random123

Counter-based Random Number Generators
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pi_microurng.cpp (4248B)


      1 /*
      2 Copyright 2010-2011, D. E. Shaw Research.
      3 All rights reserved.
      4 
      5 Redistribution and use in source and binary forms, with or without
      6 modification, are permitted provided that the following conditions are
      7 met:
      8 
      9 * Redistributions of source code must retain the above copyright
     10   notice, this list of conditions, and the following disclaimer.
     11 
     12 * Redistributions in binary form must reproduce the above copyright
     13   notice, this list of conditions, and the following disclaimer in the
     14   documentation and/or other materials provided with the distribution.
     15 
     16 * Neither the name of D. E. Shaw Research nor the names of its
     17   contributors may be used to endorse or promote products derived from
     18   this software without specific prior written permission.
     19 
     20 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
     21 "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
     22 LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
     23 A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
     24 OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
     25 SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
     26 LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
     27 DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
     28 THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
     29 (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
     30 OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
     31 */
     32 // Everyone's favorite PRNG example: calculate pi/4 by throwing darts
     33 // at a square board and counting the fraction that are inside the
     34 // inscribed circle.
     35 
     36 // This version uses Philox4x32 with a MicroURNG and the C++11 standard
     37 // library std::uniform_real distribution to generate floats in [-1..1]
     38 
     39 // N.B.  The results are hardware dependent even though the underlying
     40 // counter based RNG is hardware and endian-invariant.  On x86,
     41 // floating point temporaries, e.g., x, y, x*x, etc., are stored in
     42 // 80-bit extended precision registers.  On x86-64 (and other IEEE-754
     43 // systems), temporaries are stored in 32-bit SSE registers.
     44 
     45 #include <Random123/philox.h>
     46 #include <Random123/MicroURNG.hpp>
     47 #include <Random123/ReinterpretCtr.hpp>
     48 #if R123_USE_CXX11_RANDOM
     49 #include <random>
     50 #endif
     51 #include <iostream>
     52 #include <iomanip>
     53 #include "pi_check.h"
     54 
     55 using namespace r123;
     56 
     57 int main(int, char**){
     58     typedef Philox4x32 RNG;
     59     RNG::ctr_type c = {{}};
     60     RNG::key_type k = {{}};
     61     MicroURNG<RNG> longmurng(c.incr(), k);
     62 #if R123_USE_STD_RANDOM
     63     std::uniform_real_distribution<float> u(-1., 1.);
     64 
     65     // First, compute pi with a nice long MicroURNG that we cancall
     66     // billions of times (2^31) before it runs out of state:
     67     unsigned long hits=0;
     68     std::cout << "Calling a single MicroURNG " << NTRIES << " times" << std::endl;
     69     for(unsigned long i=0; i<NTRIES; ++i){
     70         float x = u(longmurng);
     71         float y = u(longmurng);
     72         if( (x*x + y*y) < 1.0f )
     73             hits++;
     74     }
     75     if (pi_check(hits, NTRIES) != 0) {
     76 	return 1;
     77     }
     78     // MicroURNGs are very light-weight.  It shouldn't be
     79     // too expensive to create a new one every time through the loop:
     80     std::cout << "Creating and calling a new MicroURNG " << NTRIES << " times" << std::endl;
     81     hits=0;
     82     for(unsigned long i=0; i<NTRIES; ++i){
     83         MicroURNG<RNG> shorturng(c.incr(), k);
     84         float x = u(shorturng);
     85         float y = u(shorturng);
     86         if( (x*x + y*y) < 1.0f )
     87             hits++;
     88     }
     89     return pi_check(hits, NTRIES);
     90 #else
     91     // MicroURNG's are interesting because they allow us to use std::distributions,
     92     // as in the above code.  Std::distributions are nice, but if all we need is
     93     // a uniform integer, we can do without such fancy C++11 features:
     94     unsigned long hits=0;
     95     std::cout << "Calling a single MicroURNG " << NTRIES << " times" << std::endl;
     96     for(unsigned long i=0; i<NTRIES; ++i){
     97         float x = 2.*longmurng()/(double)std::numeric_limits<uint32_t>::max() - 1.;
     98         float y = 2.*longmurng()/(double)std::numeric_limits<uint32_t>::max() - 1.;
     99         if( (x*x + y*y) < 1.0f )
    100             hits++;
    101     }
    102     if (pi_check(hits, NTRIES) != 0) {
    103 	return 1;
    104     }
    105 #endif
    106     
    107 
    108 }