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sfmt-erlang: SIMD-oriented Fast Mersenne Twister (SFMT) for Erlang
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README.md

sfmt-erlang: SIMD-oriented Fast Mersenne Twister (SFMT) for Erlang

  • Version 0.6.0_RELEASE 10-MAR-2011
  • Edited and written by Kenji Rikitake (Kyoto University)
  • Email contact: kenji.rikitake@acm.org

Copyright (c) 2010-2011 Kenji Rikitake and Kyoto University. All rights reserved.

Copyright (c) 2006,2007 Mutsuo Saito, Makoto Matsumoto and Hiroshima University. All rights reserved.

See LICENSE.txt for the license (new/simplified BSD license). (Note: license of rebar is Apache 2.0 License.)

This software is based on SFMT ver. 1.3.3 (SIMD oriented Fast Mersenne Twister(SFMT)) by Mutsuo Saito (Hiroshima University) and Makoto Matsumoto (Hiroshima University)

Details of SFMT algorithm

See http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/index.html

  • new module sfmt607 and sfmt216091 added (from 0.5.1_RELEASE)
  • new module sfmt4253 added (from 0.5.3_RELEASE)

Supported SFMT PRNG periods

  • sfmt607's period: (2^607 - 1)
  • sfmt4253's period: (2^4253 - 1)
  • sfmt's period: (2^19937 - 1)
  • sfmt216091's period: (2^216091 - 1)

C NIFs based on SFMT 1.3.3 added (from 0.3.0_RELEASE)

Wichmann-Hill 2006 algorithm code also included (from 0.6.0_RELEASE)

  • See src/random_wh06.erl for the details
  • Reference for the algorithm:

    B. A. Wichmann and I. D. Hill, "Generating good pseudo-random numbers", Computational Statistics & Data Analysis 51 (2006) 1614-1622.

Notable bugfixes

  • PDIC_SEED now named differently for each period (bugfix, from 0.5.2_RELEASE)

Tested platforms

  • FreeBSD/i386 8.2-RELEASE with Erlang/OTP R14B01
  • RedHat Enterprise Linux AS V4 of x86_64 with Erlang/OTP R14B01 (on the Thin Cluster of the Kyoto University ACCMS Supercomputer System)

Building

  • Use GNU make and then

    make compile

(Note: on FreeBSD, GNU make should be invoked as gmake.)

The build script is Basho's rebar at https://github.com/basho/rebar, which will be automatically fetched under the directory support/.

Documentation

  • For the HTML documentation files of the Erlang source

    make doc

    The documentation will be accessible at doc/index.html.

  • For the HTML documentation files of the C NIF source (Note: Doxygen required)

    make c_doc

    The documentation will be accessible at c_doc/index.html.

Testing

  • For unit testing with EUnit, do

    make eunit

  • For testing the speed of 100 times of invoking 100000 gen_rand32/1 function, do

    make speed

    (Previously this was 1000 times x 100000 invocations, but that was practically too slow.)

API compatible with the random module

seed0, seed/0, seed/3, uniform/0, uniform/1, uniform_s/1, uniform_s/3 

TODO

  • No more new feature; more load testing needed
  • More documentation
  • Code upgrading/reloading behavior check

Code authors:

  • Kenji Rikitake
  • Mutsuo Saito
  • Makoto Matsumoto
  • Dan Gudmundsson

THANKS to:

  • Dave "dizzyd" Smith
  • Tuncer Ayaz
  • Tim Bates (random_mt.erl implementator of Mersenne Twister)
  • Dan Gudmundsson
  • Richard O'Keefe

ACKNOWLEDGMENT

During the compatibility test of this software, Kenji Rikitake used the supercomputer service provided by Academic Center for Computing and Media Studies (ACCMS), Kyoto University.

Notes on refactoring

  • Speedup by NIF: ~40 times faster than the pure Erlang code (when fully inline-optimized (see rebar.config))
  • For the pure-Erlang code: writing ++ (append) operators by ring buffer loops (as a pair of lists consuming the head elements, and the corresponding accumulators) made the code ~50% faster; the pure Erlang code available under reference_texts/
  • gen_rand32/1, gen_rand32_max/2, and gen_rand_float/1 use Erlang lists (Dan Gudmudsson showed the list version is faster)
  • SSE2 code and options in sfmt-extstate were removed due to causing crash of Erlang BEAM (and even if the SSE2 code was enabled the performance increase would be minimal)
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