source: libcfa/src/bits/random.hfa @ 52a2248

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[e57de69]1//
2// Cforall Version 1.0.0 Copyright (C) 2022 University of Waterloo
3//
4// The contents of this file are covered under the licence agreement in the
5// file "LICENCE" distributed with Cforall.
6//
7// random.hfa --
8//
9// Author           : Peter A. Buhr
10// Created On       : Fri Jan 14 07:18:11 2022
11// Last Modified By : Peter A. Buhr
[d9585291]12// Last Modified On : Thu Dec 22 20:54:22 2022
13// Update Count     : 178
[e57de69]14//
15
[13c5e19]16#pragma once
17
[d9585291]18#include <stdint.h>                                                                             // uintXX_t
[13c5e19]19
[dd46fd3]20#define GLUE2( x, y ) x##y
21#define GLUE( x, y ) GLUE2( x, y )
22
[9fce2572]23// Set default PRNG for architecture size.
[d2ad151]24#ifdef __x86_64__                                                                               // 64-bit architecture
[261e107]25        // 64-bit generators
[b797d978]26        //#define LEHMER64
[261e107]27        //#define XORSHIFT_12_25_27
[b797d978]28        #define XOSHIRO256PP
[261e107]29        //#define KISS_64
30
31        // 32-bit generators
[b797d978]32        //#define XORSHIFT_6_21_7
33        #define XOSHIRO128PP
[d2ad151]34#else                                                                                                   // 32-bit architecture
[261e107]35        // 64-bit generators
[b797d978]36        //#define XORSHIFT_13_7_17
37        #define XOSHIRO256PP
[261e107]38
39        // 32-bit generators
[b797d978]40        //#define XORSHIFT_6_21_7
41        #define XOSHIRO128PP
[d2ad151]42#endif // __x86_64__
43
[4020f09]44// Define C/CFA PRNG name and random-state.
45
46// SKULLDUGGERY: typedefs name struct and typedef with the same name to deal with CFA typedef numbering problem.
[dd46fd3]47
[261e107]48#ifdef XOSHIRO256PP
49#define PRNG_NAME_64 xoshiro256pp
50#define PRNG_STATE_64_T GLUE(PRNG_NAME_64,_t)
[b797d978]51typedef struct PRNG_STATE_64_T { uint64_t s0, s1, s2, s3; } PRNG_STATE_64_T;
[261e107]52#endif // XOSHIRO256PP
53
54#ifdef XOSHIRO128PP
55#define PRNG_NAME_32 xoshiro128pp
56#define PRNG_STATE_32_T GLUE(PRNG_NAME_32,_t)
[b797d978]57typedef struct PRNG_STATE_32_T { uint32_t s0, s1, s2, s3; } PRNG_STATE_32_T;
[261e107]58#endif // XOSHIRO128PP
59
[9fce2572]60#ifdef LEHMER64
[dd46fd3]61#define PRNG_NAME_64 lehmer64
62#define PRNG_STATE_64_T __uint128_t
[9fce2572]63#endif // LEHMER64
64
[261e107]65#ifdef WYHASH64
66#define PRNG_NAME_64 wyhash64
67#define PRNG_STATE_64_T uint64_t
68#endif // LEHMER64
69
[c8238c0]70#ifdef XORSHIFT_13_7_17
71#define PRNG_NAME_64 xorshift_13_7_17
72#define PRNG_STATE_64_T uint64_t
73#endif // XORSHIFT_13_7_17
74
[9fce2572]75#ifdef XORSHIFT_6_21_7
[dd46fd3]76#define PRNG_NAME_32 xorshift_6_21_7
77#define PRNG_STATE_32_T uint32_t
[9fce2572]78#endif // XORSHIFT_6_21_7
79
[261e107]80#ifdef XORSHIFT_12_25_27
81#define PRNG_NAME_64 xorshift_12_25_27
82#define PRNG_STATE_64_T uint64_t
83#endif // XORSHIFT_12_25_27
[dd46fd3]84
[261e107]85#ifdef KISS_64
86#define PRNG_NAME_64 kiss_64
87#define PRNG_STATE_64_T GLUE(PRNG_NAME_64,_t)
88typedef struct PRNG_STATE_64_T { uint64_t z, w, jsr, jcong; } PRNG_STATE_64_T;
89#endif // KISS_^64
[4020f09]90
91#ifdef XORWOW
92#define PRNG_NAME_32 xorwow
93#define PRNG_STATE_32_T GLUE(PRNG_NAME_32,_t)
94typedef struct PRNG_STATE_32_T { uint32_t a, b, c, d, counter; } PRNG_STATE_32_T;
[dd46fd3]95#endif // XOSHIRO128PP
96
97#define PRNG_SET_SEED_64 GLUE(PRNG_NAME_64,_set_seed)
98#define PRNG_SET_SEED_32 GLUE(PRNG_NAME_32,_set_seed)
99
100
101// Default PRNG used by runtime.
