Program Listing for File rocrand_xorwow.h
↰ Return to documentation for file (library/include/rocrand/rocrand_xorwow.h
)
// Copyright (c) 2017-2022 Advanced Micro Devices, Inc. All rights reserved.
//
// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:
//
// The above copyright notice and this permission notice shall be included in
// all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
// THE SOFTWARE.
#ifndef ROCRAND_XORWOW_H_
#define ROCRAND_XORWOW_H_
#ifndef FQUALIFIERS
#define FQUALIFIERS __forceinline__ __device__
#endif // FQUALIFIERS_
#include "rocrand/rocrand_common.h"
#include "rocrand/rocrand_xorwow_precomputed.h"
#define ROCRAND_XORWOW_DEFAULT_SEED 0ULL
// end of group rocranddevice
namespace rocrand_device {
namespace detail {
FQUALIFIERS
void copy_vec(unsigned int * dst, const unsigned int * src)
{
for (int i = 0; i < XORWOW_N; i++)
{
dst[i] = src[i];
}
}
FQUALIFIERS
void mul_mat_vec_inplace(const unsigned int * m, unsigned int * v)
{
unsigned int r[XORWOW_N] = { 0 };
for (int ij = 0; ij < XORWOW_N * XORWOW_M; ij++)
{
const int i = ij / XORWOW_M;
const int j = ij % XORWOW_M;
const unsigned int b = (v[i] & (1 << j)) ? 0xffffffff : 0x0;
for (int k = 0; k < XORWOW_N; k++)
{
r[k] ^= b & m[i * XORWOW_M * XORWOW_N + j * XORWOW_N + k];
}
}
copy_vec(v, r);
}
} // end detail namespace
class xorwow_engine
{
public:
struct xorwow_state
{
// Weyl sequence value
unsigned int d;
#ifndef ROCRAND_DETAIL_XORWOW_BM_NOT_IN_STATE
// The Box–Muller transform requires two inputs to convert uniformly
// distributed real values [0; 1] to normally distributed real values
// (with mean = 0, and stddev = 1). Often user wants only one
// normally distributed number, to save performance and random
// numbers the 2nd value is saved for future requests.
unsigned int boxmuller_float_state; // is there a float in boxmuller_float
unsigned int boxmuller_double_state; // is there a double in boxmuller_double
float boxmuller_float; // normally distributed float
double boxmuller_double; // normally distributed double
#endif
// Xorshift values (160 bits)
unsigned int x[5];
};
FQUALIFIERS
xorwow_engine() : xorwow_engine(ROCRAND_XORWOW_DEFAULT_SEED, 0, 0) { }
FQUALIFIERS
xorwow_engine(const unsigned long long seed,
const unsigned long long subsequence,
const unsigned long long offset)
{
m_state.x[0] = 123456789U;
m_state.x[1] = 362436069U;
m_state.x[2] = 521288629U;
m_state.x[3] = 88675123U;
m_state.x[4] = 5783321U;
m_state.d = 6615241U;
// Constants are arbitrary prime numbers
const unsigned int s0 = static_cast<unsigned int>(seed) ^ 0x2c7f967fU;
const unsigned int s1 = static_cast<unsigned int>(seed >> 32) ^ 0xa03697cbU;
const unsigned int t0 = 1228688033U * s0;
const unsigned int t1 = 2073658381U * s1;
m_state.x[0] += t0;
m_state.x[1] ^= t0;
m_state.x[2] += t1;
m_state.x[3] ^= t1;
m_state.x[4] += t0;
m_state.d += t1 + t0;
discard_subsequence(subsequence);
discard(offset);
#ifndef ROCRAND_DETAIL_XORWOW_BM_NOT_IN_STATE
m_state.boxmuller_float_state = 0;
m_state.boxmuller_double_state = 0;
#endif
}
FQUALIFIERS
void discard(unsigned long long offset)
{
#ifdef __HIP_DEVICE_COMPILE__
jump(offset, d_xorwow_jump_matrices);
#else
jump(offset, h_xorwow_jump_matrices);
#endif
// Apply n steps to Weyl sequence value as well
m_state.d += static_cast<unsigned int>(offset) * 362437;
}
FQUALIFIERS
void discard_subsequence(unsigned long long subsequence)
{
// Discard n * 2^67 samples
#ifdef __HIP_DEVICE_COMPILE__
jump(subsequence, d_xorwow_sequence_jump_matrices);
#else
jump(subsequence, h_xorwow_sequence_jump_matrices);
#endif
// d has the same value because 2^67 is divisible by 2^32 (d is 32-bit)
}
FQUALIFIERS
unsigned int operator()()
{
return next();
}
FQUALIFIERS
unsigned int next()
{
const unsigned int t = m_state.x[0] ^ (m_state.x[0] >> 2);
m_state.x[0] = m_state.x[1];
m_state.x[1] = m_state.x[2];
m_state.x[2] = m_state.x[3];
m_state.x[3] = m_state.x[4];
m_state.x[4] = (m_state.x[4] ^ (m_state.x[4] << 4)) ^ (t ^ (t << 1));
m_state.d += 362437;
return m_state.d + m_state.x[4];
}
protected:
FQUALIFIERS
void jump(unsigned long long v,
const unsigned int jump_matrices[XORWOW_JUMP_MATRICES][XORWOW_SIZE])
{
// x~(n + v) = (A^v mod m)x~n mod m
// The matrix (A^v mod m) can be precomputed for selected values of v.
//
// For XORWOW_JUMP_LOG2 = 2
// xorwow_jump_matrices contains precomputed matrices:
// A^1, A^4, A^16...
//
// For XORWOW_JUMP_LOG2 = 2 and XORWOW_SEQUENCE_JUMP_LOG2 = 67
// xorwow_sequence_jump_matrices contains precomputed matrices:
// A^(1 * 2^67), A^(4 * 2^67), A^(16 * 2^67)...
//
// Intermediate powers can be calculated as multiplication of the powers above.
unsigned int mi = 0;
while (v > 0)
{
const unsigned int is = static_cast<unsigned int>(v) & ((1 << XORWOW_JUMP_LOG2) - 1);
for (unsigned int i = 0; i < is; i++)
{
detail::mul_mat_vec_inplace(jump_matrices[mi], m_state.x);
}
mi++;
v >>= XORWOW_JUMP_LOG2;
}
}
protected:
// State
xorwow_state m_state;
#ifndef ROCRAND_DETAIL_XORWOW_BM_NOT_IN_STATE
friend struct detail::engine_boxmuller_helper<xorwow_engine>;
#endif
}; // xorwow_engine class
} // end namespace rocrand_device
typedef rocrand_device::xorwow_engine rocrand_state_xorwow;
FQUALIFIERS
void rocrand_init(const unsigned long long seed,
const unsigned long long subsequence,
const unsigned long long offset,
rocrand_state_xorwow * state)
{
*state = rocrand_state_xorwow(seed, subsequence, offset);
}
FQUALIFIERS
unsigned int rocrand(rocrand_state_xorwow * state)
{
return state->next();
}
FQUALIFIERS
void skipahead(unsigned long long offset, rocrand_state_xorwow * state)
{
return state->discard(offset);
}
FQUALIFIERS
void skipahead_subsequence(unsigned long long subsequence, rocrand_state_xorwow * state)
{
return state->discard_subsequence(subsequence);
}
FQUALIFIERS
void skipahead_sequence(unsigned long long sequence, rocrand_state_xorwow * state)
{
return state->discard_subsequence(sequence);
}
#endif // ROCRAND_XORWOW_H_