RFR: 8284493: Fix rounding error in computeNextExponential [v3]

Chris Hennick duke at openjdk.java.net
Sun Jun 5 17:42:29 UTC 2022


> 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 fixes that by tracking the multiple of exponentialX0 as a long. (This changes the maximum possible output to `1.0p63 * DoubleZigguratTables.exponentialX0 == 0x1.e46eff20739afp65`; previously it would have been `0x1.0p56` because once `extra` reaches that amount, `x + extra == extra` due to the rounding error. This lowers the probability of reaching the maximum with an ideal PRNG from about `1.3877787807814488E-17` to about `1.4323726067488646E-20` (calculated using the identity `ln(x) == Math.log10(x)/Math.log10(Math.exp(1))`).

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 two additional commits since the last revision:

 - Merge branch 'openjdk:master' into patch-1
 - 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.java.net/jdk/pull/8131/files
  - new: https://git.openjdk.java.net/jdk/pull/8131/files/fa340fb4..c5a28f98

Webrevs:
 - full: https://webrevs.openjdk.java.net/?repo=jdk&pr=8131&range=02
 - incr: https://webrevs.openjdk.java.net/?repo=jdk&pr=8131&range=01-02

  Stats: 505696 lines in 6376 files changed: 341007 ins; 100192 del; 64497 mod
  Patch: https://git.openjdk.java.net/jdk/pull/8131.diff
  Fetch: git fetch https://git.openjdk.java.net/jdk pull/8131/head:pull/8131

PR: https://git.openjdk.java.net/jdk/pull/8131


More information about the core-libs-dev mailing list