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authorRaimo Niskanen <[email protected]>2017-03-21 16:36:33 +0100
committerRaimo Niskanen <[email protected]>2017-04-21 11:21:09 +0200
commit437555fd6c495915773b0f9ade7aad3fd0a73a1b (patch)
tree5be81ac9dc7d71235fed32f198ea3f702655cbb0 /lib/stdlib
parent39c12050644c27883d679f11bb83142e6c1824ad (diff)
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Implement Xoroshiro116+ and improve statisticals
Implement Xoroshiro116+ as 'exrop' with fixes. Deprecate all old algorithms but reincarnate 'exs1024' as 'exs1024s' and 'exsplus' as 'exsp' with fixes. Fixes: * Avoid skew for uniform integers caused by using a simple 'rem' operation for range confinement. Correctness requires retry with new random value for an unfortunate first value. * Implement a correct algorithm that collects enough random bits for ranges larger than the generator's precision. * Fix uniform density for floats by acquiring 53 bits then multiplying with 2.0^(-53) which produces floats on the form N * 2.0^(-53).
Diffstat (limited to 'lib/stdlib')
-rw-r--r--lib/stdlib/doc/src/rand.xml130
-rw-r--r--lib/stdlib/src/rand.erl455
-rw-r--r--lib/stdlib/test/rand_SUITE.erl544
3 files changed, 900 insertions, 229 deletions
diff --git a/lib/stdlib/doc/src/rand.xml b/lib/stdlib/doc/src/rand.xml
index 2ddf3021ac..470dc4da97 100644
--- a/lib/stdlib/doc/src/rand.xml
+++ b/lib/stdlib/doc/src/rand.xml
@@ -50,26 +50,73 @@
<p>The following algorithms are provided:</p>
<taglist>
- <tag><c>exsplus</c></tag>
+ <tag><c>exrop</c></tag>
<item>
- <p>Xorshift116+, 58 bits precision and period of 2^116-1</p>
+ <p>Xoroshiro116+, 58 bits precision and period of 2^116-1</p>
<p>Jump function: equivalent to 2^64 calls</p>
</item>
- <tag><c>exs64</c></tag>
- <item>
- <p>Xorshift64*, 64 bits precision and a period of 2^64-1</p>
- <p>Jump function: not available</p>
- </item>
- <tag><c>exs1024</c></tag>
+ <tag><c>exs1024s</c></tag>
<item>
<p>Xorshift1024*, 64 bits precision and a period of 2^1024-1</p>
<p>Jump function: equivalent to 2^512 calls</p>
</item>
+ <tag><c>exsp</c></tag>
+ <item>
+ <p>Xorshift116+, 58 bits precision and period of 2^116-1</p>
+ <p>Jump function: equivalent to 2^64 calls</p>
+ <p>
+ This is a corrected version of the previous default algorithm,
+ that now has been superseeded by Xoroshiro116+ (<c>exrop</c>).
+ Since there is no native 58 bit rotate instruction this
+ algorithm executes a little (say &lt; 15%) faster than <c>exrop</c>.
+ See the
+ <url href="http://xorshift.di.unimi.it">algorithms' homepage</url>.
+ </p>
+ </item>
</taglist>
- <p>The default algorithm is <c>exsplus</c>. If a specific algorithm is
+ <p>
+ The default algorithm is <c>exrop</c> (Xoroshiro116+).
+ If a specific algorithm is
required, ensure to always use <seealso marker="#seed-1">
- <c>seed/1</c></seealso> to initialize the state.</p>
+ <c>seed/1</c></seealso> to initialize the state.
+ </p>
+
+ <p>
+ Undocumented (old) algorithms are deprecated but still implemented
+ so old code relying on them will produce
+ the same pseudo random sequences as before.
+ </p>
+
+ <note>
+ <p>
+ There were a number of problems in the implementation
+ of the now undocumented algorithms, which is why
+ they are deprecated. The new algorithms are a bit slower
+ but do not have these problems:
+ </p>
+ <p>
+ Uniform integer ranges had a skew in the probability distribution
+ that was not noticable for small ranges but for large ranges
+ less than the generator's precision the probability to produce
+ a low number could be twice the probability for a high.
+ </p>
+ <p>
+ Uniform integer ranges larger than or equal to the generator's
+ precision used a floating point fallback that only calculated
+ with 52 bits which is smaller than the requested range
+ and therefore were not all numbers in the requested range
+ even possible to produce.
+ </p>
+ <p>
+ Uniform floats had a non-uniform density so small values
+ i.e less than 0.5 had got smaller intervals decreasing
+ as the generated value approached 0.0 although still uniformly
+ distributed for sufficiently large subranges. The new algorithms
+ produces uniformly distributed floats on the form N * 2.0^(-53)
+ hence equally spaced.
+ </p>
+ </note>
<p>Every time a random number is requested, a state is used to
calculate it and a new state is produced. The state can either be
@@ -99,19 +146,19 @@ R1 = rand:uniform(),</pre>
<p>Use a specified algorithm:</p>
<pre>
-_ = rand:seed(exs1024),
+_ = rand:seed(exs1024s),
R2 = rand:uniform(),</pre>
<p>Use a specified algorithm with a constant seed:</p>
<pre>
-_ = rand:seed(exs1024, {123, 123534, 345345}),
+_ = rand:seed(exs1024s, {123, 123534, 345345}),
R3 = rand:uniform(),</pre>
<p>Use the functional API with a non-constant seed:</p>
<pre>
-S0 = rand:seed_s(exsplus),
+S0 = rand:seed_s(exrop),
{R4, S1} = rand:uniform_s(S0),</pre>
<p>Create a standard normal deviate:</p>
@@ -127,6 +174,39 @@ S0 = rand:seed_s(exsplus),
</p>
</note>
+ <p>
+ For all these generators the lowest bit(s) has got
+ a slightly less random behaviour than all other bits.
+ 1 bit for <c>exrop</c> (and <c>exsp</c>),
+ and 3 bits for <c>exs1024s</c>.
+ See for example the explanation in the
+ <url href="http://xoroshiro.di.unimi.it/xoroshiro128plus.c">
+ Xoroshiro128+
+ </url>
+ generator source code:
+ </p>
+ <pre>
+Beside passing BigCrush, this generator passes the PractRand test suite
+up to (and included) 16TB, with the exception of binary rank tests,
+which fail due to the lowest bit being an LFSR; all other bits pass all
+tests. We suggest to use a sign test to extract a random Boolean value.</pre>
+ <p>
+ If this is a problem; to generate a boolean
+ use something like this:
+ </p>
+ <pre>(rand:uniform(16) > 8)</pre>
+ <p>
+ And for a general range, with <c>N = 1</c> for <c>exrop</c>,
+ and <c>N = 3</c> for <c>exs1024s</c>:
+ </p>
+ <pre>(((rand:uniform(Range bsl N) - 1) bsr N) + 1)</pre>
+ <p>
+ The floating point generating functions in this module
+ waste the lowest bits when converting from an integer
+ so they avoid this snag.
+ </p>
+
+
</description>
<datatypes>
<datatype>
@@ -142,6 +222,18 @@ S0 = rand:seed_s(exsplus),
<name name="alg_state"/>
</datatype>
<datatype>
+ <name name="state"/>
+ <desc><p>Algorithm-dependent state.</p></desc>
+ </datatype>
+ <datatype>
+ <name name="export_state"/>
+ <desc>
+ <p>
+ Algorithm-dependent state that can be printed or saved to file.
+ </p>
+ </desc>
+ </datatype>
+ <datatype>
<name name="exs64_state"/>
<desc><p>Algorithm specific internal state</p></desc>
</datatype>
@@ -154,16 +246,8 @@ S0 = rand:seed_s(exsplus),
<desc><p>Algorithm specific internal state</p></desc>
</datatype>
<datatype>
- <name name="state"/>
- <desc><p>Algorithm-dependent state.</p></desc>
- </datatype>
- <datatype>
- <name name="export_state"/>
- <desc>
- <p>
- Algorithm-dependent state that can be printed or saved to file.
