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@ -30,12 +30,19 @@ Author: paboyle <paboyle@ph.ed.ac.uk>
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#define GRID_LATTICE_RNG_H
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#include <random>
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#ifdef RNG_SITMO
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#include <Grid/sitmo_rng/sitmo_prng_engine.hpp>
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#endif
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#if defined(RNG_SITMO)
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#define RNG_FAST_DISCARD
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#else
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#undef RNG_FAST_DISCARD
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#endif
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namespace Grid {
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//http://nvlpubs.nist.gov/nistpubs/SpecialPublications/NIST.SP.800-90Ar1.pdf ?
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//////////////////////////////////////////////////////////////
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// Allow the RNG state to be less dense than the fine grid
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//////////////////////////////////////////////////////////////
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@ -65,120 +72,139 @@ namespace Grid {
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multiplicity = multiplicity *fine->_rdimensions[fd] / coarse->_rdimensions[d];
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}
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return multiplicity;
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}
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// Wrap seed_seq to give common interface with random_device
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// Should rather wrap random_device and have a generate
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class fixedSeed {
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public:
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typedef std::seed_seq::result_type result_type;
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std::seed_seq src;
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template<class int_type> fixedSeed(const std::vector<int_type> &seeds) : src(seeds.begin(),seeds.end()) {};
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template< class RandomIt > void generate( RandomIt begin, RandomIt end ) {
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src.generate(begin,end);
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}
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};
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class deviceSeed {
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public:
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std::random_device rd;
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typedef std::random_device::result_type result_type;
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deviceSeed(void) : rd(){};
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template< class RandomIt > void generate( RandomIt begin, RandomIt end ) {
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for(RandomIt it=begin; it!=end;it++){
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*it = rd();
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}
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}
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};
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// real scalars are one component
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template<class scalar,class distribution,class generator> void fillScalar(scalar &s,distribution &dist,generator & gen)
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template<class scalar,class distribution,class generator>
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void fillScalar(scalar &s,distribution &dist,generator & gen)
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{
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s=dist(gen);
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}
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template<class distribution,class generator> void fillScalar(ComplexF &s,distribution &dist, generator &gen)
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template<class distribution,class generator>
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void fillScalar(ComplexF &s,distribution &dist, generator &gen)
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{
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s=ComplexF(dist(gen),dist(gen));
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}
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template<class distribution,class generator> void fillScalar(ComplexD &s,distribution &dist,generator &gen)
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template<class distribution,class generator>
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void fillScalar(ComplexD &s,distribution &dist,generator &gen)
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{
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s=ComplexD(dist(gen),dist(gen));
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}
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class GridRNGbase {
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public:
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int _seeded;
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// One generator per site.
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// Uniform and Gaussian distributions from these generators.
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#ifdef RNG_RANLUX
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typedef uint64_t RngStateType;
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typedef std::ranlux48 RngEngine;
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typedef uint64_t RngStateType;
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static const int RngStateCount = 15;
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#elif RNG_MT19937
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#endif
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#ifdef RNG_MT19937
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typedef std::mt19937 RngEngine;
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typedef uint32_t RngStateType;
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static const int RngStateCount = std::mt19937::state_size;
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#elif RNG_SITMO
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#endif
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#ifdef RNG_SITMO
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typedef sitmo::prng_engine RngEngine;
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typedef uint64_t RngStateType;
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static const int RngStateCount = 4;
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#endif
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std::vector<RngEngine> _generators;
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std::vector<std::uniform_real_distribution<RealD>> _uniform;
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std::vector<std::normal_distribution<RealD>> _gaussian;
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std::vector<std::discrete_distribution<int32_t>> _bernoulli;
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void GetState(std::vector<RngStateType> & saved,int gen) {
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std::vector<RngEngine> _generators;
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std::vector<std::uniform_real_distribution<RealD> > _uniform;
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std::vector<std::normal_distribution<RealD> > _gaussian;
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std::vector<std::discrete_distribution<int32_t> > _bernoulli;
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std::vector<std::uniform_int_distribution<uint32_t> > _uid;
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///////////////////////
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// support for parallel init
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///////////////////////
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#ifdef RNG_FAST_DISCARD
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static void Skip(RngEngine &eng)
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{
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/////////////////////////////////////////////////////////////////////////////////////
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// Skip by 2^40 elements between successive lattice sites
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// This goes by 10^12.
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// Consider quenched updating; likely never exceeding rate of 1000 sweeps
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// per second on any machine. This gives us of order 10^9 seconds, or 100 years
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// skip ahead.
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// For HMC unlikely to go at faster than a solve per second, and
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// tens of seconds per trajectory so this is clean in all reasonable cases,
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// and margin of safety is orders of magnitude.
