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Diffstat (limited to 'src/math/rand/rand_test.go')
-rw-r--r-- | src/math/rand/rand_test.go | 685 |
1 files changed, 685 insertions, 0 deletions
diff --git a/src/math/rand/rand_test.go b/src/math/rand/rand_test.go new file mode 100644 index 0000000..462de8b --- /dev/null +++ b/src/math/rand/rand_test.go @@ -0,0 +1,685 @@ +// Copyright 2009 The Go Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package rand_test + +import ( + "bytes" + "errors" + "fmt" + "internal/testenv" + "io" + "math" + . "math/rand" + "os" + "runtime" + "testing" + "testing/iotest" +) + +const ( + numTestSamples = 10000 +) + +var rn, kn, wn, fn = GetNormalDistributionParameters() +var re, ke, we, fe = GetExponentialDistributionParameters() + +type statsResults struct { + mean float64 + stddev float64 + closeEnough float64 + maxError float64 +} + +func max(a, b float64) float64 { + if a > b { + return a + } + return b +} + +func nearEqual(a, b, closeEnough, maxError float64) bool { + absDiff := math.Abs(a - b) + if absDiff < closeEnough { // Necessary when one value is zero and one value is close to zero. + return true + } + return absDiff/max(math.Abs(a), math.Abs(b)) < maxError +} + +var testSeeds = []int64{1, 1754801282, 1698661970, 1550503961} + +// checkSimilarDistribution returns success if the mean and stddev of the +// two statsResults are similar. +func (this *statsResults) checkSimilarDistribution(expected *statsResults) error { + if !nearEqual(this.mean, expected.mean, expected.closeEnough, expected.maxError) { + s := fmt.Sprintf("mean %v != %v (allowed error %v, %v)", this.mean, expected.mean, expected.closeEnough, expected.maxError) + fmt.Println(s) + return errors.New(s) + } + if !nearEqual(this.stddev, expected.stddev, expected.closeEnough, expected.maxError) { + s := fmt.Sprintf("stddev %v != %v (allowed error %v, %v)", this.stddev, expected.stddev, expected.closeEnough, expected.maxError) + fmt.Println(s) + return errors.New(s) + } + return nil +} + +func getStatsResults(samples []float64) *statsResults { + res := new(statsResults) + var sum, squaresum float64 + for _, s := range samples { + sum += s + squaresum += s * s + } + res.mean = sum / float64(len(samples)) + res.stddev = math.Sqrt(squaresum/float64(len(samples)) - res.mean*res.mean) + return res +} + +func checkSampleDistribution(t *testing.T, samples []float64, expected *statsResults) { + t.Helper() + actual := getStatsResults(samples) + err := actual.checkSimilarDistribution(expected) + if err != nil { + t.Errorf(err.Error()) + } +} + +func checkSampleSliceDistributions(t *testing.T, samples []float64, nslices int, expected *statsResults) { + t.Helper() + chunk := len(samples) / nslices + for i := 0; i < nslices; i++ { + low := i * chunk + var high int + if i == nslices-1 { + high = len(samples) - 1 + } else { + high = (i + 1) * chunk + } + checkSampleDistribution(t, samples[low:high], expected) + } +} + +// +// Normal distribution tests +// + +func generateNormalSamples(nsamples int, mean, stddev float64, seed int64) []float64 { + r := New(NewSource(seed)) + samples := make([]float64, nsamples) + for i := range samples { + samples[i] = r.NormFloat64()*stddev + mean + } + return samples +} + +func testNormalDistribution(t *testing.T, nsamples int, mean, stddev float64, seed int64) { + //fmt.Printf("testing nsamples=%v mean=%v stddev=%v seed=%v\n", nsamples, mean, stddev, seed); + + samples := generateNormalSamples(nsamples, mean, stddev, seed) + errorScale := max(1.0, stddev) // Error scales with stddev + expected := &statsResults{mean, stddev, 0.10 * errorScale, 0.08 * errorScale} + + // Make sure that the entire set matches the expected distribution. + checkSampleDistribution(t, samples, expected) + + // Make sure that each half of the set matches the expected distribution. + checkSampleSliceDistributions(t, samples, 2, expected) + + // Make sure that each 7th of the set matches the expected distribution. + checkSampleSliceDistributions(t, samples, 7, expected) +} + +// Actual tests + +func TestStandardNormalValues(t *testing.T) { + for _, seed := range testSeeds { + testNormalDistribution(t, numTestSamples, 0, 1, seed) + } +} + +func TestNonStandardNormalValues(t *testing.T) { + sdmax := 1000.0 + mmax := 1000.0 + if testing.Short() { + sdmax = 5 + mmax = 5 + } + for sd := 0.5; sd < sdmax; sd *= 2 { + for m := 0.5; m < mmax; m *= 2 { + for _, seed := range testSeeds { + testNormalDistribution(t, numTestSamples, m, sd, seed) + if testing.Short() { + break + } + } + } + } +} + +// +// Exponential distribution tests +// + +func generateExponentialSamples(nsamples int, rate float64, seed int64) []float64 { + r := New(NewSource(seed)) + samples := make([]float64, nsamples) + for i := range samples { + samples[i] = r.ExpFloat64() / rate + } + return samples +} + +func testExponentialDistribution(t *testing.T, nsamples int, rate float64, seed int64) { + //fmt.Printf("testing nsamples=%v rate=%v seed=%v\n", nsamples, rate, seed); + + mean := 1 / rate + stddev := mean + + samples := generateExponentialSamples(nsamples, rate, seed) + errorScale := max(1.0, 1/rate) // Error scales with the inverse of the rate + expected := &statsResults{mean, stddev, 0.10 * errorScale, 0.20 * errorScale} + + // Make sure that the entire set matches the expected distribution. + checkSampleDistribution(t, samples, expected) + + // Make sure that each half of the set matches the expected distribution. + checkSampleSliceDistributions(t, samples, 2, expected) + + // Make sure that each 7th of the set matches the expected distribution. + checkSampleSliceDistributions(t, samples, 7, expected) +} + +// Actual tests + +func TestStandardExponentialValues(t *testing.T) { + for _, seed := range testSeeds { + testExponentialDistribution(t, numTestSamples, 1, seed) + } +} + +func TestNonStandardExponentialValues(t *testing.T) { + for rate := 0.05; rate < 10; rate *= 2 { + for _, seed := range testSeeds { + testExponentialDistribution(t, numTestSamples, rate, seed) + if testing.Short() { + break + } + } + } +} + +// +// Table generation tests +// + +func initNorm() (testKn []uint32, testWn, testFn []float32) { + const m1 = 1 << 31 + var ( + dn float64 = rn + tn = dn + vn float64 = 9.91256303526217e-3 + ) + + testKn = make([]uint32, 128) + testWn = make([]float32, 128) + testFn = make([]float32, 128) + + q := vn / math.Exp(-0.5*dn*dn) + testKn[0] = uint32((dn / q) * m1) + testKn[1] = 0 + testWn[0] = float32(q / m1) + testWn[127] = float32(dn / m1) + testFn[0] = 1.0 + testFn[127] = float32(math.Exp(-0.5 * dn * dn)) + for i := 126; i >= 1; i-- { + dn = math.Sqrt(-2.0 * math.Log(vn/dn+math.Exp(-0.5*dn*dn))) + testKn[i+1] = uint32((dn / tn) * m1) + tn = dn + testFn[i] = float32(math.Exp(-0.5 * dn * dn)) + testWn[i] = float32(dn / m1) + } + return +} + +func initExp() (testKe []uint32, testWe, testFe []float32) { + const m2 = 1 << 32 + var ( + de float64 = re + te = de + ve