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/* boost random_test.cpp various tests
*
* Copyright Jens Maurer 2000
* Distributed under the Boost Software License, Version 1.0. (See
* accompanying file LICENSE_1_0.txt or copy at
* http://www.boost.org/LICENSE_1_0.txt)
*
* $Id: random_test.cpp 30670 2005-08-25 16:27:28Z johnmaddock $
*/
#if defined(BOOST_MSVC) && BOOST_MSVC <= 1300
#pragma warning( disable : 4786 )
#endif
#include <iostream>
#include <sstream>
#include <string>
#include <cmath>
#include <iterator>
#include <vector>
#include <boost/random.hpp>
#include <boost/config.hpp>
#include <boost/test/test_tools.hpp>
#include <boost/test/included/test_exec_monitor.hpp>
#ifdef BOOST_NO_STDC_NAMESPACE
namespace std { using ::abs; using ::fabs; using ::pow; }
#endif
/*
* General portability note:
* MSVC mis-compiles explicit function template instantiations.
* For example, f<A>() and f<B>() are both compiled to call f<A>().
* BCC is unable to implicitly convert a "const char *" to a std::string
* when using explicit function template instantiations.
*
* Therefore, avoid explicit function template instantiations.
*/
/*
* Validate correct implementation
*/
// own run
bool check(unsigned long x, const boost::mt11213b&) { return x == 3809585648U; }
// validation by experiment from mt19937.c
bool check(unsigned long x, const boost::mt19937&) { return x == 4123659995U; }
// validation values from the publications
bool check(int x, const boost::minstd_rand0&) { return x == 1043618065; }
// validation values from the publications
bool check(int x, const boost::minstd_rand&) { return x == 399268537; }
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
// by experiment from lrand48()
bool check(unsigned long x, const boost::rand48&) { return x == 1993516219; }
#endif
// ????
bool check(unsigned long x, const boost::taus88&) { return x == 3535848941U; }
// ????
bool check(int x, const boost::ecuyer1988&) { return x == 2060321752; }
// validation by experiment from Harry Erwin's generator.h (private e-mail)
bool check(unsigned int x, const boost::kreutzer1986&) { return x == 139726; }
bool check(double x, const boost::lagged_fibonacci607&) { return std::abs(x-0.401269) < 1e-5; }
// principal operation validated with CLHEP, values by experiment
bool check(unsigned long x, const boost::ranlux3&) { return x == 5957620; }
bool check(unsigned long x, const boost::ranlux4&) { return x == 8587295; }
bool check(float x, const boost::ranlux3_01&)
{ return std::abs(x-5957620/std::pow(2.0f,24)) < 1e-6; }
bool check(float x, const boost::ranlux4_01&)
{ return std::abs(x-8587295/std::pow(2.0f,24)) < 1e-6; }
bool check(double x, const boost::ranlux64_3_01&)
{ return std::abs(x-0.838413) < 1e-6; }
bool check(double x, const boost::ranlux64_4_01&)
{ return std::abs(x-0.59839) < 1e-6; }
template<class PRNG>
void validate(const std::string & name, const PRNG &)
{
std::cout << "validating " << name << ": ";
PRNG rng; // default ctor
for(int i = 0; i < 9999; i++)
rng();
typename PRNG::result_type val = rng();
// make sure the validation function is a static member
bool result = check(val, rng);
// allow for a simple eyeball check for MSVC instantiation brokenness
// (if the numbers for all generators are the same, it's obviously broken)
std::cout << val << std::endl;
BOOST_CHECK(result);
}
void validate_all()
{
using namespace boost;
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
validate("rand48", rand48());
#endif
validate("minstd_rand", minstd_rand());
validate("minstd_rand0", minstd_rand0());
validate("ecuyer combined", ecuyer1988());
validate("mt11213b", mt11213b());
validate("mt19937", mt19937());
validate("kreutzer1986", kreutzer1986());
validate("ranlux3", ranlux3());
validate("ranlux4", ranlux4());
validate("ranlux3_01", ranlux3_01());
validate("ranlux4_01", ranlux4_01());
validate("ranlux64_3_01", ranlux64_3_01());
validate("ranlux64_4_01", ranlux64_4_01());
validate("taus88", taus88());
validate("lagged_fibonacci607", lagged_fibonacci607());
}
/*
* Check function signatures
*/
#if BOOST_WORKAROUND( __BORLANDC__, BOOST_TESTED_AT( 0x570) )
#pragma warn -par
#endif
template<class URNG, class Dist>
void instantiate_dist(URNG& urng, const char * name, const Dist& dist)
{
// this makes a copy of urng
boost::variate_generator<URNG, Dist> gen(urng, dist);
// this keeps a reference to urng
boost::variate_generator<URNG&, Dist> genref(urng, dist);
#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
// and here is a pointer to (a copy of) the urng
URNG copy = urng;
