/* * RandGen.cpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2014 Antonin Portelli * * LatAnalyze 3 is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * LatAnalyze 3 is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with LatAnalyze 3. If not, see . */ #include #include #ifndef RLXD_LEVEL #define RLXD_LEVEL 1 #endif using namespace std; using namespace Latan; /****************************************************************************** * RandGenState implementation * ******************************************************************************/ // IO type /////////////////////////////////////////////////////////////// IoObject::IoType RandGenState::getType(void) const { return IoType::rgState; } /****************************************************************************** * RandGen implementation * ******************************************************************************/ // RanLxd implementation /////////////////////////////////////////////////////// RandGen::RanLxd::RanLxd(void) { // avoid a warning in the SSE case one_bit = 0.0; } /****************************************************************************/ /* Copyright (C) 2005 Martin Luescher (GPL) * This software is distributed under the terms of the GNU General Public * License (GPL) * * Random number generator "ranlxd". See the notes * * "User's guide for ranlxs and ranlxd v3.2" (December 2005) * * "Algorithms used in ranlux v3.0" (May 2001) * * for a detailed description * * The functions are * * void ranlxd(double r[],int n) * Computes the next n double-precision random numbers and * assigns them to the elements r[0],...,r[n-1] of the array r[] * * void rlxd_init(int level,int seed) * Initialization of the generator * * int rlxd_size(void) * Returns the number of integers required to save the state of * the generator * * void rlxd_get(int state[]) * Extracts the current state of the generator and stores the * information in the array state[N] where N>=rlxd_size() * * void rlxd_reset(int state[]) * Resets the generator to the state defined by the array state[N] */ #ifdef HAVE_SSE #define STEP(pi,pj) \ __asm__ __volatile__ ("movaps %4, %%xmm4 \n\t" \ "movaps %%xmm2, %%xmm3 \n\t" \ "subps %2, %%xmm4 \n\t" \ "movaps %%xmm1, %%xmm5 \n\t" \ "cmpps $0x6, %%xmm4, %%xmm2 \n\t" \ "andps %%xmm2, %%xmm5 \n\t" \ "subps %%xmm3, %%xmm4 \n\t" \ "andps %%xmm0, %%xmm2 \n\t" \ "addps %%xmm4, %%xmm5 \n\t" \ "movaps %%xmm5, %0 \n\t" \ "movaps %5, %%xmm6 \n\t" \ "movaps %%xmm2, %%xmm3 \n\t" \ "subps %3, %%xmm6 \n\t" \ "movaps %%xmm1, %%xmm7 \n\t" \ "cmpps $0x6, %%xmm6, %%xmm2 \n\t" \ "andps %%xmm2, %%xmm7 \n\t" \ "subps %%xmm3, %%xmm6 \n\t" \ "andps %%xmm0, %%xmm2 \n\t" \ "addps %%xmm6, %%xmm7 \n\t" \ "movaps %%xmm7, %1" \ : \ "=m" ((*pi).c1), \ "=m" ((*pi).c2) \ : \ "m" ((*pi).c1), \ "m" ((*pi).c2), \ "m" ((*pj).c1), \ "m" ((*pj).c2) \ : \ "xmm2", "xmm3", "xmm4", "xmm5", "xmm6", "xmm7") void RandGen::RanLxd::error(int no) const { switch(no) { case 1: LATAN_ERROR(Range, "Bad choice of luxury level (should be 1 or 2)"); break; case 2: LATAN_ERROR(Range, "Bad choice of seed (should be between 1 and 2^31-1)"); break; case 3: LATAN_ERROR(Runtime, "Undefined state (ranlxd is not