102#ifdef __x86_64__                                                                               // 64-bit architecture
103#define PRNG_NAME PRNG_NAME_64
104#define PRNG_STATE_T PRNG_STATE_64_T
105#else                                                                                                   // 32-bit architecture
106#define PRNG_NAME PRNG_NAME_32
107#define PRNG_STATE_T PRNG_STATE_32_T
108#endif // __x86_64__
109
110#define PRNG_SET_SEED GLUE(PRNG_NAME,_set_seed)
111
112
[261e107]113// ALL PRNG ALGORITHMS ARE OPTIMIZED SO THAT THE PRNG LOGIC CAN HAPPEN IN PARALLEL WITH THE USE OF THE RESULT.
[b797d978]114// Specifically, the current random state is copied for returning, before computing the next value.  As a consequence,
115// the set_seed routine primes the PRNG by calling it with the state so the seed is not return as the first random
116// value.
117
[261e107]118
[9fce2572]119#ifdef __cforall                                                                                // don't include in C code (invoke.h)
120
[4020f09]121// https://prng.di.unimi.it/xoshiro256starstar.c
[dd46fd3]122//
123// This is xoshiro256++ 1.0, one of our all-purpose, rock-solid generators.  It has excellent (sub-ns) speed, a state
124// (256 bits) that is large enough for any parallel application, and it passes all tests we are aware of.
125//
126// For generating just floating-point numbers, xoshiro256+ is even faster.
127//
128// The state must be seeded so that it is not everywhere zero. If you have a 64-bit seed, we suggest to seed a
129// splitmix64 generator and use its output to fill s.
130
131#ifndef XOSHIRO256PP
[b797d978]132typedef struct xoshiro256pp_t { uint64_t s0, s1, s2, s3; } xoshiro256pp_t;
[dd46fd3]133#endif // ! XOSHIRO256PP
134
135static inline uint64_t xoshiro256pp( xoshiro256pp_t & rs ) with(rs) {
[b797d978]136        inline uint64_t rotl( const uint64_t x, int k ) {
[dd46fd3]137                return (x << k) | (x >> (64 - k));
[4020f09]138        } // rotl
[dd46fd3]139
[b797d978]140        const uint64_t result = rotl( s0 + s3, 23 ) + s0;
141        const uint64_t t = s1 << 17;
[dd46fd3]142
[b797d978]143        s2 ^= s0;
144        s3 ^= s1;
145        s1 ^= s2;
146        s0 ^= s3;
147        s2 ^= t;
148        s3 = rotl( s3, 45 );
[dd46fd3]149        return result;
[4020f09]150} // xoshiro256pp
[dd46fd3]151
[b797d978]152static inline void xoshiro256pp_set_seed( xoshiro256pp_t & state, uint64_t seed ) {
153        state = (xoshiro256pp_t){ seed, seed, seed, seed };
[261e107]154        xoshiro256pp( state );
[dd46fd3]155} // xoshiro256pp_set_seed
156
[4020f09]157// https://prng.di.unimi.it/xoshiro128plusplus.c
158//
159// This is xoshiro128++ 1.0, one of our 32-bit all-purpose, rock-solid generators. It has excellent speed, a state size
160// (128 bits) that is large enough for mild parallelism, and it passes all tests we are aware of.
161//
162// For generating just single-precision (i.e., 32-bit) floating-point numbers, xoshiro128+ is even faster.
163//
164// The state must be seeded so that it is not everywhere zero.