- </p>
- </desc>
+ <name name="exrop_state"/>
+ <desc><p>Algorithm specific internal state</p></desc>
</datatype>
</datatypes>
diff --git a/lib/stdlib/src/rand.erl b/lib/stdlib/src/rand.erl
index dfd102f9ef..2ee0ddb036 100644
--- a/lib/stdlib/src/rand.erl
+++ b/lib/stdlib/src/rand.erl
@@ -1,7 +1,7 @@
%%
%% %CopyrightBegin%
%%
-%% Copyright Ericsson AB 2015-2016. All Rights Reserved.
+%% Copyright Ericsson AB 2015-2017. All Rights Reserved.
%%
%% Licensed under the Apache License, Version 2.0 (the "License");
%% you may not use this file except in compliance with the License.
@@ -20,6 +20,9 @@
%% =====================================================================
%% Multiple PRNG module for Erlang/OTP
%% Copyright (c) 2015-2016 Kenji Rikitake
+%%
+%% exrop (xoroshiro116+) added and statistical distribution
+%% improvements by the Erlang/OTP team 2017
%% =====================================================================
-module(rand).
@@ -32,44 +35,175 @@
]).
-compile({inline, [exs64_next/1, exsplus_next/1,
- exsplus_jump/1,
exs1024_next/1, exs1024_calc/2,
- exs1024_jump/1,
+ exrop_next/1, exrop_next_s/2,
get_52/1, normal_kiwi/1]}).
--define(DEFAULT_ALG_HANDLER, exsplus).
+-define(DEFAULT_ALG_HANDLER, exrop).
-define(SEED_DICT, rand_seed).
%% =====================================================================
+%% Bit fiddling macros
+%% =====================================================================
+
+-define(BIT(Bits), (1 bsl (Bits))).
+-define(MASK(Bits), (?BIT(Bits) - 1)).
+-define(MASK(Bits, X), ((X) band ?MASK(Bits))).
+-define(
+ BSL(Bits, X, N),
+ %% N is evaluated 2 times
+ (?MASK((Bits)-(N), (X)) bsl (N))).
+-define(
+ ROTL(Bits, X, N),
+ %% Bits is evaluated 2 times
+ %% X is evaluated 2 times
+ %% N i evaluated 3 times
+ (?BSL((Bits), (X), (N)) bor ((X) bsr ((Bits)-(N))))).
+
+%%-define(TWO_POW_MINUS53, (math:pow(2, -53))).
+-define(TWO_POW_MINUS53, 1.11022302462515657e-16).
+
+%% =====================================================================
%% Types
%% =====================================================================
+-type uint64() :: 0..?MASK(64).
+-type uint58() :: 0..?MASK(58).
+
%% This depends on the algorithm handler function
-type alg_state() ::
- exs64_state() | exsplus_state() | exs1024_state() | term().
+ exs64_state() | exsplus_state() | exs1024_state() |
+ exrop_state() | term().
-%% This is the algorithm handler function within this module
+%% This is the algorithm handling definition within this module,
+%% and the type to use for plugins.
+%%
+%% The 'type' field must be recognized by the module that implements
+%% the algorithm, to interpret an exported state.
+%%
+%% The 'bits' field indicates how many bits the integer
+%% returned from 'next' has got, i.e 'next' shall return
+%% an random integer in the range 0..(2^Bits - 1).
+%% At least 53 bits is required for the floating point
+%% producing fallbacks. This field is only used when
+%% the 'uniform' or 'uniform_n' fields are not defined.
+%%
+%% The fields 'next', 'uniform' and 'uniform_n'
+%% implement the algorithm. If 'uniform' or 'uinform_n'
+%% is not present there is a fallback using 'next' and either
+%% 'bits' or the deprecated 'max'.
+%%
-type alg_handler() ::
#{type := alg(),
- max := integer() | infinity,
+ bits => non_neg_integer(),
+ weak_low_bits => non_neg_integer(),
+ max => non_neg_integer(), % Deprecated
next :=
- fun((alg_state()) -> {non_neg_integer(), alg_state()}),
- uniform :=
- fun((state()) -> {float(), state()}),
- uniform_n :=
- fun((pos_integer(), state()) -> {pos_integer(), state()}),
- jump :=
- fun((state()) -> state())}.
+ fun ((alg_state()) -> {non_neg_integer(), alg_state()}),
+ uniform =>
+ fun ((state()) -> {float(), state()}),
+ uniform_n =>
+ fun ((pos_integer(), state()) -> {pos_integer(), state()}),
+ jump =>
+ fun ((state()) -> state())}.
%% Algorithm state
-type state() :: {alg_handler(), alg_state()}.
--type builtin_alg() :: exs64 | exsplus | exs1024.
+-type builtin_alg() :: exs64 | exsplus | exsp | exs1024 | exs1024s | exrop.
-type alg() :: builtin_alg() | atom().
-type export_state() :: {alg(), alg_state()}.
-export_type(
[builtin_alg/0, alg/0, alg_handler/0, alg_state/0,
state/0, export_state/0]).
--export_type([exs64_state/0, exsplus_state/0, exs1024_state/0]).
+-export_type(
+ [exs64_state/0, exsplus_state/0, exs1024_state/0, exrop_state/0]).
+
+%% =====================================================================
+%% Range macro and helper
+%% =====================================================================
+
+-define(
+ uniform_range(Range, Alg, R, V, MaxMinusRange, I),
+ if
+ 0 =< (MaxMinusRange) ->
+ if
+ %% Really work saving in odd cases;
+ %% large ranges in particular
+ (V) < (Range) ->
+ {(V) + 1, {(Alg), (R)}};
+ true ->
+ (I) = (V) rem (Range),
+ if
+ (V) - (I) =< (MaxMinusRange) ->
+ {(I) + 1, {(Alg), (R)}};
+ true ->
+ %% V in the truncated top range
+ %% - try again
+ ?FUNCTION_NAME((Range), {(Alg), (R)})
+ end
+ end;
+ true ->
+ uniform_range((Range), (Alg), (R), (V))
+ end).
+
+%% For ranges larger than the algorithm bit size
+uniform_range(Range, #{next:=Next, bits:=Bits} = Alg, R, V) ->
+ WeakLowBits =
+ case Alg of
+ #{weak_low_bits:=WLB} -> WLB;
+ #{} -> 0
+ end,
+ %% Maybe waste the lowest bit(s) when shifting in new bits
+ Shift = Bits - WeakLowBits,
+ ShiftMask = bnot ?MASK(WeakLowBits),
+ RangeMinus1 = Range - 1,
+ if
+ (Range band RangeMinus1) =:= 0 -> % Power of 2
+ %% Generate at least the number of bits for the range
+ {V1, R1, _} =
+ uniform_range(
+ Range bsr Bits, Next, R, V, ShiftMask, Shift, Bits),
+ {(V1 band RangeMinus1) + 1, {Alg, R1}};
+ true ->
+ %% Generate a value with at least two bits more than the range
+ %% and try that for a fit, otherwise recurse
+ %%
+ %% Just one bit more should ensure that the generated
+ %% number range is at least twice the size of the requested
+ %% range, which would make the probability to draw a good
+ %% number better than 0.5. And repeating that until
+ %% success i guess would take 2 times statistically amortized.
+ %% But since the probability for fairly many attemtpts
+ %% is not that low, use two bits more than the range which
+ %% should make the probability to draw a bad number under 0.25,
+ %% which decreases the bad case probability a lot.
+ {V1, R1, B} =
+ uniform_range(
+ Range bsr (Bits - 2), Next, R, V, ShiftMask, Shift, Bits),
+ I = V1 rem Range,
+ if
+ (V1 - I) =< (1 bsl B) - Range ->
+ {I + 1, {Alg, R1}};
+ true ->
+ %% V1 drawn from the truncated top range
+ %% - try again
+ {V2, R2} = Next(R1),
+ uniform_range(Range, Alg, R2, V2)
+ end
+ end.
