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Diffstat (limited to 'include/stc/crand.h')
| -rw-r--r-- | include/stc/crand.h | 174 |
1 files changed, 174 insertions, 0 deletions
diff --git a/include/stc/crand.h b/include/stc/crand.h new file mode 100644 index 00000000..a1b7250d --- /dev/null +++ b/include/stc/crand.h @@ -0,0 +1,174 @@ +/* MIT License + * + * Copyright (c) 2023 Tyge Løvset + * + * 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. + */ +#include "ccommon.h" + +#ifndef CRAND_H_INCLUDED +#define CRAND_H_INCLUDED +/* +// crand: Pseudo-random number generator +#include "stc/crand.h" + +int main() { + uint64_t seed = 123456789; + crand_t rng = crand_init(seed); + crand_unif_t dist1 = crand_unif_init(1, 6); + crand_norm_t dist3 = crand_norm_init(1.0, 10.0); + + uint64_t i = crand_u64(&rng); + int64_t iu = crand_unif(&rng, &dist1); + double xn = crand_norm(&rng, &dist3); +} +*/ +#include <string.h> +#include <math.h> + +typedef struct crand { uint64_t state[5]; } crand_t; +typedef struct crand_unif { int64_t lower; uint64_t range, threshold; } crand_unif_t; +typedef struct crand_norm { double mean, stddev, next; int has_next; } crand_norm_t; + +/* PRNG crand_t. + * Very fast PRNG suited for parallel usage with Weyl-sequence parameter. + * 320-bit state, 256 bit is mutable. + * Noticable faster than xoshiro and pcg, slighly slower than wyrand64 and + * Romu, but these have restricted capacity for larger parallel jobs or unknown minimum periods. + * crand_t supports 2^63 unique threads with a minimum 2^64 period lengths each. + * Passes all statistical tests, e.g PractRand and correlation tests, i.e. interleaved + * streams with one-bit diff state. Even the 16-bit version (LR=6, RS=5, LS=3) passes + * PractRand to multiple TB input. + */ + +/* Global crand_t PRNGs */ +STC_API void csrand(uint64_t seed); +STC_API uint64_t crand(void); +STC_API double crandf(void); + +/* Init crand_t prng with a seed */ +STC_API crand_t crand_init(uint64_t seed); + +/* Unbiased bounded uniform distribution. range [low, high] */ +STC_API crand_unif_t crand_unif_init(int64_t low, int64_t high); +STC_API int64_t crand_unif(crand_t* rng, crand_unif_t* dist); + +/* Normal/gaussian distribution. */ +STC_INLINE crand_norm_t crand_norm_init(double mean, double stddev) + { crand_norm_t r = {mean, stddev, 0.0, 0}; return r; } + +STC_API double crand_norm(crand_t* rng, crand_norm_t* dist); + +/* Main crand_t prng */ +STC_INLINE uint64_t crand_u64(crand_t* rng) { + uint64_t *s = rng->state; + const uint64_t result = (s[0] ^ (s[3] += s[4])) + s[1]; + s[0] = s[1] ^ (s[1] >> 11); + s[1] = s[2] + (s[2] << 3); + s[2] = ((s[2] << 24) | (s[2] >> (64 - 24))) + result; + return result; +} + +/* Float64 random number in range [0.0, 1.0). */ +STC_INLINE double crand_f64(crand_t* rng) { + union {uint64_t i; double f;} u = {0x3FF0000000000000U | (crand_u64(rng) >> 12)}; + return u.f - 1.0; +} + +/* -------------------------- IMPLEMENTATION ------------------------- */ +#if defined(i_implement) + +/* Global random() */ +static crand_t crand_global = {{ + 0x26aa069ea2fb1a4d, 0x70c72c95cd592d04, + 0x504f333d3aa0b359, 0x9e3779b97f4a7c15, + 0x6a09e667a754166b +}}; + +STC_DEF void csrand(uint64_t seed) + { crand_global = crand_init(seed); } + +STC_DEF uint64_t crand(void) + { return crand_u64(&crand_global); } + +STC_DEF double crandf(void) + { return crand_f64(&crand_global); } + +STC_DEF crand_t crand_init(uint64_t seed) { + crand_t rng; uint64_t* s = rng.state; + s[0] = seed + 0x9e3779b97f4a7c15; + s[1] = (s[0] ^ (s[0] >> 30))*0xbf58476d1ce4e5b9; + s[2] = (s[1] ^ (s[1] >> 27))*0x94d049bb133111eb; + s[3] = (s[2] ^ (s[2] >> 31)); + s[4] = ((seed + 0x6aa069ea2fb1a4d) << 1) | 1; + return rng; +} + +/* Init unbiased uniform uint RNG with bounds [low, high] */ +STC_DEF crand_unif_t crand_unif_init(int64_t low, int64_t high) { + crand_unif_t dist = {low, (uint64_t) (high - low + 1)}; + dist.threshold = (uint64_t)(0 - dist.range) % dist.range; + return dist; +} + +#if defined(__SIZEOF_INT128__) + #define c_umul128(a, b, lo, hi) \ + do { __uint128_t _z = (__uint128_t)(a)*(b); \ + *(lo) = (uint64_t)_z, *(hi) = (uint64_t)(_z >> 64U); } while(0) +#elif defined(_MSC_VER) && defined(_WIN64) + #include <intrin.h> + #define c_umul128(a, b, lo, hi) ((void)(*(lo) = _umul128(a, b, hi))) +#elif defined(__x86_64__) + #define c_umul128(a, b, lo, hi) \ + asm("mulq %3" : "=a"(*(lo)), "=d"(*(hi)) : "a"(a), "rm"(b)) +#endif + +/* Int64 uniform distributed RNG, range [low, high]. */ +STC_DEF int64_t crand_unif(crand_t* rng, crand_unif_t* d) { + uint64_t lo, hi; +#ifdef c_umul128 + do { c_umul128(crand_u64(rng), d->range, &lo, &hi); } while (lo < d->threshold); +#else + do { lo = crand_u64(rng); hi = lo % d->range; } while (lo - hi > -d->range); +#endif + return d->lower + (int64_t)hi; +} + +/* Normal distribution PRNG. Marsaglia polar method */ +STC_DEF double crand_norm(crand_t* rng, crand_norm_t* dist) { + double u1, u2, s, m; + if (dist->has_next++ & 1) + return dist->next*dist->stddev + dist->mean; + do { + u1 = 2.0 * crand_f64(rng) - 1.0; + u2 = 2.0 * crand_f64(rng) - 1.0; + s = u1*u1 + u2*u2; + } while (s >= 1.0 || s == 0.0); + m = sqrt(-2.0 * log(s) / s); + dist->next = u2*m; + return (u1*m)*dist->stddev + dist->mean; +} + +#endif +#endif +#undef i_opt +#undef i_static +#undef i_header +#undef i_implement +#undef i_extern |
