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mixmax.icc
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1/*
2 * mixmax.c
3 * A Pseudo-Random Number Generator
4 *
5 * Created by Konstantin Savvidy.
6 *
7 * The code is released under GNU Lesser General Public License v3
8 *
9 * G.K.Savvidy and N.G.Ter-Arutyunian,
10 * On the Monte Carlo simulation of physical systems,
11 * J.Comput.Phys. 97, 566 (1991);
12 * Preprint EPI-865-16-86, Yerevan, Jan. 1986
13 *
14 * K.Savvidy
15 * The MIXMAX random number generator
16 * Comp. Phys. Commun. 196 (2015), pp 161–165
17 * http://dx.doi.org/10.1016/j.cpc.2015.06.003
18 *
19 * K.Savvidy and G.Savvidy
20 * Spectrum and Entropy of C-systems. MIXMAX random number generator
21 * Chaos, Solitons & Fractals, Volume 91, (2016) pp. 33–38
22 * http://dx.doi.org/10.1016/j.chaos.2016.05.003
23 *
24 */
25
26#ifdef __MIXMAX_C
27 #error "You should not define __MIXMAX_C. Please #include mixmax.h"
28#endif
29
30#define __MIXMAX_C
31
32#include "mixmax.h"
33
35 X->sumtot = iterate_raw_vec(X->V, X->sumtot);
36 return 0;
37}
38
39#if (SPECIALMUL!=0)
40inline uint64_t MULWU (uint64_t k){ return (( (k)<<(SPECIALMUL) & M61) | ( (k) >> (BITS-SPECIALMUL)) ) ;}
41#elif (SPECIALMUL==0)
42inline uint64_t MULWU (uint64_t /* k */ ){ return 0;}
43#else
44#error SPECIALMUL not defined
45#endif
46
48 // operates with a raw vector, uses known sum of elements of Y
49 int i;
50#if (SPECIAL!=0)
51 myuint temp2 = Y[1];
52#endif
53 myuint tempP, tempV;
54 Y[0] = ( tempV = sumtotOld);
55 myuint sumtot = Y[0], ovflow = 0; // will keep a running sum of all new elements
56 tempP = 0; // will keep a partial sum of all old elements
57 for (i=1; i<N; i++){
58#if (SPECIALMUL!=0)
59 myuint tempPO = MULWU(tempP);
60 tempP = modadd(tempP,Y[i]);
61 tempV = MOD_MERSENNE(tempV + tempP + tempPO); // edge cases ?
62#else
63 tempP = modadd(tempP , Y[i]);
64 tempV = modadd(tempV , tempP);
65#endif
66 Y[i] = tempV;
67 sumtot += tempV; if (sumtot < tempV) {ovflow++;}
68 }
69#if (SPECIAL!=0)
70 temp2 = MOD_MULSPEC(temp2);
71 Y[2] = modadd( Y[2] , temp2 );
72 sumtot += temp2; if (sumtot < temp2) {ovflow++;}
73#endif
74 return MOD_MERSENNE(MOD_MERSENNE(sumtot) + (ovflow <<3 ));
75}
76
78 return GET_BY_MACRO(X);
79}
80
83}
84
85void fill_array(rng_state_t* X, unsigned int n, double *array)
86{
87 // Return an array of n random numbers uniformly distributed in (0,1]
88 unsigned int i,j;
89 const int M=N-1;
90 for (i=0; i<(n/M); i++){
91 iterate_and_fill_array(X, array+i*M);
92 }
93 unsigned int rem=(n % M);
94 if (rem) {
95 iterate(X);
96 for (j=0; j< (rem); j++){
97 array[M*i+j] = (int64_t)X->V[j] * (double)(INV_MERSBASE);
98 }
99 X->counter = j; // needed to continue with single fetches from the exact spot, but if you only use fill_array to get numbers then it is not necessary
100 }else{
101 X->counter = N;
102 }
103}
104
105void iterate_and_fill_array(rng_state_t* X, double *array){
106 myuint* Y=X->V;
107 int i;
108 myuint tempP, tempV;
109#if (SPECIAL != 0)
110 myuint temp2 = Y[1];
111#endif
112 Y[0] = (tempV = X->sumtot);
113 //array[0] = (double)tempV * (double)(INV_MERSBASE);
114 myuint sumtot = Y[0], ovflow = 0; // will keep a running sum of all new elements
115 tempP = 0; // will keep a partial sum of all old elements
116 for (i=1; i<N; i++){
117#if (SPECIALMUL!=0)
118 myuint tempPO = MULWU(tempP);
119 tempP = modadd(tempP,Y[i]);
120 tempV = MOD_MERSENNE(tempV + tempP + tempPO); // edge cases ?