+%%
+uniform_range(Range, Next, R, V, ShiftMask, Shift, B) ->
+ if
+ Range =< 1 ->
+ {V, R, B};
+ true ->
+ {V1, R1} = Next(R),
+ %% Waste the lowest bit(s) when shifting in new bits
+ uniform_range(
+ Range bsr Shift, Next, R1,
+ ((V band ShiftMask) bsl Shift) bor V1,
+ ShiftMask, Shift, B + Shift)
+ end.
%% =====================================================================
%% API
@@ -156,7 +290,16 @@ uniform(N) ->
-spec uniform_s(State :: state()) -> {X :: float(), NewState :: state()}.
uniform_s(State = {#{uniform:=Uniform}, _}) ->
- Uniform(State).
+ Uniform(State);
+uniform_s({#{bits:=Bits, next:=Next} = Alg, R0}) ->
+ {V, R1} = Next(R0),
+ %% Produce floats on the form N * 2^(-53)
+ {(V bsr (Bits - 53)) * ?TWO_POW_MINUS53, {Alg, R1}};
+uniform_s({#{max:=Max, next:=Next} = Alg, R0}) ->
+ {V, R1} = Next(R0),
+ %% Old broken algorithm with non-uniform density
+ {V / (Max + 1), {Alg, R1}}.
+
%% uniform_s/2: given an integer N >= 1 and a state, uniform_s/2
%% uniform_s/2 returns a random integer X where 1 =< X =< N,
@@ -164,13 +307,26 @@ uniform_s(State = {#{uniform:=Uniform}, _}) ->
-spec uniform_s(N :: pos_integer(), State :: state()) ->
{X :: pos_integer(), NewState :: state()}.
-uniform_s(N, State = {#{uniform_n:=Uniform, max:=Max}, _})
- when 0 < N, N =< Max ->
- Uniform(N, State);
-uniform_s(N, State0 = {#{uniform:=Uniform}, _})
- when is_integer(N), 0 < N ->
- {F, State} = Uniform(State0),
- {trunc(F * N) + 1, State}.
+uniform_s(N, State = {#{uniform_n:=UniformN}, _})
+ when is_integer(N), 1 =< N ->
+ UniformN(N, State);
+uniform_s(N, {#{bits:=Bits, next:=Next} = Alg, R0})
+ when is_integer(N), 1 =< N ->
+ {V, R1} = Next(R0),
+ MaxMinusN = ?BIT(Bits) - N,
+ ?uniform_range(N, Alg, R1, V, MaxMinusN, I);
+uniform_s(N, {#{max:=Max, next:=Next} = Alg, R0})
+ when is_integer(N), 1 =< N ->
+ %% Old broken algorithm with skewed probability
+ %% and gap in ranges > Max
+ {V, R1} = Next(R0),
+ if
+ N =< Max ->
+ {(V rem N) + 1, {Alg, R1}};
+ true ->
+ F = V / (Max + 1),
+ {trunc(F * N) + 1, {Alg, R1}}
+ end.
%% jump/1: given a state, jump/1
%% returns a new state which is equivalent to that
@@ -179,7 +335,10 @@ uniform_s(N, State0 = {#{uniform:=Uniform}, _})
-spec jump(state()) -> NewState :: state().
jump(State = {#{jump:=Jump}, _}) ->
- Jump(State).
+ Jump(State);
+jump({#{}, _}) ->
+ erlang:error(not_implemented).
+
%% jump/0: read the internal state and
%% apply the jump function for the state as in jump/1
@@ -187,7 +346,6 @@ jump(State = {#{jump:=Jump}, _}) ->
%% then returns the new value.
-spec jump() -> NewState :: state().
-
jump() ->
seed_put(jump(seed_get())).
@@ -207,7 +365,7 @@ normal() ->
-spec normal_s(State :: state()) -> {float(), NewState :: state()}.
normal_s(State0) ->
{Sign, R, State} = get_52(State0),
- Idx = R band 16#FF,
+ Idx = ?MASK(8, R),
Idx1 = Idx+1,
{Ki, Wi} = normal_kiwi(Idx1),
X = R * Wi,
@@ -223,16 +381,6 @@ normal_s(State0) ->
%% =====================================================================
%% Internal functions
--define(UINT21MASK, 16#00000000001fffff).
--define(UINT32MASK, 16#00000000ffffffff).
--define(UINT33MASK, 16#00000001ffffffff).
--define(UINT39MASK, 16#0000007fffffffff).
--define(UINT58MASK, 16#03ffffffffffffff).
--define(UINT64MASK, 16#ffffffffffffffff).
-
--type uint64() :: 0..16#ffffffffffffffff.
--type uint58() :: 0..16#03ffffffffffffff.
-
-spec seed_put(state()) -> state().
seed_put(Seed) ->
put(?SEED_DICT, Seed),
@@ -246,20 +394,30 @@ 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,
- jump=>fun exs64_jump/1},
+ {#{type=>exs64, max=>?MASK(64), next=>fun exs64_next/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,
+ {#{type=>exsplus, max=>?MASK(58), next=>fun exsplus_next/1,
+ jump=>fun exsplus_jump/1},
+ fun exsplus_seed/1};
+mk_alg(exsp) ->
+ {#{type=>exsp, bits=>58, weak_low_bits=>1, next=>fun exsplus_next/1,
+ uniform=>fun exsp_uniform/1, uniform_n=>fun exsp_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,
+ {#{type=>exs1024, max=>?MASK(64), next=>fun exs1024_next/1,
+ jump=>fun exs1024_jump/1},
+ fun exs1024_seed/1};
+mk_alg(exs1024s) ->
+ {#{type=>exs1024s, bits=>64, weak_low_bits=>3, next=>fun exs1024_next/1,
jump=>fun exs1024_jump/1},
- fun exs1024_seed/1}.
+ fun exs1024_seed/1};
+mk_alg(exrop) ->
+ {#{type=>exrop, bits=>58, weak_low_bits=>1, next=>fun exrop_next/1,
+ uniform=>fun exrop_uniform/1, uniform_n=>fun exrop_uniform/2,
+ jump=>fun exrop_jump/1},
+ fun exrop_seed/1}.
%% =====================================================================
%% exs64 PRNG: Xorshift64*
@@ -270,29 +428,18 @@ mk_alg(exs1024) ->
-opaque exs64_state() :: uint64().
exs64_seed({A1, A2, A3}) ->
- {V1, _} = exs64_next(((A1 band ?UINT32MASK) * 4294967197 + 1)),
- {V2, _} = exs64_next(((A2 band ?UINT32MASK) * 4294967231 + 1)),
- {V3, _} = exs64_next(((A3 band ?UINT32MASK) * 4294967279 + 1)),
- ((V1 * V2 * V3) rem (?UINT64MASK - 1)) + 1.
+ {V1, _} = exs64_next((?MASK(32, A1) * 4294967197 + 1)),
+ {V2, _} = exs64_next((?MASK(32, A2) * 4294967231 + 1)),
+ {V3, _} = exs64_next((?MASK(32, A3) * 4294967279 + 1)),
+ ((V1 * V2 * V3) rem (?MASK(64) - 1)) + 1.
%% Advance xorshift64* state for one step and generate 64bit unsigned integer
-spec exs64_next(exs64_state()) -> {uint64(), exs64_state()}.
exs64_next(R) ->
R1 = R bxor (R bsr 12),
- R2 = R1 bxor ((R1 band ?UINT39MASK) bsl 25),
+ R2 = R1 bxor ?BSL(64, R1, 25),
R3 = R2 bxor (R2 bsr 27),
- {(R3 * 2685821657736338717) band ?UINT64MASK, R3}.
-
-exs64_uniform({Alg, R0}) ->
- {V, R1} = exs64_next(R0),
- {V / 18446744073709551616, {Alg, R1}}.
-
-exs64_uniform(Max, {Alg, R}) ->
- {V, R1} = exs64_next(R),
- {(V rem Max) + 1, {Alg, R1}}.
-
-exs64_jump(_) ->
- erlang:error(not_implemented).
+ {?MASK(64, R3 * 2685821657736338717), R3}.