initialized)"); break; case 5: LATAN_ERROR(Logic, "Unexpected input data"); break; } } void RandGen::RanLxd::update(void) { int k,kmax; rlxd_dble_vec_t *pmin,*pmax,*pi,*pj; kmax=rlxd_pr; pmin=&rlxd_x.vec[0]; pmax=pmin+12; pi=&rlxd_x.vec[ir]; pj=&rlxd_x.vec[jr]; __asm__ __volatile__ ("movaps %0, %%xmm0 \n\t" "movaps %1, %%xmm1 \n\t" "movaps %2, %%xmm2" : : "m" (one_bit_sse), "m" (one_sse), "m" (carry) : "xmm0", "xmm1", "xmm2"); for (k=0;k=12) ir-=12; if (jr>=12) jr-=12; is=8*ir; is_old=is; } void RandGen::RanLxd::define_constants(void) { int k; float b; one_sse.c1=1.0f; one_sse.c2=1.0f; one_sse.c3=1.0f; one_sse.c4=1.0f; b=(float)(ldexp(1.0,-24)); one_bit_sse.c1=b; one_bit_sse.c2=b; one_bit_sse.c3=b; one_bit_sse.c4=b; for (k=0;k<96;k++) { next[k]=(k+1)%96; if ((k%4)==3) next[k]=(k+5)%96; } } void RandGen::RanLxd::rlxd_init(int level,int seed) { int i,k,l; int ibit,jbit,xbit[31]; int ix,iy; define_constants(); if (level==1) rlxd_pr=202; else if (level==2) rlxd_pr=397; else error(1); i=seed; for (k=0;k<31;k++) { xbit[k]=i%2; i/=2; } if ((seed<=0)||(i!=0)) error(2); ibit=0; jbit=18; for (i=0;i<4;i++) { for (k=0;k<24;k++) { ix=0; for (l=0;l<24;l++) { iy=xbit[ibit]; ix=2*ix+iy; xbit[ibit]=(xbit[ibit]+xbit[jbit])%2; ibit=(ibit+1)%31; jbit=(jbit+1)%31; } if ((k%4)!=i) ix=16777215-ix; rlxd_x.num[4*k+i]=(float)(ldexp((double)(ix),-24)); } } carry.c1=0.0f; carry.c2=0.0f; carry.c3=0.0f; carry.c4=0.0f; ir=0; jr=7; is=91; is_old=0; prm=rlxd_pr%12; init=1; } void RandGen::RanLxd::ranlxd(double r[],int n) { int k; if (init==0) rlxd_init(1,1); for (k=0;k=167777216)) error(5); rlxd_x.num[k]=(float)(ldexp((double)(state[k+1]),-24)); } if (((state[97]!=0)&&(state[97]!=1))|| ((state[98]!=0)&&(state[98]!=1))|| ((state[99]!=0)&&(state[99]!=1))|| ((state[100]!=0)&&(state[100]!=1))) error(5); carry.c1=(float)(ldexp((double)(state[97]),-24)); carry.c2=(float)(ldexp((double)(state[98]),-24)); carry.c3=(float)(ldexp((double)(state[99]),-24)); carry.c4=(float)(ldexp((double)(state[100]),-24)); rlxd_pr=state[101]; ir=state[102]; jr=state[103]; is=state[104]; is_old=8*ir; prm=rlxd_pr%12; init=1; if (((rlxd_pr!=202)&&(rlxd_pr!=397))|| (ir<0)||(ir>11)||(jr<0)||(jr>11)||(jr!=((ir+7)%12))|| (is<0)||(is>91)) error(5); } #else #define BASE 0x1000000 #define MASK 0xffffff #define STEP(pi,pj) \ d=(*pj).c1.c1-(*pi).c1.c1-carry.c1; \ (*pi).c2.c1+=(d<0); \ d+=BASE; \ (*pi).c1.c1=d&MASK; \ d=(*pj).c1.c2-(*pi).c1.c2-carry.c2; \ (*pi).c2.c2+=(d<0); \ d+=BASE; \ (*pi).c1.c2=d&MASK; \ d=(*pj).c1.c3-(*pi).c1.c3-carry.c3; \ (*pi).c2.c3+=(d<0); \ d+=BASE; \ (*pi).c1.c3=d&MASK; \ d=(*pj).c1.c4-(*pi).c1.c4-carry.c4; \ (*pi).c2.c4+=(d<0); \ d+=BASE; \ (*pi).c1.c4=d&MASK; \ d=(*pj).c2.c1-(*pi).c2.c1; \ carry.c1=(d<0); \ d+=BASE; \ (*pi).c2.c1=d&MASK; \ d=(*pj).c2.c2-(*pi).c2.c2; \ carry.c2=(d<0); \ d+=BASE; \ (*pi).c2.c2=d&MASK; \ d=(*pj).c2.c3-(*pi).c2.c3; \ carry.c3=(d<0); \ d+=BASE; \ (*pi).c2.c3=d&MASK; \ d=(*pj).c2.c4-(*pi).c2.c4; \ carry.c4=(d<0); \ d+=BASE; \ (*pi).c2.c4=d&MASK void RandGen::RanLxd::error(int no) const { switch(no) { case 0: LATAN_ERROR(System, "Arithmetic on this machine is not suitable for ranlxd"); break; case 1: LATAN_ERROR(Range, "Bad choice of luxury level (should be 1 or 2)"); break; case 