RFR: 8284493: Fix rounding error in computeNextExponential [v15]
Chris Hennick
duke at openjdk.org
Tue Oct 4 17:30:04 UTC 2022
> This PR improves both the performance of `nextExponential` and `nextGaussian` and the distribution of output at the tails. It fixes the following imperfections:
>
> * Repeatedly adding DoubleZigguratTables.exponentialX0 to extra causes a rounding error to accumulate at the tail of the distribution (probably starting around `2*exponentialX0 == 0x1.e46eff20739afp3 ~ 15.1`); this PR fixes that by tracking the multiple of exponentialX0 as a long. (This distortion is worst when `x > 0x1.0p56` since in that case, a rounding error means `extra + x == extra`.
> * Reduces several equations using `Math.fma`. (This will almost certainly improve performance, and may or may not improve output distribution.)
> * Uses the newly-extracted `computeWinsorizedNextExponential` function to greatly reduce the probability that `nextGaussian` suffers from *two* tail cases of `nextExponential`.
Chris Hennick has updated the pull request with a new target base due to a merge or a rebase. The incremental webrev excludes the unrelated changes brought in by the merge/rebase. The pull request contains ten additional commits since the last revision:
- Rewrite Javadoc
- Simplify Javadoc description
- Weaken contract of computeWinsorizedNextExponential to save max/min calls
- Revert "Bugfix: need a thread-local instance for throughput test"
This reverts commit d903efe57225e916a5450ac31437123050e3377c.
- More sensible benchmark-mode settings
- Bugfix: need a thread-local instance for throughput test
- Split out PRNG benchmarks into org.openjdk.bench.java.util.random
- Add JMH
- Fix rounding error in computeNextExponential; use FMA
Repeatedly adding DoubleZigguratTables.exponentialX0 to extra causes a rounding error to accumulate at the tail of the distribution; this fixes that by tracking the multiple of exponentialX0 as a long.
Add computeWinsorizedNextExponential for testability
-------------
Changes:
- all: https://git.openjdk.org/jdk/pull/8131/files
- new: https://git.openjdk.org/jdk/pull/8131/files/d1c9bafd..c94a09e5
Webrevs:
- full: https://webrevs.openjdk.org/?repo=jdk&pr=8131&range=14
- incr: https://webrevs.openjdk.org/?repo=jdk&pr=8131&range=13-14
Stats: 381291 lines in 6418 files changed: 204420 ins; 125420 del; 51451 mod
Patch: https://git.openjdk.org/jdk/pull/8131.diff
Fetch: git fetch https://git.openjdk.org/jdk pull/8131/head:pull/8131
PR: https://git.openjdk.org/jdk/pull/8131
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