%% =====================================================================
%% exsplus PRNG: Xorshift116+
@@ -307,10 +454,12 @@ exs64_jump(_) ->
-dialyzer({no_improper_lists, exsplus_seed/1}).
exsplus_seed({A1, A2, A3}) ->
- {_, R1} = exsplus_next([(((A1 * 4294967197) + 1) band ?UINT58MASK)|
- (((A2 * 4294967231) + 1) band ?UINT58MASK)]),
- {_, R2} = exsplus_next([(((A3 * 4294967279) + 1) band ?UINT58MASK)|
- tl(R1)]),
+ {_, R1} = exsplus_next(
+ [?MASK(58, (A1 * 4294967197) + 1)|
+ ?MASK(58, (A2 * 4294967231) + 1)]),
+ {_, R2} = exsplus_next(
+ [?MASK(58, (A3 * 4294967279) + 1)|
+ tl(R1)]),
R2.
-dialyzer({no_improper_lists, exsplus_next/1}).
@@ -319,17 +468,22 @@ exsplus_seed({A1, A2, A3}) ->
-spec exsplus_next(exsplus_state()) -> {uint58(), exsplus_state()}.
exsplus_next([S1|S0]) ->
%% Note: members s0 and s1 are swapped here
- S11 = (S1 bxor (S1 bsl 24)) band ?UINT58MASK,
+ S11 = S1 bxor ?BSL(58, S1, 24),
S12 = S11 bxor S0 bxor (S11 bsr 11) bxor (S0 bsr 41),
- {(S0 + S12) band ?UINT58MASK, [S0|S12]}.
+ {?MASK(58, S0 + S12), [S0|S12]}.
+
-exsplus_uniform({Alg, R0}) ->
+exsp_uniform({Alg, R0}) ->
{I, R1} = exsplus_next(R0),
- {I / (?UINT58MASK+1), {Alg, R1}}.
+ %% Waste the lowest bit since it is of lower
+ %% randomness quality than the others
+ {(I bsr (58-53)) * ?TWO_POW_MINUS53, {Alg, R1}}.
-exsplus_uniform(Max, {Alg, R}) ->
+exsp_uniform(Range, {Alg, R}) ->
{V, R1} = exsplus_next(R),
- {(V rem Max) + 1, {Alg, R1}}.
+ MaxMinusRange = ?BIT(58) - Range,
+ ?uniform_range(Range, Alg, R1, V, MaxMinusRange, I).
+
%% 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
@@ -357,7 +511,7 @@ exsplus_jump(S, AS, _, 0) ->
{S, AS};
exsplus_jump(S, [AS0|AS1], J, N) ->
{_, NS} = exsplus_next(S),
- case (J band 1) of
+ case ?MASK(1, J) of
1 ->
[S0|S1] = S,
exsplus_jump(NS, [(AS0 bxor S0)|(AS1 bxor S1)], J bsr 1, N-1);
@@ -374,9 +528,9 @@ exsplus_jump(S, [AS0|AS1], J, N) ->
-opaque exs1024_state() :: {list(uint64()), list(uint64())}.
exs1024_seed({A1, A2, A3}) ->
- B1 = (((A1 band ?UINT21MASK) + 1) * 2097131) band ?UINT21MASK,
- B2 = (((A2 band ?UINT21MASK) + 1) * 2097133) band ?UINT21MASK,
- B3 = (((A3 band ?UINT21MASK) + 1) * 2097143) band ?UINT21MASK,
+ B1 = ?MASK(21, (?MASK(21, A1) + 1) * 2097131),
+ B2 = ?MASK(21, (?MASK(21, A2) + 1) * 2097133),
+ B3 = ?MASK(21, (?MASK(21, A3) + 1) * 2097143),
{exs1024_gen1024((B1 bsl 43) bor (B2 bsl 22) bor (B3 bsl 1) bor 1),
[]}.
@@ -399,11 +553,11 @@ exs1024_gen1024(N, R, L) ->
%% X: random number output
-spec exs1024_calc(uint64(), uint64()) -> {uint64(), uint64()}.
exs1024_calc(S0, S1) ->
- S11 = S1 bxor ((S1 band ?UINT33MASK) bsl 31),
+ S11 = S1 bxor ?BSL(64, S1, 31),
S12 = S11 bxor (S11 bsr 11),
S01 = S0 bxor (S0 bsr 30),
NS1 = S01 bxor S12,
- {(NS1 * 1181783497276652981) band ?UINT64MASK, NS1}.
+ {?MASK(64, NS1 * 1181783497276652981), NS1}.
%% Advance xorshift1024* state for one step and generate 64bit unsigned integer
-spec exs1024_next(exs1024_state()) -> {uint64(), exs1024_state()}.
@@ -414,13 +568,6 @@ exs1024_next({[H], RL}) ->
NL = [H|lists:reverse(RL)],
exs1024_next({NL, []}).
-exs1024_uniform({Alg, R0}) ->
- {V, R1} = exs1024_next(R0),
- {V / 18446744073709551616, {Alg, R1}}.
-
-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
@@ -467,7 +614,7 @@ 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
+ case ?MASK(1, J) of
1 ->
AS2 = lists:zipwith(fun(X, Y) -> X bxor Y end,
AS, L ++ lists:reverse(RL)),
@@ -477,15 +624,149 @@ exs1024_jump({L, RL}, AS, JL, J, N, TN) ->
end.
%% =====================================================================
+%% exrop PRNG: Xoroshiro116+
+%%
+%% Reference URL: http://xorshift.di.unimi.it/
+%%
+%% 58 bits fits into an immediate on 64bits Erlang and is thus much faster.
+%% In fact, an immediate number is 60 bits signed in Erlang so you can
+%% add two positive 58 bit numbers and get a 59 bit number that still is
+%% a positive immediate, which is a property we utilize here...
+%%
+%% Modification of the original Xororhiro128+ algorithm to 116 bits
+%% by Sebastiano Vigna. A lot of thanks for his help and work.
+%% =====================================================================
+%% (a, b, c) = (24, 2, 35)
+%% JUMP Polynomial = 0x9863200f83fcd4a11293241fcb12a (116 bit)
+%%
+%% From http://xoroshiro.di.unimi.it/xoroshiro116plus.c:
+%% ---------------------------------------------------------------------
+%% /* Written in 2017 by Sebastiano Vigna ([email protected]).
+%%
+%% To the extent possible under law, the author has dedicated all copyright
+%% and related and neighboring rights to this software to the public domain
+%% worldwide. This software is distributed without any warranty.
+%%
+%% See <http://creativecommons.org/publicdomain/zero/1.0/>. */
+%%
+%% #include <stdint.h>
+%%
+%% #define UINT58MASK (uint64_t)((UINT64_C(1) << 58) - 1)
+%%
+%% uint64_t s[2];
+%%
+%% static inline uint64_t rotl58(const uint64_t x, int k) {
+%% return (x << k) & UINT58MASK | (x >> (58 - k));
+%% }
+%%
+%% uint64_t next(void) {
+%% uint64_t s1 = s[1];
+%% const uint64_t s0 = s[0];
+%% const uint64_t result = (s0 + s1) & UINT58MASK;
+%%
+%% s1 ^= s0;
+%% s[0] = rotl58(s0, 24) ^ s1 ^ ((s1 << 2) & UINT58MASK); // a, b
+%% s[1] = rotl58(s1, 35); // c
+%% return result;
+%% }
+%%
+%% void jump(void) {
+%% static const uint64_t JUMP[] =
+%% { 0x4a11293241fcb12a, 0x0009863200f83fcd };
+%%
+%% uint64_t s0 = 0;
+%% uint64_t s1 = 0;
+%% for(int i = 0; i < sizeof JUMP / sizeof *JUMP; i++)
+%% for(int b = 0; b < 64; b++) {
+%% if (JUMP[i] & UINT64_C(1) << b) {
+%% s0 ^= s[0];
+%% s1 ^= s[1];
+%% }
+%% next();
+%% }
+%% s[0] = s0;
+%% s[1] = s1;
+%% }
+
+-opaque exrop_state() :: nonempty_improper_list(uint58(), uint58()).
+
+-dialyzer({no_improper_lists, exrop_seed/1}).
