Initial

FastRngTests/Double/Distributions/Beta.cs

@@ -0,0 +1,99 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class Beta
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestBetaDistribution01()
+        {
+            const double A = 7.0;
+            const double B = 2.0;
+            
+            const double MEAN = A / (A + B);
+            const double VARIANCE = MEAN * (1 - MEAN) / (A + B + 1);
+            
+            var dist = new FastRng.Double.Distributions.Beta{ A = A, B = B };
+            var stats = new RunningStatistics();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                stats.Push(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
+            TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
+            
+            Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.4), "Mean is out of range");
+            Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.4), "Variance is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestBetaGeneratorWithRange01()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, new FastRng.Double.Distributions.Beta());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestBetaGeneratorWithRange02()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, new FastRng.Double.Distributions.Beta());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public void ParameterTest01()
+        {
+            var dist = new FastRng.Double.Distributions.Beta();
+            
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.A = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.A = -78);
+            Assert.DoesNotThrow(() => dist.A = 0.0001);
+            Assert.DoesNotThrow(() => dist.A = 4);
+            
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.B = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.B = -78);
+            Assert.DoesNotThrow(() => dist.B = 0.0001);
+            Assert.DoesNotThrow(() => dist.B = 4);
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.Beta();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+        
+        
+    }
+}

FastRngTests/Double/Distributions/Cauchy.cs

@@ -0,0 +1,76 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class Cauchy
+    {
+        public void TestCauchyDistribution01()
+        {
+            // The properties of the cauchy distribution cannot be tested by mean, media or variance,  
+            // cf. https://en.wikipedia.org/wiki/Cauchy_distribution#Explanation_of_undefined_moments
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestCauchyGeneratorWithRange01()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, new FastRng.Double.Distributions.Cauchy());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestCauchyGeneratorWithRange02()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, new FastRng.Double.Distributions.Cauchy());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public void ParameterTest01()
+        {
+            var dist = new FastRng.Double.Distributions.Cauchy();
+            
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Scale = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Scale = -78);
+            Assert.DoesNotThrow(() => dist.Scale = 0.0001);
+            Assert.DoesNotThrow(() => dist.Scale = 4);
+            
+            Assert.DoesNotThrow(() => dist.Median = -45);
+            Assert.DoesNotThrow(() => dist.Median = 15);
+            Assert.DoesNotThrow(() => dist.Median = 0);
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.Cauchy();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}

FastRngTests/Double/Distributions/Gamma.cs

@@ -0,0 +1,122 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class Gamma
+    {
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestGammaDistribution01()
+        {
+            const double SHAPE = 10.0;
+            const double SCALE = 2.0;
+            
+            const double MEAN = SHAPE * SCALE;
+            const double VARIANCE = SHAPE * SCALE * SCALE;
+            
+            var dist = new FastRng.Double.Distributions.Gamma{ Shape = SHAPE, Scale = SCALE };
+            var stats = new RunningStatistics();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                stats.Push(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
+            TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
+            
+            Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.4), "Mean is out of range");
+            Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.4), "Variance is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestGammaDistribution02()
+        {
+            const double SHAPE = 0.5;
+            const double SCALE = 2.0;
+            
+            const double MEAN = SHAPE * SCALE;
+            const double VARIANCE = SHAPE * SCALE * SCALE;
+            
+            var dist = new FastRng.Double.Distributions.Gamma{ Shape = SHAPE, Scale = SCALE };
+            var stats = new RunningStatistics();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                stats.Push(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            TestContext.WriteLine($"mean={MEAN} vs. {stats.Mean}");
+            TestContext.WriteLine($"variance={VARIANCE} vs {stats.Variance}");
+            
+            Assert.That(stats.Mean, Is.EqualTo(MEAN).Within(0.4), "Mean is out of range");
+            Assert.That(stats.Variance, Is.EqualTo(VARIANCE).Within(0.4), "Variance is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestGammaGeneratorWithRange01()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, new FastRng.Double.Distributions.Gamma());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestGammaGeneratorWithRange02()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, new FastRng.Double.Distributions.Gamma());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public void ParameterTest01()
+        {
+            var dist = new FastRng.Double.Distributions.Gamma();
+            
+            Assert.DoesNotThrow(() => dist.Scale = -45);
+            Assert.DoesNotThrow(() => dist.Scale = 15);
+            Assert.DoesNotThrow(() => dist.Scale = 0);
+            
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.Shape = -78);
+            Assert.DoesNotThrow(() => dist.Shape = 0.0001);
+            Assert.DoesNotThrow(() => dist.Shape = 4);
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.Gamma();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}