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// We could hack Sitmo to skip in the higher order words of state if necessary
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/////////////////////////////////////////////////////////////////////////////////////
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uint64_t skip = 0x1; skip = skip<<40;
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eng.discard(skip);
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}
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#endif
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static RngEngine Reseed(RngEngine &eng)
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{
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std::vector<uint32_t> newseed;
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std::uniform_int_distribution<uint32_t> uid;
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return Reseed(eng,newseed,uid);
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}
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static RngEngine Reseed(RngEngine &eng,std::vector<uint32_t> & newseed,
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std::uniform_int_distribution<uint32_t> &uid)
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{
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const int reseeds=4;
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newseed.resize(reseeds);
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for(int i=0;i<reseeds;i++){
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newseed[i] = uid(eng);
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}
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std::seed_seq sseq(newseed.begin(),newseed.end());
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return RngEngine(sseq);
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}
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void GetState(std::vector<RngStateType> & saved,RngEngine &eng) {
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saved.resize(RngStateCount);
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std::stringstream ss;
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ss<<_generators[gen];
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ss<<eng;
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ss.seekg(0,ss.beg);
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for(int i=0;i<RngStateCount;i++){
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ss>>saved[i];
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}
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}
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void SetState(std::vector<RngStateType> & saved,int gen){
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void GetState(std::vector<RngStateType> & saved,int gen) {
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GetState(saved,_generators[gen]);
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}
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void SetState(std::vector<RngStateType> & saved,RngEngine &eng){
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assert(saved.size()==RngStateCount);
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std::stringstream ss;
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for(int i=0;i<RngStateCount;i++){
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ss<< saved[i]<<" ";
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}
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ss.seekg(0,ss.beg);
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ss>>_generators[gen];
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ss>>eng;
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}
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void SetState(std::vector<RngStateType> & saved,int gen){
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SetState(saved,_generators[gen]);
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}
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void SetEngine(RngEngine &Eng, int gen){
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_generators[gen]=Eng;
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}
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void GetEngine(RngEngine &Eng, int gen){
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Eng=_generators[gen];
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}
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template<class source> void Seed(source &src, int gen)
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{
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_generators[gen] = RngEngine(src);
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}
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};
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class GridSerialRNG : public GridRNGbase {
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public:
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// FIXME ... do we require lockstep draws of randoms
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// from all nodes keeping seeds consistent.
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// place a barrier/broadcast in the fill routine
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GridSerialRNG() : GridRNGbase() {
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_generators.resize(1);
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_uniform.resize(1,std::uniform_real_distribution<RealD>{0,1});
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_gaussian.resize(1,std::normal_distribution<RealD>(0.0,1.0) );
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_bernoulli.resize(1,std::discrete_distribution<int32_t>{1,1});
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_seeded=0;
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_uid.resize(1,std::uniform_int_distribution<uint32_t>() );
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}
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template <class sobj,class distribution> inline void fill(sobj &l,std::vector<distribution> &dist){
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typedef typename sobj::scalar_type scalar_type;
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@ -191,7 +217,7 @@ namespace Grid {
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for(int idx=0;idx<words;idx++){
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fillScalar(buf[idx],dist[0],_generators[0]);
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}
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CartesianCommunicator::BroadcastWorld(0,(void *)&l,sizeof(l));
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};
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@ -250,28 +276,18 @@ namespace Grid {
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CartesianCommunicator::BroadcastWorld(0,(void *)&l,sizeof(l));
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}
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template<class source> void Seed(source &src)
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{
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_generators[0] = RngEngine(src);
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_seeded=1;
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}
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void SeedRandomDevice(void){
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deviceSeed src;
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Seed(src);
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}
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void SeedFixedIntegers(const std::vector<int> &seeds){
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CartesianCommunicator::BroadcastWorld(0,(void *)&seeds[0],sizeof(int)*seeds.size());
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fixedSeed src(seeds);
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Seed(src);
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std::seed_seq src(seeds.begin(),seeds.end());
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Seed(src,0);
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}
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};
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class GridParallelRNG : public GridRNGbase {
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public:
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GridBase *_grid;
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int _vol;
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public:
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int generator_idx(int os,int is){
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return is*_grid->oSites()+os;
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@ -285,15 +301,9 @@ namespace Grid {
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_uniform.resize(_vol,std::uniform_real_distribution<RealD>{0,1});
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_gaussian.resize(_vol,std::normal_distribution<RealD>(0.0,1.0) );
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_bernoulli.resize(_vol,std::discrete_distribution<int32_t>{1,1});
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_seeded=0;
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_uid.resize(_vol,std::uniform_int_distribution<uint32_t>() );
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}
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//FIXME implement generic IO and create state save/restore
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//void SaveState(const std::string<char> &file);
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//void LoadState(const std::string<char> &file);
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template <class vobj,class distribution> inline void fill(Lattice<vobj> &l,std::vector<distribution> &dist){
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typedef typename vobj::scalar_object scalar_object;
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@ -306,7 +316,6 @@ namespace Grid {
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int osites=_grid->oSites();
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int words=sizeof(scalar_object)/sizeof(scalar_type);
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parallel_for(int ss=0;ss<osites;ss++){
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std::vector<scalar_object> buf(Nsimd);
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@ -329,104 +338,114 @@ namespace Grid {
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}
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};
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// This loop could be made faster to avoid the Ahmdahl by
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// i) seed generators on each timeslice, for x=y=z=0;
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// ii) seed generators on each z for x=y=0
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// iii)seed generators on each y,z for x=0
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// iv) seed generators on each y,z,x
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// made possible by physical indexing.
