random_number.h: Use TR1's mersenne_twister.
2008-02-16 Benjamin Kosnik <bkoz@redhat.com> * include/parallel/random_number.h: Use TR1's mersenne_twister. (random_number::genrand_bits()): Remove. (random_number::set_seed): Remove. From-SVN: r132371
This commit is contained in:
Benjamin Kosnik
Benjamin Kosnik
parent
9e2d69391e
commit
459af5a02d
@ -1,3 +1,9 @@
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2008-02-16 Benjamin Kosnik <bkoz@redhat.com>
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* include/parallel/random_number.h: Use TR1's mersenne_twister.
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(random_number::genrand_bits()): Remove.
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(random_number::set_seed): Remove.
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2008-02-15 Benjamin Kosnik <bkoz@redhat.com>
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* include/parallel/types.h: Remove enum parallelism.
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@ -39,314 +39,25 @@
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#define _GLIBCXX_PARALLEL_RANDOM_NUMBER_H 1
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#include <parallel/types.h>
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#include <tr1/random>
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namespace __gnu_parallel
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{
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// XXX use tr1 random number.
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// http://www.math.keio.ac.jp/matumoto/emt.html
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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class mersenne_twister
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{
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public:
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typedef UIntType result_type;
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static const int word_size = w;
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static const int state_size = n;
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static const int shift_size = m;
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static const int mask_bits = r;
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static const UIntType parameter_a = a;
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static const int output_u = u;
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static const int output_s = s;
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static const UIntType output_b = b;
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static const int output_t = t;
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static const UIntType output_c = c;
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static const int output_l = l;
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static const bool has_fixed_range = false;
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mersenne_twister() { seed(); }
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#if defined(__SUNPRO_CC) && (__SUNPRO_CC <= 0x520)
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// Work around overload resolution problem (Gennadiy E. Rozental)
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explicit
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mersenne_twister(const UIntType& value)
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#else
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explicit
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mersenne_twister(UIntType value)
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#endif
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{ seed(value); }
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template<typename It>
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mersenne_twister(It& first, It last)
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{ seed(first,last); }
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template<typename Generator>
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explicit
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mersenne_twister(Generator & gen)
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{ seed(gen); }
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// compiler-generated copy ctor and assignment operator are fine
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void
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seed()
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{ seed(UIntType(5489)); }
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#if defined(__SUNPRO_CC) && (__SUNPRO_CC <= 0x520)
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// Work around overload resolution problem (Gennadiy E. Rozental)
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void
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seed(const UIntType& value)
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#else
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void
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seed(UIntType value)
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#endif
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{
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// New seeding algorithm from
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// http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html
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// In the previous versions, MSBs of the seed affected only MSBs of the
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// state x[].
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const UIntType mask = ~0u;
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x[0] = value & mask;
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for (i = 1; i < n; ++i)
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{
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// See Knuth "The Art of Computer Programming" Vol. 2,
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// 3rd ed., page 106
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x[i] = (1812433253UL * (x[i-1] ^ (x[i-1] >> (w-2))) + i) & mask;
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}
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}
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// For GCC, moving this function out-of-line prevents inlining, which may
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// reduce overall object code size. However, MSVC does not grok
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// out-of-line definitions of member function templates.
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template<typename Generator>
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void
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seed(Generator & gen)
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{
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// I could have used std::generate_n, but it takes "gen" by value
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for (int j = 0; j < n; ++j)
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x[j] = gen();
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i = n;
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}
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template<typename It>
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void
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seed(It& first, It last)
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{
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int j;
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for (j = 0; j < n && first != last; ++j, ++first)
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x[j] = *first;
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i = n;
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/* if (first == last && j < n)
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throw std::invalid_argument("mersenne_twister::seed");*/
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}
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result_type
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min() const
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{ return 0; }
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result_type
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max() const
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{
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// avoid "left shift count >= with of type" warning
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result_type res = 0;
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for (int i = 0; i < w; ++i)
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res |= (1u << i);
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return res;
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}
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result_type
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operator()();
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static bool
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validation(result_type v)
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{ return val == v; }
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#ifndef BOOST_NO_OPERATORS_IN_NAMESPACE
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friend bool
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operator==(const mersenne_twister& x, const mersenne_twister& y)
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{
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for (int j = 0; j < state_size; ++j)
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if (x.compute(j) != y.compute(j))
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return false;
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return true;
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}
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friend bool
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operator!=(const mersenne_twister& x, const mersenne_twister& y)
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{ return !(x == y); }
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#else
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// Use a member function; Streamable concept not supported.