FastRngTests/Double/Distributions/Normal.cs

@@ -0,0 +1,90 @@
+using System;
+using System.Diagnostics.CodeAnalysis;
+using System.Linq;
+using System.Threading.Tasks;
+using FastRng.Double;
+using NUnit.Framework;
+
+namespace FastRngTests.Double.Distributions
+{
+    [ExcludeFromCodeCoverage]
+    public class Normal
+    {
+        public async Task TestNormalDistribution01()
+        {
+            const double DESIRED_MEAN = 2.0;
+            const double STANDARD_DEVIATION = 5.0;
+            
+            var dist = new FastRng.Double.Distributions.Normal{ Mean = DESIRED_MEAN, StandardDeviation = STANDARD_DEVIATION };
+            var stats = new RunningStatistics();
+            var rng = new MultiThreadedRng();
+            
+            for (var n = 0; n < 100_000; n++)
+                stats.Push(await rng.NextNumber(dist));
+            
+            rng.StopProducer();
+            TestContext.WriteLine($"mean={DESIRED_MEAN} vs. {stats.Mean}");
+            TestContext.WriteLine($"variance={STANDARD_DEVIATION * STANDARD_DEVIATION} vs {stats.Variance}");
+            
+            Assert.That(stats.Mean, Is.EqualTo(DESIRED_MEAN).Within(0.4), "Mean is out of range");
+            Assert.That(stats.Variance, Is.EqualTo(STANDARD_DEVIATION*STANDARD_DEVIATION).Within(0.4), "Variance is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestNormalGeneratorWithRange01()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(-1.0, 1.0, new FastRng.Double.Distributions.Normal());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(-1.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+        
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task TestNormalGeneratorWithRange02()
+        {
+            var rng = new MultiThreadedRng();
+            var samples = new double[1_000];
+            for (var n = 0; n < samples.Length; n++)
+                samples[n] = await rng.NextNumber(0.0, 1.0, new FastRng.Double.Distributions.Normal());
+            
+            rng.StopProducer();
+            Assert.That(samples.Min(), Is.GreaterThanOrEqualTo(0.0), "Min is out of range");
+            Assert.That(samples.Max(), Is.LessThanOrEqualTo(1.0), "Max is out of range");
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public void ParameterTest01()
+        {
+            var dist = new FastRng.Double.Distributions.Normal();
+            
+            Assert.DoesNotThrow(() => dist.Mean = -45);
+            Assert.DoesNotThrow(() => dist.Mean = 15);
+            Assert.DoesNotThrow(() => dist.Mean = 0);
+
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.StandardDeviation = 0);
+            Assert.Throws<ArgumentOutOfRangeException>(() => dist.StandardDeviation = -78);
+            Assert.DoesNotThrow(() => dist.StandardDeviation = 0.0001);
+            Assert.DoesNotThrow(() => dist.StandardDeviation = 4);
+        }
+
+        [Test]
+        [Category(TestCategories.COVER)]
+        [Category(TestCategories.NORMAL)]
+        public async Task NoRandomNumberGenerator01()
+        {
+            var dist = new FastRng.Double.Distributions.Normal();
+            Assert.DoesNotThrowAsync(async () => await dist.GetDistributedValue());
+            Assert.That(await dist.GetDistributedValue(), Is.NaN);
+        }
+    }
+}