intermediate changes

ref:cde9a383711a11544ce7e107a78147fb96cc4029

1 files changed, 81 insertions, 0 deletions

diff --git a/util/random/normal_ut.cpp b/util/random/normal_ut.cpp
new file mode 100644
index 0000000000..42b6cc4ba2
--- /dev/null
+++ b/util/random/normal_ut.cpp
@@ -0,0 +1,81 @@
+#include "normal.h"
+#include "fast.h"
+
+#include <library/cpp/testing/unittest/registar.h>
+
+#include <util/generic/vector.h>
+
+#include <functional>
+
+Y_UNIT_TEST_SUITE(TestNormalDistribution) {
+    Y_UNIT_TEST(TestDefined) {
+        volatile auto x = NormalRandom<float>(0, 1) + NormalRandom<double>(0, 1) + NormalRandom<long double>(0, 1);
+
+        (void)x;
+    }
+
+    template <class T>
+    static void TestMD(std::function<T()> f, T m, T d) {
+        TVector<T> v;
+
+        v.reserve(20000);
+
+        for (size_t i = 0; i < 20000; ++i) {
+            v.push_back(f());
+        }
+
+        long double mm = 0;
+        long double vv = 0;
+
+        for (auto x : v) {
+            mm += x;
+        }
+
+        mm /= v.size();
+
+        for (auto x : v) {
+            vv += (mm - x) * (mm - x);
+        }
+
+        vv /= v.size();
+
+        long double dd = std::sqrt(vv);
+
+        UNIT_ASSERT_DOUBLES_EQUAL(m, mm, (m + 1) * 0.05);
+        UNIT_ASSERT_DOUBLES_EQUAL(d, dd, (d + 1) * 0.05);
+    }
+
+    Y_UNIT_TEST(Test1) {
+        TestMD<float>(&StdNormalRandom<float>, 0, 1);
+        TestMD<double>(&StdNormalRandom<double>, 0, 1);
+        TestMD<long double>(&StdNormalRandom<long double>, 0, 1);
+    }
+
+    template <class T>
+    std::function<T()> GenFunc1(T m, T d) {
+        return [m, d]() {
+            return NormalRandom<T>(m, d);
+        };
+    }
+
+    template <class T>
+    std::function<T()> GenFunc2(T m, T d) {
+        TFastRng<ui64> rng(17);
+
+        return [rng, m, d]() mutable {
+            return NormalDistribution<T>(rng, m, d);
+        };
+    }
+
+    Y_UNIT_TEST(Test2) {
+        TestMD<float>(GenFunc1<float>(2, 3), 2, 3);
+        TestMD<double>(GenFunc1<double>(3, 4), 3, 4);
+        TestMD<long double>(GenFunc1<long double>(4, 5), 4, 5);
+    }
+
+    Y_UNIT_TEST(Test3) {
+        TestMD<float>(GenFunc2<float>(20, 30), 20, 30);
+        TestMD<double>(GenFunc2<double>(30, 40), 30, 40);
+        TestMD<long double>(GenFunc2<long double>(40, 50), 40, 50);
+    }
+}