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use std::cmp;
use std::ops::{AddAssign, Neg, SubAssign, Sub};
use ieee754::Ieee754;
use num::{One, Zero, Bounded, clamp};
#[cfg(feature="use-mpfr")]
use rug::{Float, rand::{ThreadRandGen, ThreadRandState}};
use crate::error::Fallible;
#[cfg(not(feature="use-mpfr"))]
use statrs::function::erf;
#[cfg(any(not(feature="use-mpfr"), not(feature="use-openssl")))]
use rand::Rng;
#[cfg(feature="use-openssl")]
pub fn fill_bytes(buffer: &mut [u8]) -> Fallible<()> {
use openssl::rand::rand_bytes;
if let Err(e) = rand_bytes(buffer) {
fallible!(FailedFunction, "OpenSSL error: {:?}", e)
} else { Ok(()) }
}
#[cfg(not(feature="use-openssl"))]
pub fn fill_bytes(buffer: &mut [u8]) -> Fallible<()> {
if let Err(e) = rand::thread_rng().try_fill(buffer) {
fallible!(FailedFunction, "Rand error: {:?}", e)
} else { Ok(()) }
}
#[cfg(feature="use-mpfr")]
struct GeneratorOpenSSL;
#[cfg(feature="use-mpfr")]
impl ThreadRandGen for GeneratorOpenSSL {
fn gen(&mut self) -> u32 {
let mut buffer = [0u8; 4];
fill_bytes(&mut buffer).unwrap();
u32::from_ne_bytes(buffer)
}
}
pub trait SampleBernoulli: Sized {
fn sample_standard_bernoulli() -> Fallible<Self>;
fn sample_bernoulli(prob: f64, constant_time: bool) -> Fallible<Self>;
}
impl SampleBernoulli for bool {
fn sample_standard_bernoulli() -> Fallible<Self> {
let mut buffer = [0u8; 1];
fill_bytes(&mut buffer)?;
Ok(buffer[0] & 1 == 1)
}
fn sample_bernoulli(prob: f64, constant_time: bool) -> Fallible<Self> {
if !(0.0..=1.0).contains(&prob) {return fallible!(FailedFunction, "probability is not within [0, 1]")}
let (_sign, exponent, mantissa) = prob.decompose_raw();
let first_heads_index = sample_i10_geometric(constant_time)?;
if exponent == 1023 { return Ok(true) }
let num_leading_zeros = 1022_i16 - exponent as i16;
Ok(match first_heads_index - num_leading_zeros {
i if i < 0 => false,
i if i == 0 => exponent != 0,
i if i > 52 => false,
i => mantissa & (1_u64 << (52 - i as usize)) != 0
})
}
}
pub trait SampleRademacher: Sized {
fn sample_standard_rademacher() -> Fallible<Self>;
fn sample_rademacher(prob: f64, constant_time: bool) -> Fallible<Self>;
}
impl<T: Neg<Output=T> + One> SampleRademacher for T {
fn sample_standard_rademacher() -> Fallible<Self> {
Ok(if bool::sample_standard_bernoulli()? {T::one()} else {T::one().neg()})
}
fn sample_rademacher(prob: f64, constant_time: bool) -> Fallible<Self> {
Ok(if bool::sample_bernoulli(prob, constant_time)? {T::one()} else {T::one().neg()})
}
}
pub trait SampleUniform: Sized {
fn sample_standard_uniform(constant_time: bool) -> Fallible<Self>;
}
impl SampleUniform for f64 {
fn sample_standard_uniform(constant_time: bool) -> Fallible<Self> {
let exponent: i16 = -(1 + sample_i10_geometric(constant_time)?);
let mantissa: u64 = {
let mut mantissa_buffer = [0u8; 8];
fill_bytes(&mut mantissa_buffer[1..])?;
mantissa_buffer[1] %= 16;
u64::from_be_bytes(mantissa_buffer)
};
Ok(Self::recompose(false, exponent, mantissa))
}
}
impl SampleUniform for f32 {
fn sample_standard_uniform(constant_time: bool) -> Fallible<Self> {
f64::sample_standard_uniform(constant_time).map(|v| v as f32)