+exrop_seed({A1, A2, A3}) ->
+ [_|S1] =
+ exrop_next_s(
+ ?MASK(58, (A1 * 4294967197) + 1),
+ ?MASK(58, (A2 * 4294967231) + 1)),
+ exrop_next_s(?MASK(58, (A3 * 4294967279) + 1), S1).
+
+-dialyzer({no_improper_lists, exrop_next_s/2}).
+%% Advance xoroshiro116+ state one step
+%% [a, b, c] = [24, 2, 35]
+-define(
+ exrop_next_s(S0, S1, S1_a),
+ begin
+ S1_a = S1 bxor S0,
+ [?ROTL(58, S0, 24) bxor S1_a bxor ?BSL(58, S1_a, 2)| % a, b
+ ?ROTL(58, S1_a, 35)] % c
+ end).
+exrop_next_s(S0, S1) ->
+ ?exrop_next_s(S0, S1, S1_a).
+
+-dialyzer({no_improper_lists, exrop_next/1}).
+%% Advance xoroshiro116+ state one step, generate 58 bit unsigned integer,
+%% and waste the lowest bit since it is of lower randomness quality
+exrop_next([S0|S1]) ->
+ {?MASK(58, S0 + S1), ?exrop_next_s(S0, S1, S1_a)}.
+
+exrop_uniform({Alg, R}) ->
+ {V, R1} = exrop_next(R),
+ %% Waste the lowest bit since it is of lower
+ %% randomness quality than the others
+ {(V bsr (58-53)) * ?TWO_POW_MINUS53, {Alg, R1}}.
+
+exrop_uniform(Range, {Alg, R}) ->
+ {V, R1} = exrop_next(R),
+ MaxMinusRange = ?BIT(58) - Range,
+ ?uniform_range(Range, Alg, R1, V, MaxMinusRange, I).
+
+%% Split a 116 bit constant into two '1'++58 bit words,
+%% the top '1' marks the top of the word
+-define(
+ JUMP_116(Jump),
+ [?BIT(58) bor ?MASK(58, (Jump)),?BIT(58) bor ((Jump) bsr 58)]).
+%%
+exrop_jump({Alg,S}) ->
+ [J|Js] = ?JUMP_116(16#9863200f83fcd4a11293241fcb12a),
+ {Alg, exrop_jump(S, 0, 0, J, Js)}.
+%%
+-dialyzer({no_improper_lists, exrop_jump/5}).
+exrop_jump(_S, S0, S1, 1, []) -> % End of jump constant
+ [S0|S1];
+exrop_jump(S, S0, S1, 1, [J|Js]) -> % End of the word
+ exrop_jump(S, S0, S1, J, Js);
+exrop_jump([S__0|S__1] = _S, S0, S1, J, Js) ->
+ case ?MASK(1, J) of
+ 1 ->
+ NewS = exrop_next_s(S__0, S__1),
+ exrop_jump(NewS, S0 bxor S__0, S1 bxor S__1, J bsr 1, Js);
+ 0 ->
+ NewS = exrop_next_s(S__0, S__1),
+ exrop_jump(NewS, S0, S1, J bsr 1, Js)
+ end.
+
+%% =====================================================================
%% Ziggurat cont
%% =====================================================================
-define(NOR_R, 3.6541528853610087963519472518).
-define(NOR_INV_R, 1/?NOR_R).
%% return a {sign, Random51bits, State}
+get_52({Alg=#{bits:=Bits, next:=Next}, S0}) ->
+ %% Use the high bits
+ {Int,S1} = Next(S0),
+ {?BIT(Bits - 51 - 1) band Int, Int bsr (Bits - 51), {Alg, S1}};
get_52({Alg=#{next:=Next}, S0}) ->
{Int,S1} = Next(S0),
- {((1 bsl 51) band Int), Int band ((1 bsl 51)-1), {Alg, S1}}.
+ {?BIT(51) band Int, ?MASK(51, Int), {Alg, S1}}.
%% Slow path
normal_s(0, Sign, X0, State0) ->
diff --git a/lib/stdlib/test/rand_SUITE.erl b/lib/stdlib/test/rand_SUITE.erl
index 098eefeb61..51bb03f572 100644
--- a/lib/stdlib/test/rand_SUITE.erl
+++ b/lib/stdlib/test/rand_SUITE.erl
@@ -1,7 +1,7 @@
%%
%% %CopyrightBegin%
%%
-%% Copyright Ericsson AB 2000-2016. All Rights Reserved.
+%% Copyright Ericsson AB 2000-2017. All Rights Reserved.
%%
%% Licensed under the Apache License, Version 2.0 (the "License");
%% you may not use this file except in compliance with the License.
@@ -66,18 +66,19 @@ group(reference_jump) ->
%% A simple helper to test without test_server during dev
test() ->
Tests = all(),
- lists:foreach(fun(Test) ->
- try
- ok = ?MODULE:Test([]),
- io:format("~p: ok~n", [Test])
- catch _:Reason ->
- io:format("Failed: ~p: ~p ~p~n",
- [Test, Reason, erlang:get_stacktrace()])
- end
- end, Tests).
+ lists:foreach(
+ fun (Test) ->
+ try
+ ok = ?MODULE:Test([]),
+ io:format("~p: ok~n", [Test])
+ catch _:Reason ->
+ io:format("Failed: ~p: ~p ~p~n",
+ [Test, Reason, erlang:get_stacktrace()])
+ end
+ end, Tests).
algs() ->
- [exs64, exsplus, exs1024].
+ [exs64, exsplus, exsp, exrop, exs1024, exs1024s].
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
@@ -226,10 +227,10 @@ interval_float_1(0) -> ok;
interval_float_1(N) ->
X = rand:uniform(),
if
- 0.0 < X, X < 1.0 ->
+ 0.0 =< X, X < 1.0 ->
ok;
true ->
- io:format("X=~p 0<~p<1.0~n", [X,X]),
+ io:format("X=~p 0=<~p<1.0~n", [X,X]),
exit({X, rand:export_seed()})
end,
interval_float_1(N-1).
@@ -246,6 +247,8 @@ reference_1(Alg) ->
Testval = gen(Alg),
case Refval =:= Testval of
true -> ok;
+ false when Refval =:= not_implemented ->
+ exit({not_implemented,Alg});
false ->
io:format("Failed: ~p~n",[Alg]),
io:format("Length ~p ~p~n",[length(Refval), length(Testval)]),
@@ -254,25 +257,29 @@ reference_1(Alg) ->
end.
gen(Algo) ->
- Seed = case Algo of
- exsplus -> %% Printed with orig 'C' code and this seed
- rand:seed_s({exsplus, [12345678|12345678]});
- exs64 -> %% Printed with orig 'C' code and this seed
- rand:seed_s({exs64, 12345678});
- exs1024 -> %% Printed with orig 'C' code and this seed
- rand:seed_s({exs1024, {lists:duplicate(16, 12345678), []}});
- _ ->
- rand:seed(Algo, {100, 200, 300})
- end,
- gen(?LOOP, Seed, []).
-
-gen(N, State0 = {#{max:=Max}, _}, Acc) when N > 0 ->
+ State =
+ case Algo of
+ exs64 -> %% Printed with orig 'C' code and this seed
+ rand:seed_s({exs64, 12345678});
+ _ when Algo =:= exsplus; Algo =:= exsp; Algo =:= exrop ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed_s({Algo, [12345678|12345678]});
+ _ when Algo =:= exs1024; Algo =:= exs1024s ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed_s({Algo, {lists:duplicate(16, 12345678), []}});
+ _ ->
+ rand:seed(Algo, {100, 200, 300})
+ end,
+ Max = range(State),
+ gen(?LOOP, State, Max, []).
+
+gen(N, State0, Max, Acc) when N > 0 ->
{Random, State} = rand:uniform_s(Max, State0),
case N rem (?LOOP div 100) of
- 0 -> gen(N-1, State, [Random|Acc]);
- _ -> gen(N-1, State, Acc)
+ 0 -> gen(N-1, State, Max, [Random|Acc]);
+ _ -> gen(N-1, State, Max, Acc)
end;
-gen(_, _, Acc) -> lists:reverse(Acc).
