common/random_select: central place for reservoir sampling.

Turns out we can make quite a simple API out of it.

Signed-off-by: Rusty Russell <rusty@rustcorp.com.au>

common/Makefile

@@ -57,6 +57,7 @@ COMMON_SRC_NOGEN :=				\
 	common/ping.c				\
 	common/psbt_open.c			\
 	common/pseudorand.c			\
+	common/random_select.c			\
 	common/read_peer_msg.c			\
 	common/setup.c				\
 	common/socket_close.c			\

common/random_select.c

@@ -0,0 +1,11 @@
+#include <common/pseudorand.h>
+#include <common/random_select.h>
+
+bool random_select(double weight, double *tot_weight)
+{
+	*tot_weight += weight;
+	if (weight == 0)
+		return false;
+
+	return pseudorand_double() <= weight / *tot_weight;
+}

common/random_select.h

@@ -0,0 +1,20 @@
+#ifndef LIGHTNING_COMMON_RANDOM_SELECT_H
+#define LIGHTNING_COMMON_RANDOM_SELECT_H
+#include "config.h"
+#include <stdbool.h>
+
+/* Use weighted reservoir sampling, see:
+ * https://en.wikipedia.org/wiki/Reservoir_sampling#Algorithm_A-Chao
+ * But (currently) the result will consist of only one sample (k=1)
+ */
+
+/**
+ * random_select: return true if we should select this one.
+ * @weight: weight for this option (use 1.0 if all the same)
+ * @tot_wieght: returns with sum of weights (must be initialized to zero)
+ *
+ * This always returns true on the first non-zero weight, and weighted
+ * randomly from then on.
+ */
+bool random_select(double weight, double *tot_weight);
+#endif /* LIGHTNING_COMMON_RANDOM_SELECT_H */