boost::variate_generator<URNG*, Dist> genptr(©, dist);
#endif
for(int i = 0; i < 1000; ++i) {
(void) gen();
(void) genref();
#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
(void) genptr();
#endif
}
typename Dist::result_type g = gen();
BOOST_CHECK(std::abs(g - genref()) < 1e-6);
#ifndef BOOST_NO_TEMPLATE_PARTIAL_SPECIALIZATION
BOOST_CHECK(std::abs(g - genptr()) < 1e-6);
#endif
(void) gen.engine();
gen.distribution().reset();
Dist d = dist; // copy ctor
d = dist; // copy assignment
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
{
std::ostringstream file;
file << urng << std::endl;
file << d;
std::istringstream input(file.str());
// std::cout << file.str() << std::endl;
URNG restored_engine;
input >> restored_engine;
input >> std::ws;
Dist restored_dist;
input >> restored_dist;
#if !defined(BOOST_MSVC) || BOOST_MSVC > 1300 // MSVC brokenness
boost::variate_generator<URNG, Dist> old(urng, d);
boost::variate_generator<URNG, Dist> restored(restored_engine, restored_dist);
// advance some more so that state is exercised
for(int i = 0; i < 1000; ++i) {
(void) old();
(void) restored();
}
BOOST_CHECK_MESSAGE((std::abs(old()-restored()) < 0.0001),
(std::string(name) + " old == restored_dist"));
#endif // BOOST_MSVC
}
#endif // BOOST_NO_OPERATORS_IN_NAMESPACE
}
template<class URNG, class RealType>
void instantiate_real_dist(URNG& urng, RealType /* ignored */)
{
instantiate_dist(urng, "uniform_real",
boost::uniform_real<RealType>(0, 2.1));
instantiate_dist(urng, "triangle_distribution",
boost::triangle_distribution<RealType>(1, 1.5, 7));
instantiate_dist(urng, "exponential_distribution",
boost::exponential_distribution<RealType>(5));
instantiate_dist(urng, "normal_distribution",
boost::normal_distribution<RealType>());
instantiate_dist(urng, "lognormal_distribution",
boost::lognormal_distribution<RealType>(1, 1));
instantiate_dist(urng, "cauchy_distribution",
boost::cauchy_distribution<RealType>(1));
instantiate_dist(urng, "gamma_distribution",
boost::gamma_distribution<RealType>(1));
}
template<class URNG, class ResultType>
void instantiate_urng(const std::string & s, const URNG &, const ResultType &)
{
std::cout << "Basic tests for " << s;
URNG urng;
urng.seed(); // seed() member function
int a[URNG::has_fixed_range ? 5 : 10]; // compile-time constant
(void) a; // avoid "unused" warning
typename URNG::result_type x1 = urng();
ResultType x2 = x1;
(void) &x2; // avoid "unused" warning
URNG urng2 = urng; // copy constructor
#if !defined(BOOST_MSVC) || BOOST_MSVC > 1300 // MSVC brokenness
BOOST_CHECK(urng == urng2); // operator==
BOOST_CHECK(!(urng != urng2)); // operator!=
urng();
urng2 = urng; // copy assignment
BOOST_CHECK(urng == urng2);
#endif // BOOST_MSVC
const std::vector<int> v(9999u, 0x41);
std::vector<int>::const_iterator it = v.begin();
std::vector<int>::const_iterator it_end = v.end();
URNG urng3(it, it_end);
BOOST_CHECK(it != v.begin());
std::cout << "; seeding uses " << (it - v.begin()) << " words" << std::endl;
bool have_exception = false;
try {
// now check that exceptions are thrown
it = v.end();
urng3.seed(it, it_end);
} catch(std::invalid_argument& x) {
have_exception = true;
}
BOOST_CHECK(have_exception);
// check for min/max members
ResultType min = (urng3.min)();
(void) &min;
ResultType max = (urng3.max)();
(void) &max;
#if !defined(BOOST_NO_OPERATORS_IN_NAMESPACE) && !defined(BOOST_NO_MEMBER_TEMPLATE_FRIENDS)
// Streamable concept not supported for broken compilers
// advance a little so that state is relatively arbitrary
for(int i = 0; i < 9307; ++i)
urng();
urng2 = urng;
{
// narrow stream first
std::ostringstream file;
file << urng;
// move forward
urng();
// restore old state
std::istringstream input(file.str());
input >> urng;
// std::cout << file.str() << std::endl;
#if !defined(BOOST_MSVC) || BOOST_MSVC > 1300 // MSVC brokenness
// advance some more so that state is exercised
for(int i = 0; i < 10000; ++i) {
urng();
urng2();
}
BOOST_CHECK(urng == urng2);
#endif // BOOST_MSVC
}
urng2 = urng;
#if !defined(BOOST_NO_STD_WSTREAMBUF) && !defined(BOOST_NO_STD_WSTRING)
{
// then wide stream
std::wostringstream file;
file << urng;
// move forward
urng();
std::wistringstream input(file.str());
input >> urng;
#if !defined(BOOST_MSVC) || BOOST_MSVC > 1300 // MSVC brokenness
// advance some more so that state is exercised
for(int i = 0; i < 10000; ++i) {
urng();
urng2();
}
BOOST_CHECK(urng == urng2);
#endif // BOOST_MSVC
}
#endif // BOOST_NO_STD_WSTREAMBUF, BOOST_NO_STD_WSTRING
#endif // BOOST_NO_OPERATORS_IN_NAMESPACE etc.
