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Merge 2e9f396 into c4494a4
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mohawk2 committed Nov 19, 2021
2 parents c4494a4 + 2e9f396 commit 2dfc998
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Showing 5 changed files with 201 additions and 27 deletions.
7 changes: 1 addition & 6 deletions Basic/Primitive/Makefile.PL
Original file line number Diff line number Diff line change
Expand Up @@ -7,12 +7,7 @@ my @pack = (["primitive.pd", qw(Primitive PDL::Primitive)]);

my %hash = pdlpp_stdargs_int(@pack);
$hash{LIBS}->[0] .= ' -lm';

# If we don't do this, and Perl core is using the wrapped API, then it will
# call (say) srand48_r(), and get its random numbers from drand48_r(), but we
# will get ours from drand48(), and srand48() never gets called.
$hash{CCFLAGS} ||= $Config{ccflags};
$hash{CCFLAGS} .= ' -DPERL_REENTR_API';
$hash{OBJECT} .= ' xoshiro256plus$(OBJ_EXT)';

undef &MY::postamble; # suppress warning
*MY::postamble = sub {
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77 changes: 57 additions & 20 deletions Basic/Primitive/primitive.pd
Original file line number Diff line number Diff line change
Expand Up @@ -2008,20 +2008,57 @@ and alters its argument.
); # pp_def: axisvalues

pp_addhdr(<<'EOH');
#include <time.h>
extern int pdl_srand_called;
extern uint64_t pdl_rand_state[];
void pdl_srand(uint64_t *s, unsigned int seed);
double pdl_drand(uint64_t *s);
#define PDL_MAYBE_SRAND \
if (!pdl_srand_called) pdl_srand(pdl_rand_state, time(NULL));
EOH

#ifndef Drand01
#define Drand01() (((double)rand()) / (RAND_MAX+1.0))
#endif
pp_def(
'srand',
Pars=>'a();',
GenericTypes => ['Q'],
Code => <<'EOF',
pdl_srand(pdl_rand_state, (unsigned int)$a());
EOF
NoPthread => 1,
HaveThreading => 0,
Doc=> <<'EOF',
=for ref
EOH
Seed random-number generator with a 64-bit int.
=for usage
srand(); # uses current time
srand(5); # fixed number e.g. for testing
EOF
PMCode=><<'EOD',
sub srand { UNIVERSAL::isa($_[0], 'PDL') ? $_[0]->srand : PDL->random(@_) }
sub PDL::srand {
my $pdl = shift;
$pdl //= longlong(time);
PDL::_srand_int($pdl);
}
EOD
);

pp_def(
'random',
Pars=>'a();',
GenericTypes => [ppdefs_all],
PMFunc => '',
Code =>
'$a() = Drand01();',
Code => <<'EOF',
PDL_MAYBE_SRAND
threadloop %{
$a() = pdl_drand(pdl_rand_state);
%}
EOF
'NoPthread' => 1, # random isn't threadsafe
Doc=> <<'EOF',
=for ref
Expand All @@ -2040,9 +2077,8 @@ excluding 1 itself). The arguments are the same as C<zeroes>
(q.v.) - i.e. one can specify dimensions, types or give
a template.
You can use the perl function L<srand|perlfunc/srand> to seed the random
generator. For further details consult Perl's L<srand|perlfunc/srand>
documentation.
You can use the PDL function L</srand> to seed the random generator.
If it has not been called yet, it will be with the current time.
EOF
PMCode=><<'EOD',
sub random { ref($_[0]) && ref($_[0]) ne 'PDL::Type' ? $_[0]->random : PDL->random(@_) }
Expand All @@ -2061,10 +2097,14 @@ pp_def(
Pars=>'a();',
GenericTypes => [ppdefs_all],
PMFunc => '',
Code =>
'double tmp;
do tmp = Drand01(); while (tmp == 0.0); /* 0 < tmp < 1 */
$a() = tmp;',
Code => <<'EOF',
PDL_MAYBE_SRAND
threadloop %{
double tmp;
do tmp = pdl_drand(pdl_rand_state); while (tmp == 0.0); /* 0 < tmp < 1 */
$a() = tmp;
%}
EOF
Doc=> <<'EOF',
=for ref
Expand All @@ -2081,9 +2121,8 @@ This is the uniform distribution between 0 and 1 (excluding both 0 and
1, cf L</random>). The arguments are the same as C<zeroes> (q.v.) -
i.e. one can specify dimensions, types or give a template.
You can use the perl function L<srand|perlfunc/srand> to seed the random
generator. For further details consult Perl's L<srand|perlfunc/srand>
documentation.
You can use the PDL function L</srand> to seed the random generator.
If it has not been called yet, it will be with the current time.
EOF
PMCode=><<'EOD',
sub randsym { ref($_[0]) && ref($_[0]) ne 'PDL::Type' ? $_[0]->randsym : PDL->randsym(@_) }
Expand Down Expand Up @@ -2115,10 +2154,8 @@ This is generated using the math library routine C<ndtri>.
Mean = 0, Stddev = 1
You can use the perl function L<srand|perlfunc/srand> to seed the random
generator. For further details consult Perl's L<srand|perlfunc/srand>
documentation.
You can use the PDL function L</srand> to seed the random generator.
If it has not been called yet, it will be with the current time.
=cut
Expand Down
138 changes: 138 additions & 0 deletions Basic/Primitive/xoshiro256plus.c
Original file line number Diff line number Diff line change
@@ -0,0 +1,138 @@
#include <stdint.h>

