mirror of
https://github.com/paboyle/Grid.git
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354 lines
8.7 KiB
C++
354 lines
8.7 KiB
C++
// vim: set ts=2 sw=2 expandtab:
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// Copyright (c) 2016 Luchang Jin
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// All rights reserved.
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// This program is free software: you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation, either version 2 of the License, or
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// (at your option) any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with this program. If not, see <http://www.gnu.org/licenses/>.
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#pragma once
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#ifndef INCLUDE_RNG_STATE_H
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#define INCLUDE_RNG_STATE_H
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#include "show.h"
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#ifndef USE_OPENSSL
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#include "sha256.h"
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#else
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#include <openssl/sha.h>
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#endif
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#include <stdint.h>
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#include <endian.h>
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#include <cstring>
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#include <cmath>
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#include <cassert>
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#include <string>
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#include <ostream>
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#include <istream>
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#include <vector>
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#ifdef CURRENT_DEFAULT_NAMESPACE_NAME
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namespace CURRENT_DEFAULT_NAMESPACE_NAME {
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#endif
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struct RngState;
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inline void reset(RngState& rs);
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inline void reset(RngState& rs, const std::string& seed);
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inline void reset(RngState& rs, const long seed)
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{
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reset(rs, show(seed));
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}
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inline void splitRngState(RngState& rs, const RngState& rs0, const std::string& sindex);
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inline void splitRngState(RngState& rs, const RngState& rs0, const long sindex = 0)
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{
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splitRngState(rs, rs0, show(sindex));
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}
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inline uint64_t randGen(RngState& rs);
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inline double uRandGen(RngState& rs, const double upper = 1.0, const double lower = 0.0);
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inline double gRandGen(RngState& rs, const double sigma = 1.0, const double center = 0.0);
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inline void computeHashWithInput(uint32_t hash[8], const RngState& rs, const std::string& input);
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struct RngState
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{
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uint64_t numBytes;
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uint32_t hash[8];
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unsigned long index;
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//
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uint64_t cache[3];
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double gaussian;
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int cacheAvail;
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bool gaussianAvail;
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//
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inline void init()
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{
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reset(*this);
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}
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//
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RngState()
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{
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init();
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}
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RngState(const std::string& seed)
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{
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reset(*this, seed);
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}
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RngState(const long seed)
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{
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reset(*this, seed);
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}
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RngState(const RngState& rs0, const std::string& sindex)
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{
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splitRngState(*this, rs0, sindex);
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}
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RngState(const RngState& rs0, const long sindex)
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{
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splitRngState(*this, rs0, sindex);
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}
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//
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RngState split(const std::string& sindex)
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{
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RngState rs(*this, sindex);
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return rs;
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}
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RngState split(const long sindex)
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{
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RngState rs(*this, sindex);
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return rs;
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}
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};
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const size_t RNG_STATE_NUM_OF_INT32 = 2 + 8 + 2 + 3 * 2 + 2 + 1 + 1;
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inline uint64_t patchTwoUint32(const uint32_t a, const uint32_t b)
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{
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return (uint64_t)a << 32 | (uint64_t)b;
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}
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inline void splitTwoUint32(uint32_t& a, uint32_t& b, const uint64_t x)
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{
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b = (uint32_t)x;
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a = (uint32_t)(x >> 32);
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assert(x == patchTwoUint32(a, b));
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}
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inline void exportRngState(uint32_t* v, const RngState& rs)
