| /* stat.c -- statistical tests of random number sequences. */ |
| |
| /* |
| Copyright 1999, 2000 Free Software Foundation, Inc. |
| |
| This file is part of the GNU MP Library test suite. |
| |
| The GNU MP Library test suite is free software; you can redistribute it |
| and/or modify it under the terms of the GNU General Public License as |
| published by the Free Software Foundation; either version 3 of the License, |
| or (at your option) any later version. |
| |
| The GNU MP Library test suite is distributed in the hope that it will be |
| useful, but WITHOUT ANY WARRANTY; without even the implied warranty of |
| MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General |
| Public License for more details. |
| |
| You should have received a copy of the GNU General Public License along with |
| the GNU MP Library test suite. If not, see https://www.gnu.org/licenses/. */ |
| |
| /* Examples: |
| |
| $ gen 1000 | stat |
| Test 1000 real numbers. |
| |
| $ gen 30000 | stat -2 1000 |
| Test 1000 real numbers 30 times and then test the 30 results in a |
| ``second level''. |
| |
| $ gen -f mpz_urandomb 1000 | stat -i 0xffffffff |
| Test 1000 integers 0 <= X <= 2^32-1. |
| |
| $ gen -f mpz_urandomb -z 34 1000 | stat -i 0x3ffffffff |
| Test 1000 integers 0 <= X <= 2^34-1. |
| |
| */ |
| |
| #include <stdio.h> |
| #include <stdlib.h> |
| #include <unistd.h> |
| #include <math.h> |
| #include "gmpstat.h" |
| |
| #if !HAVE_DECL_OPTARG |
| extern char *optarg; |
| extern int optind, opterr; |
| #endif |
| |
| #define FVECSIZ (100000L) |
| |
| int g_debug = 0; |
| |
| static void |
| print_ks_results (mpf_t f_p, mpf_t f_p_prob, |
| mpf_t f_m, mpf_t f_m_prob, |
| FILE *fp) |
| { |
| double p, pp, m, mp; |
| |
| p = mpf_get_d (f_p); |
| m = mpf_get_d (f_m); |
| pp = mpf_get_d (f_p_prob); |
| mp = mpf_get_d (f_m_prob); |
| |
| fprintf (fp, "%.4f (%.0f%%)\t", p, pp * 100.0); |
| fprintf (fp, "%.4f (%.0f%%)\n", m, mp * 100.0); |
| } |
| |
| static void |
| print_x2_table (unsigned int v, FILE *fp) |
| { |
| double t[7]; |
| int f; |
| |
| |
| fprintf (fp, "Chi-square table for v=%u\n", v); |
| fprintf (fp, "1%%\t5%%\t25%%\t50%%\t75%%\t95%%\t99%%\n"); |
| x2_table (t, v); |
| for (f = 0; f < 7; f++) |
| fprintf (fp, "%.2f\t", t[f]); |
| fputs ("\n", fp); |
| } |
| |
| |
| |
| /* Pks () -- Distribution function for KS results with a big n (like 1000 |
| or so): F(x) = 1 - pow(e, -2*x^2) [Knuth, vol 2, p.51]. */ |
| /* gnuplot: plot [0:1] Pks(x), Pks(x) = 1-exp(-2*x**2) */ |
| |
| static void |
| Pks (mpf_t p, mpf_t x) |
| { |
| double dt; /* temp double */ |
| |
| mpf_set (p, x); |
| mpf_mul (p, p, p); /* p = x^2 */ |
| mpf_mul_ui (p, p, 2); /* p = 2*x^2 */ |
| mpf_neg (p, p); /* p = -2*x^2 */ |
| /* No pow() in gmp. Use doubles. */ |
| /* FIXME: Use exp()? */ |
| dt = pow (M_E, mpf_get_d (p)); |
| mpf_set_d (p, dt); |
| mpf_ui_sub (p, 1, p); |
| } |
| |
| /* f_freq() -- frequency test on real numbers 0<=f<1*/ |
| static void |
| f_freq (const unsigned l1runs, const unsigned l2runs, |
| mpf_t fvec[], const unsigned long n) |
| { |
| unsigned f; |
| mpf_t f_p, f_p_prob; |
| mpf_t f_m, f_m_prob; |
| mpf_t *l1res; /* level 1 result array */ |
| |
| mpf_init (f_p); mpf_init (f_m); |
| mpf_init (f_p_prob); mpf_init (f_m_prob); |
| |
| |
| /* Allocate space for 1st level results. */ |
| l1res = (mpf_t *) malloc (l2runs * 2 * sizeof (mpf_t)); |
| if (NULL == l1res) |
| { |
| fprintf (stderr, "stat: malloc failure\n"); |
| exit (1); |
