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authorKenji Rikitake <[email protected]>2016-11-04 14:53:10 +0900
committerKenji Rikitake <[email protected]>2016-11-14 19:37:16 +0900
commitff568b5e818d04048009926a7fa2ea537d2e656d (patch)
treeea303d975cb356a80f093f24893bd10d69bc49f3 /lib/stdlib/src/rand.erl
parentfc020db74ae4a27ee0b64251a29fdf306f1f4e5d (diff)
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Add jump functions to rand module
Jump functions returns the state after performing jump calculation to a rand module internal state, which is equivalent to perform a large number of calls of calculating new states for XorShift*/+ algorithms. This commit add jump functions for exsplus and exs1024 algorithms, and a wrapper function jump/1. The wrapper function will cause error with reason "not_implemented" if the jump function for the algorithm is not implemented. This commit adds following new functionalities: - Add new functions rand:jump/0 and rand:jump/1 - Add the member jump to type alg_handler(), a fun for performing the jump function - Add jump functions for exsplus, equivalent to 2^64 calls - Add jump functions for exs1024, equivalent to 2^512 calls - Revise seed_put/1, seed/1, seed/2 See <https://github.com/erlang/otp/pull/1235#discussion_r86950557> - Add dummy jump function for exs64 calling erlang:error(not_implemented) - Add jump function test cases as follows: * Add Common Test group reference_jump * Add tests for jump/0 to reference_jump_procdict/1 * Rename tests for jump/1 to reference_jump_state/1 * Rename gen_jump/1 to gen_jump_1/1 * Add Common Tests reference_jump_procdict and reference_jump_state to the group reference_jump - Add jump function documentation This commit also changes the Copyright year for Kenji Rikitake's code from 2015 to 2015-2016.
Diffstat (limited to 'lib/stdlib/src/rand.erl')
-rw-r--r--lib/stdlib/src/rand.erl146
1 files changed, 133 insertions, 13 deletions
diff --git a/lib/stdlib/src/rand.erl b/lib/stdlib/src/rand.erl
index 93409d95df..3b1767e731 100644
--- a/lib/stdlib/src/rand.erl
+++ b/lib/stdlib/src/rand.erl
@@ -19,7 +19,7 @@
%%
%% =====================================================================
%% Multiple PRNG module for Erlang/OTP
-%% Copyright (c) 2015 Kenji Rikitake
+%% Copyright (c) 2015-2016 Kenji Rikitake
%% =====================================================================
-module(rand).
@@ -27,11 +27,14 @@
-export([seed_s/1, seed_s/2, seed/1, seed/2,
export_seed/0, export_seed_s/1,
uniform/0, uniform/1, uniform_s/1, uniform_s/2,
+ jump/0, jump/1,
normal/0, normal_s/1
]).
-compile({inline, [exs64_next/1, exsplus_next/1,
+ exsplus_jump/1,
exs1024_next/1, exs1024_calc/2,
+ exs1024_jump/1,
get_52/1, normal_kiwi/1]}).
-define(DEFAULT_ALG_HANDLER, exsplus).
@@ -48,7 +51,8 @@
max := integer(),
next := fun(),
uniform := fun(),
- uniform_n := fun()}.
+ uniform_n := fun(),
+ jump := fun()}.
%% Internal state
-opaque state() :: {alg_handler(), alg_seed()}.
@@ -79,9 +83,7 @@ export_seed_s({#{type:=Alg}, Seed}) -> {Alg, Seed}.
-spec seed(AlgOrExpState::alg() | export_state()) -> state().
seed(Alg) ->
- R = seed_s(Alg),
- _ = seed_put(R),
- R.
+ seed_put(seed_s(Alg)).
-spec seed_s(AlgOrExpState::alg() | export_state()) -> state().
seed_s(Alg) when is_atom(Alg) ->
@@ -97,9 +99,7 @@ seed_s({Alg0, Seed}) ->
-spec seed(Alg :: alg(), {integer(), integer(), integer()}) -> state().
seed(Alg0, S0) ->
- State = seed_s(Alg0, S0),
- _ = seed_put(State),
- State.
+ seed_put(seed_s(Alg0, S0)).