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bool
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operator==(const mersenne_twister& rhs) const
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{
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for (int j = 0; j < state_size; ++j)
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if (compute(j) != rhs.compute(j))
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return false;
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return true;
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}
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bool
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operator!=(const mersenne_twister& rhs) const
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{ return !(*this == rhs); }
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#endif
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private:
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// returns x(i-n+index), where index is in 0..n-1
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UIntType
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compute(unsigned int index) const
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{
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// equivalent to (i-n+index) % 2n, but doesn't produce negative numbers
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return x[ (i + n + index) % (2*n) ];
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}
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void
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twist(int block);
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// state representation: next output is o(x(i))
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// x[0] ... x[k] x[k+1] ... x[n-1] x[n] ... x[2*n-1] represents
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// x(i-k) ... x(i) x(i+1) ... x(i-k+n-1) x(i-k-n) ... x[i(i-k-1)]
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// The goal is to always have x(i-n) ... x(i-1) available for
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// operator== and save/restore.
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UIntType x[2*n];
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int i;
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};
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#ifndef BOOST_NO_INCLASS_MEMBER_INITIALIZATION
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// A definition is required even for integral static constants
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const bool
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::has_fixed_range;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::state_size;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::shift_size;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::mask_bits;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const UIntType
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::parameter_a;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_u;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_s;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const UIntType
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_b;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_t;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const UIntType
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_c;
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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const int
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::output_l;
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#endif
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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void
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::twist(int block)
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{
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const UIntType upper_mask = (~0u) << r;
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const UIntType lower_mask = ~upper_mask;
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if (block == 0)
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{
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for (int j = n; j < 2*n; ++j)
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{
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UIntType y = (x[j-n] & upper_mask) | (x[j-(n-1)] & lower_mask);
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x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
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}
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}
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else if (block == 1)
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{
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// split loop to avoid costly modulo operations
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{ // extra scope for MSVC brokenness w.r.t. for scope
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for (int j = 0; j < n-m; ++j)
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{
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UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
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x[j] = x[j+n+m] ^ (y >> 1) ^ (y&1 ? a : 0);
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}
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}
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for (int j = n-m; j < n-1; ++j)
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{
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UIntType y = (x[j+n] & upper_mask) | (x[j+n+1] & lower_mask);
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x[j] = x[j-(n-m)] ^ (y >> 1) ^ (y&1 ? a : 0);
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}
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// last iteration
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UIntType y = (x[2*n-1] & upper_mask) | (x[0] & lower_mask);
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x[n-1] = x[m-1] ^ (y >> 1) ^ (y&1 ? a : 0);
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i = 0;
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}
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}
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template<typename UIntType, int w, int n, int m, int r, UIntType a, int u,
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int s, UIntType b, int t, UIntType c, int l, UIntType val>
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inline
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typename mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::result_type
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mersenne_twister<UIntType,w,n,m,r,a,u,s,b,t,c,l,val>::operator()()
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{
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if (i == n)
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twist(0);
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else if (i >= 2*n)
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twist(1);
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// Step 4
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UIntType z = x[i];
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++i;
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z ^= (z >> u);
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z ^= ((z << s) & b);
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z ^= ((z << t) & c);
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z ^= (z >> l);
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return z;
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}
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typedef mersenne_twister<uint32_t,32,351,175,19,0xccab8ee7,11,
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7,0x31b6ab00,15,0xffe50000,17, 0xa37d3c92> mt11213b;
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// validation by experiment from mt19937.c
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typedef mersenne_twister<uint32_t,32,624,397,31,0x9908b0df,11,
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7,0x9d2c5680,15,0xefc60000,18, 3346425566U> mt19937;
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/** @brief Random number generator, based on the Mersenne twister. */
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class random_number
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{
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private:
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mt19937 mt;
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uint64_t supremum, RAND_SUP;
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double supremum_reciprocal, RAND_SUP_REC;
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std::tr1::mt19937 mt;
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uint64_t supremum;
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uint64_t RAND_SUP;
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double supremum_reciprocal;
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double RAND_SUP_REC;
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uint64_t cache; /* assumed to be twice as long as the usual random number */
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int bits_left; /* bit results */
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// Assumed to be twice as long as the usual random number.
