Psuedo-Random Variable - algorithm

I have a variable, between 0 and 1, which should dictate the likelyhood that a second variable, a random number between 0 and 1, is greater than 0.5. In other words, if I were to generate the second variable 1000 times, the average should be approximately equal to the first variable's value. How do I make this code?
Oh, and the second variable should always be capable of producing either 0 or 1 in any condition, just more or less likely depending on the value of the first variable. Here is a link to a graph which models approximately how I would like the program to behave. Each equation represents a separate value for the first variable.

You have a variable p and you are looking for a mapping function f(x) that maps random rolls between x in [0, 1] to the same interval [0, 1] such that the expected value, i.e. the average of all rolls, is p.
You have chosen the function prototype
f(x) = pow(x, c)
where c must be chosen appropriately. If x is uniformly distributed in [0, 1], the average value is:
int(f(x) dx, [0, 1]) == p
With the integral:
int(pow(x, c) dx) == pow(x, c + 1) / (c + 1) + K
one gets:
c = 1/p - 1
A different approach is to make p the median value of the distribution, such that half of the rolls fall below p, the other half above p. This yields a different distribution. (I am aware that you didn't ask for that.) Now, we have to satisfy the condition:
f(0.5) == pow(0.5, c) == p
which yields:
c = log(p) / log(0.5)
With the current function prototype, you cannot satisfy both requirements. Your function is also asymmetric (f(x, p) != f(1-x, 1-p)).
Python functions below:
def medianrand(p):
"""Random number between 0 and 1 whose median is p"""
c = math.log(p) / math.log(0.5)
return math.pow(random.random(), c)
def averagerand(p):
"""Random number between 0 and 1 whose expected value is p"""
c = 1/p - 1
return math.pow(random.random(), c)

You can do this by using a dummy. First set the first variable to a value between 0 and 1. Then create a random number in the dummy between 0 and 1. If this dummy is bigger than the first variable, you generate a random number between 0 and 0.5, and otherwise you generate a number between 0.5 and 1.
In pseudocode:
real a = 0.7
real total = 0.0
for i between 0 and 1000 begin
real dummy = rand(0,1)
real b
if dummy > a then
b = rand(0,0.5)
else
b = rand(0.5,1)
end if
total = total + b
end for
real avg = total / 1000
Please note that this algorithm will generate average values between 0.25 and 0.75. For a = 1 it will only generate random values between 0.5 and 1, which should average to 0.75. For a=0 it will generate only random numbers between 0 and 0.5, which should average to 0.25.

I've made a sort of pseudo-solution to this problem, which I think is acceptable.
Here is the algorithm I made;
a = 0.2 # variable one
b = 0 # variable two
b = random.random()
b = b^(1/(2^(4*a-1)))
It doesn't actually produce the average results that I wanted, but it's close enough for my purposes.
Edit: Here's a graph I made that consists of a large amount of datapoints I generated with a python script using this algorithm;
import random
mod = 6
div = 100
for z in xrange(div):
s = 0
for i in xrange (100000):
a = (z+1)/float(div) # variable one
b = random.random() # variable two
c = b**(1/(2**((mod*a*2)-mod)))
s += c
print str((z+1)/float(div)) + "\t" + str(round(s/100000.0, 3))
Each point in the table is the result of 100000 randomly generated points from the algorithm; their x positions being the a value given, and their y positions being their average. Ideally they would fit to a straight line of y = x, but as you can see they fit closer to an arctan equation. I'm trying to mess around with the algorithm so that the averages fit the line, but I haven't had much luck as of yet.

Related

Number of ways to reach N from 0 using only 2 or 3?