float64 = 3.9496598225815571993e-3 + ) + + testKe = make([]uint32, 256) + testWe = make([]float32, 256) + testFe = make([]float32, 256) + + q := ve / math.Exp(-de) + testKe[0] = uint32((de / q) * m2) + testKe[1] = 0 + testWe[0] = float32(q / m2) + testWe[255] = float32(de / m2) + testFe[0] = 1.0 + testFe[255] = float32(math.Exp(-de)) + for i := 254; i >= 1; i-- { + de = -math.Log(ve/de + math.Exp(-de)) + testKe[i+1] = uint32((de / te) * m2) + te = de + testFe[i] = float32(math.Exp(-de)) + testWe[i] = float32(de / m2) + } + return +} + +// compareUint32Slices returns the first index where the two slices +// disagree, or <0 if the lengths are the same and all elements +// are identical. +func compareUint32Slices(s1, s2 []uint32) int { + if len(s1) != len(s2) { + if len(s1) > len(s2) { + return len(s2) + 1 + } + return len(s1) + 1 + } + for i := range s1 { + if s1[i] != s2[i] { + return i + } + } + return -1 +} + +// compareFloat32Slices returns the first index where the two slices +// disagree, or <0 if the lengths are the same and all elements +// are identical. +func compareFloat32Slices(s1, s2 []float32) int { + if len(s1) != len(s2) { + if len(s1) > len(s2) { + return len(s2) + 1 + } + return len(s1) + 1 + } + for i := range s1 { + if !nearEqual(float64(s1[i]), float64(s2[i]), 0, 1e-7) { + return i + } + } + return -1 +} + +func TestNormTables(t *testing.T) { + testKn, testWn, testFn := initNorm() + if i := compareUint32Slices(kn[0:], testKn); i >= 0 { + t.Errorf("kn disagrees at index %v; %v != %v", i, kn[i], testKn[i]) + } + if i := compareFloat32Slices(wn[0:], testWn); i >= 0 { + t.Errorf("wn disagrees at index %v; %v != %v", i, wn[i], testWn[i]) + } + if i := compareFloat32Slices(fn[0:], testFn); i >= 0 { + t.Errorf("fn disagrees at index %v; %v != %v", i, fn[i], testFn[i]) + } +} + +func TestExpTables(t *testing.T) { + testKe, testWe, testFe := initExp() + if i := compareUint32Slices(ke[0:], testKe); i >= 0 { + t.Errorf("ke disagrees at index %v; %v != %v", i, ke[i], testKe[i]) + } + if i := compareFloat32Slices(we[0:], testWe); i >= 0 { + t.Errorf("we disagrees at index %v; %v != %v", i, we[i], testWe[i]) + } + if i := compareFloat32Slices(fe[0:], testFe); i >= 0 { + t.Errorf("fe disagrees at index %v; %v != %v", i, fe[i], testFe[i]) + } +} + +func hasSlowFloatingPoint() bool { + switch runtime.GOARCH { + case "arm": + return os.Getenv("GOARM") == "5" + case "mips", "mipsle", "mips64", "mips64le": + // Be conservative and assume that all mips boards + // have emulated floating point. + // TODO: detect what it actually has. + return true + } + return false +} + +func TestFloat32(t *testing.T) { + // For issue 6721, the problem came after 7533753 calls, so check 10e6. + num := int(10e6) + // But do the full amount only on builders (not locally). + // But ARM5 floating point emulation is slow (Issue 10749), so + // do less for that builder: + if testing.Short() && (testenv.Builder() == "" || hasSlowFloatingPoint()) { + num /= 100 // 1.72 seconds instead of 172 seconds + } + + r := New(NewSource(1)) + for ct := 0; ct < num; ct++ { + f := r.Float32() + if f >= 1 { + t.Fatal("Float32() should be in range [0,1). ct:", ct, "f:", f) + } + } +} + +func testReadUniformity(t *testing.T, n int, seed int64) { + r := New(NewSource(seed)) + buf := make([]byte, n) + nRead, err := r.Read(buf) + if err != nil { + t.Errorf("Read err %v", err) + } + if nRead != n { + t.Errorf("Read returned unexpected n; %d != %d", nRead, n) + } + + // Expect