121#else
122 tempP = MOD_MERSENNE(tempP + Y[i]);
123 tempV = MOD_MERSENNE(tempV + tempP);
124#endif
125 Y[i] = tempV;
126 sumtot += tempV; if (sumtot < tempV) {ovflow++;}
127 array[i-1] = (int64_t)tempV * (double)(INV_MERSBASE);
128 }
129#if (SPECIAL!=0)
130 temp2 = MOD_MULSPEC(temp2);
131 Y[2] = modadd( Y[2] , temp2 );
132 sumtot += temp2; if (sumtot < temp2) {ovflow++;}
133#endif
134 X->sumtot = MOD_MERSENNE(MOD_MERSENNE(sumtot) + (ovflow <<3 ));
135}
136
138#if (defined(__x86_64__) || defined(__i386__)) && defined(__GNUC__) && defined(USE_INLINE_ASM)
139//#warning Using assembler routine in modadd
140 myuint out;
141 /* Assembler trick suggested by Andrzej Görlich */
142 __asm__ ("addq %2, %0; "
143 "btrq $61, %0; "
144 "adcq $0, %0; "
145 :"=r"(out)
146 :"0"(foo), "r"(bar)
147 );
148 return out;
149#else
150 return MOD_MERSENNE(foo+bar);
151#endif
152}
153
155{
156/* allocate the state */
157 rng_state_t *p = (rng_state_t*)malloc(sizeof(rng_state_t));
158 p->fh=NULL; // by default, set the output file handle to stdout
159 return p;
160}
161
162int rng_free(rng_state_t* X) /* free the memory occupied by the state */
163{
164 free(X);
165 return 0;
166}
167
169{
170 /* copy the vector stored at Y, and return pointer to the newly allocated and initialized state.
171 It is the user's responsibility to make sure that Y is properly allocated with rng_alloc,
172 then pass Y->V or it can also be an array -- such as myuint Y[N+1] and Y[1]...Y[N] have been set to legal values [0 .. MERSBASE-1]
173 Partial sums on this new state are recalculated, and counter set to zero, so that when get_next is called,
174 it will output the initial vector before any new numbers are produced, call iterate(X) if you want to advance right away */
175 rng_state_t* X = rng_alloc();
176 myuint sumtot=0,ovflow=0;
177 X->counter = 2;
178 int i;
179 for ( i=0; i < N; i++){
180 X->V[i] = Y[i];
181 sumtot += X->V[(i)]; if (sumtot < X->V[(i)]) {ovflow++;}
182
183 }
184 X->sumtot = MOD_MERSENNE(MOD_MERSENNE(sumtot) + (ovflow <<3 ));
185 return X;
186}
187
188void seed_vielbein(rng_state_t* X, unsigned int index)
189{
190int i;
191 if (index<N){
192 for (i=0; i < N; i++){
193 X->V[i] = 0;
194 }
195 X->V[index] = 1;
196 }else{
197 fprintf(stderr, "Out of bounds index, is not ( 0 <= index < N )\n"); exit(ARRAY_INDEX_OUT_OF_BOUNDS);
198 }
199 X->counter = N; // set the counter to N if iteration should happen right away
200 //precalc(X);
201 X->sumtot = 1; //(index ? 1:0);
202 if (X->fh==NULL){X->fh=stdout;}
203}
204
206{ // a 64-bit LCG from Knuth line 26, in combination with a bit swap is used to seed
207 const myuint MULT64=6364136223846793005ULL;