2: LATAN_ERROR(Range, "Bad choice of seed (should be between 1 and 2^31-1)"); break; case 3: LATAN_ERROR(Runtime, "Undefined state (ranlxd is not initialized)"); case 4: LATAN_ERROR(System, "Arithmetic on this machine is not suitable for ranlxd"); break; case 5: LATAN_ERROR(Logic, "Unexpected input data"); break; } } void RandGen::RanLxd::update(void) { int k,kmax,d; rlxd_dble_vec_t *pmin,*pmax,*pi,*pj; kmax=rlxd_pr; pmin=&rlxd_x.vec[0]; pmax=pmin+12; pi=&rlxd_x.vec[ir]; pj=&rlxd_x.vec[jr]; for (k=0;k=12) ir-=12; if (jr>=12) jr-=12; is=8*ir; is_old=is; } void RandGen::RanLxd::define_constants(void) { int k; one_bit=ldexp(1.0,-24); for (k=0;k<96;k++) { next[k]=(k+1)%96; if ((k%4)==3) next[k]=(k+5)%96; } } void RandGen::RanLxd::rlxd_init(int level,int seed) { int i,k,l; int ibit,jbit,xbit[31]; int ix,iy; if ((INT_MAX<2147483647)||(FLT_RADIX!=2)||(FLT_MANT_DIG<24)|| (DBL_MANT_DIG<48)) error(0); define_constants(); if (level==1) rlxd_pr=202; else if (level==2) rlxd_pr=397; else error(1); i=seed; for (k=0;k<31;k++) { xbit[k]=i%2; i/=2; } if ((seed<=0)||(i!=0)) error(2); ibit=0; jbit=18; for (i=0;i<4;i++) { for (k=0;k<24;k++) { ix=0; for (l=0;l<24;l++) { iy=xbit[ibit]; ix=2*ix+iy; xbit[ibit]=(xbit[ibit]+xbit[jbit])%2; ibit=(ibit+1)%31; jbit=(jbit+1)%31; } if ((k%4)!=i) ix=16777215-ix; rlxd_x.num[4*k+i]=ix; } } carry.c1=0; carry.c2=0; carry.c3=0; carry.c4=0; ir=0; jr=7; is=91; is_old=0; prm=rlxd_pr%12; init=1; } void RandGen::RanLxd::ranlxd(double r[],int n) { int k; if (init==0) rlxd_init(1,1); for (k=0;k=167777216)) error(5); rlxd_x.num[k]=state[k+1]; } if (((state[97]!=0)&&(state[97]!=1))|| ((state[98]!=0)&&(state[98]!=1))|| ((state[99]!=0)&&(state[99]!=1))|| ((state[100]!=0)&&(state[100]!=1))) error(5); carry.c1=state[97]; carry.c2=state[98]; carry.c3=state[99]; carry.c4=state[100]; rlxd_pr=state[101]; ir=state[102]; jr=state[103]; is=state[104]; is_old=8*ir; prm=rlxd_pr%12; init=1; if (((rlxd_pr!=202)&&(rlxd_pr!=397))|| (ir<0)||(ir>11)||(jr<0)||(jr>11)||(jr!=((ir+7)%12))|| (is<0)||(is>91)) error(5); } #endif // constructors //////////////////////////////////////////////////////////////// RandGen::RandGen(void) { generator_.rlxd_init(RLXD_LEVEL, (int)time(NULL)); } RandGen::RandGen(const int seed) { generator_.rlxd_init(RLXD_LEVEL, seed); } RandGen::RandGen(const RandGenState &state) { setState(state); } // state management //////////////////////////////////////////////////////////// RandGenState RandGen::getState(void) const { RandGenState state; generator_.rlxd_get(state.data()); return state; } void RandGen::setState(const RandGenState &state) { generator_.rlxd_reset(state.data()); } // generators ////////////////////////////////////////////////////////////////// double RandGen::uniform(const double a, const double b) { double rx; generator_.ranlxd(&rx, 1); return (b-a)*rx + a; } unsigned int RandGen::discreteUniform(const unsigned int n) { return ((unsigned int)(uniform()*(double)(n))); } double RandGen::gaussian(const double mean, const double sigma) { double rx, ry, sqNrm; do { rx = uniform(-1.0, 1.0); ry = uniform(-1.0, 1.0); sqNrm = rx*rx + ry*ry; } while ((sqNrm > 1.0)||(sqNrm == 0.0)); return sigma*rx*sqrt(-2.0*log(sqNrm)/sqNrm) + mean; }