a uniform distribution of byte values, which lie in [0, 255]. + var ( + mean = 255.0 / 2 + stddev = 256.0 / math.Sqrt(12.0) + errorScale = stddev / math.Sqrt(float64(n)) + ) + + expected := &statsResults{mean, stddev, 0.10 * errorScale, 0.08 * errorScale} + + // Cast bytes as floats to use the common distribution-validity checks. + samples := make([]float64, n) + for i, val := range buf { + samples[i] = float64(val) + } + // Make sure that the entire set matches the expected distribution. + checkSampleDistribution(t, samples, expected) +} + +func TestReadUniformity(t *testing.T) { + testBufferSizes := []int{ + 2, 4, 7, 64, 1024, 1 << 16, 1 << 20, + } + for _, seed := range testSeeds { + for _, n := range testBufferSizes { + testReadUniformity(t, n, seed) + } + } +} + +func TestReadEmpty(t *testing.T) { + r := New(NewSource(1)) + buf := make([]byte, 0) + n, err := r.Read(buf) + if err != nil { + t.Errorf("Read err into empty buffer; %v", err) + } + if n != 0 { + t.Errorf("Read into empty buffer returned unexpected n of %d", n) + } +} + +func TestReadByOneByte(t *testing.T) { + r := New(NewSource(1)) + b1 := make([]byte, 100) + _, err := io.ReadFull(iotest.OneByteReader(r), b1) + if err != nil { + t.Errorf("read by one byte: %v", err) + } + r = New(NewSource(1)) + b2 := make([]byte, 100) + _, err = r.Read(b2) + if err != nil { + t.Errorf("read: %v", err) + } + if !bytes.Equal(b1, b2) { + t.Errorf("read by one byte vs single read:\n%x\n%x", b1, b2) + } +} + +func TestReadSeedReset(t *testing.T) { + r := New(NewSource(42)) + b1 := make([]byte, 128) + _, err := r.Read(b1) + if err != nil { + t.Errorf("read: %v", err) + } + r.Seed(42) + b2 := make([]byte, 128) + _, err = r.Read(b2) + if err != nil { + t.Errorf("read: %v", err) + } + if !bytes.Equal(b1, b2) { + t.Errorf("mismatch after re-seed:\n%x\n%x", b1, b2) + } +} + +func TestShuffleSmall(t *testing.T) { + // Check that Shuffle allows n=0 and n=1, but that swap is never called for them. + r := New(NewSource(1)) + for n := 0; n <= 1; n++ { + r.Shuffle(n, func(i, j int) { t.Fatalf("swap called, n=%d i=%d j=%d", n, i, j) }) + } +} + +// encodePerm converts from a permuted slice of length n, such as Perm generates, to an int in [0, n!). +// See https://en.wikipedia.org/wiki/Lehmer_code. +// encodePerm modifies the input slice. +func encodePerm(s []int) int { + // Convert to Lehmer code. + for i, x := range s { + r := s[i+1:] + for j, y := range r { + if y > x { + r[j]-- + } + } + } + // Convert to int in [0, n!). + m := 0 + fact := 1 + for i := len(s) - 1; i >= 0; i-- { + m += s[i] * fact + fact *= len(s) - i + } + return m +} + +// TestUniformFactorial tests several ways of generating a uniform value in [0, n!). +func TestUniformFactorial(t *testing.T) { + r := New(NewSource(testSeeds[0])) + top := 6 + if testing.Short() { + top = 3 + } + for n := 3; n <= top; n++ { + t.Run(fmt.Sprintf("n=%d", n), func(t *testing.T) { + // Calculate n!. + nfact := 1 + for i := 2; i <= n; i++ { + nfact *= i + } + + // Test a few different ways to generate a uniform distribution. + p := make([]int, n) // re-usable slice for Shuffle generator + tests := [...]struct { + name string + fn func() int + }{ + {name: "Int31n", fn: func() int { return int(r.Int31n(int32(nfact))) }}, + {name: "int31n", fn: func() int { return int(Int31nForTest(r, int32(nfact))) }}, + {name: "Perm", fn: func() int { return encodePerm(r.Perm(n)) }}, + {name: "Shuffle", fn: func() int { + // Generate permutation using Shuffle. + for i := range p { + p[i] = i + } + r.Shuffle(n, func(i, j int) { p[i], p[j] = p[j], p[i] }) + return encodePerm(p) + }}, + } + + for _, test := range tests { + t.Run(test.name, func(t *testing.T) { + // Gather chi-squared values and check that they follow + // the expected normal distribution given n!