing {{{../commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/BoxMullerNormalizedGaussianSampler.html}BoxMullerNormalizedGaussianSampler}}, {{{../commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.html}MarsagliaNormalizedGaussianSampler}}, {{{../commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.html}ZigguratNormalizedGaussianSampler}}.
+ Each score is normalized to the score of {{{https://docs.oracle.com/javase/8/docs/api/java/util/Random.html#nextGaussian--}nextGaussian()}} method of <<<java.util.Random>>>.
+
+*--------------------------*----------------+----------------+----------------+
+|| RNG identifier || <<<BoxMullerNormalizedGaussianSampler>>> || <<<MarsagliaNormalizedGaussianSampler>>> || <<<ZigguratNormalizedGaussianSampler>>> |
+*--------------------------*----------------+----------------+----------------+
+| ISAAC | 0.96494 | 0.41090 | 0.11707 |
+*--------------------------*----------------+----------------+----------------+
+| JDK | 1.04037 | 0.65917 | 0.14461 |
+*--------------------------*----------------+----------------+----------------+
+| KISS | 0.93580 | 0.41354 | 0.12162 |
+*--------------------------*----------------+----------------+----------------+
+| MT | 0.95563 | 0.43966 | 0.12944 |
+*--------------------------*----------------+----------------+----------------+
+| MT_64 | 0.85963 | 0.37269 | 0.14390 |
+*--------------------------*----------------+----------------+----------------+
+| MWC_256 | 0.90648 | 0.34902 | 0.09656 |
+*--------------------------*----------------+----------------+----------------+
+| SPLIT_MIX_64 | 0.82831 | 0.29894 | 0.10303 |
+*--------------------------*----------------+----------------+----------------+
+| TWO_CMRES | 0.84886 | 0.35546 | 0.11496 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_1024_A | 1.00718 | 0.52266 | 0.15347 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_19937_A | 1.06638 | 0.61714 | 0.17292 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_19937_C | 1.09771 | 0.61585 | 0.18022 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_44497_A | 1.10244 | 0.62584 | 0.16854 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_44497_B | 1.10634 | 0.65012 | 0.18699 |
+*--------------------------*----------------+----------------+----------------+
+| WELL_512_A | 0.99513 | 0.50448 | 0.15273 |
+*--------------------------*----------------+----------------+----------------+
+| XOR_SHIFT_1024_S | 0.84066 | 0.30669 | 0.11498 |
+*--------------------------*----------------+----------------+----------------+
5. Quality
[2/3] commons-rng git commit: Add "ZigguratNormalizedGaussianSampler"
(benchmark).
Posted by er...@apache.org.
Add "ZigguratNormalizedGaussianSampler" (benchmark).
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/3cec661a
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/3cec661a
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/3cec661a
Branch: refs/heads/master
Commit: 3cec661a4a763ed06d41019051910dd78db6afc9
Parents: 070ff4a
Author: Gilles <er...@apache.org>
Authored: Thu Dec 7 18:06:58 2017 +0100
Committer: Gilles <er...@apache.org>
Committed: Thu Dec 7 18:06:58 2017 +0100
----------------------------------------------------------------------
.../rng/jmh/distribution/SamplersPerformance.java | 13 ++++++++++++-
1 file changed, 12 insertions(+), 1 deletion(-)
----------------------------------------------------------------------
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/3cec661a/commons-rng-jmh/src/main/java/org/apache/commons/rng/jmh/distribution/SamplersPerformance.java
----------------------------------------------------------------------
diff --git a/commons-rng-jmh/src/main/java/org/apache/commons/rng/jmh/distribution/SamplersPerformance.java b/commons-rng-jmh/src/main/java/org/apache/commons/rng/jmh/distribution/SamplersPerformance.java
index d24664c..ba50f3a 100644
--- a/commons-rng-jmh/src/main/java/org/apache/commons/rng/jmh/distribution/SamplersPerformance.java
+++ b/commons-rng-jmh/src/main/java/org/apache/commons/rng/jmh/distribution/SamplersPerformance.java
@@ -38,6 +38,7 @@ import org.apache.commons.rng.sampling.distribution.DiscreteSampler;
import org.apache.commons.rng.sampling.distribution.BoxMullerGaussianSampler;
import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler;
import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler;
import org.apache.commons.rng.sampling.distribution.AhrensDieterExponentialSampler;
import org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler;
import org.apache.commons.rng.sampling.distribution.BoxMullerLogNormalSampler;
@@ -159,7 +160,7 @@ public class SamplersPerformance {
*/
@Benchmark
public void runMarsagliaNormalizedGaussianSampler(Sources sources,
- Blackhole bh) {
+ Blackhole bh) {
runSample(new MarsagliaNormalizedGaussianSampler(sources.getGenerator()), bh);
}
@@ -168,6 +169,16 @@ public class SamplersPerformance {
* @param bh Data sink.
*/
@Benchmark
+ public void runZigguratNormalizedGaussianSampler(Sources sources,
+ Blackhole bh) {
+ runSample(new ZigguratNormalizedGaussianSampler(sources.getGenerator()), bh);
+ }
+
+ /**
+ * @param sources Source of randomness.
+ * @param bh Data sink.
+ */
+ @Benchmark
public void runAhrensDieterExponentialSampler(Sources sources,
Blackhole bh) {
runSample(new AhrensDieterExponentialSampler(sources.getGenerator(), 4.56), bh);