randomVector is buggy

[yongqli]

*Core> import Numeric.LinearAlgebra.HMatrix
*Core Numeric.LinearAlgebra.HMatrix> randomVector 0 Gaussian 3
fromList [1.5870180704420729,-1.7984362733226869,-1.3134535927556386]
*Core Numeric.LinearAlgebra.HMatrix> randomVector 0 Gaussian 3
fromList [-1.7984362733226869,-1.3134535927556386,-9.385551900167438e-2]

It seems that randomVector is not a deterministic function of the seed. It also seems that randomVector is not thread safe, I kept seeing it generate random NaNs in multithreaded code.

[yongqli]

Looks like it uses srand() and rand()

See this http://stackoverflow.com/questions/6161322/using-stdlibs-rand-from-multiple-threads

[yongqli]

random_vector_GSL isn't thread safe either, due to static gsl_rng * gen = NULL; One possibility would be to call gsl_rng_alloc and gsl_rng_free per call, although that might be slow.

[albertoruiz]

This is a big problem!

Perhaps we can fix randomVector using drand48 as suggested in SO. A temporary fix for random_vector_GSL would be also good even if it is slow.

Thanks for the bug report.

[albertoruiz]

I have changed rand() to drand48_r. Can you check that it works now as expected?

[yongqli]

I haven't had a chance to test it, but wouldn't the use of static int phase = 0; still not be thread safe? At the very least it wouldn't be deterministic result of the seed, as it is keeping hidden state.

[albertoruiz]

Of course! I forgot that state. I will fix it.
Thanks!

[albertoruiz]

I have pushed a fix. I think I have removed all static variables.

[yongqli]

I can't compile it on my machine but it looks good.

src/C/vector-aux.c:738:25:
     error: variable has incomplete type 'struct drand48_data'
        struct drand48_data buffer;

[albertoruiz]

Do you know the reason for the error? I have gcc 4.6.3 and it compiles without any warning.

[yongqli]

I'm on OSX, so my gcc is really clang:

% gcc --version
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 6.0 (clang-600.0.56) (based on LLVM 3.5svn)
Target: x86_64-apple-darwin14.0.0
Thread model: posix

[yongqli]

I might also not have the build environment set up correctly.

[albertoruiz]

There is a new version using random_r(), I hope it works well on OSX.