/* https://prng.di.unimi.it/xoshiro256plus.c, made re-entrant for PDL */
/* Written in 2018 by David Blackman and Sebastiano Vigna (vigna@acm.org)
To the extent possible under law, the author has dedicated all copyright
and related and neighboring rights to this software to the public domain
worldwide. This software is distributed without any warranty.
See <http://creativecommons.org/publicdomain/zero/1.0/>. */

/* This is xoshiro256+ 1.0, our best and fastest generator for floating-point
numbers. We suggest to use its upper bits for floating-point
generation, as it is slightly faster than xoshiro256++/xoshiro256**. It
passes all tests we are aware of except for the lowest three bits,
which might fail linearity tests (and just those), so if low linear
complexity is not considered an issue (as it is usually the case) it
can be used to generate 64-bit outputs, too.
We suggest to use a sign test to extract a random Boolean value, and
right shifts to extract subsets of bits.
The state must be seeded so that it is not everywhere zero. If you have
a 64-bit seed, we suggest to seed a splitmix64 generator and use its
output to fill s. */

static inline uint64_t rotl(const uint64_t x, int k) {
return (x << k) | (x >> (64 - k));
}

/* needs to point at a suitably-initialised 4-long array */
uint64_t xoshiro256plus_next(uint64_t *s) {
const uint64_t result = s[0] + s[3];
const uint64_t t = s[1] << 17;
s[2] ^= s[0];
s[3] ^= s[1];
s[1] ^= s[2];
s[0] ^= s[3];
s[2] ^= t;
s[3] = rotl(s[3], 45);
return result;
}

/* This is the jump function for the generator. It is equivalent
to 2^128 calls to next(); it can be used to generate 2^128
non-overlapping subsequences for parallel computations. */

void xoshiro256plus_jump(uint64_t *s) {
static const uint64_t JUMP[] = { 0x180ec6d33cfd0aba, 0xd5a61266f0c9392c, 0xa9582618e03fc9aa, 0x39abdc4529b1661c };
uint64_t s0 = 0;
uint64_t s1 = 0;
uint64_t s2 = 0;
uint64_t s3 = 0;
int i, b;
for(i = 0; i < sizeof JUMP / sizeof *JUMP; i++)
for(b = 0; b < 64; b++) {
if (JUMP[i] & UINT64_C(1) << b) {
s0 ^= s[0];
s1 ^= s[1];
s2 ^= s[2];
s3 ^= s[3];
}
xoshiro256plus_next(s);
}
s[0] = s0;
s[1] = s1;
s[2] = s2;
s[3] = s3;
}