208 int i;
209 myuint sumtot=0,ovflow=0;
210 if (seed == 0){
211 fprintf(stderr, " try seeding with nonzero seed next time!\n");
212 exit(SEED_WAS_ZERO);
213 }
214
215 myuint l = seed;
216
217 //X->V[0] = l & MERSBASE;
218 if (X->fh==NULL){X->fh=stdout;} // if the filehandle is not yet set, make it stdout
219 for (i=0; i < N; i++){
220 l*=MULT64; l = (l << 32) ^ (l>>32);
221 X->V[i] = l & MERSBASE;
222 sumtot += X->V[(i)]; if (sumtot < X->V[(i)]) {ovflow++;}
223 }
224 X->counter = N; // set the counter to N if iteration should happen right away
225 X->sumtot = MOD_MERSENNE(MOD_MERSENNE(sumtot) + (ovflow <<3 ));
226}
227
229 int i;
230 myuint temp;
231 temp = 0;
232 for (i=0; i < N; i++){
233 temp = MOD_MERSENNE(temp + X->V[i]);
234 }
235 X->sumtot = temp;
236 return temp;
237}
238
239
240int rng_get_N(void){return N;}
241
242#if defined(__x86_64__)
243inline myuint mod128(__uint128_t s){
244 myuint s1;
245 s1 = ( ( ((myuint)s)&MERSBASE ) + ( ((myuint)(s>>64)) * 8 ) + ( ((myuint)s) >>BITS) );
246 return MOD_MERSENNE(s1);
247}
248
249inline myuint fmodmulM61(myuint cum, myuint a, myuint b){
250 __uint128_t temp;
251 temp = (__uint128_t)a*(__uint128_t)b + cum;
252 return mod128(temp);
253}
254
255#else // on all other platforms, including 32-bit linux, PPC and PPC64 and all Windows
256#define MASK32 0xFFFFFFFFULL
257
259{
260 myuint o,ph,pl,ah,al;
261 o=(s)*a;
262 ph = ((s)>>32);
263 pl = (s) & MASK32;
264 ah = a>>32;
265 al = a & MASK32;
266 o = (o & M61) + ((ph*ah)<<3) + ((ah*pl+al*ph + ((al*pl)>>32))>>29) ;
267 o += cum;
268 o = (o & M61) + ((o>>61));
269 return o;
270}
271#endif
272
274 int j;
275 fprintf(X->fh, "mixmax state, file version 1.0\n" );
276 fprintf(X->fh, "N=%u; V[N]={", rng_get_N() );
277 for (j=0; (j< (rng_get_N()-1) ); j++) {
278 fprintf(X->fh, "%llu, ", X->V[j] );
279 }
280 fprintf(X->fh, "%llu", X->V[rng_get_N()-1] );
281 fprintf(X->fh, "}; " );
282 fprintf(X->fh, "counter=%u; ", X->counter );
283 fprintf(X->fh, "sumtot=%llu;\n", X->sumtot );
284}
285
286void read_state(rng_state_t* X, const char filename[] ){
287 // a function for reading the state from a file, after J. Apostolakis
288 FILE* fin;
289 if( ( fin = fopen(filename, "r") ) ){
290 int l=0;
291 while ( l != '{' ) { // 0x7B = "{"
292 l=fgetc(fin); // proceed until hitting opening bracket
293 }
294 ungetc(' ', fin);
295 }else{
296 fprintf(stderr, "mixmax -> read_state: error reading file %s\n", filename);
298 }
299
300 myuint vecVal;
301 //printf("mixmax -> read_state: starting to read state from file\n");
302 if (!fscanf(fin, "%llu", &X->V[0]) ) {fprintf(stderr, "mixmax -> read_state: error reading file %s\n", filename); exit(ERROR_READING_STATE_FILE);}