| } |
| |
| printf ("\nEquidistribution/Frequency test on real numbers (0<=X<1):\n"); |
| printf ("\tKp\t\tKm\n"); |
| |
| for (f = 0; f < l2runs; f++) |
| { |
| /* f_printvec (fvec, n); */ |
| mpf_freqt (f_p, f_m, fvec + f * n, n); |
| |
| /* what's the probability of getting these results? */ |
| ks_table (f_p_prob, f_p, n); |
| ks_table (f_m_prob, f_m, n); |
| |
| if (l1runs == 0) |
| { |
| /*printf ("%u:\t", f + 1);*/ |
| print_ks_results (f_p, f_p_prob, f_m, f_m_prob, stdout); |
| } |
| else |
| { |
| /* save result */ |
| mpf_init_set (l1res[f], f_p); |
| mpf_init_set (l1res[f + l2runs], f_m); |
| } |
| } |
| |
| /* Now, apply the KS test on the results from the 1st level rounds |
| with the distribution |
| F(x) = 1 - pow(e, -2*x^2) [Knuth, vol 2, p.51] */ |
| |
| if (l1runs != 0) |
| { |
| /*printf ("-------------------------------------\n");*/ |
| |
| /* The Kp's. */ |
| ks (f_p, f_m, l1res, Pks, l2runs); |
| ks_table (f_p_prob, f_p, l2runs); |
| ks_table (f_m_prob, f_m, l2runs); |
| printf ("Kp:\t"); |
| print_ks_results (f_p, f_p_prob, f_m, f_m_prob, stdout); |
| |
| /* The Km's. */ |
| ks (f_p, f_m, l1res + l2runs, Pks, l2runs); |
| ks_table (f_p_prob, f_p, l2runs); |
| ks_table (f_m_prob, f_m, l2runs); |
| printf ("Km:\t"); |
| print_ks_results (f_p, f_p_prob, f_m, f_m_prob, stdout); |
| } |
| |
| mpf_clear (f_p); mpf_clear (f_m); |
| mpf_clear (f_p_prob); mpf_clear (f_m_prob); |
| free (l1res); |
| } |
| |
| /* z_freq(l1runs, l2runs, zvec, n, max) -- frequency test on integers |
| 0<=z<=MAX */ |
| static void |
| z_freq (const unsigned l1runs, |
| const unsigned l2runs, |
| mpz_t zvec[], |
| const unsigned long n, |
| unsigned int max) |
| { |
| mpf_t V; /* result */ |
| double d_V; /* result as a double */ |
| |
| mpf_init (V); |
| |
| |
| printf ("\nEquidistribution/Frequency test on integers (0<=X<=%u):\n", max); |
| print_x2_table (max, stdout); |
| |
| mpz_freqt (V, zvec, max, n); |
| |
| d_V = mpf_get_d (V); |
| printf ("V = %.2f (n = %lu)\n", d_V, n); |
| |
| mpf_clear (V); |
| } |
| |
| unsigned int stat_debug = 0; |
| |
| int |
| main (argc, argv) |
| int argc; |
| char *argv[]; |
| { |
| const char usage[] = |
| "usage: stat [-d] [-2 runs] [-i max | -r max] [file]\n" \ |
| " file filename\n" \ |
| " -2 runs perform 2-level test with RUNS runs on 1st level\n" \ |
| " -d increase debugging level\n" \ |
| " -i max input is integers 0 <= Z <= MAX\n" \ |
| " -r max input is real numbers 0 <= R < 1 and use MAX as\n" \ |
| " maximum value when converting real numbers to integers\n" \ |
| ""; |
| |
| mpf_t fvec[FVECSIZ]; |
| mpz_t zvec[FVECSIZ]; |
| unsigned long int f, n, vecentries; |
| char *filen; |
| FILE *fp; |
| int c; |
| int omitoutput = 0; |
| int realinput = -1; /* 1: input is real numbers 0<=R<1; |
| 0: input is integers 0 <= Z <= MAX. */ |
| long l1runs = 0, /* 1st level runs */ |
| l2runs = 1; /* 2nd level runs */ |
| mpf_t f_temp; |
| mpz_t z_imax; /* max value when converting between |
| real number and integer. */ |
| mpf_t f_imax_plus1; /* f_imax + 1 stored in an mpf_t for |
| convenience */ |
| mpf_t f_imax_minus1; /* f_imax - 1 stored in an mpf_t for |
| convenience */ |
| |
| |
| mpf_init (f_temp); |
| mpz_init_set_ui (z_imax, 0x7fffffff); |
| mpf_init (f_imax_plus1); |
| mpf_init (f_imax_minus1); |
| |
| while ((c = getopt (argc, argv, "d2:i:r:")) != -1) |
| switch (c) |
| { |
| case '2': |
| l1runs = atol (optarg); |
| l2runs = -1; /* set later on */ |
| break; |