-spec seed_s(Alg :: alg(), {integer(), integer(), integer()}) -> state().
seed_s(Alg0, S0 = {_, _, _}) ->
@@ -150,6 +150,25 @@ uniform_s(N, State0 = {#{uniform:=Uniform}, _})
{F, State} = Uniform(State0),
{trunc(F * N) + 1, State}.
+%% jump/1: given a state, jump/1
+%% returns a new state which is equivalent to that
+%% after a large number of call defined for each algorithm.
+%% The large number is algorithm dependent.
+
+-spec jump(state()) -> {NewS :: state()}.
+jump(State = {#{jump:=Jump}, _}) ->
+ Jump(State).
+
+%% jump/0: read the internal state and
+%% apply the jump function for the state as in jump/1
+%% and write back the new value to the internal state,
+%% then returns the new value.
+
+-spec jump() -> {NewS :: state()}.
+
+jump() ->
+ seed_put(jump(seed_get())).
+
%% normal/0: returns a random float with standard normal distribution
%% updating the state in the process dictionary.
@@ -192,9 +211,10 @@ normal_s(State0) ->
-type uint64() :: 0..16#ffffffffffffffff.
-type uint58() :: 0..16#03ffffffffffffff.
--spec seed_put(state()) -> undefined | state().
+-spec seed_put(state()) -> state().
seed_put(Seed) ->
- put(?SEED_DICT, Seed).
+ put(?SEED_DICT, Seed),
+ Seed.
seed_get() ->
case get(?SEED_DICT) of
@@ -205,15 +225,18 @@ seed_get() ->
%% Setup alg record
mk_alg(exs64) ->
{#{type=>exs64, max=>?UINT64MASK, next=>fun exs64_next/1,
- uniform=>fun exs64_uniform/1, uniform_n=>fun exs64_uniform/2},
+ uniform=>fun exs64_uniform/1, uniform_n=>fun exs64_uniform/2,
+ jump=>fun exs64_jump/1},
fun exs64_seed/1};
mk_alg(exsplus) ->
{#{type=>exsplus, max=>?UINT58MASK, next=>fun exsplus_next/1,
- uniform=>fun exsplus_uniform/1, uniform_n=>fun exsplus_uniform/2},
+ uniform=>fun exsplus_uniform/1, uniform_n=>fun exsplus_uniform/2,
+ jump=>fun exsplus_jump/1},
fun exsplus_seed/1};
mk_alg(exs1024) ->
{#{type=>exs1024, max=>?UINT64MASK, next=>fun exs1024_next/1,
- uniform=>fun exs1024_uniform/1, uniform_n=>fun exs1024_uniform/2},
+ uniform=>fun exs1024_uniform/1, uniform_n=>fun exs1024_uniform/2,
+ jump=>fun exs1024_jump/1},
fun exs1024_seed/1}.
%% =====================================================================
@@ -246,6 +269,9 @@ exs64_uniform(Max, {Alg, R}) ->
{V, R1} = exs64_next(R),
{(V rem Max) + 1, {Alg, R1}}.
+exs64_jump(_) ->
+ erlang:error(not_implemented).
+
%% =====================================================================
%% exsplus PRNG: Xorshift116+
%% Algorithm by Sebastiano Vigna
@@ -283,6 +309,42 @@ exsplus_uniform(Max, {Alg, R}) ->
{V, R1} = exsplus_next(R),
{(V rem Max) + 1, {Alg, R1}}.
+%% This is the jump function for the exsplus generator, equivalent
+%% to 2^64 calls to next/1; it can be used to generate 2^52
+%% non-overlapping subsequences for parallel computations.
+%% Note: the jump function takes 116 times of the execution time of
+%% next/1.
+
+%% -define(JUMPCONST, 16#000d174a83e17de2302f8ea6bc32c797).
+%% split into 58-bit chunks
+%% and two iterative executions
+
+-define(JUMPCONST1, 16#02f8ea6bc32c797).
+-define(JUMPCONST2, 16#345d2a0f85f788c).
+-define(JUMPELEMLEN, 58).
+
+-spec exsplus_jump(exsplus_state()) -> exsplus_state().