303 //printf("V[%d] = %llu\n",0, X->V[0]);
304 int i;
305 for( i = 1; i < rng_get_N(); i++){
306 if (!fscanf(fin, ", %llu", &vecVal) ) {fprintf(stderr, "mixmax -> read_state: error reading vector component i=%d from file %s\n", i, filename); exit(ERROR_READING_STATE_FILE);}
307 //printf("V[%d] = %llu\n",i, vecVal);
308 if( vecVal <= MERSBASE ){
309 X->V[i] = vecVal;
310 }else{
311 fprintf(stderr, "mixmax -> read_state: Invalid state vector value= %llu"
312 " ( must be less than %llu ) "
313 " obtained from reading file %s\n"
314 , vecVal, MERSBASE, filename);
315
316 }
317 }
318
319 unsigned int counter;
320 if (!fscanf( fin, "}; counter=%u; ", &counter)){fprintf(stderr, "mixmax -> read_state: error reading counter from file %s\n", filename); exit(ERROR_READING_STATE_FILE);}
321 if( counter <= N ) {
322 X->counter= counter;
323 }else{
324 fprintf(stderr, "mixmax -> read_state: Invalid counter = %d"
325 " Must be 0 <= counter < %u\n" , counter, N);
326 print_state(X);
328 }
329 precalc(X);
330 myuint sumtot;
331 if (!fscanf( fin, "sumtot=%llu\n", &sumtot)){fprintf(stderr, "mixmax -> read_state: error reading checksum from file %s\n", filename); exit(ERROR_READING_STATE_FILE);}
332
333 if (X->sumtot != sumtot) {
334 fprintf(stderr, "mixmax -> checksum error while reading state from file %s - corrupted?\n", filename);
336 }
337 else{fprintf(stderr, "mixmax -> read_state: checksum ok: %llu == %llu\n",X->sumtot, sumtot);}
338 fclose(fin);
339}
340
341
342#define FUSEDMODMULVEC \
343{ for (i =0; i<N; i++){ \
344cum[i] = fmodmulM61( cum[i], coeff , Y[i] ) ; \
345} }
346
347
348#define SKIPISON 1
349#define OLDSKIP 0
350
351#if ( ( (N==8) || (N==17) || (N==240) ||(N==120) || (N==256) ) && BITS==61 && SKIPISON!=0)
352#if (OLDSKIP==1)
353#warning Compiling with normal skip
354void seed_uniquestream( rng_state_t* Xin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ){
355 seed_vielbein(Xin,0);
356 Xin->sumtot = apply_bigskip(Xin->V, Xin->V, clusterID, machineID, runID, streamID );
357 if (Xin->fh==NULL){Xin->fh=stdout;} // if the filehandle is not yet set, make it stdout
358 Xin->counter = 1;
359}
360#else
361void seed_uniquestream( rng_state_t* Xin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ){
362//#warning Compiling with cached skip
363
364 /* Kostas Savvidis - 2016-04-27
365 A caching implementation of seed_uniquestream which
366 will keep the previous vector and update it in accordance with increment of the seed,
367 so that if the user increments the seed vector by 1, the whole
368 vector can be reused next time and skip just by 1 unit, see below.
