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prevent random distributions from returning NaN/Inf #1228

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Merged
merged 12 commits into from
Oct 3, 2020
Merged

prevent random distributions from returning NaN/Inf #1228

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6f7eb15
Change the base to the most recent commit on master
Arzaghi Aug 31, 2020
a0657ed
find the exact lower bound causes overflow
Arzaghi Sep 2, 2020
01ad653
use scaling method to prevent overflow
Arzaghi Sep 7, 2020
207f232
Update stl/inc/random
Arzaghi Sep 9, 2020
89aed7e
Apply suggestions from code review
Arzaghi Sep 9, 2020
da5ca51
Apply suggestions from code review
Arzaghi Sep 9, 2020
91b5ca0
prevent student_t_distribution from returning Inf or NaN
Arzaghi Sep 9, 2020
109ec2a
add cover tests to validate random distributions output for Inf and NaN
Arzaghi Sep 9, 2020
2b124c3
Apply suggestions from code review
Arzaghi Sep 9, 2020
93a68e0
insert an explicit cast
Arzaghi Sep 9, 2020
58c258c
Code review feedback.
StephanTLavavej Oct 2, 2020
7298946
Merge branch 'master' into gh1228
StephanTLavavej Oct 2, 2020
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5 changes: 4 additions & 1 deletion stl/inc/random
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Original file line number Diff line number Diff line change
Expand Up @@ -2929,14 +2929,17 @@ private:
_Res = _Xx2;
_Valid = false;
} else { // generate two values, store one, return one
const _Ty _MinSx{static_cast<_Ty>(7.8159598771420286e-306)};
const _Ty _MaxSx{static_cast<_Ty>(1)};
_Ty _Vx1;
_Ty _Vx2;
_Ty _Sx;
for (;;) { // reject bad values
_Vx1 = 2 * _NRAND(_Eng, _Ty) - 1;
_Vx2 = 2 * _NRAND(_Eng, _Ty) - 1;
_Sx = _Vx1 * _Vx1 + _Vx2 * _Vx2;
if (_Sx < 1 && _Sx != 0) {
if (_MinSx < _Sx && _Sx < _MaxSx) {
// Good _Sx value! It will not cause overflow nor generating NaN/Inf on the next calculations.
break;
}
}
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