+gen(_, _, _, Acc) -> lists:reverse(Acc).
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% This just tests the basics so we have not made any serious errors
@@ -307,11 +314,11 @@ basic_uniform_1(N, S0, Sum, A0) when N > 0 ->
basic_uniform_1(N-1, S, Sum+X, A);
basic_uniform_1(0, {#{type:=Alg}, _}, Sum, A) ->
AverN = Sum / ?LOOP,
- io:format("~.10w: Average: ~.4f~n", [Alg, AverN]),
+ io:format("~.12w: Average: ~.4f~n", [Alg, AverN]),
Counters = array:to_list(A),
Min = lists:min(Counters),
Max = lists:max(Counters),
- io:format("~.10w: Min: ~p Max: ~p~n", [Alg, Min, Max]),
+ io:format("~.12w: Min: ~p Max: ~p~n", [Alg, Min, Max]),
%% Verify that the basic statistics are ok
%% be gentle we don't want to see to many failing tests
@@ -326,11 +333,11 @@ basic_uniform_2(N, S0, Sum, A0) when N > 0 ->
basic_uniform_2(N-1, S, Sum+X, A);
basic_uniform_2(0, {#{type:=Alg}, _}, Sum, A) ->
AverN = Sum / ?LOOP,
- io:format("~.10w: Average: ~.4f~n", [Alg, AverN]),
+ io:format("~.12w: Average: ~.4f~n", [Alg, AverN]),
Counters = tl(array:to_list(A)),
Min = lists:min(Counters),
Max = lists:max(Counters),
- io:format("~.10w: Min: ~p Max: ~p~n", [Alg, Min, Max]),
+ io:format("~.12w: Min: ~p Max: ~p~n", [Alg, Min, Max]),
%% Verify that the basic statistics are ok
%% be gentle we don't want to see to many failing tests
@@ -345,7 +352,7 @@ basic_normal_1(N, S0, Sum, Sq) when N > 0 ->
basic_normal_1(0, {#{type:=Alg}, _}, Sum, SumSq) ->
Mean = Sum / ?LOOP,
StdDev = math:sqrt((SumSq - (Sum*Sum/?LOOP))/(?LOOP - 1)),
- io:format("~.10w: Average: ~7.4f StdDev ~6.4f~n", [Alg, Mean, StdDev]),
+ io:format("~.12w: Average: ~7.4f StdDev ~6.4f~n", [Alg, Mean, StdDev]),
%% Verify that the basic statistics are ok
%% be gentle we don't want to see to many failing tests
abs(Mean) < 0.005 orelse ct:fail({average, Alg, Mean}),
@@ -365,7 +372,7 @@ plugin(Config) when is_list(Config) ->
{V2, S2} = rand:uniform_s(S1),
true = is_float(V2),
S2
- end, crypto_seed(), lists:seq(1, 200)),
+ end, crypto64_seed(), lists:seq(1, 200)),
ok
catch
error:low_entropy ->
@@ -375,86 +382,220 @@ plugin(Config) when is_list(Config) ->
end.
%% Test implementation
-crypto_seed() ->
- {#{type=>crypto,
- max=>(1 bsl 64)-1,
- next=>fun crypto_next/1,
- uniform=>fun crypto_uniform/1,
- uniform_n=>fun crypto_uniform_n/2},
+crypto64_seed() ->
+ {#{type=>crypto64,
+ bits=>64,
+ next=>fun crypto64_next/1,
+ uniform=>fun crypto64_uniform/1,
+ uniform_n=>fun crypto64_uniform_n/2},
<<>>}.
%% Be fair and create bignums i.e. 64bits otherwise use 58bits
-crypto_next(<<Num:64, Bin/binary>>) ->
+crypto64_next(<<Num:64, Bin/binary>>) ->
{Num, Bin};
-crypto_next(_) ->
- crypto_next(crypto:strong_rand_bytes((64 div 8)*100)).
+crypto64_next(_) ->
+ crypto64_next(crypto:strong_rand_bytes((64 div 8)*100)).
-crypto_uniform({Api, Data0}) ->
- {Int, Data} = crypto_next(Data0),
+crypto64_uniform({Api, Data0}) ->
+ {Int, Data} = crypto64_next(Data0),
{Int / (1 bsl 64), {Api, Data}}.
-crypto_uniform_n(N, {Api, Data0}) when N < (1 bsl 64) ->
- {Int, Data} = crypto_next(Data0),
+crypto64_uniform_n(N, {Api, Data0}) when N < (1 bsl 64) ->
+ {Int, Data} = crypto64_next(Data0),
{(Int rem N)+1, {Api, Data}};
-crypto_uniform_n(N, State0) ->
- {F,State} = crypto_uniform(State0),
+crypto64_uniform_n(N, State0) ->
+ {F,State} = crypto64_uniform(State0),
{trunc(F * N) + 1, State}.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% Not a test but measures the time characteristics of the different algorithms
-measure(Suite) when is_atom(Suite) -> [];
-measure(_Config) ->
- ct:timetrap({minutes,15}), %% valgrind needs a lot of time
+measure(Config) ->
+ ct:timetrap({minutes,30}), %% valgrind needs a lot of time
+ case ct:get_timetrap_info() of
+ {_,{_,1}} -> % No scaling
+ do_measure(Config);
+ {_,{_,Scale}} ->
+ {skip,{will_not_run_in_scaled_time,Scale}}
+ end.
+
+do_measure(_Config) ->
Algos =
try crypto:strong_rand_bytes(1) of
- <<_>> -> [crypto64]
+ <<_>> -> [crypto64, crypto]
catch
error:low_entropy -> [];
error:undef -> []
end ++ algs(),
- io:format("RNG uniform integer performance~n",[]),
- _ = measure_1(random, fun(State) -> {int, random:uniform_s(10000, State)} end),
- _ = [measure_1(Algo, fun(State) -> {int, rand:uniform_s(10000, State)} end) || Algo <- Algos],
- io:format("RNG uniform float performance~n",[]),
- _ = measure_1(random, fun(State) -> {uniform, random:uniform_s(State)} end),
- _ = [measure_1(Algo, fun(State) -> {uniform, rand:uniform_s(State)} end) || Algo <- Algos],
- io:format("RNG normal float performance~n",[]),
- io:format("~.10w: not implemented (too few bits)~n", [random]),
- _ = [measure_1(Algo, fun(State) -> {normal, rand:normal_s(State)} end) || Algo <- Algos],
+ %%
+ ct:pal("RNG uniform integer performance~n",[]),
+ TMark1 =
+ measure_1(
+ random,
+ fun (_) -> 10000 end,
+ undefined,
+ fun (Range, State) ->
+ {int, random:uniform_s(Range, State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ fun (_) -> 10000 end,
+ TMark1,
+ fun (Range, State) ->
+ {int, rand:uniform_s(Range, State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG uniform integer 2^(N-1) performance~n",[]),
+ RangeTwoPowFun = fun (State) -> quart_range(State) bsl 1 end,
+ TMark2 =
+ measure_1(
+ random,
+ RangeTwoPowFun,
+ undefined,
+ fun (Range, State) ->
+ {int, random:uniform_s(Range, State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ RangeTwoPowFun,
+ TMark2,
+ fun (Range, State) ->
+ {int, rand:uniform_s(Range, State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG uniform integer 3*2^(N-2)+1 performance~n",[]),
+ RangeLargeFun = fun (State) -> 3 * quart_range(State) + 1 end,
+ TMark3 =
+ measure_1(
+ random,
+ RangeLargeFun,
+ undefined,
+ fun (Range, State) ->
+ {int, random:uniform_s(Range, State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ RangeLargeFun,
+ TMark3,
+ fun (Range, State) ->
+ {int, rand:uniform_s(Range, State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG uniform integer 2^128 performance~n",[]),
+ TMark4 =
+ measure_1(
+ random,
+ fun (_) -> 1 bsl 128 end,
+ undefined,
+ fun (Range, State) ->
+ {int, random:uniform_s(Range, State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ fun (_) -> 1 bsl 128 end,
+ TMark4,
+ fun (Range, State) ->
+ {int, rand:uniform_s(Range, State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG uniform integer 2^128 + 1 performance~n",[]),
+ TMark5 =
+ measure_1(
+ random,
+ fun (_) -> (1 bsl 128) + 1 end,
+ undefined,
+ fun (Range, State) ->
+ {int, random:uniform_s(Range, State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ fun (_) -> (1 bsl 128) + 1 end,
+ TMark5,
+ fun (Range, State) ->
+ {int, rand:uniform_s(Range, State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG uniform float performance~n",[]),
+ TMark6 =
+ measure_1(
+ random,
+ fun (_) -> 0 end,
+ undefined,
+ fun (_, State) ->
+ {uniform, random:uniform_s(State)}
+ end),
+ _ =
+ [measure_1(
+ Algo,
+ fun (_) -> 0 end,
+ TMark6,
+ fun (_, State) ->
+ {uniform, rand:uniform_s(State)}
+ end) || Algo <- Algos],
+ %%
+ ct:pal("~nRNG normal float performance~n",[]),
+ io:format("~.12w: not implemented (too few bits)~n", [random]),
+ _ = [measure_1(
+ Algo,
+ fun (_) -> 0 end,
+ TMark6,
+ fun (_, State) ->
+ {normal, rand:normal_s(State)}
+ end) || Algo <- Algos],
ok.