-1 degrees of freedom. + // See https://en.wikipedia.org/wiki/Pearson%27s_chi-squared_test and + // https://www.johndcook.com/Beautiful_Testing_ch10.pdf. + nsamples := 10 * nfact + if nsamples < 200 { + nsamples = 200 + } + samples := make([]float64, nsamples) + for i := range samples { + // Generate some uniformly distributed values and count their occurrences. + const iters = 1000 + counts := make([]int, nfact) + for i := 0; i < iters; i++ { + counts[test.fn()]++ + } + // Calculate chi-squared and add to samples. + want := iters / float64(nfact) + var χ2 float64 + for _, have := range counts { + err := float64(have) - want + χ2 += err * err + } + χ2 /= want + samples[i] = χ2 + } + + // Check that our samples approximate the appropriate normal distribution. + dof := float64(nfact - 1) + expected := &statsResults{mean: dof, stddev: math.Sqrt(2 * dof)} + errorScale := max(1.0, expected.stddev) + expected.closeEnough = 0.10 * errorScale + expected.maxError = 0.08 // TODO: What is the right value here? See issue 21211. + checkSampleDistribution(t, samples, expected) + }) + } + }) + } +} + +// Benchmarks + +func BenchmarkInt63Threadsafe(b *testing.B) { + for n := b.N; n > 0; n-- { + Int63() + } +} + +func BenchmarkInt63ThreadsafeParallel(b *testing.B) { + b.RunParallel(func(pb *testing.PB) { + for pb.Next() { + Int63() + } + }) +} + +func BenchmarkInt63Unthreadsafe(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Int63() + } +} + +func BenchmarkIntn1000(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Intn(1000) + } +} + +func BenchmarkInt63n1000(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Int63n(1000) + } +} + +func BenchmarkInt31n1000(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Int31n(1000) + } +} + +func BenchmarkFloat32(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Float32() + } +} + +func BenchmarkFloat64(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Float64() + } +} + +func BenchmarkPerm3(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Perm(3) + } +} + +func BenchmarkPerm30(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Perm(30) + } +} + +func BenchmarkPerm30ViaShuffle(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + p := make([]int, 30) + for i := range p { + p[i] = i + } + r.Shuffle(30, func(i, j int) { p[i], p[j] = p[j], p[i] }) + } +} + +// BenchmarkShuffleOverhead uses a minimal swap function +// to measure just the shuffling overhead. +func BenchmarkShuffleOverhead(b *testing.B) { + r := New(NewSource(1)) + for n := b.N; n > 0; n-- { + r.Shuffle(52, func(i, j int) { + if i < 0 || i >= 52 || j < 0 || j >= 52 { + b.Fatalf("bad swap(%d, %d)", i, j) + } + }) + } +} + +func BenchmarkRead3(b *testing.B) { + r := New(NewSource(1)) + buf := make([]byte, 3) + b.ResetTimer() + for n := b.N; n > 0; n-- { + r.Read(buf) + } +} + +func BenchmarkRead64(b *testing.B) { + r := New(NewSource(1)) + buf := make([]byte, 64) + b.ResetTimer() + for n := b.N; n > 0; n-- { + r.Read(buf) + } +} + +func BenchmarkRead1000(b *testing.B) { + r := New(NewSource(1)) + buf := make([]byte, 1000) + b.ResetTimer() + for n := b.N; n > 0; n-- { + r.Read(buf) + } +} |