Discrete Gaussians over the Integers

A discrete Gaussian distribution on the Integers is a distribution where the integer $x$ is sampled with probability proportional to $exp(-(x-c)²/(2\sigma ²))$. It is denoted by $D_{\sigma ,c}$ where σ is the width parameter (close to the standard deviation) and $c$ is the center.

This library samples from this distributions.

WARNING: This library does not provide constant time implementations. Pull requests welcome.

Installation

Clone this repository then do

autoreconf -i
./configure
make
make check

Algorithms

The library provides two types of algorithms to sample from discrete Gaussians.

Samplers

This type of algorithm is useful to produce a large number of samples from the same distribution, i.e. with fixed parameters. The parameters need to be provided during initialization. Available algorithms are:

• DGS_DISC_GAUSS_UNIFORM_TABLE - classical rejection sampling, sampling from the uniform distribution and accepted with probability proportional to $\exp (-(x-c)²/(2\sigma ²))$ where $\exp (-(x-c)²/(2\sigma ²))$ is precomputed and stored in a table. Any real-valued c is supported.

• DGS_DISC_GAUSS_UNIFORM_LOGTABLE - samples are drawn from a uniform distribution and accepted with probability proportional to $\exp (-(x-c)²/(2\sigma ²))$ where $\exp (-(x-c)²/(2\sigma ²))$ is computed using logarithmically many calls to Bernoulli distributions. Only integer-valued $c$ are supported.

• DGS_DISC_GAUSS_UNIFORM_ONLINE - samples are drawn from a uniform distribution and accepted with probability proportional to $\exp (-(x-c)²/(2\sigma ²))$ where $\exp (-(x-c)²/(2\sigma ²))$ is computed in each invocation. Typically this is very slow. Any real-valued $c$ is accepted.

• DGS_DISC_SIGMA2_LOGTABLE - samples are drawn from an easily samplable distribution with $\sigma =k·\sigma ₂$ where $\sigma ₂:=\sqrt{1/(2\log 2)}$ and accepted with probability proportional to $\exp (-(x-c)²/(2\sigma ²))$ where $\exp (-(x-c)²/(2\sigma ²))$ is computed using logarithmically many calls to Bernoulli distributions (but no calls to $\exp$). Note that this sampler adjusts sigma to match $\sigma ₂·k$ for some integer $k$. Only integer-valued $c$ are supported.

• DGS_DISC_GAUSS_ALIAS - uses the alias method. Setup costs are roughly $\sigma ²$ (as currently implemented) and table sizes linear in $\sigma$, but sampling is then just a randomized lookup. Any real-valued $c$ is accepted.

• DGS_DISC_GAUSS_CONVOLUTION - Applies the convolution technique to alias sampling in order to reduce memory overhead and setup cost at the cost of running time. This is suitable for large $\sigma$. Any real-valued $c$ is accepted.

Algorithm 2-4 are described in:

Léo Ducas, Alain Durmus, Tancrède Lepoint and Vadim Lyubashevsky. Lattice Signatures and Bimodal Gaussians; in Advances in Cryptology – CRYPTO 2013; Lecture Notes in Computer Science Volume 8042, 2013, pp 40-56 (PDF)

Algorithm 6 is described in:

Thomas Pöppelmann, Léo Ducas, Tim Güneysu. Enhanced Lattice-Based Signatures on Reconfigurable Hardware; in Cryptographic Hardware and Embedded Systems – CHES 2014; Lecture Notes in Computer Science Volume 8731, 2014, pp 353-370 (PDF)

Daniele Micciancio, Michael Walter. Gaussian Sampling over the Integers: Efficient, Generic, Constant-Time; in Advances in Cryptology – CRYPTO 2017; Lecture Notes in Computer Science Volume 10402, 2017, pp 455-485 (PDF)

Randomized rounders

This type of algorithm is useful to produce samples where the parameters of the discrete Gaussian can change for every query, i.e. the center is randomly rounded to a nearby integer. Parameters are provided for every query. Available algorithms are:

• DGS_RROUND_UNIFORM_ONLINE - essentially the same as the sampler DGS_DISC_GAUSS_UNIFORM_ONLINE, where the very little parameter dependent precomputation (upper bounds on samples, etc) is now done online.

• DGS_RROUND_KARNEY - Karney's algorithm, similar in spirit to the sampler DGS_DISC_SIGMA2_LOGTABLE, but without the need to precompute log tables and without restriction on the center.

• DGS_RROUND_CONVOLUTION - Reduces the rounding problem to the sampling problem and invokes alias sampling.

Karney's algorithm is described in:

Charles F. F. Karney. Sampling Exactly from the Normal Distribution; in ACM Trans. Mathematical Software 42(1), 3:1-14 (Jan. 2016) (PDF)

The convolution approach to randomized rounding is described in

Daniele Micciancio, Michael Walter. Gaussian Sampling over the Integers: Efficient, Generic, Constant-Time; in Advances in Cryptology – CRYPTO 2017; Lecture Notes in Computer Science Volume 10402, 2017, pp 455-485 (PDF)

Precisions

• mp - multi-precision using MPFR, cf. dgs_gauss_mp.c

• dp - double precision using machine doubles, cf. dgs_gauss_dp.c.

For readers unfamiliar with the implemented algorithms it makes sense to start with dgs_gauss_dp.c which implements the same algorithms as dgs_gauss_mp.c but should be easier to read.

Typical usage

dgs_disc_gauss_dp_t *D = dgs_disc_gauss_dp_init(<sigma>, <c>, <tau>, <algorithm>);
D->call(D); // as often as needed
dgs_disc_gauss_dp_clear(D);

dgs_rround_dp_t *D = dgs_rround_dp_init(<tau>, <algorithm>);
D->call(D, <sigma>, <c>); // as often as needed
dgs_rround_dp_clear(D);

Contributors

The following people have contributed to dgs:

• Martin Albrecht
• Shai Halevi
• Michael Walter

How to cite

@unpublished{dgs,
    author = {Martin R. Albrecht and Michael Walter},
    title = {{dgs}, {D}iscrete {G}aussians over the {I}ntegers},
    year = 2018,
    note = {Available at \url{https://bitbucket.org/malb/dgs}},
    url = {https://bitbucket.org/malb/dgs}
}