-measure_1(Algo, Gen) ->
+measure_1(Algo, RangeFun, TMark, Gen) ->
Parent = self(),
- Seed = fun(crypto64) -> crypto_seed();
- (random) -> random:seed(os:timestamp()), get(random_seed);
- (Alg) -> rand:seed_s(Alg)
- end,
-
- Pid = spawn_link(fun() ->
- Fun = fun() -> measure_2(?LOOP, Seed(Algo), Gen) end,
- {Time, ok} = timer:tc(Fun),
- io:format("~.10w: ~pµs~n", [Algo, Time]),
- Parent ! {self(), ok},
- normal
- end),
+ Seed =
+ case Algo of
+ crypto64 ->
+ crypto64_seed();
+ crypto ->
+ crypto:rand_seed_s();
+ random ->
+ random:seed(os:timestamp()), get(random_seed);
+ _ ->
+ rand:seed_s(Algo)
+ end,
+ Range = RangeFun(Seed),
+ Pid = spawn_link(
+ fun() ->
+ Fun = fun() -> measure_2(?LOOP, Range, Seed, Gen) end,
+ {Time, ok} = timer:tc(Fun),
+ Percent =
+ case TMark of
+ undefined -> 100;
+ _ -> (Time * 100 + 50) div TMark
+ end,
+ io:format(
+ "~.12w: ~p ns ~p% [16#~.16b]~n",
+ [Algo, (Time * 1000 + 500) div ?LOOP, Percent, Range]),
+ Parent ! {self(), Time},
+ normal
+ end),
receive
{Pid, Msg} -> Msg
end.
-measure_2(N, State0, Fun) when N > 0 ->
- case Fun(State0) of
+measure_2(N, Range, State0, Fun) when N > 0 ->
+ case Fun(Range, State0) of
{int, {Random, State}}
- when is_integer(Random), Random >= 1, Random =< 100000 ->
- measure_2(N-1, State, Fun);
- {uniform, {Random, State}} when is_float(Random), Random > 0, Random < 1 ->
- measure_2(N-1, State, Fun);
+ when is_integer(Random), Random >= 1, Random =< Range ->
+ measure_2(N-1, Range, State, Fun);
+ {uniform, {Random, State}}
+ when is_float(Random), 0.0 =< Random, Random < 1.0 ->
+ measure_2(N-1, Range, State, Fun);
{normal, {Random, State}} when is_float(Random) ->
- measure_2(N-1, State, Fun);
+ measure_2(N-1, Range, State, Fun);
Res ->
exit({error, Res, State0})
end;
-measure_2(0, _, _) -> ok.
+measure_2(0, _, _, _) -> ok.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% The jump sequence tests has two parts
@@ -479,36 +620,43 @@ reference_jump_1(Alg) ->
io:format("Failed: ~p~n",[Alg]),
io:format("Length ~p ~p~n",[length(Refval), length(Testval)]),
io:format("Head ~p ~p~n",[hd(Refval), hd(Testval)]),
+ io:format("Vals ~p ~p~n",[Refval, Testval]),
exit(wrong_value)
end.
gen_jump_1(Algo) ->
- Seed = case Algo of
- exsplus -> %% Printed with orig 'C' code and this seed
- rand:seed_s({exsplus, [12345678|12345678]});
- exs1024 -> %% Printed with orig 'C' code and this seed
- rand:seed_s({exs1024, {lists:duplicate(16, 12345678), []}});
- exs64 -> %% Test exception of not_implemented notice
- try rand:jump(rand:seed_s(exs64))
- catch
- error:not_implemented -> not_implemented
- end;
- _ -> % unimplemented
- not_implemented
- end,
- case Seed of
+ State =
+ case Algo of
+ exs64 -> %% Test exception of not_implemented notice
+ try rand:jump(rand:seed_s(exs64))
+ catch
+ error:not_implemented -> not_implemented
+ end;
+ _ when Algo =:= exsplus; Algo =:= exsp; Algo =:= exrop ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed_s({Algo, [12345678|12345678]});
+ _ when Algo =:= exs1024; Algo =:= exs1024s ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed_s({Algo, {lists:duplicate(16, 12345678), []}});
+ _ -> % unimplemented
+ not_implemented
+ end,
+ case State of
not_implemented -> [not_implemented];
- S -> gen_jump_1(?LOOP_JUMP, S, [])
+ _ ->
+ Max = range(State),
+ gen_jump_1(?LOOP_JUMP, State, Max, [])
end.
-gen_jump_1(N, State0 = {#{max:=Max}, _}, Acc) when N > 0 ->
+gen_jump_1(N, State0, Max, Acc) when N > 0 ->
{_, State1} = rand:uniform_s(Max, State0),
{Random, State2} = rand:uniform_s(Max, rand:jump(State1)),
case N rem (?LOOP_JUMP div 100) of
- 0 -> gen_jump_1(N-1, State2, [Random|Acc]);
- _ -> gen_jump_1(N-1, State2, Acc)
+ 0 -> gen_jump_1(N-1, State2, Max, [Random|Acc]);
+ _ -> gen_jump_1(N-1, State2, Max, Acc)
end;
-gen_jump_1(_, _, Acc) -> lists:reverse(Acc).
+gen_jump_1(_, _, _, Acc) -> lists:reverse(Acc).
+
%% Check if each algorithm generates the proper jump sequence
%% with the internal state in the process dictionary.
@@ -530,25 +678,26 @@ reference_jump_0(Alg) ->
gen_jump_0(Algo) ->
Seed = case Algo of
- exsplus -> %% Printed with orig 'C' code and this seed
- rand:seed({exsplus, [12345678|12345678]});
- exs1024 -> %% Printed with orig 'C' code and this seed
- rand:seed({exs1024, {lists:duplicate(16, 12345678), []}});
exs64 -> %% Test exception of not_implemented notice
- try
- _ = rand:seed(exs64),
- rand:jump()
- catch
- error:not_implemented -> not_implemented
- end;
+ try
+ _ = rand:seed(exs64),
+ rand:jump()
+ catch
+ error:not_implemented -> not_implemented
+ end;
+ _ when Algo =:= exsplus; Algo =:= exsp; Algo =:= exrop ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed({Algo, [12345678|12345678]});
+ _ when Algo =:= exs1024; Algo =:= exs1024s ->
+ %% Printed with orig 'C' code and this seed
+ rand:seed({Algo, {lists:duplicate(16, 12345678), []}});
_ -> % unimplemented
not_implemented
end,
case Seed of
not_implemented -> [not_implemented];
- S ->
- {Seedmap=#{}, _} = S,
- Max = maps:get(max, Seedmap),
+ _ ->
+ Max = range(Seed),
gen_jump_0(?LOOP_JUMP, Max, [])
end.