I am solving this problem where we need to reach from X=0 to X=N.We can only take a step of 2 or 3 at a time.
For each step of 2 we have a probability of 0.2 and for each step of 3 we have a probability of 0.8.How can we find the total probability to reach N.
e.g. for reaching 5,
2+3 with probability =0.2 * 0.8=0.16
3+2 with probability =0.8 * 0.2=0.16 total = 0.32.
My initial thoughts:
Number of ways can be found out by simple Fibonacci sequence.
f(n)=f(n-3)+f(n-2);
But how do we remember the numbers so that we can multiply them to find the probability?
This can be solved using Dynamic programming.
Lets call the function F(N) = probability to reach 0 using only 2 and 3 when the starting number is N
F(N) = 0.2*F(N-2) + 0.3*F(N-3)
Base case:
F(0) = 1 and F(k)= 0 where k< 0
So the DP code would be somthing like that:
F[0] = 1;
for(int i = 1;i<=N;i++){
if(i>=3)
F[i] = 0.2*F[i-2] + 0.8*F[i-3];
else if(i>=2)
F[i] = 0.2*F[i-2];
else
F[i] = 0;
}
return F[N];
This algorithm would run in O(N)
Some clarifications about this solution: I assume the only allowed operation for generating the number from 2s and 3s is addition (your definition would allow substraction aswell) and the input-numbers are always valid (2 <= input). Definition: a unique row of numbers means: no other row with the same number of 3s and 2s in another order is in scope.
We can reduce the problem into multiple smaller problems:
Problem A: finding all sequences of numbers that can sum up to the given number. (Unique rows of numbers only)
Start by finding the minimum-number of 3s required to build the given number, which is simply input % 2. The maximum-number of 3s that can be used to build the input can be calculated this way:
int max_3 = (int) (input / 3);
if(input - max_3 == 1)
--max_3;
Now all sequences of numbers that sum up to input must hold between input % 2 and max_3 3s. The 2s can be easily calculated from a given number of 3s.
Problem B: calculating the probability for a given list and it's permutations to be the result
For each unique row of numbers, we can easily derive all permutations. Since these consist of the same number, they have the same likeliness to appear and produce the same sum. The likeliness can be calculated easily from the row: 0.8 ^ number_of_3s * 0.2 ^ number_of_2s. Next step would be to calculate the number of different permuatations. Calculating all distinct sets with a specific number of 2s and 3s can be done this way: Calculate all possible distributions of 2s in the set: (number_of_2s + number_of_3s)! / (number_of_3s! * numer_of_2s!). Basically just the number of possible distinct permutations.
Now from theory to praxis
Since the math is given, the rest is pretty straight forward:
define prob:
input: int num
output: double
double result = 0.0
int min_3s = (num % 2)
int max_3s = (int) (num / 3)
if(num - max_3 == 1)
--max_3
for int c3s in [min_3s , max_3s]
int c2s = (num - (c3s * 3)) / 2
double p = 0.8 ^ c3s * 0.2 * c2s
p *= (c3s + c2s)! / (c3s! * c2s!)
result += p
return result
Instead of jumping into the programming, you can use math.
Let p(n) be the probability that you reach the location that is n steps away.
Base cases:
p(0)=1
p(1)=0
p(2)=0.2
Linear recurrence relation
p(n+3)=0.2 p(n+1) + 0.8 p(n)
You can solve this in closed form by finding the exponential solutions to the linear recurrent relation.
c^3 = 0.2 c + 0.8
c = 1, (-5 +- sqrt(55)i)/10
Although this was cubic, c=1 will always be a solution in this type of problem since there is a constant nonzero solution.
Because the roots are distinct, all solutions are of the form a1(1)^n + a2((-5+sqrt(55)i) / 10)^n + a3((-5-sqrt(55)i)/10)^n. You can solve for a1, a2, and a3 using the initial conditions:
a1=5/14
a2=(99-sqrt(55)i)/308
a3=(99+sqrt(55)i)/308
This gives you a nonrecursive formula for p(n):
p(n)=5/14+(99-sqrt(55)i)/308((-5+sqrt(55)i)/10)^n+(99+sqrt(55)i)/308((-5-sqrt(55)i)/10)^n
One nice property of the non-recursive formula is that you can read off the asymptotic value of 5/14, but that's also clear because the average value of a jump is 2(1/5)+ 3(4/5) = 14/5, and you almost surely hit a set with density 1/(14/5) of the integers. You can use the magnitudes of the other roots, 2/sqrt(5)~0.894, to see how rapidly the probabilities approach the asymptotics.
5/14 - (|a2|+|a3|) 0.894^n < p(n) < 5/14 + (|a2|+|a3|) 0.894^n
|5/14 - p(n)| < (|a2|+|a3|) 0.894^n
f(n, p) = f(n-3, p*.8) + f(n -2, p*.2)
Start p at 1.
If n=0 return p, if n <0 return 0.
Instead of using the (terribly inefficient) recursive algorithm, start from the start and calculate in how many ways you can reach subsequent steps, i.e. using 'dynamic programming'. This way, you can easily calculate the probabilities and also have a complexity of only O(n) to calculate everything up to step n.
For each step, memorize the possible ways of reaching that step, if any (no matter how), and the probability of reaching that step. For the zeroth step (the start) this is (1, 1.0).
steps = [(1, 1.0)]
Now, for each consecutive step n, get the previously computed possible ways poss and probability prob to reach steps n-2 and n-3 (or (0, 0.0) in case of n < 2 or n < 3 respectively), add those to the combined possibilities and probability to reach that new step, and add them to the list.
for n in range(1, 10):
poss2, prob2 = steps[n-2] if n >= 2 else (0, 0.0)
poss3, prob3 = steps[n-3] if n >= 3 else (0, 0.0)
steps.append( (poss2 + poss3, prob2 * 0.2 + prob3 * 0.8) )
Now you can just get the numbers from that list:
>>> for n, (poss, prob) in enumerate(steps):
... print "%s\t%s\t%s" % (n, poss, prob)
0 1 1.0
1 0 0.0
2 1 0.2
3 1 0.8
4 1 0.04
5 2 0.32 <-- 2 ways to get to 5 with combined prob. of 0.32
6 2 0.648
7 3 0.096
8 4 0.3856
9 5 0.5376
(Code is in Python)
Note that this will get you both the number of possible ways of reaching a certain step (e.g. "first 2, then 3" or "first 3, then 2" for 5), and the probability to reach that step in one go. Of course, if you need only the probability, you can just use single numbers instead of tuples.