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uint64_t cache;
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// Bit results.
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int bits_left;
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static uint32_t
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scale_down(uint64_t x,
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@ -357,7 +68,7 @@ namespace __gnu_parallel
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#endif
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{
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#if _GLIBCXX_SCALE_DOWN_FPU
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return (uint32_t)(x * supremum_reciprocal);
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return uint32_t(x * supremum_reciprocal);
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#else
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return static_cast<uint32_t>(x % supremum);
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#endif
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@ -368,8 +79,8 @@ namespace __gnu_parallel
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random_number()
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: mt(0), supremum(0x100000000ULL),
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RAND_SUP(1ULL << (sizeof(uint32_t) * 8)),
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supremum_reciprocal((double)supremum / (double)RAND_SUP),
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RAND_SUP_REC(1.0 / (double)RAND_SUP),
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supremum_reciprocal(double(supremum) / double(RAND_SUP)),
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RAND_SUP_REC(1.0 / double(RAND_SUP)),
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cache(0), bits_left(0) { }
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/** @brief Constructor.
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@ -379,8 +90,8 @@ namespace __gnu_parallel
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random_number(uint32_t seed, uint64_t supremum = 0x100000000ULL)
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: mt(seed), supremum(supremum),
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RAND_SUP(1ULL << (sizeof(uint32_t) * 8)),
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supremum_reciprocal((double)supremum / (double)RAND_SUP),
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RAND_SUP_REC(1.0 / (double)RAND_SUP),
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supremum_reciprocal(double(supremum) / double(RAND_SUP)),
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RAND_SUP_REC(1.0 / double(RAND_SUP)),
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cache(0), bits_left(0) { }
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/** @brief Generate unsigned random 32-bit integer. */
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@ -394,33 +105,7 @@ namespace __gnu_parallel
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operator()(uint64_t local_supremum)
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{
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return scale_down(mt(), local_supremum,
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(double)local_supremum * RAND_SUP_REC);
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}
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/** @brief Set the random seed.
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* @param seed to set. */
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void
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set_seed(uint32_t seed)
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{
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mt.seed(seed);
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cache = mt();
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bits_left = 32;
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}
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/** @brief Generate a number of random bits, compile-time parameter. */
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template<int bits>
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unsigned long
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genrand_bits()
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{
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unsigned long res = cache & ((1 << bits) - 1);
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cache = cache >> bits;
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bits_left -= bits;
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if (bits_left < 32)
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{
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cache |= (((uint64_t)mt()) << bits_left);
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bits_left += 32;
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}
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return res;
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double(local_supremum * RAND_SUP_REC));
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}
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/** @brief Generate a number of random bits, run-time parameter.
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@ -433,7 +118,7 @@ namespace __gnu_parallel
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bits_left -= bits;
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if (bits_left < 32)
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{
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cache |= (((uint64_t)mt()) << bits_left);
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cache |= ((uint64_t(mt())) << bits_left);
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bits_left += 32;
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}
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return res;
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