@stdlib/random-base-improved-ziggurat
Version:
Normally distributed pseudorandom numbers using the improved Ziggurat method.
237 lines (217 loc) • 7.36 kB
JavaScript
/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib 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
*
* http://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.
*/
;
// MODULES //
var setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );
var setReadOnlyAccessor = require( '@stdlib/utils-define-nonenumerable-read-only-accessor' );
var setReadWriteAccessor = require( '@stdlib/utils-define-nonenumerable-read-write-accessor' );
var isFunction = require( '@stdlib/assert-is-function' );
var isObject = require( '@stdlib/assert-is-plain-object' );
var isBoolean = require( '@stdlib/assert-is-boolean' ).isPrimitive;
var hasOwnProp = require( '@stdlib/assert-has-own-property' );
var isUint32Array = require( '@stdlib/assert-is-uint32array' );
var mt19937 = require( '@stdlib/random-base-mt19937' ).factory;
var constantFunction = require( '@stdlib/utils-constant-function' );
var noop = require( '@stdlib/utils-noop' );
var floor = require( '@stdlib/math-base-special-floor' );
var UINT32_MAX = require( '@stdlib/constants-uint32-max' );
var typedarray2json = require( '@stdlib/array-to-json' );
var format = require( '@stdlib/string-format' );
var improvedZiggurat = require( './improved_ziggurat.js' );
// MAIN //
/**
* Returns a pseudorandom number generator which implements the improved Ziggurat method to generate normally distributed pseudorandom numbers.
*
* @param {Options} [options] - function options
* @param {PRNG} [options.prng] - pseudorandom number generator which generates uniformly distributed pseudorandom numbers
* @param {PRNGSeedMT19937} [options.seed] - pseudorandom number generator seed
* @param {PRNGStateMT19937} [options.state] - pseudorandom number generator state
* @param {boolean} [options.copy=true] - boolean indicating whether to copy a provided pseudorandom number generator state
* @throws {TypeError} must provide an object
* @throws {TypeError} must provide valid options
* @throws {Error} must provide a valid state
* @returns {PRNG} pseudorandom number generator
*
* @example
* var randn = factory();
*
* var r = randn();
* // returns <number>
*
* @example
* // Return a seeded PRNG:
* var randn = factory({
* 'seed': 12345
* });
*
* var r = randn();
* // returns <number>
*/
function factory( options ) {
var randu;
var randi;
var randn;
var opts;
opts = {
'copy': true
};
if ( arguments.length ) {
if ( !isObject( options ) ) {
throw new TypeError( format( 'invalid argument. Must provide an object. Value: `%s`.', options ) );
}
if ( hasOwnProp( options, 'copy' ) ) {
opts.copy = options.copy;
if ( !isBoolean( options.copy ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a boolean. Option: `%s`.', 'copy', options.copy ) );
}
}
if ( hasOwnProp( options, 'prng' ) ) {
if ( !isFunction( options.prng ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a pseudorandom number generator function. Option: `%s`.', 'prng', options.prng ) );
}
randu = options.prng;
}
// If provided a PRNG, ignore the `state` option, as we don't support getting or setting PRNG state.
else if ( hasOwnProp( options, 'state' ) ) {
opts.state = options.state;
if ( !isUint32Array( options.state ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a Uint32Array. Option: `%s`.', 'state', options.state ) );
}
}
// If provided a PRNG, ignore the `seed` option, as a `seed`, by itself, is insufficient to guarantee reproducibility. If provided a state, ignore the `seed` option, as a PRNG state should contain seed information.
else if ( hasOwnProp( options, 'seed' ) ) {
opts.seed = options.seed;
if ( options.seed === void 0 ) {
throw new TypeError( format( 'invalid option. `%s` option must be either a positive integer less than or equal to the maximum unsigned 32-bit integer or an array-like object containing integer values less than or equal to the maximum unsigned 32-bit integer. Option: `%s`.', 'seed', options.seed ) );
}
}
}
if ( opts.state === void 0 ) {
if ( randu === void 0 ) {
randi = mt19937( opts );
randu = randi.normalized;
} else {
randi = mt19937({
'seed': floor( 1.0 + ( UINT32_MAX*randu() ) ), // allows seeding via an externally seeded PRNG
'copy': opts.copy
});
opts.seed = null;
}
} else {
randi = mt19937( opts );
randu = randi.normalized;
}
randn = improvedZiggurat( randu, randi );
setReadOnly( randn, 'NAME', 'improved-ziggurat' );
if ( opts.seed === null ) {
setReadOnly( randn, 'seed', null );
setReadOnly( randn, 'seedLength', null );
} else {
setReadOnlyAccessor( randn, 'seed', getSeed );
setReadOnlyAccessor( randn, 'seedLength', getSeedLength );
}
// If we are provided an "external" PRNG, we don't support getting or setting PRNG state, as we'd need to check for compatible state value types, etc, entailing considerable complexity.
if ( options && options.prng ) {
setReadWriteAccessor( randn, 'state', constantFunction( null ), noop );
setReadOnly( randn, 'stateLength', null );
setReadOnly( randn, 'byteLength', null );
setReadOnly( randn, 'toJSON', constantFunction( null ) );
} else {
setReadWriteAccessor( randn, 'state', getState, setState );
setReadOnlyAccessor( randn, 'stateLength', getStateLength );
setReadOnlyAccessor( randn, 'byteLength', getStateSize );
setReadOnly( randn, 'toJSON', toJSON );
}
setReadOnly( randn, 'PRNG', randu );
return randn;
/**
* Returns the PRNG seed.
*
* @private
* @returns {PRNGSeedMT19937} seed
*/
function getSeed() {
return randi.seed;
}
/**
* Returns the PRNG seed length.
*
* @private
* @returns {PositiveInteger} seed length
*/
function getSeedLength() {
return randi.seedLength;
}
/**
* Returns the PRNG state length.
*
* @private
* @returns {PositiveInteger} state length
*/
function getStateLength() {
return randi.stateLength;
}
/**
* Returns the PRNG state size (in bytes).
*
* @private
* @returns {PositiveInteger} state size (in bytes)
*/
function getStateSize() {
return randi.byteLength;
}
/**
* Returns the current PRNG state.
*
* @private
* @returns {PRNGStateMT19937} current state
*/
function getState() {
return randi.state;
}
/**
* Sets the PRNG state.
*
* @private
* @param {PRNGStateMT19937} s - generator state
* @throws {Error} must provide a valid state
*/
function setState( s ) {
randi.state = s;
}
/**
* Serializes the pseudorandom number generator as a JSON object.
*
* ## Notes
*
* - `JSON.stringify()` implicitly calls this method when stringifying a PRNG.
*
* @private
* @returns {Object} JSON representation
*/
function toJSON() {
var out = {};
out.type = 'PRNG';
out.name = randn.NAME;
out.state = typedarray2json( randi.state );
out.params = [];
return out;
}
}
// EXPORTS //
module.exports = factory;