generate random numbers within a range with different probabilities

How can i generate a random number between A = 1 and B = 10 where each number has a different probability?
Example: number / probability
1 - 20%
2 - 20%
3 - 10%
4 - 5%
5 - 5%
...and so on.
I'm aware of some hard-coded workarounds which unfortunately are of no use with larger ranges, for example A = 1000 and B = 100000.
Assume we have a
Rand()
method which returns a random number R, 0 < R < 1, can anyone post a code sample with a proper way of doing this ? prefferable in c# / java / actionscript.
Build an array of 100 integers and populate it with 20 1's, 20 2's, 10 3's, 5 4's, 5 5's, etc. Then just randomly pick an item from the array.
int[] numbers = new int[100];
// populate the first 20 with the value '1'
for (int i = 0; i < 20; ++i)
{
numbers[i] = 1;
}
// populate the rest of the array as desired.
// To get an item:
// Since your Rand() function returns 0 < R < 1
int ix = (int)(Rand() * 100);
int num = numbers[ix];
This works well if the number of items is reasonably small and your precision isn't too strict. That is, if you wanted 4.375% 7's, then you'd need a much larger array.
There is an elegant algorithm attributed by Knuth to A. J. Walker (Electronics Letters 10, 8 (1974), 127-128; ACM Trans. Math Software 3 (1977), 253-256).
The idea is that if you have a total of k * n balls of n different colors, then it is possible to distribute the balls in n containers such that container no. i contains balls of color i and at most one other color. The proof is by induction on n. For the induction step pick the color with the least number of balls.
In your example n = 10. Multiply the probabilities with a suitable m such that they are all integers. So, maybe m = 100 and you have 20 balls of color 0, 20 balls of color 1, 10 balls of color 2, 5 balls of color 3, etc. So, k = 10.
Now generate a table of dimension n with each entry being a probability (the ration of balls of color i vs the other color) and the other color.
To generate a random ball, generate a random floating-point number r in the range [0, n). Let i be the integer part (floor of r) and x the excess (r – i).
if (x < table[i].probability) output i
else output table[i].other
The algorithm has the advantage that for each random ball you only make a single comparison.
Let me work out an example (same as Knuth).
Consider simulating throwing a pair of dice.
So P(2) = 1/36, P(3) = 2/36, P(4) = 3/36, P(5) = 4/36, P(6) = 5/36, P(7) = 6/36, P(8) = 5/36, P(9) = 4/36, P(10) = 3/36, P(11) = 2/36, P(12) = 1/36.
Multiply by 36 * 11 to get 393 balls, 11 of color 2, 22 of color 3, 33 of color 4, …, 11 of color 12.
We have k = 393 / 11 = 36.
Table[2] = (11/36, color 4)
Table[12] = (11/36, color 10)
Table[3] = (22/36, color 5)
Table[11] = (22/36, color 5)
Table[4] = (8/36, color 9)
Table[10] = (8/36, color 6)
Table[5] = (16/36, color 6)
Table[9] = (16/36, color 8)
Table[6] = (7/36, color 8)
Table[8] = (6/36, color 7)
Table[7] = (36/36, color 7)
Assuming that you have a function p(n) that gives you the desired probability for a random number:
r = rand() // a random number between 0 and 1
for i in A to B do
if r < p(i)
return i
r = r - p(i)
done
A faster way is to create an array of (B - A) * 100 elements and populate it with numbers from A to B such that the ratio of the number of each item occurs in the array to the size of the array is its probability. You can then generate a uniform random number to get an index to the array and directly access the array to get your random number.
Map your uniform random results to the required outputs according to the probabilities.
E.g., for your example:
If `0 <= Round() <= 0.2`: result = 1.
If `0.2 < Round() <= 0.4`: result = 2.
If `0.4 < Round() <= 0.5`: result = 3.
If `0.5 < Round() <= 0.55`: result = 4.
If `0.55 < Round() <= 0.65`: result = 5.
...
Here's an implementation of Knuth's Algorithm. As discussed by some of the answers it works by
1) creating a table of summed frequencies
2) generates a random integer
3) rounds it with ceiling function
4) finds the "summed" range within which the random number falls and outputs original array entity based on it
Inverse Transform
In probability speak, a cumulative distribution function F(x) returns the probability that any randomly drawn value, call it X, is <= some given value x. For instance, if I did F(4) in this case, I would get .6. because the running sum of probabilities in your example is {.2, .4, .5, .55, .6, .65, ....}. I.e. the probability of randomly getting a value less than or equal to 4 is .6. However, what I actually want to know is the inverse of the cumulative probability function, call it F_inv. I want to know what is the x value given the cumulative probability. I want to pass in F_inv(.6) and get back 4. That is why this is called the inverse transform method.
So, in the inverse transform method, we are basically trying to find the interval in the cumulative distribution in which a random Uniform (0,1) number falls. This works out to the algorithm that perreal and icepack posted. Here is another way to state it in terms of the cumulative distribution function
Generate a random number U
for x in A .. B
if U <= F(x) then return x
Note that it might be more efficient to have the loop go from B to A and check if U >= F(x) if the smaller probabilities come at the beginning of the distribution