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{
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assert(22 == RNG_STATE_NUM_OF_INT32);
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splitTwoUint32(v[0], v[1], rs.numBytes);
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for (int i = 0; i < 8; ++i) {
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v[2 + i] = rs.hash[i];
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}
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splitTwoUint32(v[10], v[11], rs.index);
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for (int i = 0; i < 3; ++i) {
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splitTwoUint32(v[12 + i * 2], v[12 + i * 2 + 1], rs.cache[i]);
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}
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union {
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double d;
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uint64_t l;
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} g;
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g.d = rs.gaussian;
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splitTwoUint32(v[18], v[19], g.l);
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v[20] = rs.cacheAvail;
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v[21] = rs.gaussianAvail;
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}
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inline void importRngState(RngState& rs, const uint32_t* v)
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{
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assert(22 == RNG_STATE_NUM_OF_INT32);
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rs.numBytes = patchTwoUint32(v[0], v[1]);
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for (int i = 0; i < 8; ++i) {
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rs.hash[i] = v[2 + i];
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}
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rs.index = patchTwoUint32(v[10], v[11]);
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for (int i = 0; i < 3; ++i) {
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rs.cache[i] = patchTwoUint32(v[12 + i * 2], v[12 + i * 2 + 1]);
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}
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union {
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double d;
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uint64_t l;
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} g;
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g.l = patchTwoUint32(v[18], v[19]);
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rs.gaussian = g.d;
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rs.cacheAvail = v[20];
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rs.gaussianAvail = v[21];
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}
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inline void exportRngState(std::vector<uint32_t>& v, const RngState& rs)
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{
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v.resize(RNG_STATE_NUM_OF_INT32);
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exportRngState(v.data(), rs);
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}
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inline void importRngState(RngState& rs, const std::vector<uint32_t>& v)
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{
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assert(RNG_STATE_NUM_OF_INT32 == v.size());
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importRngState(rs, v.data());
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}
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inline std::ostream& operator<<(std::ostream& os, const RngState& rs)
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{
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std::vector<uint32_t> v(RNG_STATE_NUM_OF_INT32);
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exportRngState(v, rs);
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for (size_t i = 0; i < v.size() - 1; ++i) {
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os << v[i] << " ";
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}
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os << v.back();
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return os;
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}
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inline std::istream& operator>>(std::istream& is, RngState& rs)
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{
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std::vector<uint32_t> v(RNG_STATE_NUM_OF_INT32);
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for (size_t i = 0; i < v.size(); ++i) {
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is >> v[i];
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}
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importRngState(rs, v);
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return is;
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}
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inline std::string show(const RngState& rs)
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{
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return shows(rs);
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}
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inline bool operator==(const RngState& rs1, const RngState& rs2)
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{
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return 0 == memcmp(&rs1, &rs2, sizeof(RngState));
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}
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inline void reset(RngState& rs)
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{
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std::memset(&rs, 0, sizeof(RngState));
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rs.numBytes = 0;
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rs.hash[0] = 0;
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rs.hash[1] = 0;
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rs.hash[2] = 0;
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rs.hash[3] = 0;
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rs.hash[4] = 0;
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rs.hash[5] = 0;
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rs.hash[6] = 0;
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rs.hash[7] = 0;
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rs.index = 0;
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rs.cache[0] = 0;
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rs.cache[1] = 0;
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rs.cache[2] = 0;
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rs.gaussian = 0.0;
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rs.cacheAvail = 0;
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rs.gaussianAvail = false;
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}
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inline void reset(RngState& rs, const std::string& seed)
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{
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reset(rs);
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splitRngState(rs, rs, seed);
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}
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inline void computeHashWithInput(uint32_t hash[8], const RngState& rs, const std::string& input)
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{
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std::string data(32, ' ');
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for (int i = 0; i < 8; ++i) {
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data[i*4 + 0] = (rs.hash[i] >> 24) & 0xFF;