}
}
fn sample_i10_geometric(constant_time: bool) -> Fallible<i16> {
Ok(if constant_time {
let mut buffer = vec![0_u8; 128];
fill_bytes(&mut buffer)?;
cmp::min(buffer.into_iter().enumerate()
.filter(|(_, sample)| sample > &0)
.map(|(i, sample)| 8 * i + sample.leading_zeros() as usize)
.min()
.unwrap_or(1022) as i16, 1022)
} else {
for i in 0..128 {
let mut buffer = vec![0_u8; 1];
fill_bytes(&mut buffer)?;
if buffer[0] > 0 {
return Ok(cmp::min(i * 8 + buffer[0].leading_zeros() as i16, 1022))
}
}
1022
})
}
pub trait SampleGeometric: Sized {
fn sample_geometric(shift: Self, positive: bool, prob: f64, trials: Option<Self>) -> Fallible<Self>;
}
impl<T: Clone + Zero + One + PartialEq + AddAssign + SubAssign + Bounded> SampleGeometric for T {
fn sample_geometric(mut shift: Self, positive: bool, prob: f64, mut trials: Option<Self>) -> Fallible<Self> {
if !(0.0..=1.0).contains(&prob) {return fallible!(FailedFunction, "probability is not within [0, 1]")}
let bound = if positive { Self::max_value() } else { Self::min_value() };
let mut success: bool = false;
loop {
if !success && shift != bound {
if positive { shift += T::one() } else { shift -= T::one() }
}
if let Some(trials) = trials.as_mut() {
if trials.is_zero() { break }
*trials -= T::one();
} else if success {
break
}
success |= bool::sample_bernoulli(prob, trials.is_some())?;
}
Ok(shift)
}
}
pub trait SampleTwoSidedGeometric: SampleGeometric {
fn sample_two_sided_geometric(
shift: Self, scale: f64, bounds: Option<(Self, Self)>
) -> Fallible<Self>;
}
impl<T: Clone + SampleGeometric + Sub<Output=T> + Bounded + Zero + One + PartialOrd> SampleTwoSidedGeometric for T {
fn sample_two_sided_geometric(mut shift: T, scale: f64, bounds: Option<(Self, Self)>) -> Fallible<Self> {
let trials: Option<T> = if let Some((lower, upper)) = bounds.clone() {
if lower == upper {return Ok(lower)}
Some(upper - lower - T::one())
} else {None};
let alpha: f64 = (-scale.recip()).exp();
if let Some((lower, upper)) = &bounds {
shift = clamp(shift, lower.clone(), upper.clone());
}
let uniform = f64::sample_standard_uniform(bounds.is_some())?;
let direction = bool::sample_standard_bernoulli()?;
let geometric = T::sample_geometric(shift.clone(), direction,1. - alpha, trials)?;
let noised = if uniform < (1. - alpha) / (1. + alpha) { shift } else { geometric };
Ok(if let Some((lower, upper)) = bounds {
clamp(noised, lower, upper)
} else {
noised
})
}
}
pub trait SampleLaplace: SampleRademacher + Sized {
fn sample_laplace(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self>;
}
pub trait SampleGaussian: Sized {
fn sample_gaussian(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self>;
}
pub trait MantissaDigits { const MANTISSA_DIGITS: u32; }
impl MantissaDigits for f32 { const MANTISSA_DIGITS: u32 = f32::MANTISSA_DIGITS; }
impl MantissaDigits for f64 { const MANTISSA_DIGITS: u32 = f64::MANTISSA_DIGITS; }
#[cfg(feature = "use-mpfr")]
pub trait CastInternalReal: MantissaDigits + Sized {
fn from_internal(v: Float) -> Self;
fn into_internal(self) -> Float;
}
#[cfg(not(feature = "use-mpfr"))]
pub trait CastInternalReal: rand::distributions::uniform::SampleUniform + SampleGaussian {