Find the smallest regular number that is not less than N

Regular numbers are numbers that evenly divide powers of 60. As an example, 602 = 3600 = 48 × 75, so both 48 and 75 are divisors of a power of 60. Thus, they are also regular numbers.
This is an extension of rounding up to the next power of two.
I have an integer value N which may contain large prime factors and I want to round it up to a number composed of only small prime factors (2, 3 and 5)
Examples:
f(18) == 18 == 21 * 32
f(19) == 20 == 22 * 51
f(257) == 270 == 21 * 33 * 51
What would be an efficient way to find the smallest number satisfying this requirement?
The values involved may be large, so I would like to avoid enumerating all regular numbers starting from 1 or maintaining an array of all possible values.
One can produce arbitrarily thin a slice of the Hamming sequence around the n-th member in time ~ n^(2/3) by direct enumeration of triples (i,j,k) such that N = 2^i * 3^j * 5^k.
The algorithm works from log2(N) = i+j*log2(3)+k*log2(5); enumerates all possible ks and for each, all possible js, finds the top i and thus the triple (k,j,i) and keeps it in a "band" if inside the given "width" below the given high logarithmic top value (when width < 1 there can be at most one such i) then sorts them by their logarithms.
WP says that n ~ (log N)^3, i.e. run time ~ (log N)^2. Here we don't care for the exact position of the found triple in the sequence, so all the count calculations from the original code can be thrown away:
slice hi w = sortBy (compare `on` fst) b where -- hi>log2(N) is a top value
lb5=logBase 2 5 ; lb3=logBase 2 3 -- w<1 (NB!) is log2(width)
b = concat -- the slice
[ [ (r,(i,j,k)) | frac < w ] -- store it, if inside width
| k <- [ 0 .. floor ( hi /lb5) ], let p = fromIntegral k*lb5,
j <- [ 0 .. floor ((hi-p)/lb3) ], let q = fromIntegral j*lb3 + p,
let (i,frac)=properFraction(hi-q) ; r = hi - frac ] -- r = i + q
-- properFraction 12.7 == (12, 0.7)
-- update: in pseudocode:
def slice(hi, w):
lb5, lb3 = logBase(2, 5), logBase(2, 3) -- logs base 2 of 5 and 3
for k from 0 step 1 to floor(hi/lb5) inclusive:
p = k*lb5
for j from 0 step 1 to floor((hi-p)/lb3) inclusive:
q = j*lb3 + p
i = floor(hi-q)
frac = hi-q-i -- frac < 1 , always
r = hi - frac -- r == i + q
if frac < w:
place (r,(i,j,k)) into the output array
sort the output array's entries by their "r" component
in ascending order, and return thus sorted array
Having enumerated the triples in the slice, it is a simple matter of sorting and searching, taking practically O(1) time (for arbitrarily thin a slice) to find the first triple above N. Well, actually, for constant width (logarithmic), the amount of numbers in the slice (members of the "upper crust" in the (i,j,k)-space below the log(N) plane) is again m ~ n^2/3 ~ (log N)^2 and sorting takes m log m time (so that searching, even linear, takes ~ m run time then). But the width can be made smaller for bigger Ns, following some empirical observations; and constant factors for the enumeration of triples are much higher than for the subsequent sorting anyway.
Even with constant width (logarthmic) it runs very fast, calculating the 1,000,000-th value in the Hamming sequence instantly and the billionth in 0.05s.
The original idea of "top band of triples" is due to Louis Klauder, as cited in my post on a DDJ blogs discussion back in 2008.
update: as noted by GordonBGood in the comments, there's no need for the whole band but rather just about one or two values above and below the target. The algorithm is easily amended to that effect. The input should also be tested for being a Hamming number itself before proceeding with the algorithm, to avoid round-off issues with double precision. There are no round-off issues comparing the logarithms of the Hamming numbers known in advance to be different (though going up to a trillionth entry in the sequence uses about 14 significant digits in logarithm values, leaving only 1-2 digits to spare, so the situation may in fact be turning iffy there; but for 1-billionth we only need 11 significant digits).
update2: turns out the Double precision for logarithms limits this to numbers below about 20,000 to 40,000 decimal digits (i.e. 10 trillionth to 100 trillionth Hamming number). If there's a real need for this for such big numbers, the algorithm can be switched back to working with the Integer values themselves instead of their logarithms, which will be slower.
Okay, hopefully third time's a charm here. A recursive, branching algorithm for an initial input of p, where N is the number being 'built' within each thread. NB 3a-c here are launched as separate threads or otherwise done (quasi-)asynchronously.
Calculate the next-largest power of 2 after p, call this R. N = p.
Is N > R? Quit this thread. Is p composed of only small prime factors? You're done. Otherwise, go to step 3.
After any of 3a-c, go to step 4.
a) Round p up to the nearest multiple of 2. This number can be expressed as m * 2.
b) Round p up to the nearest multiple of 3. This number can be expressed as m * 3.
c) Round p up to the nearest multiple of 5. This number can be expressed as m * 5.
Go to step 2, with p = m.
I've omitted the bookkeeping to do regarding keeping track of N but that's fairly straightforward I take it.
Edit: Forgot 6, thanks ypercube.
Edit 2: Had this up to 30, (5, 6, 10, 15, 30) realized that was unnecessary, took that out.
Edit 3: (The last one I promise!) Added the power-of-30 check, which helps prevent this algorithm from eating up all your RAM.
Edit 4: Changed power-of-30 to power-of-2, per finnw's observation.
Here's a solution in Python, based on Will Ness answer but taking some shortcuts and using pure integer math to avoid running into log space numerical accuracy errors:
import math
def next_regular(target):
"""
Find the next regular number greater than or equal to target.
"""
# Check if it's already a power of 2 (or a non-integer)
try:
if not (target & (target-1)):
return target
except TypeError:
# Convert floats/decimals for further processing
target = int(math.ceil(target))
if target <= 6:
return target
match = float('inf') # Anything found will be smaller
p5 = 1
while p5 < target:
p35 = p5
while p35 < target:
# Ceiling integer division, avoiding conversion to float
# (quotient = ceil(target / p35))
# From https://stackoverflow.com/a/17511341/125507
quotient = -(-target // p35)
# Quickly find next power of 2 >= quotient
# See https://stackoverflow.com/a/19164783/125507
try:
p2 = 2**((quotient - 1).bit_length())
except AttributeError:
# Fallback for Python <2.7
p2 = 2**(len(bin(quotient - 1)) - 2)
N = p2 * p35
if N == target:
return N
elif N < match:
match = N
p35 *= 3
if p35 == target:
return p35
if p35 < match:
match = p35
p5 *= 5
if p5 == target:
return p5
if p5 < match:
match = p5
return match
In English: iterate through every combination of 5s and 3s, quickly finding the next power of 2 >= target for each pair and keeping the smallest result. (It's a waste of time to iterate through every possible multiple of 2 if only one of them can be correct). It also returns early if it ever finds that the target is already a regular number, though this is not strictly necessary.