/* This is the long-jump function for the generator. It is equivalent to
2^192 calls to next(); it can be used to generate 2^64 starting points,
from each of which jump() will generate 2^64 non-overlapping
subsequences for parallel distributed computations. */

void xoshiro256plus_long_jump(uint64_t *s) {
static const uint64_t LONG_JUMP[] = { 0x76e15d3efefdcbbf, 0xc5004e441c522fb3, 0x77710069854ee241, 0x39109bb02acbe635 };
uint64_t s0 = 0;
uint64_t s1 = 0;
uint64_t s2 = 0;
uint64_t s3 = 0;
int i, b;
for(i = 0; i < sizeof LONG_JUMP / sizeof *LONG_JUMP; i++)
for(b = 0; b < 64; b++) {
if (LONG_JUMP[i] & UINT64_C(1) << b) {
s0 ^= s[0];
s1 ^= s[1];
s2 ^= s[2];
s3 ^= s[3];
}
xoshiro256plus_next(s);
}
s[0] = s0;
s[1] = s1;
s[2] = s2;
s[3] = s3;
}

/* https://prng.di.unimi.it/splitmix64.c, deleted licence same as above */
/* Written in 2015 by Sebastiano Vigna (vigna@acm.org) */

/* This is a fixed-increment version of Java 8's SplittableRandom generator
See http://dx.doi.org/10.1145/2714064.2660195 and
http://docs.oracle.com/javase/8/docs/api/java/util/SplittableRandom.html
It is a very fast generator passing BigCrush, and it can be useful if
for some reason you absolutely want 64 bits of state. */

uint64_t splitmix64_next(uint64_t *x) {
uint64_t z = (*x += 0x9e3779b97f4a7c15);
z = (z ^ (z >> 30)) * 0xbf58476d1ce4e5b9;
z = (z ^ (z >> 27)) * 0x94d049bb133111eb;
return z ^ (z >> 31);
}

int pdl_srand_called = 0;
uint64_t pdl_rand_state[4];

/* suitably-initialises a 4-long array */
void pdl_srand(uint64_t *s, unsigned int seed) {
uint64_t x = (uint64_t)seed;
int i;
for (i = 0; i < 4; i++)
s[i] = splitmix64_next(&x);
pdl_srand_called = 1;
}

typedef union {
uint64_t i;
double d;
} doub_int64;

double pdl_drand(uint64_t *s) {
doub_int64 result;
result.i = xoshiro256plus_next(s) >> 13; /* top 53 bits to significand */
return result.d;
}
3 changes: 3 additions & 0 deletions Changes
Original file line number Diff line number Diff line change
@@ -1,3 +1,6 @@
- Primitive::srand() added, random() calls if not done yet - thanks @whumann for report
- Primitive::random() et al to use xoroshiro256plus instead of Perl's rand()

2.061 2021-11-11
- native-complex ->re and ->im methods do two-way dataflow
- fix pp_line_numbers change not being done right for .pm
Expand Down
3 changes: 2 additions & 1 deletion MANIFEST
Original file line number Diff line number Diff line change
Expand Up @@ -108,6 +108,7 @@ Basic/Pod/Tips.pod
Basic/Pod/Tutorials.pod
Basic/Primitive/Makefile.PL
Basic/Primitive/primitive.pd
Basic/Primitive/xoshiro256plus.c
Basic/Reduce.pm
Basic/Slices/Makefile.PL
Basic/Slices/slices.pd
Expand Down Expand Up @@ -552,12 +553,12 @@ Libtmp/Minuit/t/minuit.t
Libtmp/Simplex/Makefile.PL
Libtmp/Simplex/Simplex.pm
Libtmp/Simplex/t/simplex.t
Libtmp/Slatec/barf.c
Libtmp/Slatec/Gaussian.pm
Libtmp/Slatec/Linfit.pm
Libtmp/Slatec/LinPred.pm
Libtmp/Slatec/LM.pm
Libtmp/Slatec/Makefile.PL
Libtmp/Slatec/barf.c
Libtmp/Slatec/slatec.pd
Libtmp/Slatec/slatec/chfcm.f
Libtmp/Slatec/slatec/chfdv.f
Expand Down

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