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Commit 092724c2 authored by Lynn Garren's avatar Lynn Garren
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update MixMaxRng class and set MixMax as the default random number generator in HepRandom

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Random/Random/MixMaxRng.h
View file @ 092724c2
// $Id:$
//
// -*- C++ -*-
//
// -----------------------------------------------------------------------
......@@ -7,54 +7,64 @@
// class header file
// -----------------------------------------------------------------------
//
// This file interfaces the PseudoRandom Number Generator
// This file interfaces the MixMax PseudoRandom Number Generator
// proposed by:
// N.Z. Akopov, G.K.Saviddy & N.G. Ter-Arutyunian
// "Matrix Generator of Pseudorandom Numbers",
// J.Compt.Phy. 97, 573 (1991)
// Preprint: EPI-867(18)-86, Yerevan June 1986.
// G. Savvidy & N. Savvidy
// "On the Monte Carlo Simulation of Physical Systems",
// J.Comput.Phys. 97 (1991) 566
// =======================================================================
// Implementation by Konstantin Savvidy - 2004-2015
// Release 0.99 and later: released under the LGPL license version 3.0
//
// G.K.Savvidy and N.G.Ter-Arutyunian,
// On the Monte Carlo simulation of physical systems,
// J.Comput.Phys. 97, 566 (1991);
// Preprint EPI-865-16-86, Yerevan, Jan. 1986
// http://dx.doi.org/10.1016/0021-9991(91)90015-D
//
// K.Savvidy
// "The MIXMAX random number generator"
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
//
// K.Savvidy and G.Savvidy
// "Spectrum and Entropy of C-systems. MIXMAX random number generator"
// Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33-38
// http://dx.doi.org/10.1016/j.chaos.2016.05.003
//
// =======================================================================
// CLHEP interface implemented by
// J. Apostolakis, G. Cosmo & K. Savvidy - Created: 6th July 2015
// CLHEP interface released under the LGPL license version 3.0
// Implementation by Konstantin Savvidy - Copyright 2004-2017
// =======================================================================
#ifndef MixMaxRng_h
#define MixMaxRng_h 1
#include <array>
#include "CLHEP/Random/defs.h"
#include "CLHEP/Random/RandomEngine.h"
#include "CLHEP/Random/mixmax.h"
namespace CLHEP {
/**
* @author K. Savvidy
* @ingroup random
*/
* @author K.Savvidy
* @ingroup random
*/
typedef unsigned long int myID_t;
typedef unsigned long long int myuint_t;
class MixMaxRng: public HepRandomEngine {
static const int N = 17;
public:
MixMaxRng(std::istream& is);
MixMaxRng();
MixMaxRng(long seed);
MixMaxRng(int rowIndex, int colIndex);
virtual ~MixMaxRng();
~MixMaxRng();
// Constructor and destructor.
MixMaxRng(const MixMaxRng& rng);
MixMaxRng& operator=(const MixMaxRng& rng);
// Copy constructor and assignment operator.
double flat();
double flat() { return (S.counter<=(N-1)) ? generate(S.counter):iterate(); }
// Returns a pseudo random number between 0 and 1
// (excluding the zero: in (0,1] )
// smallest number which it will give is approximately 10^-19
......@@ -89,21 +99,87 @@ public:
static std::string beginTag ( );
virtual std::istream & getState ( std::istream & is );
std::string name() const;
static std::string engineName() {return "MixMaxRng";}
std::string name() const { return "MixMaxRng"; }
static std::string engineName();
std::vector<unsigned long> put () const;
bool get (const std::vector<unsigned long> & v);
bool getState (const std::vector<unsigned long> & v);
private:
static constexpr long long int SPECIAL = ((N==17)? 0 : ((N==240)? 487013230256099140ULL:0) ); // etc...
static constexpr long long int SPECIALMUL= ((N==17)? 36: ((N==240)? 51 :53) ); // etc...