// instantiate various distributions with this URNG
// instantiate_dist(urng, "uniform_smallint", boost::uniform_smallint(0, 11));
instantiate_dist(urng, "uniform_int", boost::uniform_int<>(-200, 20000));
instantiate_dist(urng, "bernoulli_distribution",
boost::bernoulli_distribution<>(0.2));
instantiate_dist(urng, "binomial_distribution",
boost::binomial_distribution<>(4, 0.2));
instantiate_dist(urng, "geometric_distribution",
boost::geometric_distribution<>(0.8));
instantiate_dist(urng, "poisson_distribution",
boost::poisson_distribution<>(1));
instantiate_real_dist(urng, 1.0f);
instantiate_real_dist(urng, 1.0);
instantiate_real_dist(urng, 1.0l);
#if 0
// We cannot compare the outcomes before/after save with std::abs(x-y)
instantiate_dist("uniform_on_sphere",
boost::uniform_on_sphere<URNG>(urng, 2));
#endif
}
void instantiate_all()
{
using namespace boost;
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
instantiate_urng("rand48", rand48(), 0);
rand48 rnd(boost::int32_t(5));
rand48 rnd2(boost::uint64_t(0x80000000) * 42);
rnd.seed(boost::int32_t(17));
rnd2.seed(boost::uint64_t(0x80000000) * 49);
#endif
instantiate_urng("minstd_rand0", minstd_rand0(), 0);
instantiate_urng("minstd_rand", minstd_rand(), 0);
minstd_rand mstd(42);
mstd.seed(17);
instantiate_urng("ecuyer1988", ecuyer1988(), 0);
instantiate_urng("kreutzer1986", kreutzer1986(), 0);
instantiate_urng("hellekalek1995", hellekalek1995(), 0);
instantiate_urng("mt11213b", mt11213b(), 0u);
instantiate_urng("mt19937", mt19937(), 0u);
mt19937 mt(boost::uint32_t(17)); // needs to be an exact type match for MSVC
int i = 42;
mt.seed(boost::uint32_t(i));
mt19937 mt2(mstd);
mt2.seed(mstd);
random_number_generator<mt19937> std_rng(mt2);
(void) std_rng(10);
instantiate_urng("lagged_fibonacci",
boost::random::lagged_fibonacci<boost::uint32_t, 24, 607, 273>(),
0u);
instantiate_urng("lagged_fibonacci607", lagged_fibonacci607(), 0.0);
instantiate_urng("ranlux3", ranlux3(), 0u);
instantiate_urng("ranlux4", ranlux4(), 0u);
instantiate_urng("ranlux3_01", ranlux3_01(), 0.0f);
instantiate_urng("ranlux4_01", ranlux4_01(), 0.0f);
instantiate_urng("ranlux64_3_01", ranlux64_3_01(), 0.0);
instantiate_urng("ranlux64_4_01", ranlux64_4_01(), 0.0);
instantiate_urng("taus88", taus88(), 0u);
}
/*
* A few equidistribution tests
*/
// yet to come...
