random123

Counter-based Random Number Generators
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pi_uniform.cpp (5233B)


      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 #include <stdio.h>
     33 #include <Random123/threefry.h>
     34 #include <Random123/uniform.hpp>
     35 
     36 /* Compute pi, using the u01 conversion with threefry2x64 and threefry2x32 */
     37 
     38 #include "pi_check.h"
     39 #include "example_seeds.h"
     40 
     41 using namespace r123;
     42 
     43 template<typename Ftype, typename CBRNG>
     44 void pi(typename CBRNG::key_type k);
     45 
     46 int errs = 0;
     47 int main(int, char **){
     48     uint64_t seed64 = example_seed_u64(EXAMPLE_SEED1_U64); // example user-settable seed
     49     unsigned long hits = 0, tries = 0;
     50 
     51     // First, we demonstrate how to compute pi
     52     // using uneg11 to convert the integer output
     53     // of threefry2x64 to a double in (-1, 1).
     54     Threefry2x64::ctr_type c = {{0}}, r;
     55     Threefry2x64::ukey_type uk = {{seed64}};
     56     Threefry2x64::key_type k = uk;
     57     printf("%lu uniform doubles from threefry2x64\n", NTRIES);
     58     while (tries < NTRIES) {
     59             double x, y;
     60             c.v[0]++; /* increment the counter */
     61 	    r = threefry2x64(c, k);
     62             x = uneg11<double>(r.v[0]);
     63             y = uneg11<double>(r.v[1]);
     64             if( x*x + y*y < 1.0 )
     65                 hits++;
     66 	    tries++;
     67     }
     68     errs += pi_check(hits, tries);
     69 
     70     // Extra credit: use some template hackery to exercise various
     71     // combinations of float, double and long double, unit64_t and
     72     // uint32_t and the conversion functions u01, uneg11 and ufixed01.
     73     // This provides minimal testing of the conversion functions.
     74     pi<float, Threefry2x64>(k);
     75     pi<double, Threefry2x64>(k);
     76     pi<long double, Threefry2x64>(k);
     77     uint32_t seed32 = example_seed_u32(EXAMPLE_SEED9_U32);
     78 
     79     Threefry2x32::ukey_type ukh = {{seed32}};
     80     Threefry2x32::key_type kh = ukh;
     81     pi<float, Threefry2x32>(kh);
     82     pi<double, Threefry2x32>(kh);
     83     pi<long double, Threefry2x32>(kh);
     84 
     85     return !!errs;
     86 }
     87 
     88 template<typename Ftype, typename CBRNG>
     89 void pi(typename CBRNG::key_type k){
     90     unsigned long hits = 0, tries = 0;
     91     CBRNG rng;
     92 
     93     printf("Compute pi with uneg11:\n");
     94     typename CBRNG::ctr_type c = {{0}}, r;
     95     hits = tries = 0;
     96     while (tries < NTRIES) {
     97         Ftype x, y;
     98         c.v[0]++; /* increment the counter */
     99         r = rng(c, k);
    100         // x and y in the entire square from (-1,-1) to (1,1)
    101         x = uneg11<Ftype>(r.v[0]);
    102         y = uneg11<Ftype>(r.v[1]);
    103         if( x*x + y*y < 1.0 )
    104             hits++;
    105         tries++;
    106     }
    107     errs += pi_check(hits, tries);
    108 
    109 #if __cplusplus >= 201103L
    110     printf("Compute pi with uneg11all (requires C++11):\n");
    111     hits = tries = 0;
    112     while (tries < NTRIES) {
    113         c.v[0]++; /* increment the counter */
    114         r = rng(c, k);
    115         // x and y in the entire square from (-1,-1) to (1,1)
    116         auto a = uneg11all<Ftype>(r);
    117         if( a[0]*a[0] + a[1]*a[1] < 1.0 )
    118             hits++;
    119         tries++;
    120     }
    121     errs += pi_check(hits, tries);
    122 #endif
    123 
    124     printf("Compute pi with u01:\n");
    125     hits = tries = 0;
    126     while (tries < NTRIES) {
    127             Ftype x, y;
    128             c.v[0]++; /* increment the counter */
    129 	    r = rng(c, k);
    130             // generate x and y in the first quadrant from (0,0) to (1,1)
    131             x = u01<Ftype>(r.v[0]);
    132             y = u01<Ftype>(r.v[1]);
    133             if( x*x + y*y < 1.0 )
    134                 hits++;
    135 	    tries++;
    136     }
    137     errs += pi_check(hits, tries);
    138 
    139     printf("Compute pi with u01fixedpt:\n");
    140     hits = tries = 0;
    141     while (tries < NTRIES) {
    142             Ftype x, y;
    143             c.v[0]++; /* increment the counter */
    144 	    r = rng(c, k);
    145             // generate x and y in the first quadrant from (0,0) to (1,1)
    146             x = u01fixedpt<Ftype>(r.v[0]);
    147             y = u01fixedpt<Ftype>(r.v[1]);
    148             if( x*x + y*y < 1.0 )
    149                 hits++;
    150 	    tries++;
    151     }
    152     errs += pi_check(hits, tries);
    153  }
    154