369 This is believed to be thread safe due to the __thread declaration of the cached variables.
370 */
371 static __thread myuint Vcache[N]={1};
372 static __thread myuint sumtmp=0;
373 static __thread myID_t ID1cached=0, ID2cached=0, ID3cached=0, ID4cached=0;
374
375 if ( ID1cached <= clusterID && ID2cached <= machineID && ID3cached <= runID && ID4cached <= streamID){ // proceed only if the the cached seed value is less than the new seed value
376
377 sumtmp = apply_bigskip(Vcache, Vcache, clusterID - ID1cached, machineID - ID2cached, runID - ID3cached, streamID - ID4cached );
378
379 ID1cached = clusterID; ID2cached = machineID ; ID3cached = runID ; ID4cached = streamID; // increment the cached seed value
380 for (int i=0; i<N; i++) { Xin->V[i] = Vcache[i] ; } // copy to destination
381 Xin->sumtot = sumtmp;
382 }else{
383 seed_vielbein(Xin,0);
384 Xin->sumtot = apply_bigskip(Xin->V, Xin->V, clusterID, machineID, runID, streamID );
385 for (int i=0; i<N; i++) { Vcache[i]=Xin->V[i]; }
386 ID1cached = clusterID; ID2cached = machineID ; ID3cached = runID ; ID4cached = streamID;
387 }
388 Xin->counter = 1;
389}
390
391
392#endif
393
394void branch_inplace( rng_state_t* Xin, myID_t* IDvec ){
395 Xin->sumtot = apply_bigskip(Xin->V, Xin->V, IDvec[3], IDvec[2], IDvec[1], IDvec[0] );
396}
397
398myuint apply_bigskip(myuint* Vout, myuint* Vin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ){
399 /*
400 makes a derived state vector, Vout, from the mother state vector Vin
401 by skipping a large number of steps, determined by the given seeding ID's
402
403 it is mathematically guaranteed that the substreams derived in this way from the SAME (!!!) Vin will not collide provided
404 1) at least one bit of ID is different
405 2) less than 10^100 numbers are drawn from the stream
406 (this is good enough : a single CPU will not exceed this in the lifetime of the universe, 10^19 sec,
407 even if it had a clock cycle of Planch time, 10^44 Hz )
408
409 Caution: never apply this to a derived vector, just choose some mother vector Vin, for example the unit vector by seed_vielbein(X,0),
410 and use it in all your runs, just change runID to get completely nonoverlapping streams of random numbers on a different day.
411
412 clusterID and machineID are provided for the benefit of large organizations who wish to ensure that a simulation
413 which is running in parallel on a large number of clusters and machines will have non-colliding source of random numbers.
414
415 did i repeat it enough times? the non-collision guarantee is absolute, not probabilistic
416
417 */
418
419
420 const myuint skipMat[128][N] = // to make this file, delete all except some chosen 128 rows of the coefficients table
421#if (N==240)
422#include "mixmax_skip_N240.icc"
423#elif (N==120)
424#include "mixmax_skip_N120.icc"
425
426#elif (N==256)
427#if (SPECIAL==-1)
429#else
430#include "mixmax_skip_N256.icc"
431#endif
432
433#elif (N==8)
434#include "mixmax_skip_N8.icc"
435#elif (N==17)
436#include "mixmax_skip_N17.icc"
437#endif
438 ;
439
440 myID_t IDvec[4] = {streamID, runID, machineID, clusterID};
441 int r,i,j, IDindex;
442 myID_t id;
443 myuint Y[N], cum[N];
444 myuint coeff;
445 myuint* rowPtr;
446 myuint sumtot=0;
447
448
449 for (i=0; i<N; i++) { Y[i] = Vin[i]; sumtot = modadd( sumtot, Vin[i]); } ;
450 for (IDindex=0; IDindex<4; IDindex++) { // go from lower order to higher order ID
451 id=IDvec[IDindex];
452 //printf("now doing ID at level %d, with ID = %d\n", IDindex, id);
453 r = 0;
454 while (id){
455 if (id & 1) {
456 rowPtr = (myuint*)skipMat[r + IDindex*8*sizeof(myID_t)];
457 //printf("free coeff for row %d is %llu\n", r, rowPtr[0]);
458 for (i=0; i<N; i++){ cum[i] = 0; }
459 for (j=0; j<N; j++){ // j is lag, enumerates terms of the poly
460 // for zero lag Y is already given
461 coeff = rowPtr[j]; // same coeff for all i
462 for (i =0; i<N; i++){