// Note the potential for confusion...
static constexpr int BITS=61;
static constexpr myuint_t M61=2305843009213693951ULL;
static constexpr double INV_M61=0.43368086899420177360298E-18;
static constexpr unsigned int VECTOR_STATE_SIZE = 2*N+4; // 2N+4 for MIXMAX
#define MIXMAX_MOD_MERSENNE(k) ((((k)) & M61) + (((k)) >> BITS) )
static constexpr int rng_get_N();
static constexpr long long int rng_get_SPECIAL();
static constexpr int rng_get_SPECIALMUL();
void seed_uniquestream( myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID );
void seed_spbox(myuint_t);
void print_state() const;
myuint_t precalc();
myuint_t get_next() ;
inline double get_next_float() { return get_next_float_packbits(); }
// Returns a random double with all 52 bits random, in the range (0,1]
static const unsigned int VECTOR_STATE_SIZE = 2*N+4; // 2N+4 for MIXMAX
MixMaxRng Branch();
void BranchInplace(int id);
MixMaxRng(myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ); // Constructor with four 32-bit seeds
inline void seed64(myuint_t seedval) { seed_uniquestream( 0, 0, (myID_t)(seedval>>32), (myID_t)seedval ); } // seed with one 64-bit seed
double generate(int i);
double iterate();
double get_next_float_packbits();
#if defined __GNUC__
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wstrict-aliasing"
#endif
inline double convert1double(myuint_t u)
{
const double one = 1;
const myuint_t onemask = *(myuint_t*)&one;
myuint_t tmp = (u>>9) | onemask; // bits between 52 and 62 dont affect the result!
double d = *(double*)&tmp;
return d-1.0;
}
#if defined __GNUC__
#pragma GCC diagnostic pop
#endif
myuint_t MOD_MULSPEC(myuint_t k);
myuint_t MULWU(myuint_t k);
void seed_vielbein( unsigned int i); // seeds with the i-th unit vector, i = 0..N-1, for testing only
myuint_t iterate_raw_vec(myuint_t* Y, myuint_t sumtotOld);
myuint_t apply_bigskip(myuint_t* Vout, myuint_t* Vin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID );
myuint_t modadd(myuint_t foo, myuint_t bar);
#if defined(__x86_64__)
myuint_t mod128(__uint128_t s);
myuint_t fmodmulM61(myuint_t cum, myuint_t a, myuint_t b);
#else // on all other platforms, including 32-bit linux, PPC and PPC64, ARM and all Windows
myuint_t fmodmulM61(myuint_t cum, myuint_t s, myuint_t a);
#endif
private:
// Pointer to the current status of the generator.
rng_state_st* fRngState;
};
struct rng_state_st
{
std::array<myuint_t, N> V;
myuint_t sumtot;
int counter;
};
typedef struct rng_state_st rng_state_t; // struct alias
rng_state_t S;
};
} // namespace CLHEP
#endif
Random/Random/Random.h 100755 → 100644
View file @ 092724c2
......@@ -54,7 +54,7 @@ public:
HepRandom();
HepRandom(long seed);
// Contructors with and without a seed using the default engine
// (JamesRandom).
// (MixMax).
HepRandom(HepRandomEngine & algorithm);
HepRandom(HepRandomEngine * algorithm);
......
Random/Random/mixmax.h deleted 100644 → 0
View file @ 27bc1130
// $Id:$
// -*- C++ -*-
//
// -----------------------------------------------------------------------
// MixMax Matrix PseudoRandom Number Generator
// --- MixMax ---
// class header file
// -----------------------------------------------------------------------
//
//
// Created by Konstantin Savvidy on Sun Feb 22 2004.
// The code is released under
// GNU Lesser General Public License v3
//
// Generator described in
// N.Z.Akopov, G.K.Savvidy and N.G.Ter-Arutyunian, Matrix Generator of Pseudorandom Numbers,
// J.Comput.Phys. 97, 573 (1991);
// Preprint EPI-867(18)-86, Yerevan Jun.1986;
//
// and
//
// K.Savvidy
// The MIXMAX random number generator
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
//
// -----------------------------------------------------------------------
#ifndef CLHEP_MIXMAX_H_
#define CLHEP_MIXMAX_H_ 1
#include <stdio.h>
#include <stdint.h>
#define USE_INLINE_ASM YES
namespace CLHEP {
#ifdef __cplusplus
extern "C" {
#endif
const int N = 17;
/* The currently recommended N are 3150, 1260, 508, 256, 240, 88, 17, 8
Since the algorithm is linear in N, the cost per number is
almost independent of N.