I've tested it pretty thoroughly, testing every integer from 0 to 51200000 and comparing to the list on OEIS http://oeis.org/A051037, as well as many large numbers that are ±1 from regular numbers, etc. It's now available in SciPy as fftpack.helper.next_fast_len, to find optimal sizes for FFTs (source code).
I'm not sure if the log method is faster because I couldn't get it to work reliably enough to test it. I think it has a similar number of operations, though? I'm not sure, but this is reasonably fast. Takes <3 seconds (or 0.7 second with gmpy) to calculate that 2142 × 380 × 5444 is the next regular number above 22 × 3454 × 5249+1 (the 100,000,000th regular number, which has 392 digits)
You want to find the smallest number m that is m >= N and m = 2^i * 3^j * 5^k where all i,j,k >= 0.
Taking logarithms the equations can be rewritten as:
log m >= log N
log m = i*log2 + j*log3 + k*log5
You can calculate log2, log3, log5 and logN to (enough high, depending on the size of N) accuracy. Then this problem looks like a Integer Linear programming problem and you could try to solve it using one of the known algorithms for this NP-hard problem.
EDITED/CORRECTED: Corrected the codes to pass the scipy tests:
Here's an answer based on endolith's answer, but almost eliminating long multi-precision integer calculations by using float64 logarithm representations to do a base comparison to find triple values that pass the criteria, only resorting to full precision comparisons when there is a chance that the logarithm value may not be accurate enough, which only occurs when the target is very close to either the previous or the next regular number:
import math
def next_regulary(target):
"""
Find the next regular number greater than or equal to target.
"""
if target < 2: return ( 0, 0, 0 )
log2hi = 0
mant = 0
# Check if it's already a power of 2 (or a non-integer)
try:
mant = target & (target - 1)
target = int(target) # take care of case where not int/float/decimal
except TypeError:
# Convert floats/decimals for further processing
target = int(math.ceil(target))
mant = target & (target - 1)
# Quickly find next power of 2 >= target
# See https://stackoverflow.com/a/19164783/125507
try:
log2hi = target.bit_length()
except AttributeError:
# Fallback for Python <2.7
log2hi = len(bin(target)) - 2
# exit if this is a power of two already...
if not mant: return ( log2hi - 1, 0, 0 )
# take care of trivial cases...
if target < 9:
if target < 4: return ( 0, 1, 0 )
elif target < 6: return ( 0, 0, 1 )
elif target < 7: return ( 1, 1, 0 )
else: return ( 3, 0, 0 )
# find log of target, which may exceed the float64 limit...
if log2hi < 53: mant = target << (53 - log2hi)
else: mant = target >> (log2hi - 53)
log2target = log2hi + math.log2(float(mant) / (1 << 53))
# log2 constants
log2of2 = 1.0; log2of3 = math.log2(3); log2of5 = math.log2(5)
# calculate range of log2 values close to target;
# desired number has a logarithm of log2target <= x <= top...
fctr = 6 * log2of3 * log2of5
top = (log2target**3 + 2 * fctr)**(1/3) # for up to 2 numbers higher
btm = 2 * log2target - top # or up to 2 numbers lower
match = log2hi # Anything found will be smaller
result = ( log2hi, 0, 0 ) # placeholder for eventual matches
count = 0 # only used for debugging counting band
fives = 0; fiveslmt = int(math.ceil(top / log2of5))
while fives < fiveslmt:
log2p = top - fives * log2of5
threes = 0; threeslmt = int(math.ceil(log2p / log2of3))
while threes < threeslmt:
log2q = log2p - threes * log2of3
twos = int(math.floor(log2q)); log2this = top - log2q + twos
if log2this >= btm: count += 1 # only used for counting band
if log2this >= btm and log2this < match:
# logarithm precision may not be enough to differential between
# the next lower regular number and the target, so do
# a full resolution comparison to eliminate this case...
if (2**twos * 3**threes * 5**fives) >= target:
match = log2this; result = ( twos, threes, fives )
threes += 1
fives += 1
return result
print(next_regular(2**2 * 3**454 * 5**249 + 1)) # prints (142, 80, 444)
Since most long multi-precision calculations have been eliminated, gmpy isn't needed, and on IDEOne the above code takes 0.11 seconds instead of 0.48 seconds for endolith's solution to find the next regular number greater than the 100 millionth one as shown; it takes 0.49 seconds instead of 5.48 seconds to find the next regular number past the billionth (next one is (761,572,489) past (1334,335,404) + 1), and the difference will get even larger as the range goes up as the multi-precision calculations get increasingly longer for the endolith version compared to almost none here. Thus, this version could calculate the next regular number from the trillionth in the sequence in about 50 seconds on IDEOne, where it would likely take over an hour with the endolith version.
The English description of the algorithm is almost the same as for the endolith version, differing as follows:
1) calculates the float log estimation of the argument target value (we can't use the built-in log function directly as the range may be much too large for representation as a 64-bit float),
2) compares the log representation values in determining qualifying values inside an estimated range above and below the target value of only about two or three numbers (depending on round-off),
3) compare multi-precision values only if within the above defined narrow band,
4) outputs the triple indices rather than the full long multi-precision integer (would be about 840 decimal digits for the one past the billionth, ten times that for the trillionth), which can then easily be converted to the long multi-precision value if required.
This algorithm uses almost no memory other than for the potentially very large multi-precision integer target value, the intermediate evaluation comparison values of about the same size, and the output expansion of the triples if required. This algorithm is an improvement over the endolith version in that it successfully uses the logarithm values for most comparisons in spite of their lack of precision, and that it narrows the band of compared numbers to just a few.
This algorithm will work for argument ranges somewhat above ten trillion (a few minute's calculation time at IDEOne rates) when it will no longer be correct due to lack of precision in the log representation values as per #WillNess's discussion; in order to fix this, we can change the log representation to a "roll-your-own" logarithm representation consisting of a fixed-length integer (124 bits for about double the exponent range, good for targets of over a hundred thousand digits if one is willing to wait); this will be a little slower due to the smallish multi-precision integer operations being slower than float64 operations, but not that much slower since the size is limited (maybe a factor of three or so slower).