165
166#ifndef XOSHIRO128PP
[b797d978]167typedef struct xoshiro128pp_t { uint32_t s0, s1, s2, s3; } xoshiro128pp_t;
[4020f09]168#endif // ! XOSHIRO128PP
169
170static inline uint32_t xoshiro128pp( xoshiro128pp_t & rs ) with(rs) {
171        inline uint32_t rotl( const uint32_t x, int k ) {
172                return (x << k) | (x >> (32 - k));
173        } // rotl
174
[b797d978]175        const uint32_t result = rotl( s0 + s3, 7 ) + s0;
176        const uint32_t t = s1 << 9;
[4020f09]177
[b797d978]178        s2 ^= s0;
179        s3 ^= s1;
180        s1 ^= s2;
181        s0 ^= s3;
182        s2 ^= t;
183        s3 = rotl( s3, 11 );
[4020f09]184        return result;
185} // xoshiro128pp
186
187static inline void xoshiro128pp_set_seed( xoshiro128pp_t & state, uint32_t seed ) {
[b797d978]188        state = (xoshiro128pp_t){ seed, seed, seed, seed };
[261e107]189        xoshiro128pp( state );                                                          // prime
[4020f09]190} // xoshiro128pp_set_seed
191
[dd46fd3]192#ifdef __SIZEOF_INT128__
193        //--------------------------------------------------
[611f29d]194        static inline uint64_t lehmer64( __uint128_t & state ) {
195                __uint128_t ret = state;
[d9585291]196                state *= 0x_da94_2042_e4dd_58b5;
[611f29d]197                return ret >> 64;
[dd46fd3]198        } // lehmer64
[13c5e19]199
[dd46fd3]200        static inline void lehmer64_set_seed( __uint128_t & state, uint64_t seed ) {
[d9585291]201                // The seed needs to be coprime with the 2^64 modulus to get the largest period, so no factors of 2 in the seed.
[dd46fd3]202                state = seed;
[b797d978]203                lehmer64( state );                                                              // prime
[dd46fd3]204        } // lehmer64_set_seed
205
206        //--------------------------------------------------
[611f29d]207        static inline uint64_t wyhash64( uint64_t & state ) {
[261e107]208                uint64_t ret = state;
209                state += 0x_60be_e2be_e120_fc15;
[7812a7b5]210                __uint128_t tmp;
[261e107]211                tmp = (__uint128_t) ret * 0x_a3b1_9535_4a39_b70d;
[7812a7b5]212                uint64_t m1 = (tmp >> 64) ^ tmp;
[261e107]213                tmp = (__uint128_t)m1 * 0x_1b03_7387_12fa_d5c9;
[7812a7b5]214                uint64_t m2 = (tmp >> 64) ^ tmp;
215                return m2;
[261e107]216        } // wyhash64
[dd46fd3]217
[261e107]218        static inline void wyhash64_set_seed( uint64_t & state, uint64_t seed ) {
[dd46fd3]219                state = seed;
[261e107]220                wyhash64( state );                                                              // prime
221        } // wyhash64_set_seed
[dd46fd3]222#endif // __SIZEOF_INT128__
[13c5e19]223
224//--------------------------------------------------
[611f29d]225static inline uint64_t xorshift_13_7_17( uint64_t & state ) {
226        uint64_t ret = state;
227        state ^= state << 13;
228        state ^= state >> 7;
229        state ^= state << 17;
230        return ret;
[4020f09]231} // xorshift_13_7_17
[13c5e19]232
[261e107]233static inline void xorshift_13_7_17_set_seed( uint64_t & state, uint64_t seed ) {
[dd46fd3]234        state = seed;
[261e107]235        xorshift_13_7_17( state );                                                      // prime
[4020f09]236} // xorshift_13_7_17_set_seed
[dd46fd3]237
[611f29d]238//--------------------------------------------------
[4020f09]239// Marsaglia shift-XOR PRNG with thread-local state
240// Period is 4G-1
241// 0 is absorbing and must be avoided
242// Low-order bits are not particularly random
[611f29d]243static inline uint32_t xorshift_6_21_7( uint32_t & state ) {
244        uint32_t ret = state;
245        state ^= state << 6;
246        state ^= state >> 21;
247        state ^= state << 7;
248        return ret;
249} // xorshift_6_21_7
250
[dd46fd3]251static inline void xorshift_6_21_7_set_seed( uint32_t & state, uint32_t seed ) {
252        state = seed;
[261e107]253        xorshift_6_21_7( state );                                                       // prime
[4020f09]254} // xorshift_6_21_7_set_seed
[dd46fd3]255
[261e107]256//--------------------------------------------------
257// The state must be seeded with a nonzero value.