463 cum[i] = fmodmulM61( cum[i], coeff , Y[i] ) ;
464 }
465 sumtot = iterate_raw_vec(Y, sumtot);
466 }
467 sumtot=0;
468 for (i=0; i<N; i++){ Y[i] = cum[i]; sumtot = modadd( sumtot, cum[i]); } ;
469 }
470 id = (id >> 1); r++; // bring up the r-th bit in the ID
471 }
472 }
473 sumtot=0;
474 for (i=0; i<N; i++){ Vout[i] = Y[i]; sumtot = modadd( sumtot, Y[i]); } ; // returns sumtot, and copy the vector over to Vout
475 return (sumtot) ;
476}
477#else
478#warning For this N, we dont have the skipping coefficients yet, using alternative method to seed
479
480void seed_uniquestream( rng_state_t* Xin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID ){
481 Xin->V[0] = (myuint)clusterID;
482 Xin->V[1] = (myuint)machineID;
483 Xin->V[2] = (myuint)runID;
484 Xin->V[3] = (myuint)streamID;
485 Xin->V[4] = (myuint)clusterID << 5;
486 Xin->V[5] = (myuint)machineID << 7;
487 Xin->V[6] = (myuint)runID << 11;
488 Xin->V[7] = (myuint)streamID << 13;
489 precalc(Xin);
490 Xin->sumtot = iterate_raw_vec(Xin->V, Xin->sumtot);
491 Xin->sumtot = iterate_raw_vec(Xin->V, Xin->sumtot);
492}
493#endif // SKIPISON
494
495
ROOT::R::TRInterface & r
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#define SPECIALMUL
Definition: mixmax.h:169
#define MOD_MERSENNE(k)
Definition: mixmax.h:123
#define ERROR_READING_STATE_FILE
Definition: mixmax.h:230
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Definition: mixmax.h:228
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Definition: mixmax.h:171
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uint32_t myID_t
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Definition: mixmax.h:231
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Definition: mixmax.h:232
#define INV_MERSBASE
Definition: mixmax.h:126
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Definition: mixmax.h:209
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Definition: mixmax.h:229
#define MERSBASE
Definition: mixmax.h:120
myuint GET_BY_MACRO(rng_state_t *X)
Definition: mixmax.h:195
uint64_t myuint
Definition: mixmax.h:45
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Definition: mixmax.icc:228
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Definition: mixmax.icc:205
int rng_get_N(void)
Definition: mixmax.icc:240
myuint fmodmulM61(myuint cum, myuint s, myuint a)
Definition: mixmax.icc:258
double get_next_float(rng_state_t *X)
Definition: mixmax.icc:81
myuint iterate_raw_vec(myuint *Y, myuint sumtotOld)
Definition: mixmax.icc:47
int iterate(rng_state_t *X)
Definition: mixmax.icc:34
myuint get_next(rng_state_t *X)
Definition: mixmax.icc:77
void seed_vielbein(rng_state_t *X, unsigned int index)
Definition: mixmax.icc:188
void branch_inplace(rng_state_t *Xin, myID_t *IDvec)
Definition: mixmax.icc:394
rng_state_t * rng_alloc()
Definition: mixmax.icc:154
void print_state(rng_state_t *X)
Definition: mixmax.icc:273
rng_state_t * rng_copy(myuint *Y)
Definition: mixmax.icc:168
void seed_uniquestream(rng_state_t *Xin, myID_t clusterID, myID_t machineID, myID_t runID, myID_t streamID)
Definition: mixmax.icc:361
#define MASK32
Definition: mixmax.icc:256
int rng_free(rng_state_t *X)
Definition: mixmax.icc:162
void read_state(rng_state_t *X, const char filename[])
Definition: mixmax.icc:286
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Definition: mixmax.icc:137
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Definition: mixmax.icc:85
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Definition: mixmax.icc:398
uint64_t MULWU(uint64_t k)
Definition: mixmax.icc:40
void iterate_and_fill_array(rng_state_t *X, double *array)
Definition: mixmax.icc:105
static constexpr double bar
static constexpr double s
myuint V[N]
Definition: mixmax.h:54
int counter
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myuint sumtot
Definition: mixmax.h:55
FILE * fh
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