Now none of these Python implementations (without using C or Cython or PyPy or something) are particularly fast, as they are about a hundred times slower than as implemented in a compiled language. For reference sake, here is a Haskell version:
{-# OPTIONS_GHC -O3 #-}
import Data.Word
import Data.Bits
nextRegular :: Integer -> ( Word32, Word32, Word32 )
nextRegular target
| target < 2 = ( 0, 0, 0 )
| target .&. (target - 1) == 0 = ( fromIntegral lg2hi - 1, 0, 0 )
| target < 9 = case target of
3 -> ( 0, 1, 0 )
5 -> ( 0, 0, 1 )
6 -> ( 1, 1, 0 )
_ -> ( 3, 0, 0 )
| otherwise = match
where
lg3 = logBase 2 3 :: Double; lg5 = logBase 2 5 :: Double
lg2hi = let cntplcs v cnt =
let nv = v `shiftR` 31 in
if nv <= 0 then
let cntbts x c =
if x <= 0 then c else
case c + 1 of
nc -> nc `seq` cntbts (x `shiftR` 1) nc in
cntbts (fromIntegral v :: Word32) cnt
else case cnt + 31 of ncnt -> ncnt `seq` cntplcs nv ncnt
in cntplcs target 0
lg2tgt = let mant = if lg2hi <= 53 then target `shiftL` (53 - lg2hi)
else target `shiftR` (lg2hi - 53)
in fromIntegral lg2hi +
logBase 2 (fromIntegral mant / 2^53 :: Double)
lg2top = (lg2tgt^3 + 2 * 6 * lg3 * lg5)**(1/3) -- for 2 numbers or so higher
lg2btm = 2* lg2tgt - lg2top -- or two numbers or so lower
match =
let klmt = floor (lg2top / lg5)
loopk k mtchlgk mtchtplk =
if k > klmt then mtchtplk else
let p = lg2top - fromIntegral k * lg5
jlmt = fromIntegral $ floor (p / lg3)
loopj j mtchlgj mtchtplj =
if j > jlmt then loopk (k + 1) mtchlgj mtchtplj else
let q = p - fromIntegral j * lg3
( i, frac ) = properFraction q; r = lg2top - frac
( nmtchlg, nmtchtpl ) =
if r < lg2btm || r >= mtchlgj then
( mtchlgj, mtchtplj ) else
if 2^i * 3^j * 5^k >= target then
( r, ( i, j, k ) ) else ( mtchlgj, mtchtplj )
in nmtchlg `seq` nmtchtpl `seq` loopj (j + 1) nmtchlg nmtchtpl
in loopj 0 mtchlgk mtchtplk
in loopk 0 (fromIntegral lg2hi) ( fromIntegral lg2hi, 0, 0 )
trival :: ( Word32, Word32, Word32 ) -> Integer
trival (i,j,k) = 2^i * 3^j * 5^k
main = putStrLn $ show $ nextRegular $ (trival (1334,335,404)) + 1 -- (1126,16930,40)
This code calculates the next regular number following the billionth in too small a time to be measured and following the trillionth in 0.69 seconds on IDEOne (and potentially could run even faster except that IDEOne doesn't support LLVM). Even Julia will run at something like this Haskell speed after the "warm-up" for JIT compilation.
EDIT_ADD: The Julia code is as per the following:
function nextregular(target :: BigInt) :: Tuple{ UInt32, UInt32, UInt32 }
# trivial case of first value or anything less...
target < 2 && return ( 0, 0, 0 )
# Check if it's already a power of 2 (or a non-integer)
mant = target & (target - 1)
# Quickly find next power of 2 >= target
log2hi :: UInt32 = 0
test = target
while true
next = test & 0x7FFFFFFF
test >>>= 31; log2hi += 31
test <= 0 && (log2hi -= leading_zeros(UInt32(next)) - 1; break)
end
# exit if this is a power of two already...
mant == 0 && return ( log2hi - 1, 0, 0 )
# take care of trivial cases...
if target < 9
target < 4 && return ( 0, 1, 0 )
target < 6 && return ( 0, 0, 1 )
target < 7 && return ( 1, 1, 0 )
return ( 3, 0, 0 )
end
# find log of target, which may exceed the Float64 limit...
if log2hi < 53 mant = target << (53 - log2hi)
else mant = target >>> (log2hi - 53) end
log2target = log2hi + log(2, Float64(mant) / (1 << 53))
# log2 constants
log2of2 = 1.0; log2of3 = log(2, 3); log2of5 = log(2, 5)
# calculate range of log2 values close to target;
# desired number has a logarithm of log2target <= x <= top...
fctr = 6 * log2of3 * log2of5
top = (log2target^3 + 2 * fctr)^(1/3) # for 2 numbers or so higher
btm = 2 * log2target - top # or 2 numbers or so lower
# scan for values in the given narrow range that satisfy the criteria...
match = log2hi # Anything found will be smaller
result :: Tuple{UInt32,UInt32,UInt32} = ( log2hi, 0, 0 ) # placeholder for eventual matches
fives :: UInt32 = 0; fiveslmt = UInt32(ceil(top / log2of5))
while fives < fiveslmt
log2p = top - fives * log2of5
threes :: UInt32 = 0; threeslmt = UInt32(ceil(log2p / log2of3))
while threes < threeslmt
log2q = log2p - threes * log2of3
twos = UInt32(floor(log2q)); log2this = top - log2q + twos
if log2this >= btm && log2this < match
# logarithm precision may not be enough to differential between
# the next lower regular number and the target, so do
# a full resolution comparison to eliminate this case...
if (big(2)^twos * big(3)^threes * big(5)^fives) >= target
match = log2this; result = ( twos, threes, fives )
end
end
threes += 1
end
fives += 1
end
result
end
Here's another possibility I just thought of:
If N is X bits long, then the smallest regular number R ≥ N will be in the range
[2X-1, 2X]
e.g. if N = 257 (binary 100000001) then we know R is 1xxxxxxxx unless R is exactly equal to the next power of 2 (512)
To generate all the regular numbers in this range, we can generate the odd regular numbers (i.e. multiples of powers of 3 and 5) first, then take each value and multiply by 2 (by bit-shifting) as many times as necessary to bring it into this range.
In Python:
from itertools import ifilter, takewhile
from Queue import PriorityQueue
def nextPowerOf2(n):
p = max(1, n)
while p != (p & -p):
p += p & -p
return p
# Generate multiples of powers of 3, 5
def oddRegulars():
q = PriorityQueue()
q.put(1)
prev = None
while not q.empty():
n = q.get()
if n != prev:
prev = n
yield n
if n % 3 == 0:
q.put(n // 3 * 5)
q.put(n * 3)
# Generate regular numbers with the same number of bits as n
def regularsCloseTo(n):
p = nextPowerOf2(n)
numBits = len(bin(n))
for i in takewhile(lambda x: x <= p, oddRegulars()):
yield i << max(0, numBits - len(bin(i)))
def nextRegular(n):
bigEnough = ifilter(lambda x: x >= n, regularsCloseTo(n))
return min(bigEnough)
You know what? I'll put money on the proposition that actually, the 'dumb' algorithm is fastest. This is based on the observation that the next regular number does not, in general, seem to be much larger than the given input. So simply start counting up, and after each increment, refactor and see if you've found a regular number. But create one processing thread for each available core you have, and for N cores have each thread examine every Nth number. When each thread has found a number or crossed the power-of-2 threshold, compare the results (keep a running best number) and there you are.
I wrote a small c# program to solve this problem. It's not very optimised but it's a start.
This solution is pretty fast for numbers as big as 11 digits.
private long GetRegularNumber(long n)
{
long result = n - 1;
long quotient = result;
while (quotient > 1)
{
result++;
quotient = result;
quotient = RemoveFactor(quotient, 2);
quotient = RemoveFactor(quotient, 3);
quotient = RemoveFactor(quotient, 5);
}
return result;
}
private static long RemoveFactor(long dividend, long divisor)
{
long remainder = 0;
long quotient = dividend;
while (remainder == 0)
{
dividend = quotient;
quotient = Math.DivRem(dividend, divisor, out remainder);
}
return dividend;
}