*/
#ifndef __LP64__
typedef uint64_t myuint;
//#warning but no problem, 'myuint' is 'uint64_t'
#else
typedef unsigned long long int myuint;
//#warning but no problem, 'myuint' is 'unsigned long long int'
#endif
struct rng_state_st
{
myuint V[N];
myuint sumtot;
int counter;
FILE* fh;
};
typedef struct rng_state_st rng_state_t; // C struct alias
int rng_get_N(void); // get the N programmatically, useful for checking the value for which the library was compiled
rng_state_t *rng_alloc(); /* allocate the state */
int rng_free(rng_state_t* X); /* free memory occupied by the state */
rng_state_t *rng_copy(myuint *Y); /* init from vector, takes the vector Y,
returns pointer to the newly allocated and initialized state */
void read_state(rng_state_t* X, const char filename[] );
void print_state(rng_state_t* X);
int iterate(rng_state_t* X);
myuint iterate_raw_vec(myuint* Y, myuint sumtotOld);
// FUNCTIONS FOR SEEDING
typedef uint32_t myID_t;
void seed_uniquestream(rng_state_t* X, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID);
/*
best choice: will make a state vector from which you can get at least 10^100 numbers
guaranteed mathematically to be non-colliding with any other stream prepared from another set of 32bit IDs,
so long as it is different by at least one bit in at least one of the four IDs
-- useful if you are running a parallel simulation with many clusters, many CPUs each
*/
void seed_spbox(rng_state_t* X, myuint seed); // non-linear method, makes certified unique vectors, probability for streams to collide is < 1/10^4600
void seed_vielbein(rng_state_t* X, unsigned int i); // seeds with the i-th unit vector, i = 0..N-1, for testing only
// FUNCTIONS FOR GETTING RANDOM NUMBERS
#ifdef __MIXMAX_C
myuint clhep_get_next(rng_state_t* X); // returns 64-bit int, which is between 1 and 2^61-1 inclusive
double clhep_get_next_float(rng_state_t* X); // returns double precision floating point number in (0,1]
#endif //__MIXMAX_C
void fill_array(rng_state_t* X, unsigned int n, double *array); // fastest method: set n to a multiple of N (e.g. n=256)
void iterate_and_fill_array(rng_state_t* X, double *array); // fills the array with N numbers
myuint precalc(rng_state_t* X);
/* needed if the state has been changed by something other than iterate, but no worries, seeding functions call this for you when necessary */
myuint apply_bigskip(myuint* Vout, myuint* Vin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID );
// applies a skip of some number of steps calculated from the four IDs
void branch_inplace( rng_state_t* Xin, myID_t* ID ); // almost the same as apply_bigskip, but in-place and from a vector of IDs
#define BITS 61
/* magic with Mersenne Numbers */
#define M61 2305843009213693951ULL
myuint modadd(myuint foo, myuint bar);
myuint modmulM61(myuint s, myuint a);
myuint fmodmulM61(myuint cum, myuint s, myuint a);
#define MERSBASE M61 //xSUFF(M61)
#define MOD_PAYNE(k) ((((k)) & MERSBASE) + (((k)) >> BITS) ) // slightly faster than my old way, ok for addition
#define MOD_REM(k) ((k) % MERSBASE ) // latest Intel CPU is supposed to do this in one CPU cycle, but on my machines it seems to be 20% slower than the best tricks
#define MOD_MERSENNE(k) MOD_PAYNE(k)
#define INV_MERSBASE (0.43368086899420177360298E-18L)
// the charpoly is irreducible for the combinations of N and SPECIAL and has maximal period for N=508, 256, half period for 1260, and 1/12 period for 3150
// #if (N==256)
// #define SPECIALMUL 0
// #define SPECIAL 487013230256099064ULL // s=487013230256099064, m=1 -- good old MIXMAX
// #define MOD_MULSPEC(k) fmodmulM61( 0, SPECIAL , (k) );
// #elif (N==17)
#define SPECIALMUL 36 // m=2^36+1
/*
#elif (N==8)
#define SPECIALMUL 53 // m=2^53+1
#elif (N==40)
#define SPECIALMUL 42 // m=2^42+1
#elif (N==96)
#define SPECIALMUL 55 // m=2^55+1
#elif (N==64)
#define SPECIALMUL 55 // m=2^55 (!!!) and m=2^37+2
#elif (N==120)
#define SPECIALMUL 51 // m=2^51+1 and a SPECIAL=+1 (!!!)
#define SPECIAL 1
#define MOD_MULSPEC(k) (k);
#else
#warning Not a verified N, you are on your own!