fn from_internal(v: Self) -> Self;
fn into_internal(self) -> Self;
}
#[cfg(feature = "use-mpfr")]
impl CastInternalReal for f64 {
fn from_internal(v: Float) -> Self { v.to_f64() }
fn into_internal(self) -> Float { rug::Float::with_val(Self::MANTISSA_DIGITS, self) }
}
#[cfg(feature = "use-mpfr")]
impl CastInternalReal for f32 {
fn from_internal(v: Float) -> Self { v.to_f32() }
fn into_internal(self) -> Float { rug::Float::with_val(Self::MANTISSA_DIGITS, self) }
}
#[cfg(not(feature = "use-mpfr"))]
impl CastInternalReal for f64 {
fn from_internal(v: f64) -> Self { v }
fn into_internal(self) -> Self { self }
}
#[cfg(not(feature = "use-mpfr"))]
impl CastInternalReal for f32 {
fn from_internal(v: f32) -> Self { v }
fn into_internal(self) -> Self { self }
}
#[cfg(feature = "use-mpfr")]
impl<T: CastInternalReal + SampleRademacher> SampleLaplace for T {
fn sample_laplace(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self> {
if constant_time {
return fallible!(FailedFunction, "mpfr samplers do not support constant time execution")
}
let shift = shift.into_internal();
let scale = scale.into_internal() * T::sample_standard_rademacher()?.into_internal();
let standard_exponential_sample = {
let mut rng = GeneratorOpenSSL {};
let mut state = ThreadRandState::new_custom(&mut rng);
rug::Float::with_val(Self::MANTISSA_DIGITS, rug::Float::random_exp(&mut state))
};
Ok(Self::from_internal(standard_exponential_sample.mul_add(&scale, &shift)))
}
}
#[cfg(not(feature = "use-mpfr"))]
impl<T: num::Float + rand::distributions::uniform::SampleUniform + SampleRademacher> SampleLaplace for T {
fn sample_laplace(shift: Self, scale: Self, _constant_time: bool) -> Fallible<Self> {
let mut rng = rand::thread_rng();
let _1_ = T::from(1.0).unwrap();
let _2_ = T::from(2.0).unwrap();
let u: T = rng.gen_range(T::from(-0.5).unwrap(), T::from(0.5).unwrap());
Ok(shift - u.signum() * (_1_ - _2_ * u.abs()).ln() * scale)
}
}
#[cfg(feature = "use-mpfr")]
impl<T: CastInternalReal> SampleGaussian for T {
fn sample_gaussian(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self> {
if constant_time {
return fallible!(FailedFunction, "mpfr samplers do not support constant time execution")
}
let mut rng = GeneratorOpenSSL {};
let mut state = ThreadRandState::new_custom(&mut rng);
let gauss = rug::Float::with_val(Self::MANTISSA_DIGITS, Float::random_normal(&mut state));
let shift = shift.into_internal();
let scale = scale.into_internal();
Ok(Self::from_internal(gauss.mul_add(&scale, &shift)))
}
}
#[cfg(not(feature = "use-mpfr"))]
impl SampleGaussian for f64 {
fn sample_gaussian(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self> {
let uniform_sample = f64::sample_standard_uniform(constant_time)?;
Ok(shift + scale * std::f64::consts::SQRT_2 * erf::erfc_inv(2.0 * uniform_sample))
}
}
#[cfg(not(feature = "use-mpfr"))]
impl SampleGaussian for f32 {
fn sample_gaussian(shift: Self, scale: Self, constant_time: bool) -> Fallible<Self> {
let uniform_sample = f64::sample_standard_uniform(constant_time)?;
Ok(shift + scale * std::f32::consts::SQRT_2 * (erf::erfc_inv(2.0 * uniform_sample) as f32))
}
}