Generate Random(a, b) making calls to Random(0, 1)

There is known Random(0,1) function, it is a uniformed random function, which means, it will give 0 or 1, with probability 50%. Implement Random(a, b) that only makes calls to Random(0,1)
What I though so far is, put the range a-b in a 0 based array, then I have index 0, 1, 2...b-a.
then call the RANDOM(0,1) b-a times, sum the results as generated idx. and return the element.
However since there is no answer in the book, I don't know if this way is correct or the best. How to prove that the probability of returning each element is exactly same and is 1/(b-a+1) ?
And what is the right/better way to do this?
If your RANDOM(0, 1) returns either 0 or 1, each with probability 0.5 then you can generate bits until you have enough to represent the number (b-a+1) in binary. This gives you a random number in a slightly too large range: you can test and repeat if it fails. Something like this (in Python).
def rand_pow2(bit_count):
"""Return a random number with the given number of bits."""
result = 0
for i in xrange(bit_count):
result = 2 * result + RANDOM(0, 1)
return result
def random_range(a, b):
"""Return a random integer in the closed interval [a, b]."""
bit_count = math.ceil(math.log2(b - a + 1))
while True:
r = rand_pow2(bit_count)
if a + r <= b:
return a + r
When you sum random numbers, the result is not longer evenly distributed - it looks like a Gaussian function. Look up "law of large numbers" or read any probability book / article. Just like flipping coins 100 times is highly highly unlikely to give 100 heads. It's likely to give close to 50 heads and 50 tails.
Your inclination to put the range from 0 to a-b first is correct. However, you cannot do it as you stated. This question asks exactly how to do that, and the answer utilizes unique factorization. Write m=a-b in base 2, keeping track of the largest needed exponent, say e. Then, find the biggest multiple of m that is smaller than 2^e, call it k. Finally, generate e numbers with RANDOM(0,1), take them as the base 2 expansion of some number x, if x < k*m, return x, otherwise try again. The program looks something like this (simple case when m<2^2):
int RANDOM(0,m) {
// find largest power of n needed to write m in base 2
int e=0;
while (m > 2^e) {
++e;
}
// find largest multiple of m less than 2^e
int k=1;
while (k*m < 2^2) {
++k
}
--k; // we went one too far
while (1) {
// generate a random number in base 2
int x = 0;
for (int i=0; i<e; ++i) {
x = x*2 + RANDOM(0,1);
}
// if x isn't too large, return it x modulo m
if (x < m*k)
return (x % m);
}
}
Now you can simply add a to the result to get uniformly distributed numbers between a and b.
Divide and conquer could help us in generating a random number in range [a,b] using random(0,1). The idea is
if a is equal to b, then random number is a
Find mid of the range [a,b]
Generate random(0,1)
If above is 0, return a random number in range [a,mid] using recursion
else return a random number in range [mid+1, b] using recursion
The working 'C' code is as follows.
int random(int a, int b)
{
if(a == b)
return a;
int c = RANDOM(0,1); // Returns 0 or 1 with probability 0.5
int mid = a + (b-a)/2;
if(c == 0)
return random(a, mid);
else
return random(mid + 1, b);
}
If you have a RNG that returns {0, 1} with equal probability, you can easily create a RNG that returns numbers {0, 2^n} with equal probability.
To do this you just use your original RNG n times and get a binary number like 0010110111. Each of the numbers are (from 0 to 2^n) are equally likely.
Now it is easy to get a RNG from a to b, where b - a = 2^n. You just create a previous RNG and add a to it.
Now the last question is what should you do if b-a is not 2^n?
Good thing that you have to do almost nothing. Relying on rejection sampling technique. It tells you that if you have a big set and have a RNG over that set and need to select an element from a subset of this set, you can just keep selecting an element from a bigger set and discarding them till they exist in your subset.
So all you do, is find b-a and find the first n such that b-a <= 2^n. Then using rejection sampling till you picked an element smaller b-a. Than you just add a.

