RFR: 8284493: Improve computeNextExponential tail performance and accuracy [v19]
Chris Hennick
duke at openjdk.org
Thu Apr 6 18:07:29 UTC 2023
> This PR improves both the worst-case 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 prevent `nextGaussian` from going into the `nextExponential` tail twice.
Chris Hennick has updated the pull request with a new target base due to a merge or a rebase. The pull request now contains 17 commits:
- Merge branch 'master' of https://git.openjdk.org/jdk into patch-1
- Merge branch 'master' of https://git.openjdk.org/jdk into patch-1
- Merge branch 'master' into patch-1
- Update copyright date in RandomNext.java
- Update copyright date in RandomGeneratorNext.java
- Update copyright date in RandomGeneratorExponentialGaussian.java
- Update copyright date in RandomSupport.java
- Add parameter to enable/disable fixed PRNG seed
- Rewrite Javadoc
- Simplify Javadoc description
- ... and 7 more: https://git.openjdk.org/jdk/compare/08fbb7bb...2470c00a
-------------
Changes: https://git.openjdk.org/jdk/pull/8131/files
Webrev: https://webrevs.openjdk.org/?repo=jdk&pr=8131&range=18
Stats: 144 lines in 4 files changed: 129 ins; 1 del; 14 mod
Patch: https://git.openjdk.org/jdk/pull/8131.diff
Fetch: git fetch https://git.openjdk.org/jdk.git pull/8131/head:pull/8131
PR: https://git.openjdk.org/jdk/pull/8131
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