@@ -643,9 +792,77 @@ reference_val(exsplus) ->
16#6c6145ffa1169d,16#18ec2c393d45359,16#1f1a5f256e7130c,16#131cc2f49b8004f,
16#36f715a249f4ec2,16#1c27629826c50d3,16#914d9a6648726a,16#27f5bf5ce2301e8,
16#3dd493b8012970f,16#be13bed1e00e5c,16#ceef033b74ae10,16#3da38c6a50abe03,
- 16#15cbd1a421c7a8c,16#22794e3ec6ef3b1,16#26154d26e7ea99f,16#3a66681359a6ab6].
+ 16#15cbd1a421c7a8c,16#22794e3ec6ef3b1,16#26154d26e7ea99f,16#3a66681359a6ab6];
+
+reference_val(exsp) ->
+ reference_val(exsplus);
+reference_val(exs1024s) ->
+ reference_val(exs1024);
+reference_val(exrop) ->
+%% #include <stdint.h>
+%% #include <stdio.h>
+%%
+%% uint64_t s[2];
+%% uint64_t next(void);
+%% /* Xoroshiro116+ PRNG here */
+%%
+%% int main(char *argv[]) {
+%% int n;
+%% uint64_t r;
+%% s[0] = 12345678;
+%% s[1] = 12345678;
+%%
+%% for (n = 1000000; n > 0; n--) {
+%% r = next();
+%% if ((n % 10000) == 0) {
+%% printf("%llu,", (unsigned long long) (r + 1));
+%% }
+%% }
+%% printf("\n");
+%% }
+ [24691357,29089185972758626,135434857127264790,
+ 277209758236304485,101045429972817342,
+ 241950202080388093,283018380268425711,268233672110762489,
+ 173241488791227202,245038518481669421,
+ 253627577363613736,234979870724373477,115607127954560275,
+ 96445882796968228,166106849348423677,
+ 83614184550774836,109634510785746957,68415533259662436,
+ 12078288820568786,246413981014863011,
+ 96953486962147513,138629231038332640,206078430370986460,
+ 11002780552565714,238837272913629203,
+ 60272901610411077,148828243883348685,203140738399788939,
+ 131001610760610046,30717739120305678,
+ 262903815608472425,31891125663924935,107252017522511256,
+ 241577109487224033,263801934853180827,
+ 155517416581881714,223609336630639997,112175917931581716,
+ 16523497284706825,201453767973653420,
+ 35912153101632769,211525452750005043,96678037860996922,
+ 70962216125870068,107383886372877124,
+ 223441708670831233,247351119445661499,233235283318278995,
+ 280646255087307741,232948506631162445,
+ %%
+ 117394974124526779,55395923845250321,274512622756597759,
+ 31754154862553492,222645458401498438,
+ 161643932692872858,11771755227312868,93933211280589745,
+ 92242631276348831,197206910466548143,
+ 150370169849735808,229903773212075765,264650708561842793,
+ 30318996509793571,158249985447105184,
+ 220423733894955738,62892844479829080,112941952955911674,
+ 203157000073363030,54175707830615686,
+ 50121351829191185,115891831802446962,62298417197154985,
+ 6569598473421167,69822368618978464,
+ 176271134892968134,160793729023716344,271997399244980560,
+ 59100661824817999,150500611720118722,
+ 23707133151561128,25156834940231911,257788052162304719,
+ 176517852966055005,247173855600850875,
+ 83440973524473396,94711136045581604,154881198769946042,
+ 236537934330658377,152283781345006019,
+ 250789092615679985,78848633178610658,72059442721196128,
+ 98223942961505519,191144652663779840,
+ 102425686803727694,89058927716079076,80721467542933080,
+ 8462479817391645,2774921106204163].
-%%%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
reference_jump_val(exsplus) ->
[82445318862816932, 145810727464480743, 16514517716894509, 247642377064868650,
@@ -701,4 +918,93 @@ reference_jump_val(exs1024) ->
17936751184378118743, 4224632875737239207, 15888641556987476199, 9586888813112229805,
9476861567287505094, 14909536929239540332, 17996844556292992842, 2699310519182298856];
-reference_jump_val(exs64) -> [not_implemented].
+reference_jump_val(exsp) ->
+ reference_jump_val(exsplus);
+reference_jump_val(exs1024s) ->
+ reference_jump_val(exs1024);
+reference_jump_val(exs64) -> [not_implemented];
+reference_jump_val(exrop) ->
+%% #include <stdint.h>
+%% #include <stdio.h>
+%%
+%% uint64_t s[2];
+%% uint64_t next(void);
+%% /* Xoroshiro116+ PRNG here */
+%%
+%% int main(char *argv[]) {
+%% int n;
+%% uint64_t r;
+%% s[0] = 12345678;
+%% s[1] = 12345678;
+
+%% for (n = 1000; n > 0; n--) {
+%% next();
+%% jump();
+%% r = next();
+%% if ((n % 10) == 0) {
+%% printf("%llu,", (unsigned long long) (r + 1));
+%% }
+%% }
+%% printf("\n");
+%% }
+ [60301713907476001,135397949584721850,4148159712710727,
+ 110297784509908316,18753463199438866,
+ 106699913259182846,2414728156662676,237591345910610406,
+ 48519427605486503,38071665570452612,
+ 235484041375354592,45428997361037927,112352324717959775,
+ 226084403445232507,270797890380258829,
+ 160587966336947922,80453153271416820,222758573634013699,
+ 195715386237881435,240975253876429810,
+ 93387593470886224,23845439014202236,235376123357642262,
+ 22286175195310374,239068556844083490,
+ 120126027410954482,250690865061862527,113265144383673111,
+ 57986825640269127,206087920253971490,
+ 265971029949338955,40654558754415167,185972161822891882,
+ 72224917962819036,116613804322063968,
+ 129103518989198416,236110607653724474,98446977363728314,
+ 122264213760984600,55635665885245081,
+ 42625530794327559,288031254029912894,81654312180555835,
+ 261800844953573559,144734008151358432,
+ 77095621402920587,286730580569820386,274596992060316466,
+ 97977034409404188,5517946553518132,
+ %%
+ 56460292644964432,252118572460428657,38694442746260303,
+ 165653145330192194,136968555571402812,
+ 64905200201714082,257386366768713186,22702362175273017,
+ 208480936480037395,152926769756967697,
+ 256751159334239189,130982960476845557,21613531985982870,
+ 87016962652282927,130446710536726404,
+ 188769410109327420,282891129440391928,251807515151187951,
+ 262029034126352975,30694713572208714,
+ 46430187445005589,176983177204884508,144190360369444480,
+ 14245137612606100,126045457407279122,
+ 169277107135012393,42599413368851184,130940158341360014,
+ 113412693367677211,119353175256553456,
+ 96339829771832349,17378172025472134,110141940813943768,
+ 253735613682893347,234964721082540068,
+ 85668779779185140,164542570671430062,18205512302089755,
+ 282380693509970845,190996054681051049,
+ 250227633882474729,171181147785250210,55437891969696407,
+ 241227318715885854,77323084015890802,
+ 1663590009695191,234064400749487599,222983191707424780,
+ 254956809144783896,203898972156838252].
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+%% The old algorithms used a range 2^N - 1 for their reference val
+%% tests, which was incorrect but works as long as you do not draw
+%% the value 2^N, which is very unlikely. It was not possible
+%% to simply correct the range to 2^N due to another incorrectness
+%% in that the old algorithms changed to using the broken
+%% (multiply a float approach with too few bits) approach for
+%% ranges >= 2^N. This function digs out the range to use
+%% for the reference tests for old and new algorithms.
+range({#{bits:=Bits}, _}) -> 1 bsl Bits;
+range({#{max:=Max}, _}) -> Max; %% Old incorrect range
+range({_, _, _}) -> 51. % random
+
+
+quart_range({#{bits:=Bits}, _}) -> 1 bsl (Bits - 2);
+quart_range({#{max:=Max}, _}) -> (Max bsr 2) + 1;
+quart_range({#{}, _}) -> 1 bsl 62; % crypto
+quart_range({_, _, _}) -> 1 bsl 49. % random