258static inline uint64_t xorshift_12_25_27( uint64_t & state ) {
259        uint64_t ret = state;
260        state ^= state >> 12;
261        state ^= state << 25;
262        state ^= state >> 27;
263        return ret * 0x_2545_F491_4F6C_DD1D;
264} // xorshift_12_25_27
265
266static inline void xorshift_12_25_27_set_seed( uint64_t & state, uint64_t seed ) {
267        state = seed;
268        xorshift_12_25_27( state );                                                     // prime
269} // xorshift_12_25_27_set_seed
270
271//--------------------------------------------------
272// The state must be seeded with a nonzero value.
273#ifndef KISS_64
274typedef struct kiss_64_t { uint64_t z, w, jsr, jcong; } kiss_64_t;
275#endif // ! KISS_64
276
[b797d978]277static inline uint64_t kiss_64( kiss_64_t & rs ) with(rs) {
278        kiss_64_t ret = rs;
[261e107]279        z = 36969 * (z & 65535) + (z >> 16);
280        w = 18000 * (w & 65535) + (w >> 16);
281        jsr ^= (jsr << 13);
[b797d978]282        jsr ^= (jsr >> 17);
[261e107]283        jsr ^= (jsr << 5);
284        jcong = 69069 * jcong + 1234567;
[3ff64cb]285        return (((ret.z << 16) + ret.w) ^ ret.jcong) + ret.jsr;
[261e107]286} // kiss_64
287
[b797d978]288static inline void kiss_64_set_seed( kiss_64_t & rs, uint64_t seed ) with(rs) {
[261e107]289        z = 1; w = 1; jsr = 4; jcong = seed;
[b797d978]290        kiss_64( rs );                                                                          // prime
[261e107]291} // kiss_64_set_seed
292
[13c5e19]293//--------------------------------------------------
[4020f09]294// The state array must be initialized to non-zero in the first four words.
295#ifndef XORWOW
296typedef struct xorwow_t { uint32_t a, b, c, d, counter; } xorwow_t;
297#endif // ! XORWOW
[13c5e19]298
[b797d978]299static inline uint32_t xorwow( xorwow_t & rs ) with(rs) {
[e57de69]300        // Algorithm "xorwow" from p. 5 of Marsaglia, "Xorshift RNGs".
[261e107]301        uint32_t ret = a + counter;
302        uint32_t t = d;
[13c5e19]303
[261e107]304        uint32_t const s = a;
305        d = c;
306        c = b;
307        b = s;
[13c5e19]308
309        t ^= t >> 2;
310        t ^= t << 1;
311        t ^= s ^ (s << 4);
[261e107]312        a = t;
313        counter += 362437;
[611f29d]314        return ret;
[4020f09]315} // xorwow
316
[b797d978]317static inline void xorwow_set_seed( xorwow_t & rs, uint32_t seed ) {
318        rs = (xorwow_t){ seed, seed, seed, seed, 0 };
319        xorwow( rs );                                                                           // prime
[4020f09]320} // xorwow_set_seed
[611f29d]321
322//--------------------------------------------------
[4020f09]323// Used in __tls_rand_fwd
[611f29d]324#define M  (1_l64u << 48_l64u)
325#define A  (25214903917_l64u)
326#define AI (18446708753438544741_l64u)
327#define C  (11_l64u)
328#define D  (16_l64u)
329
[e57de69]330// Bi-directional LCG random-number generator
[b797d978]331static inline uint32_t LCGBI_fwd( uint64_t & rs ) {
332        rs = (A * rs + C) & (M - 1);
333        return rs >> D;
[4020f09]334} // LCGBI_fwd
[611f29d]335
[b797d978]336static inline uint32_t LCGBI_bck( uint64_t & rs ) {
337        unsigned int r = rs >> D;
338        rs = AI * (rs - C) & (M - 1);
[611f29d]339        return r;
[4020f09]340} // LCGBI_bck
[611f29d]341
342#undef M
343#undef A
344#undef AI
345#undef C
346#undef D
[9fce2572]347
348#endif // __cforall
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