| case 'd': /* increase debug level */ |
| stat_debug++; |
| break; |
| case 'i': |
| if (1 == realinput) |
| { |
| fputs ("stat: options -i and -r are mutually exclusive\n", stderr); |
| exit (1); |
| } |
| if (mpz_set_str (z_imax, optarg, 0)) |
| { |
| fprintf (stderr, "stat: bad max value %s\n", optarg); |
| exit (1); |
| } |
| realinput = 0; |
| break; |
| case 'r': |
| if (0 == realinput) |
| { |
| fputs ("stat: options -i and -r are mutually exclusive\n", stderr); |
| exit (1); |
| } |
| if (mpz_set_str (z_imax, optarg, 0)) |
| { |
| fprintf (stderr, "stat: bad max value %s\n", optarg); |
| exit (1); |
| } |
| realinput = 1; |
| break; |
| case 'o': |
| omitoutput = atoi (optarg); |
| break; |
| case '?': |
| default: |
| fputs (usage, stderr); |
| exit (1); |
| } |
| argc -= optind; |
| argv += optind; |
| |
| if (argc < 1) |
| fp = stdin; |
| else |
| filen = argv[0]; |
| |
| if (fp != stdin) |
| if (NULL == (fp = fopen (filen, "r"))) |
| { |
| perror (filen); |
| exit (1); |
| } |
| |
| if (-1 == realinput) |
| realinput = 1; /* default is real numbers */ |
| |
| /* read file and fill appropriate vec */ |
| if (1 == realinput) /* real input */ |
| { |
| for (f = 0; f < FVECSIZ ; f++) |
| { |
| mpf_init (fvec[f]); |
| if (!mpf_inp_str (fvec[f], fp, 10)) |
| break; |
| } |
| } |
| else /* integer input */ |
| { |
| for (f = 0; f < FVECSIZ ; f++) |
| { |
| mpz_init (zvec[f]); |
| if (!mpz_inp_str (zvec[f], fp, 10)) |
| break; |
| } |
| } |
| vecentries = n = f; /* number of entries read */ |
| fclose (fp); |
| |
| if (FVECSIZ == f) |
| fprintf (stderr, "stat: warning: discarding input due to lazy allocation "\ |
| "of only %ld entries. sorry.\n", FVECSIZ); |
| |
| printf ("Got %lu numbers.\n", n); |
| |
| /* convert and fill the other vec */ |
| /* since fvec[] contains 0<=f<1 and we want ivec[] to contain |
| 0<=z<=imax and we are truncating all fractions when |
| converting float to int, we have to add 1 to imax.*/ |
| mpf_set_z (f_imax_plus1, z_imax); |
| mpf_add_ui (f_imax_plus1, f_imax_plus1, 1); |
| if (1 == realinput) /* fill zvec[] */ |
| { |
| for (f = 0; f < n; f++) |
| { |
| mpf_mul (f_temp, fvec[f], f_imax_plus1); |
| mpz_init (zvec[f]); |
| mpz_set_f (zvec[f], f_temp); /* truncating fraction */ |
| if (stat_debug > 1) |
| { |
| mpz_out_str (stderr, 10, zvec[f]); |
| fputs ("\n", stderr); |
| } |
| } |
| } |
| else /* integer input; fill fvec[] */ |
| { |
| /* mpf_set_z (f_imax_minus1, z_imax); |
| mpf_sub_ui (f_imax_minus1, f_imax_minus1, 1);*/ |
| for (f = 0; f < n; f++) |
| { |
| mpf_init (fvec[f]); |
| mpf_set_z (fvec[f], zvec[f]); |
| mpf_div (fvec[f], fvec[f], f_imax_plus1); |
| if (stat_debug > 1) |
| { |
| mpf_out_str (stderr, 10, 0, fvec[f]); |
| fputs ("\n", stderr); |
| } |
| } |
| } |
| |
| /* 2 levels? */ |
| if (1 != l2runs) |
| { |
| l2runs = n / l1runs; |
| printf ("Doing %ld second level rounds "\ |
| "with %ld entries in each round", l2runs, l1runs); |
| if (n % l1runs) |
| printf (" (discarding %ld entr%s)", n % l1runs, |
| n % l1runs == 1 ? "y" : "ies"); |
| puts ("."); |
| n = l1runs; |
| } |
| |
| #ifndef DONT_FFREQ |
| f_freq (l1runs, l2runs, fvec, n); |
| #endif |
| #ifdef DO_ZFREQ |
| z_freq (l1runs, l2runs, zvec, n, mpz_get_ui (z_imax)); |
| #endif |
| |
| mpf_clear (f_temp); mpz_clear (z_imax); |
| mpf_clear (f_imax_plus1); |
| mpf_clear (f_imax_minus1); |
| for (f = 0; f < vecentries; f++) |
| { |
| mpf_clear (fvec[f]); |
| mpz_clear (zvec[f]); |
| } |
| |
| return 0; |
| } |