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template<class source> void Seed(source &src)
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{
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void SeedFixedIntegers(const std::vector<int> &seeds){
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typedef typename source::result_type seed_t;
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std::uniform_int_distribution<seed_t> uid;
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// Everyone generates the same seed_seq based on input seeds
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CartesianCommunicator::BroadcastWorld(0,(void *)&seeds[0],sizeof(int)*seeds.size());
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int numseed=4;
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int gsites = _grid->_gsites;
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std::vector<seed_t> site_init(numseed);
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std::seed_seq source(seeds.begin(),seeds.end());
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RngEngine master_engine(source);
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#ifdef RNG_FAST_DISCARD
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////////////////////////////////////////////////
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// Skip ahead through a single stream.
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// Applicable to SITMO and other has based/crypto RNGs
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// Should be applicable to Mersenne Twister, but the C++11
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// MT implementation does not implement fast discard even though
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// in principle this is possible
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////////////////////////////////////////////////
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std::vector<int> gcoor;
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int rank,o_idx,i_idx;
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// Everybody loops over global volume.
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for(int gidx=0;gidx<_grid->_gsites;gidx++){
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// Master RngEngine
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std::vector<seed_t> master_init(numseed); src.generate(master_init.begin(),master_init.end());
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_grid->Broadcast(0,(void *)&master_init[0],sizeof(seed_t)*numseed);
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fixedSeed master_seed(master_init);
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RngEngine master_engine(master_seed);
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// Per node RngEngine
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std::vector<seed_t> node_init(numseed);
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for(int r=0;r<_grid->ProcessorCount();r++) {
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std::vector<seed_t> rank_init(numseed);
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for(int i=0;i<numseed;i++) rank_init[i] = uid(master_engine);
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std::cout << GridLogMessage << "SeedSeq for rank "<<r;
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for(int i=0;i<numseed;i++) std::cout<<" "<<rank_init[i];
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std::cout <<std::endl;
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if ( r==_grid->ThisRank() ) {
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for(int i=0;i<numseed;i++) node_init[i] = rank_init[i];
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}
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}
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////////////////////////////////////////////////////
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// Set up a seed_seq wrapper with these 8 words
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// and draw for each site within node.
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////////////////////////////////////////////////////
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fixedSeed node_seed(node_init);
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RngEngine node_engine(node_seed);
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for(int gidx=0;gidx<gsites;gidx++){
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int rank,o_idx,i_idx;
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Skip(master_engine); // Skip to next RNG sequence
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// Where is it?
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_grid->GlobalIndexToGlobalCoor(gidx,gcoor);
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_grid->GlobalCoorToRankIndex(rank,o_idx,i_idx,gcoor);
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// If this is one of mine we take it
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if( rank == _grid->ThisRank() ){
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int l_idx=generator_idx(o_idx,i_idx);
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for(int i=0;i<numseed;i++) site_init[i] = uid(node_engine);
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fixedSeed site_seed(site_init);
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_generators[l_idx] = RngEngine(site_seed);
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_generators[l_idx] = master_engine;
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}
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}
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#else
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////////////////////////////////////////////////////////////////
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// Machine and thread decomposition dependent seeding is efficient
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// and maximally parallel; but NOT reproducible from machine to machine.
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// Not ideal, but fastest way to reseed all nodes.