template<class Generator>
void check_uniform_int(Generator & gen, int iter)
{
std::cout << "testing uniform_int(" << (gen.min)() << "," << (gen.max)()
<< ")" << std::endl;
int range = (gen.max)()-(gen.min)()+1;
std::vector<int> bucket(range);
for(int j = 0; j < iter; j++) {
int result = gen();
if(result < (gen.min)() || result > (gen.max)())
std::cerr << " ... delivers " << result << std::endl;
else
bucket[result-(gen.min)()]++;
}
int sum = 0;
// use a different variable name "k", because MSVC has broken "for" scoping
for(int k = 0; k < range; k++)
sum += bucket[k];
double avg = static_cast<double>(sum)/range;
double threshold = 2*avg/std::sqrt(static_cast<double>(iter));
for(int i = 0; i < range; i++) {
if(std::fabs(bucket[i] - avg) > threshold) {
// 95% confidence interval
std::cout << " ... has bucket[" << i << "] = " << bucket[i]
<< " (distance " << (bucket[i] - avg) << ")"
<< std::endl;
}
}
}
template<class Generator>
void test_uniform_int(Generator & gen)
{
typedef boost::uniform_int<int> int_gen;
// large range => small range (modulo case)
typedef boost::variate_generator<Generator&, int_gen> level_one;
level_one uint12(gen, int_gen(1,2));
BOOST_CHECK((uint12.distribution().min)() == 1);
BOOST_CHECK((uint12.distribution().max)() == 2);
check_uniform_int(uint12, 100000);
level_one uint16(gen, int_gen(1,6));
check_uniform_int(uint16, 100000);
// test chaining to get all cases in operator()
// identity map
typedef boost::variate_generator<level_one&, int_gen> level_two;
level_two uint01(uint12, int_gen(0, 1));
check_uniform_int(uint01, 100000);
// small range => larger range
level_two uint05(uint12, int_gen(-3, 2));
check_uniform_int(uint05, 100000);
// larger => small range, rejection case
typedef boost::variate_generator<level_two&, int_gen> level_three;
level_three uint1_4(uint05, int_gen(1, 4));
check_uniform_int(uint1_4, 100000);
}
#if defined(BOOST_MSVC) && _MSC_VER < 1300
// These explicit instantiations are necessary, otherwise MSVC does
// not find the <boost/operators.hpp> inline friends.
// We ease the typing with a suitable preprocessor macro.
#define INSTANT(x) \
template class boost::uniform_smallint<x>; \
template class boost::uniform_int<x>; \
template class boost::uniform_real<x>; \
template class boost::bernoulli_distribution<x>; \
template class boost::geometric_distribution<x>; \
template class boost::triangle_distribution<x>; \
template class boost::exponential_distribution<x>; \
template class boost::normal_distribution<x>; \
template class boost::uniform_on_sphere<x>; \
template class boost::lognormal_distribution<x>;
INSTANT(boost::minstd_rand0)
INSTANT(boost::minstd_rand)
INSTANT(boost::ecuyer1988)
INSTANT(boost::kreutzer1986)
INSTANT(boost::hellekalek1995)
INSTANT(boost::mt19937)
INSTANT(boost::mt11213b)
#undef INSTANT
#endif
#if !defined(BOOST_NO_INT64_T) && !defined(BOOST_NO_INTEGRAL_INT64_T)
// testcase by Mario R�tti
class ruetti_gen
{
public:
typedef boost::uint64_t result_type;
result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 0; }
result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return std::numeric_limits<result_type>::max BOOST_PREVENT_MACRO_SUBSTITUTION (); }
result_type operator()() { return (max)()-1; }
};
void test_overflow_range()
{
ruetti_gen gen;
boost::variate_generator<ruetti_gen, boost::uniform_int<> >
rng(gen, boost::uniform_int<>(0, 10));
for (int i=0;i<10;i++)
(void) rng();
}
#else
void test_overflow_range()
{ }
#endif
int test_main(int, char*[])
{
#if !defined(__INTEL_COMPILER) || !defined(_MSC_VER) || __INTEL_COMPILER > 700
instantiate_all();
validate_all();
boost::mt19937 mt;
test_uniform_int(mt);
// bug report from Ken Mahler: This used to lead to an endless loop.
typedef boost::uniform_int<unsigned int> uint_dist;
boost::minstd_rand mr;
boost::variate_generator<boost::minstd_rand, uint_dist> r2(mr,
uint_dist(0, 0xffffffff));
r2();
r2();
// bug report from Fernando Cacciola: This used to lead to an endless loop.
// also from Douglas Gregor
boost::variate_generator<boost::minstd_rand, boost::uniform_int<> > x(mr, boost::uniform_int<>(0, 8361));
(void) x();
// bug report from Alan Stokes and others: this throws an assertion
boost::variate_generator<boost::minstd_rand, boost::uniform_int<> > y(mr, boost::uniform_int<>(1,1));
std::cout << "uniform_int(1,1) " << y() << ", " << y() << ", " << y()
<< std::endl;
test_overflow_range();
return 0;
#else
std::cout << "Intel 7.00 on Win32 loops, so the test is disabled\n";
return 1;
#endif
}
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