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Posted to commits@commons.apache.org by ah...@apache.org on 2021/08/09 16:05:34 UTC
[commons-rng] 06/08: Add overhang frequencies
This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-rng.git
commit dc4370b1931e53f11b01e68dca403e211df8855e
Author: aherbert <ah...@apache.org>
AuthorDate: Mon Aug 9 15:05:03 2021 +0100
Add overhang frequencies
---
.../org/apache/commons/rng/sampling/distribution/ZigguratSampler.java | 2 ++
1 file changed, 2 insertions(+)
diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratSampler.java
index 68a1a3a..297e495 100644
--- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratSampler.java
+++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratSampler.java
@@ -768,6 +768,8 @@ public abstract class ZigguratSampler implements SharedStateContinuousSampler {
}
if (uDiff >= MAX_IE &&
// Within maximum distance of f(x) from the triangle hypotenuse.
+ // Frequency (per upper-right triangle): 0.431497
+ // Reject frequency: 0.489630
// Long.MIN_VALUE is used as an unsigned int with value 2^63:
// uy = Long.MIN_VALUE - (ux + uDiff)
fastPrngSampleY(Y, j, Long.MIN_VALUE - (u1 + uDiff)) < Math.exp(-0.5 * x * x)) {