Efficient algorithm to determine range [a, b] of sin wave with interval

I have a sine wave whose parameters I can determine (they are user-input). It's of the form y=a*sin(m*x + t)
I'd like to know whether anyone knows an efficient algorithm to figure out the range of y for a given interval which goes from [0, x] (x is again another input)
For example:
for y = sin(x) (i.e. a=1, t=0, m=1), for the interval [0, 4] I'd like an output like [1, -0.756802]
Please keep in mind, m and t can be anything. Thus, the y-curve does not have to start (or end) at 0 (or 1). It could start anywhere.
Also, please note that x will be discrete.
Any ideas?
PS: I'll use python for implementing the algorithm.
Since function y(x) = a*sin(m*x + t) is continuous, maximum will be either at one of the interval's ends or at the maximum inside interval, in this case dy/dx will be equal to zero.
So:
1. Find values of y(x) at the ends of interval.
2. Find out if dy/dx == a * m cos (mx + t) have zero(s) in interval, find out values of y(x) at the zero(s).
3. Choose point where y(x) have maximum value
If you have greater than one period then the result is just +/- a.
For less than one period you can evaluate y at the start/end points and then find any maxima between the start/end points by solving for y' = 0, i.e. cos(m*x + t) = 0.
All the answers are more or less the same. Thanks guys=)
I think I'd go with something like the following (note that I am renaming the variable I called "x" to "end". I had this "x" at the beginning which denoted the end of my interval on the X-axis):
1) Evaluate y at 0 and "end", use an if-block to assign the two values to the correct PRELIMINARY "min" and "max" of the range
2) Evaluate number of evolutions: "evolNr" = (m*end)/2Pi. If evolNr > 1, return [-a, a]
3) If evolNr < 1: First find the root of the derivative, which is at "firstRoot" = (1/2m)*Pi - phase + q * 1/m * Pi, where q = ceil(m/Pi * ((1/2m) * Pi - phase) ) --- this gives me the first root at some position x > 0. From then on I know that all other extremes are within firstRoot and "end", we have a new root every 1/m * Pi.
In code: for (a=firstRoot; a < end; a += 1/m*Pi) {Eval y at a, if > 0 its a maximum, update "max", otherwise update "min"}
return [min, max]

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