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////////////////////////////////////////////////////////////////
|
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{
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// Obtain one Reseed per processor
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int Nproc = _grid->ProcessorCount();
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std::vector<RngEngine> seeders(Nproc);
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int me= _grid->ThisRank();
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for(int p=0;p<Nproc;p++){
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seeders[p] = Reseed(master_engine);
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}
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master_engine = seeders[me];
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}
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{
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// Obtain one reseeded generator per thread
|
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int Nthread = GridThread::GetThreads();
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std::vector<RngEngine> seeders(Nthread);
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for(int t=0;t<Nthread;t++){
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seeders[t] = Reseed(master_engine);
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}
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parallel_for(int t=0;t<Nthread;t++) {
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// set up one per local site in threaded fashion
|
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|
|
std::vector<uint32_t> newseeds;
|
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|
|
std::uniform_int_distribution<uint32_t> uid;
|
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|
|
for(int l=0;l<_grid->lSites();l++) {
|
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|
|
if ( (l%Nthread)==t ) {
|
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|
|
_generators[l] = Reseed(seeders[t],newseeds,uid);
|
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|
|
}
|
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|
|
}
|
|
|
|
|
}
|
|
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|
|
}
|
|
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|
|
_seeded=1;
|
|
|
|
|
}
|
|
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|
|
void SeedRandomDevice(void){
|
|
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|
|
deviceSeed src;
|
|
|
|
|
Seed(src);
|
|
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|
|
#endif
|
|
|
|
|
}
|
|
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|
|
void SeedFixedIntegers(const std::vector<int> &seeds){
|
|
|
|
|
CartesianCommunicator::BroadcastWorld(0,(void *)&seeds[0],sizeof(int)*seeds.size());
|
|
|
|
|
fixedSeed src(seeds);
|
|
|
|
|
Seed(src);
|
|
|
|
|
////////////////////////////////////////////////////////////////////////
|
|
|
|
|
// Support for rigorous test of RNG's
|
|
|
|
|
// Return uniform random uint32_t from requested site generator
|
|
|
|
|
////////////////////////////////////////////////////////////////////////
|
|
|
|
|
uint32_t GlobalU01(int gsite){
|
|
|
|
|
|
|
|
|
|
uint32_t the_number;
|
|
|
|
|
|
|
|
|
|
// who
|
|
|
|
|
std::vector<int> gcoor;
|
|
|
|
|
int rank,o_idx,i_idx;
|
|
|
|
|
_grid->GlobalIndexToGlobalCoor(gsite,gcoor);
|
|
|
|
|
_grid->GlobalCoorToRankIndex(rank,o_idx,i_idx,gcoor);
|
|
|
|
|
|
|
|
|
|
// draw
|
|
|
|
|
int l_idx=generator_idx(o_idx,i_idx);
|
|
|
|
|
if( rank == _grid->ThisRank() ){
|
|
|
|
|
the_number = _uid[l_idx](_generators[l_idx]);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// share & return
|
|
|
|
|
_grid->Broadcast(rank,(void *)&the_number,sizeof(the_number));
|
|
|
|
|
return the_number;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
template <class vobj> inline void random(GridParallelRNG &rng,Lattice<vobj> &l){
|
|
|
|
|
rng.fill(l,rng._uniform);
|
|
|
|
|
}
|
|
|
|
|
template <class vobj> inline void random(GridParallelRNG &rng,Lattice<vobj> &l) { rng.fill(l,rng._uniform); }
|
|
|
|
|
template <class vobj> inline void gaussian(GridParallelRNG &rng,Lattice<vobj> &l) { rng.fill(l,rng._gaussian); }
|
|
|
|
|
template <class vobj> inline void bernoulli(GridParallelRNG &rng,Lattice<vobj> &l){ rng.fill(l,rng._bernoulli);}
|
|
|
|
|
|
|
|
|
|
template <class vobj> inline void gaussian(GridParallelRNG &rng,Lattice<vobj> &l){
|
|
|
|
|
rng.fill(l,rng._gaussian);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <class vobj> inline void bernoulli(GridParallelRNG &rng,Lattice<vobj> &l){
|
|
|
|
|
rng.fill(l,rng._bernoulli);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <class sobj> inline void random(GridSerialRNG &rng,sobj &l){
|
|
|
|
|
rng.fill(l,rng._uniform);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <class sobj> inline void gaussian(GridSerialRNG &rng,sobj &l){
|
|
|
|
|
rng.fill(l,rng._gaussian);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <class sobj> inline void bernoulli(GridSerialRNG &rng,sobj &l){
|
|
|
|
|
rng.fill(l,rng._bernoulli);
|
|
|
|
|
}
|
|
|
|
|
template <class sobj> inline void random(GridSerialRNG &rng,sobj &l) { rng.fill(l,rng._uniform ); }
|
|
|
|
|
template <class sobj> inline void gaussian(GridSerialRNG &rng,sobj &l) { rng.fill(l,rng._gaussian ); }
|
|
|
|
|
template <class sobj> inline void bernoulli(GridSerialRNG &rng,sobj &l){ rng.fill(l,rng._bernoulli); }
|
|
|
|
|
|
|
|
|
|
}
|
|
|
|
|
#endif
|
|
|
|
|