// // -*- C++ -*- // // ----------------------------------------------------------------------- // HEP Random // --- MixMaxRng --- // class implementation file // ----------------------------------------------------------------------- // // This file interfaces the MixMax PseudoRandom Number Generator // proposed by: // // 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 // // ======================================================================= // Implementation by Konstantin Savvidy - Copyright 2004-2017 // ======================================================================= #include "CLHEP/Random/defs.h" #include "CLHEP/Random/Random.h" #include "CLHEP/Random/MixMaxRng.h" #include "CLHEP/Random/engineIDulong.h" #include "CLHEP/Utility/atomic_int.h" #include // for strcmp #include const unsigned long MASK32=0xffffffff; namespace CLHEP { namespace { // Number of instances with automatic seed selection CLHEP_ATOMIC_INT_TYPE numberOfEngines(0); } static const int MarkerLen = 64; // Enough room to hold a begin or end marker. MixMaxRng::MixMaxRng() : HepRandomEngine() { int numEngines = ++numberOfEngines; setSeed(static_cast(numEngines)); } MixMaxRng::MixMaxRng(long seed) : HepRandomEngine() { theSeed=seed; setSeed(seed); } MixMaxRng::MixMaxRng(std::istream& is) : HepRandomEngine() { get(is); } MixMaxRng::~MixMaxRng() { } MixMaxRng::MixMaxRng(const MixMaxRng& rng) : HepRandomEngine(rng) { S.V = rng.S.V; S.sumtot= rng.S.sumtot; S.counter= rng.S.counter; } MixMaxRng& MixMaxRng::operator=(const MixMaxRng& rng) { // Check assignment to self // if (this == &rng) { return *this; } // Copy base class data // HepRandomEngine::operator=(rng); S.V = rng.S.V; S.sumtot= rng.S.sumtot; S.counter= rng.S.counter; return *this; } void MixMaxRng::saveStatus( const char filename[] ) const { // Create a C file-handle or an object that can accept the same output FILE *fh= fopen(filename, "w"); if( fh ) { int j; fprintf(fh, "mixmax state, file version 1.0\n" ); fprintf(fh, "N=%u; V[N]={", rng_get_N() ); for (j=0; (j< (rng_get_N()-1) ); j++) { fprintf(fh, "%llu, ", S.V[j] ); } fprintf(fh, "%llu", S.V[rng_get_N()-1] ); fprintf(fh, "}; " ); fprintf(fh, "counter=%u; ", S.counter ); fprintf(fh, "sumtot=%llu;\n", S.sumtot ); fclose(fh); } } #define MIXMAX_ARRAY_INDEX_OUT_OF_BOUNDS 0xFF01 #define MIXMAX_SEED_WAS_ZERO 0xFF02 #define MIXMAX_ERROR_READING_STATE_FILE 0xFF03 #define MIXMAX_ERROR_READING_STATE_COUNTER 0xFF04 #define MIXMAX_ERROR_READING_STATE_CHECKSUM 0xFF05 void MixMaxRng::restoreStatus( const char filename[] ) { // a function for reading the state from a file FILE* fin; if( ( fin = fopen(filename, "r") ) ) { char l=0; while ( l != '{' ) { // 0x7B = "{" l=fgetc(fin); // proceed until hitting opening bracket } ungetc(' ', fin); } else { fprintf(stderr, "mixmax -> read_state: error reading file %s\n", filename); exit(MIXMAX_ERROR_READING_STATE_FILE); } myuint_t vecVal; //printf("mixmax -> read_state: starting to read state from file\n"); if (!fscanf(fin, "%llu", &S.V[0]) ) { fprintf(stderr, "mixmax -> read_state: error reading file %s\n", filename); exit(MIXMAX_ERROR_READING_STATE_FILE); } int i; for( i = 1; i < rng_get_N(); i++) { if (!fscanf(fin, ", %llu", &vecVal) ) { fprintf(stderr, "mixmax -> read_state: error reading vector component i=%d from file %s\n", i, filename); exit(MIXMAX_ERROR_READING_STATE_FILE); } if( vecVal <= MixMaxRng::M61 ) { S.V[i] = vecVal; } else { fprintf(stderr, "mixmax -> read_state: Invalid state vector value= %llu" " ( must be less than %llu ) " " obtained from reading file %s\n" , vecVal, MixMaxRng::M61, filename); } } int counter; if (!fscanf( fin, "}; counter=%i; ", &counter)) { fprintf(stderr, "mixmax -> read_state: error reading counter from file %s\n", filename); exit(MIXMAX_ERROR_READING_STATE_FILE); } if( counter <= rng_get_N() ) { S.counter= counter; } else { fprintf(stderr, "mixmax -> read_state: Invalid counter = %d" " Must be 0 <= counter < %u\n" , counter, rng_get_N()); print_state(); exit(MIXMAX_ERROR_READING_STATE_COUNTER); } precalc(); myuint_t sumtot; if (!fscanf( fin, "sumtot=%llu\n", &sumtot)) { fprintf(stderr, "mixmax -> read_state: error reading checksum from file %s\n", filename); exit(MIXMAX_ERROR_READING_STATE_FILE); } if (S.sumtot != sumtot) { fprintf(stderr, "mixmax -> checksum error while reading state from file %s - corrupted?\n", filename); exit(MIXMAX_ERROR_READING_STATE_CHECKSUM); } fclose(fin); } #undef MIXMAX_ARRAY_INDEX_OUT_OF_BOUNDS #undef MIXMAX_SEED_WAS_ZERO #undef MIXMAX_ERROR_READING_STATE_FILE #undef MIXMAX_ERROR_READING_STATE_COUNTER #undef MIXMAX_ERROR_READING_STATE_CHECKSUM void MixMaxRng::showStatus() const { std::cout << std::endl; std::cout << "------- MixMaxRng engine status -------" << std::endl; std::cout << " Current state vector is:" << std::endl; print_state(); std::cout << "---------------------------------------" << std::endl; } void MixMaxRng::setSeed(long longSeed, int /* extraSeed */) { //seed_uniquestream(0,0,0,longSeed); theSeed = longSeed; seed_spbox(longSeed); } // Preferred Seeding method // the values of 'Seeds' must be valid 32-bit integers // Higher order bits will be ignored!! void MixMaxRng::setSeeds(const long* Seeds, int seedNum) { unsigned long seed0, seed1= 0, seed2= 0, seed3= 0; if( seedNum < 1 ) { // Assuming at least 2 seeds in vector... seed0= static_cast(Seeds[0]) & MASK32; seed1= static_cast(Seeds[1]) & MASK32; } else { if( seedNum < 4 ) { seed0= static_cast(Seeds[0]) & MASK32; if( seedNum > 1){ seed1= static_cast(Seeds[1]) & MASK32; } if( seedNum > 2){ seed2= static_cast(Seeds[2]) & MASK32; } } if( seedNum >= 4 ) { seed0= static_cast(Seeds[0]) & MASK32; seed1= static_cast(Seeds[1]) & MASK32; seed2= static_cast(Seeds[2]) & MASK32; seed3= static_cast(Seeds[3]) & MASK32; } } theSeed = Seeds[0]; theSeeds = Seeds; seed_uniquestream(seed3, seed2, seed1, seed0); } std::string MixMaxRng::engineName() { return "MixMaxRng"; } constexpr int MixMaxRng::rng_get_N() { return N; } constexpr long long int MixMaxRng::rng_get_SPECIAL() { return SPECIAL; } constexpr int MixMaxRng::rng_get_SPECIALMUL() { return SPECIALMUL; } double MixMaxRng::generate(int i) { S.counter++; #if defined(__clang__) || defined(__llvm__) return INV_M61*static_cast(S.V[i]); #elif defined(__GNUC__) && (__GNUC__ < 7) && (!defined(__ICC)) && defined(__x86_64__) && defined(__SSE2_MATH__) int64_t Z=S.V[i]; double F=0.0; //#warning Using the inline assembler /* using SSE inline assemly to zero the xmm register, just before int64 -> double conversion, not necessary in GCC-5 or better, but huge penalty on earlier compilers */ __asm__ __volatile__( "pxor %0, %0;" "cvtsi2sdq %1, %0;" :"=x"(F) :"r"(Z) ); return F*INV_M61; #else //#warning other method return convert1double(S.V[i]); //get_next_float_packbits(); #endif } double MixMaxRng::iterate() { myuint_t* Y=S.V.data(); myuint_t tempP, tempV; Y[0] = ( tempV = S.sumtot); myuint_t sumtot = Y[0], ovflow = 0; // will keep a running sum of all new elements tempP = 0; // will keep a partial sum of all old elements myuint_t tempPO; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[1] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[1] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[2] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[2] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[3] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[3] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[4] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[4] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[5] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[5] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[6] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[6] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[7] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[7] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[8] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[8] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[9] ); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[9] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[10]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[10] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[11]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[11] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[12]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[12] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[13]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[13] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[14]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[14] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[15]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[15] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; tempPO = MULWU(tempP); tempP = modadd(tempP, Y[16]); tempV = MIXMAX_MOD_MERSENNE(tempV+tempP+tempPO); Y[16] = tempV; sumtot += tempV; if (sumtot < tempV) {ovflow++;}; S.sumtot = MIXMAX_MOD_MERSENNE(MIXMAX_MOD_MERSENNE(sumtot) + (ovflow <<3 )); S.counter=2; return double(S.V[1])*INV_M61; } void MixMaxRng::flatArray(const int size, double* vect ) { // fill_array( S, size, arrayDbl ); for (int i=0; i(get_next()); // clhep_get_next returns a 64-bit integer, of which the lower 61 bits // are random and upper 3 bits are zero } std::ostream & MixMaxRng::put ( std::ostream& os ) const { char beginMarker[] = "MixMaxRng-begin"; char endMarker[] = "MixMaxRng-end"; int pr = os.precision(24); os << beginMarker << " "; os << theSeed << "\n"; for (int i=0; i MixMaxRng::put () const { std::vector v; v.push_back (engineIDulong()); for (int i=0; i(S.V[i] & MASK32)); // little-ended order on all platforms v.push_back(static_cast(S.V[i] >> 32 )); // pack uint64 into a data structure which is 32-bit on some platforms } v.push_back(static_cast(S.counter)); v.push_back(static_cast(S.sumtot & MASK32)); v.push_back(static_cast(S.sumtot >> 32)); return v; } std::istream & MixMaxRng::get ( std::istream& is) { char beginMarker [MarkerLen]; is >> std::ws; is.width(MarkerLen); // causes the next read to the char* to be <= // that many bytes, INCLUDING A TERMINATION \0 // (Stroustrup, section 21.3.2) is >> beginMarker; if (strcmp(beginMarker,"MixMaxRng-begin")) { is.clear(std::ios::badbit | is.rdstate()); std::cerr << "\nInput stream mispositioned or" << "\nMixMaxRng state description missing or" << "\nwrong engine type found." << std::endl; return is; } return getState(is); } std::string MixMaxRng::beginTag () { return "MixMaxRng-begin"; } std::istream & MixMaxRng::getState ( std::istream& is ) { char endMarker[MarkerLen]; is >> theSeed; for (int i=0; i> S.V[i]; is >> S.counter; myuint_t checksum; is >> checksum; is >> std::ws; is.width(MarkerLen); is >> endMarker; if (strcmp(endMarker,"MixMaxRng-end")) { is.clear(std::ios::badbit | is.rdstate()); std::cerr << "\nMixMaxRng state description incomplete." << "\nInput stream is probably mispositioned now.\n"; return is; } if ( S.counter < 0 || S.counter > rng_get_N() ) { std::cerr << "\nMixMaxRng::getState(): " << "vector read wrong value of counter from file!" << "\nInput stream is probably mispositioned now.\n"; return is; } precalc(); if ( checksum != S.sumtot) { std::cerr << "\nMixMaxRng::getState(): " << "checksum disagrees with value stored in file!" << "\nInput stream is probably mispositioned now.\n"; return is; } return is; } bool MixMaxRng::get (const std::vector & v) { if ((v[0] & 0xffffffffUL) != engineIDulong()) { std::cerr << "\nMixMaxRng::get(): vector has wrong ID word - state unchanged\n"; return false; } return getState(v); } bool MixMaxRng::getState (const std::vector & v) { if (v.size() != VECTOR_STATE_SIZE ) { std::cerr << "\nMixMaxRng::getState(): vector has wrong length - state unchanged\n"; return false; } for (int i=1; i<2*rng_get_N() ; i=i+2) { S.V[i/2]= ( (v[i] & MASK32) | ( (myuint_t)(v[i+1]) << 32 ) ); // unpack from a data structure which is 32-bit on some platforms } S.counter = v[2*rng_get_N()+1]; precalc(); if ( ( (v[2*rng_get_N()+2] & MASK32) | ( (myuint_t)(v[2*rng_get_N()+3]) << 32 ) ) != S.sumtot) { std::cerr << "\nMixMaxRng::getState(): vector has wrong checksum!" << "\nInput vector is probably mispositioned now.\n"; return false; } return true; } myuint_t MixMaxRng ::MOD_MULSPEC(myuint_t k) { switch (N) { case 17: return 0; break; case 8: return 0; break; case 240: return fmodmulM61( 0, SPECIAL , (k) ); break; default: std::cerr << "MIXMAX ERROR: " << "Disallowed value of parameter N\n"; std::terminate(); break; } } myuint_t MixMaxRng::MULWU (myuint_t k) { return (( (k)<<(SPECIALMUL) & M61) ^ ( (k) >> (BITS-SPECIALMUL)) ); } myuint_t MixMaxRng::iterate_raw_vec(myuint_t* Y, myuint_t sumtotOld) { // operates with a raw vector, uses known sum of elements of Y int i; myuint_t tempP, tempV; Y[0] = ( tempV = sumtotOld); myuint_t sumtot = Y[0], ovflow = 0; // will keep a running sum of all new elements tempP = 0; // will keep a partial sum of all old elements for (i=1; (i>32); S.V[i] = l & M61; sumtot += S.V[(i)]; if (sumtot < S.V[(i)]) {ovflow++;} } S.counter = N; // set the counter to N if iteration should happen right away S.sumtot = MIXMAX_MOD_MERSENNE(MIXMAX_MOD_MERSENNE(sumtot) + (ovflow <<3 )); } #undef MIXMAX_SEED_WAS_ZERO void MixMaxRng::seed_uniquestream( myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ) { seed_vielbein(0); S.sumtot = apply_bigskip(S.V.data(), S.V.data(), clusterID, machineID, runID, streamID ); S.counter = 1; } myuint_t MixMaxRng::apply_bigskip( myuint_t* Vout, myuint_t* Vin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ) { /* makes a derived state vector, Vout, from the mother state vector Vin by skipping a large number of steps, determined by the given seeding