Use Java's modified ziggurat for case of SecureRandom (#323)

* handle nextGaussian for SecureRandom * Update CHANGELOG.md
cicirello · May 31, 2024 · f4db821 · f4db821
1 parent 2e25694
commit f4db821
Show file tree

Hide file tree

Showing 3 changed files with 47 additions and 19 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -4,14 +4,14 @@ All notable changes to this project will be documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## [Unreleased] - 2024-05-30
+## [Unreleased] - 2024-05-31
 
 ### Added
 
 ### Changed
 * Improved Gaussian random number generation from ThreadLocalRandom in methods of RandomVariates class (internal change).
 * Improved Gaussian random number generation in static methods of RandomVariates to choose between internal implementation of original ziggurat algorithm (for Java legacy random number generators Random and SecureRandom) or the Java API implementation of the modified ziggurat for all others (internal change).
-* Improved Gaussian random number generation in EnhancedRandomGenerator class to choose between internal implementation of original ziggurat algorithm (for Java legacy random number generators Random and SecureRandom) or the Java API implementation of the modified ziggurat for all others (internal change).
+* Improved Gaussian random number generation in EnhancedRandomGenerator class to choose between internal implementation of original ziggurat algorithm (for Java legacy random number generator Random) or the Java API implementation of the modified ziggurat for all others (internal change).
 
 ### Deprecated
 

diff --git a/src/main/java/org/cicirello/math/rand/EnhancedRandomGenerator.java b/src/main/java/org/cicirello/math/rand/EnhancedRandomGenerator.java
@@ -22,6 +22,7 @@
  */
 package org.cicirello.math.rand;
 
+import java.security.SecureRandom;
 import java.util.List;
 import java.util.Random;
 import java.util.SplittableRandom;
@@ -1791,22 +1792,33 @@ public final long nextLong(long origin, long bound) {
    * and only for nextGaussian. Do not try to use for anything else.
    */
   static RandomGenerator internalGaussian(RandomGenerator generator) {
-    return new RandomGenerator() {
-      @Override
-      public long nextLong() {
-        throw new UnsupportedOperationException(
-            "This internal class is for use with Gaussians only. Something is implemented incorrectly.");
-      }
-
-      @Override
-      public double nextGaussian() {
-        return RandomVariates.nextGaussian(generator);
-      }
-
-      @Override
-      public double nextGaussian(double mean, double stdev) {
-        return RandomVariates.nextGaussian(mean, stdev, generator);
-      }
-    };
+    return generator instanceof SecureRandom
+        ? new RandomGenerator() {
+          @Override
+          public long nextLong() {
+            // For SecureRandom, just delegate nextLong to SecureRandom.nextLong
+            // to gain access to Java's modified ziggurat for nextGaussian.
+            return generator.nextLong();
+          }
+        }
+        : new RandomGenerator() {
+          @Override
+          public long nextLong() {
+            throw new UnsupportedOperationException(
+                "This internal class is for use with Gaussians only. Something is implemented incorrectly.");
+          }
+
+          @Override
+          public double nextGaussian() {
+            // Use library's implementation of original ziggurat gaussian for Random class
+            return ZigguratGaussian.nextGaussian(generator);
+          }
+
+          @Override
+          public double nextGaussian(double mean, double stdev) {
+            // Use library's implementation of original ziggurat gaussian for Random class
+            return mean + stdev * ZigguratGaussian.nextGaussian(generator);
+          }
+        };
   }
 }
diff --git a/src/test/java/org/cicirello/math/rand/ERGNonUniformTests.java b/src/test/java/org/cicirello/math/rand/ERGNonUniformTests.java
@@ -24,6 +24,7 @@
 
 import static org.junit.jupiter.api.Assertions.*;
 
+import java.security.SecureRandom;
 import java.util.Random;
 import java.util.SplittableRandom;
 import java.util.random.RandomGenerator;
@@ -211,6 +212,21 @@ public void testGaussianMeanStDevRandom() {
     assertTrue(lesser > 0);
   }
 
+  @Test
+  public void testGaussianSecureRandom() {
+    EnhancedRandomGenerator erg = new EnhancedRandomGenerator(new SecureRandom());
+    int positive = 0;
+    int negative = 0;
+    for (int i = 0; i < 20; i++) {
+      double g = erg.nextGaussian();
+      if (g > 0) positive++;
+      if (g < 0) negative++;
+      assertTrue(Math.abs(g) < 5.0);
+    }
+    assertTrue(positive > 0);
+    assertTrue(negative > 0);
+  }
+
   @Test
   public void testInternalGaussianRandom() {
     RandomGenerator erg = EnhancedRandomGenerator.internalGaussian(new Random(42));