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data[i*4 + 1] = (rs.hash[i] >> 16) & 0xFF;
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data[i*4 + 2] = (rs.hash[i] >> 8) & 0xFF;
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data[i*4 + 3] = rs.hash[i] & 0xFF;
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}
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data += input;
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#ifndef USE_OPENSSL
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sha256::computeHash(hash, (const uint8_t*)data.c_str(), data.length());
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#else
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{
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uint8_t rawHash[32];
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SHA256((unsigned char*)data.c_str(), data.length(), rawHash);
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for (int i = 0; i < 8; ++i) {
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hash[i] = (((uint32_t)rawHash[i*4 + 0]) << 24)
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+ (((uint32_t)rawHash[i*4 + 1]) << 16)
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+ (((uint32_t)rawHash[i*4 + 2]) << 8)
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+ ( (uint32_t)rawHash[i*4 + 3]);
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}
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}
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#endif
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}
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inline void splitRngState(RngState& rs, const RngState& rs0, const std::string& sindex)
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// produce a new rng ``rs'' uniquely identified by ``rs0'' and ``sindex''
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// will not affect old rng ``rs0''
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// the function should behave correctly even if ``rs'' is actually ``rs0''
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{
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std::string input = ssprintf("[%lu] {%s}", rs0.index, sindex.c_str());
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rs.numBytes = rs0.numBytes + 64 * ((32 + input.length() + 1 + 8 - 1) / 64 + 1);
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computeHashWithInput(rs.hash, rs0, input);
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rs.index = 0;
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rs.cache[0] = 0;
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rs.cache[1] = 0;
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rs.cache[2] = 0;
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rs.gaussian = 0.0;
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rs.cacheAvail = 0;
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rs.gaussianAvail = false;
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}
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inline uint64_t randGen(RngState& rs)
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{
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assert(0 <= rs.cacheAvail && rs.cacheAvail <= 3);
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rs.index += 1;
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if (rs.cacheAvail > 0) {
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rs.cacheAvail -= 1;
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uint64_t r = rs.cache[rs.cacheAvail];
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rs.cache[rs.cacheAvail] = 0;
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return r;
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} else {
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uint32_t hash[8];
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computeHashWithInput(hash, rs, ssprintf("[%lu]", rs.index));
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rs.cache[0] = patchTwoUint32(hash[0], hash[1]);
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rs.cache[1] = patchTwoUint32(hash[2], hash[3]);
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rs.cache[2] = patchTwoUint32(hash[4], hash[5]);
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rs.cacheAvail = 3;
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return patchTwoUint32(hash[6], hash[7]);
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}
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}
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inline double uRandGen(RngState& rs, const double upper, const double lower)
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{
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uint64_t u = randGen(rs);
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const double fac = 1.0 / (256.0 * 256.0 * 256.0 * 256.0) / (256.0 * 256.0 * 256.0 * 256.0);
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return u * fac * (upper - lower) + lower;
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}
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inline double gRandGen(RngState& rs, const double sigma, const double center)
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{
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rs.index += 1;
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if (rs.gaussianAvail) {
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rs.gaussianAvail = false;
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return rs.gaussian * sigma + center;
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} else {
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// pick 2 uniform numbers in the square extending from
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// -1 to 1 in each direction, see if they are in the
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// unit circle, and try again if they are not.
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int num_try = 1;
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double v1, v2, rsq;
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do {
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v1 = uRandGen(rs, 1.0, -1.0);
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v2 = uRandGen(rs, 1.0, -1.0);
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if ((num_try % 1000)==0) {
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printf("gRandGen : WARNING num_try=%d v1=%e v2=%e\n",num_try,v1,v2);
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}
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rsq = v1*v1 + v2*v2;
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num_try++;
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} while ((num_try < 10000) && (rsq >= 1.0 || rsq == 0));
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if (num_try > 9999) {
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printf("gRandGen : WARNING failed after 10000 tries (corrupted RNG?), returning ridiculous numbers (1e+10)\n");
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return 1e+10;
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}
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double fac = std::sqrt(-2.0 * std::log(rsq)/rsq);
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rs.gaussian = v1 * fac;
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rs.gaussianAvail = true;
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return v2 * fac * sigma + center;
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}
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}
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#ifdef CURRENT_DEFAULT_NAMESPACE_NAME
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}
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#endif
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#endif
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