ID's it is mathematically guaranteed that the substreams derived in this way from the SAME (!!!) Vin will not collide provided 1) at least one bit of ID is different 2) less than 10^100 numbers are drawn from the stream (this is good enough : a single CPU will not exceed this in the lifetime of the universe, 10^19 sec, even if it had a clock cycle of Planch time, 10^44 Hz ) Caution: never apply this to a derived vector, just choose some mother vector Vin, for example the unit vector by seed_vielbein(X,0), and use it in all your runs, just change runID to get completely nonoverlapping streams of random numbers on a different day. clusterID and machineID are provided for the benefit of large organizations who wish to ensure that a simulation which is running in parallel on a large number of clusters and machines will have non-colliding source of random numbers. did i repeat it enough times? the non-collision guarantee is absolute, not probabilistic */ const myuint_t skipMat17[128][17] = #include "CLHEP/Random/mixmax_skip_N17.icc" ; const myuint_t* skipMat[128]; for (int i=0; i<128; i++) { skipMat[i] = skipMat17[i];} myID_t IDvec[4] = {streamID, runID, machineID, clusterID}; int r,i,j, IDindex; myID_t id; myuint_t Y[N], cum[N]; myuint_t coeff; myuint_t* rowPtr; myuint_t sumtot=0; for (i=0; i> 1); r++; // bring up the r-th bit in the ID } } sumtot=0; for (i=0; i>64)) * 8 ) + ( ((myuint_t)s) >>BITS) ); return MIXMAX_MOD_MERSENNE(s1); } myuint_t MixMaxRng::fmodmulM61(myuint_t cum, myuint_t a, myuint_t b) { __uint128_t temp; temp = (__uint128_t)a*(__uint128_t)b + cum; return mod128(temp); } #else // on all other platforms, including 32-bit linux, PPC and PPC64, ARM and all Windows myuint_t MixMaxRng::fmodmulM61(myuint_t cum, myuint_t s, myuint_t a) { const myuint_t MASK32=0xFFFFFFFFULL; myuint_t o,ph,pl,ah,al; o=(s)*a; ph = ((s)>>32); pl = (s) & MASK32; ah = a>>32; al = a & MASK32; o = (o & M61) + ((ph*ah)<<3) + ((ah*pl+al*ph + ((al*pl)>>32))>>29) ; o += cum; o = (o & M61) + ((o>>61)); return o; } #endif myuint_t MixMaxRng::modadd(myuint_t foo, myuint_t bar) { #if (defined(__x86_64__) && defined(__GNUC__) && (!defined(__ICC)) //#warning Using assembler routine in modadd myuint_t out; /* Assembler trick suggested by Andrzej Gòˆrlich */ __asm__ ("addq %2, %0; " "btrq $61, %0; " "adcq $0, %0; " :"=r"(out) :"0"(foo), "r"(bar) ); return out; #else return MIXMAX_MOD_MERSENNE(foo+bar); #endif } void MixMaxRng::print_state() const { int j; std::cout << "mixmax state, file version 1.0\n"; std::cout << "N=" << rng_get_N() << "; V[N]={"; for (j=0; (j< (rng_get_N()-1) ); j++) { std::cout << S.V[j] << ", "; } std::cout << S.V[rng_get_N()-1]; std::cout << "}; "; std::cout << "counter= " << S.counter; std::cout << "sumtot= " << S.sumtot << "\n"; } MixMaxRng MixMaxRng::Branch() { S.sumtot = iterate_raw_vec(S.V.data(), S.sumtot); S.counter = 1; MixMaxRng tmp=*this; tmp.BranchInplace(0); // daughter id return tmp; } void MixMaxRng::BranchInplace(int id) { // Dont forget to iterate the mother, when branching the daughter, or else will have collisions! // a 64-bit LCG from Knuth line 26, is used to mangle a vector component constexpr myuint_t MULT64=6364136223846793005ULL; myuint_t tmp=S.V[id]; S.V[1] *= MULT64; S.V[id] &= M61; S.sumtot = MIXMAX_MOD_MERSENNE( S.sumtot + S.V[id] - tmp + M61); S.sumtot = iterate_raw_vec(S.V.data(), S.sumtot);// printf("iterating!\n"); S.counter = 1; } } // namespace CLHEP