+
+exsplus_jump({Alg, S}) ->
+ {S1, AS1} = exsplus_jump(S, [0|0], ?JUMPCONST1, ?JUMPELEMLEN),
+ {_, AS2} = exsplus_jump(S1, AS1, ?JUMPCONST2, ?JUMPELEMLEN),
+ {Alg, AS2}.
+
+-spec exsplus_jump(state(), state(), pos_integer(), pos_integer()) ->
+ {state(), state()}.
+
+exsplus_jump(S, AS, _, 0) ->
+ {S, AS};
+exsplus_jump(S, [AS0|AS1], J, N) ->
+ {_, NS} = exsplus_next(S),
+ case (J band 1) of
+ 1 ->
+ [S0|S1] = S,
+ exsplus_jump(NS, [(AS0 bxor S0)|(AS1 bxor S1)], J bsr 1, N-1);
+ 0 ->
+ exsplus_jump(NS, [AS0|AS1], J bsr 1, N-1)
+ end.
+
%% =====================================================================
%% exs1024 PRNG: Xorshift1024*
%% Algorithm by Sebastiano Vigna
@@ -340,6 +402,64 @@ exs1024_uniform(Max, {Alg, R}) ->
{V, R1} = exs1024_next(R),
{(V rem Max) + 1, {Alg, R1}}.
+%% This is the jump function for the exs1024 generator, equivalent
+%% to 2^512 calls to next(); it can be used to generate 2^512
+%% non-overlapping subsequences for parallel computations.
+%% Note: the jump function takes ~2000 times of the execution time of
+%% next/1.
+
+%% Jump constant here split into 58 bits for speed
+-define(JUMPCONSTHEAD, 16#00242f96eca9c41d).
+-define(JUMPCONSTTAIL,
+ [16#0196e1ddbe5a1561,
+ 16#0239f070b5837a3c,
+ 16#03f393cc68796cd2,
+ 16#0248316f404489af,
+ 16#039a30088bffbac2,
+ 16#02fea70dc2d9891f,
+ 16#032ae0d9644caec4,
+ 16#0313aac17d8efa43,
+ 16#02f132e055642626,
+ 16#01ee975283d71c93,
+ 16#00552321b06f5501,
+ 16#00c41d10a1e6a569,
+ 16#019158ecf8aa1e44,
+ 16#004e9fc949d0b5fc,
+ 16#0363da172811fdda,
+ 16#030e38c3b99181f2,
+ 16#0000000a118038fc]).
+-define(JUMPTOTALLEN, 1024).
+-define(RINGLEN, 16).
+
+-spec exs1024_jump(state()) -> state().
+
+exs1024_jump({Alg, {L, RL}}) ->
+ P = length(RL),
+ AS = exs1024_jump({L, RL},
+ [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
+ ?JUMPCONSTTAIL, ?JUMPCONSTHEAD, ?JUMPELEMLEN, ?JUMPTOTALLEN),
+ {ASL, ASR} = lists:split(?RINGLEN - P, AS),
+ {Alg, {ASL, lists:reverse(ASR)}}.
+
+-spec exs1024_jump(state(), list(non_neg_integer()),
+ list(non_neg_integer()), non_neg_integer(),
+ non_neg_integer(), non_neg_integer()) -> list(non_neg_integer()).
+
+exs1024_jump(_, AS, _, _, _, 0) ->
+ AS;
+exs1024_jump(S, AS, [H|T], _, 0, TN) ->
+ exs1024_jump(S, AS, T, H, ?JUMPELEMLEN, TN);
+exs1024_jump({L, RL}, AS, JL, J, N, TN) ->
+ {_, NS} = exs1024_next({L, RL}),
+ case (J band 1) of
+ 1 ->
+ AS2 = lists:zipwith(fun(X, Y) -> X bxor Y end,
+ AS, L ++ lists:reverse(RL)),
+ exs1024_jump(NS, AS2, JL, J bsr 1, N-1, TN-1);
+ 0 ->
+ exs1024_jump(NS, AS, JL, J bsr 1, N-1, TN-1)
+ end.
+
%% =====================================================================
%% Ziggurat cont
%% =====================================================================