#define SPECIALMUL 58
#endif // list of interesting N for modulus M61 ends here
*/
#ifndef __MIXMAX_C // c++ can put code into header files, why cant we? (with the inline declaration, should be safe from duplicate-symbol error)
#define clhep_get_next(X) GET_BY_MACRO(X)
#define clhep_get_next_float(X) clhep_get_next_float_BY_MACRO(X)
#endif // __MIXMAX_C
inline myuint GET_BY_MACRO(rng_state_t* X) {
int i;
i=X->counter;
if (i<=(N-1) ){
X->counter++;
return X->V[i];
}else{
X->sumtot = iterate_raw_vec(X->V, X->sumtot);
X->counter=2;
return X->V[1];
}
}
inline double clhep_get_next_float_BY_MACRO(rng_state_t* X){
int64_t Z=(int64_t)clhep_get_next(X);
#if defined(__x86_64__) && defined(__SSE__) && defined(__AVX__) && defined(USE_INLINE_ASM)
double F;
__asm__ __volatile__( "pxor %0, %0;"
//"cvtsi2sdq %1, %0;"
:"=x"(F)
//:"r"(Z)
);
F=Z;
return F*INV_MERSBASE;
#else
return Z*INV_MERSBASE;
#endif
}
// ERROR CODES - exit() is called with these
#define ARRAY_INDEX_OUT_OF_BOUNDS 0xFF01
#define SEED_WAS_ZERO 0xFF02
#define ERROR_READING_STATE_FILE 0xFF03
#define ERROR_READING_STATE_COUNTER 0xFF04
#define ERROR_READING_STATE_CHECKSUM 0xFF05
#ifdef __cplusplus
}
#endif
//#define HOOKUP_GSL 1
#ifdef HOOKUP_GSL // if you need to use mixmax through GSL, pass -DHOOKUP_GSL=1 to the compiler
#include <gsl/gsl_rng.h>
unsigned long gsl_get_next(void *vstate);
double gsl_get_next_float(void *vstate);
void seed_for_gsl(void *vstate, unsigned long seed);
static const gsl_rng_type mixmax_type =
{"MIXMAX", /* name */
MERSBASE, /* RAND_MAX */
1, /* RAND_MIN */
sizeof (rng_state_t),
&seed_for_gsl,
&gsl_get_next,
&gsl_get_next_float
};
unsigned long gsl_get_next(void *vstate) {
rng_state_t* X= (rng_state_t*)vstate;
return (unsigned long)clhep_get_next(X);
}
double gsl_get_next_float(void *vstate) {
rng_state_t* X= (rng_state_t*)vstate;
return ( (double)clhep_get_next(X)) * INV_MERSBASE;
}
void seed_for_gsl(void *vstate, unsigned long seed){
rng_state_t* X= (rng_state_t*)vstate;
seed_spbox(X,(myuint)seed);
}
const gsl_rng_type *gsl_rng_ran3 = &mixmax_type;
#endif // HOOKUP_GSL
} // namespace CLHEP
#endif // closing CLHEP_MIXMAX_H_
Random/Random/mixmax_skip_N17.icc
View file @ 092724c2
// $Id:$
//
// -*- C++ -*-
//
// -----------------------------------------------------------------------
......@@ -6,19 +6,23 @@
// --- MixMax ---
// -----------------------------------------------------------------------
//
// The code is being released under GNU Lesser General Public License v3
// Generator described in:
//
// Generator described in
// N.Z.Akopov, G.K.Savvidy and N.G.Ter-Arutyunian, Matrix Generator of Pseudorandom Numbers,
// J.Comput.Phys. 97, 573 (1991);
// Preprint EPI-867(18)-86, Yerevan Jun.1986;
// G.K.Savvidy and N.G.Ter-Arutyunian,
// On the Monte Carlo simulation of physical systems,
// J.Comput.Phys. 97, 566 (1991);
// Preprint EPI-865-16-86, Yerevan, Jan. 1986
// http://dx.doi.org/10.1016/0021-9991(91)90015-D
//
// and
// K.Savvidy
// "The MIXMAX random number generator"
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
//
// K.Savvidy
// The MIXMAX random number generator
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
// K.Savvidy and G.Savvidy
// "Spectrum and Entropy of C-systems. MIXMAX random number generator"
// Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33-38
// http://dx.doi.org/10.1016/j.chaos.2016.05.003
//
// -----------------------------------------------------------------------
......
Random/Random/mixmax_skip_N240.icc 0 → 100644
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This diff is collapsed.
Random/Random/mixmax_skip_N256.icc deleted 100644 → 0
View file @ 27bc1130
This diff is collapsed.
Random/Random/mixmax_skip_N8.icc
View file @ 092724c2
// $Id:$
//
// -*- C++ -*-
//
// -----------------------------------------------------------------------
......@@ -6,19 +6,23 @@
// --- MixMax ---
// -----------------------------------------------------------------------
//
// The code is being released under GNU Lesser General Public License v3
// Generator described in:
//
// Generator described in
// N.Z.Akopov, G.K.Savvidy and N.G.Ter-Arutyunian, Matrix Generator of Pseudorandom Numbers,
// J.Comput.Phys. 97, 573 (1991);
// Preprint EPI-867(18)-86, Yerevan Jun.1986;
// G.K.Savvidy and N.G.Ter-Arutyunian,
// On the Monte Carlo simulation of physical systems,
// J.Comput.Phys. 97, 566 (1991);
// Preprint EPI-865-16-86, Yerevan, Jan. 1986
// http://dx.doi.org/10.1016/0021-9991(91)90015-D
//
// and
// K.Savvidy
// "The MIXMAX random number generator"
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
//
// K.Savvidy
// The MIXMAX random number generator
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
// K.Savvidy and G.Savvidy
// "Spectrum and Entropy of C-systems. MIXMAX random number generator"
// Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33-38
// http://dx.doi.org/10.1016/j.chaos.2016.05.003
//
// -----------------------------------------------------------------------
......
Random/src/MixMaxRng.cc
View file @ 092724c2
This diff is collapsed.
Random/src/Random.cc
View file @ 092724c2
......@@ -20,7 +20,7 @@
#include <assert.h>
#include "CLHEP/Random/defs.h"
#include "CLHEP/Random/JamesRandom.h"
#include "CLHEP/Random/MixMaxRng.h"
#include "CLHEP/Random/Random.h"
#include "CLHEP/Random/StaticRandomStates.h"
#include "CLHEP/Utility/memory.h"
......@@ -66,7 +66,7 @@ namespace CLHEP {
private:
HepRandom theDefaultGenerator;
HepJamesRandom theDefaultEngine;
MixMaxRng theDefaultEngine;
public:
......
Random/src/mixmax.cc deleted 100644 → 0
View file @ 27bc1130
// $Id:$
// -*- C++ -*-
//
// -----------------------------------------------------------------------
// MixMax Matrix PseudoRandom Number Generator
// --- MixMax ---
// class header file
// -----------------------------------------------------------------------
//
//
// Created by Konstantin Savvidy on Sun Feb 22 2004.
// As of version 0.99 and later, the code is being released under
// GNU Lesser General Public License v3
//
// Generator described in
// N.Z.Akopov, G.K.Savvidy and N.G.Ter-Arutyunian, Matrix Generator of Pseudorandom Numbers,
// J.Comput.Phys. 97, 573 (1991);
// Preprint EPI-867(18)-86, Yerevan Jun.1986;
//
// and
//
// K.Savvidy
// The MIXMAX random number generator
// Comp. Phys. Commun. (2015)
// http://dx.doi.org/10.1016/j.cpc.2015.06.003
//
// -----------------------------------------------------------------------
#include <stdio.h>
#include <stdlib.h>
#include <stdint.h>
#define __MIXMAX_C // do NOT define it in your own program, just include mixmax.h
#include "CLHEP/Random/mixmax.h"
namespace CLHEP {
int iterate(rng_state_t* X){
X->sumtot = iterate_raw_vec(X->V, X->sumtot);
return 0;
}
#if (SPECIALMUL!=0)
inline uint64_t MULWU (uint64_t k){ return (( (k)<<(SPECIALMUL) & M61) | ( (k) >> (BITS-SPECIALMUL)) ) ;}
#elif (SPECIALMUL==0)
inline uint64_t MULWU (uint64_t){ return 0;}
#else
#error SPECIALMUL not undefined
#endif
myuint iterate_raw_vec(myuint* Y, myuint sumtotOld){
// operates with a raw vector, uses known sum of elements of Y
int i;
#ifdef SPECIAL
myuint temp2 = Y[1];
#endif
myuint tempP, tempV;
Y[0] = ( tempV = sumtotOld);
myuint sumtot = Y[0], ovflow = 0; // will keep a running sum of all new elements (except Y[0])
tempP = 0; // will keep a partial sum of all old elements (except Y[0])
for (i=1; i<N; i++){
#if (SPECIALMUL!=0)
myuint tempPO = MULWU(tempP);
tempP = modadd(tempP,Y[i]);
tempV = MOD_MERSENNE(tempV + tempP + tempPO); // edge cases ?
#else