mersenne_twister_engine.hpp 8.1 KB

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  1. //---------------------------------------------------------------------------//
  2. // Copyright (c) 2013 Kyle Lutz <kyle.r.lutz@gmail.com>
  3. //
  4. // Distributed under the Boost Software License, Version 1.0
  5. // See accompanying file LICENSE_1_0.txt or copy at
  6. // http://www.boost.org/LICENSE_1_0.txt
  7. //
  8. // See http://boostorg.github.com/compute for more information.
  9. //---------------------------------------------------------------------------//
  10. #ifndef BOOST_COMPUTE_RANDOM_MERSENNE_TWISTER_ENGINE_HPP
  11. #define BOOST_COMPUTE_RANDOM_MERSENNE_TWISTER_ENGINE_HPP
  12. #include <algorithm>
  13. #include <boost/compute/types.hpp>
  14. #include <boost/compute/buffer.hpp>
  15. #include <boost/compute/kernel.hpp>
  16. #include <boost/compute/context.hpp>
  17. #include <boost/compute/program.hpp>
  18. #include <boost/compute/command_queue.hpp>
  19. #include <boost/compute/algorithm/transform.hpp>
  20. #include <boost/compute/container/vector.hpp>
  21. #include <boost/compute/detail/iterator_range_size.hpp>
  22. #include <boost/compute/iterator/discard_iterator.hpp>
  23. #include <boost/compute/utility/program_cache.hpp>
  24. namespace boost {
  25. namespace compute {
  26. /// \class mersenne_twister_engine
  27. /// \brief Mersenne twister pseudorandom number generator.
  28. template<class T>
  29. class mersenne_twister_engine
  30. {
  31. public:
  32. typedef T result_type;
  33. static const T default_seed = 5489U;
  34. static const T n = 624;
  35. static const T m = 397;
  36. /// Creates a new mersenne_twister_engine and seeds it with \p value.
  37. explicit mersenne_twister_engine(command_queue &queue,
  38. result_type value = default_seed)
  39. : m_context(queue.get_context()),
  40. m_state_buffer(m_context, n * sizeof(result_type))
  41. {
  42. // setup program
  43. load_program();
  44. // seed state
  45. seed(value, queue);
  46. }
  47. /// Creates a new mersenne_twister_engine object as a copy of \p other.
  48. mersenne_twister_engine(const mersenne_twister_engine<T> &other)
  49. : m_context(other.m_context),
  50. m_state_index(other.m_state_index),
  51. m_program(other.m_program),
  52. m_state_buffer(other.m_state_buffer)
  53. {
  54. }
  55. /// Copies \p other to \c *this.
  56. mersenne_twister_engine<T>& operator=(const mersenne_twister_engine<T> &other)
  57. {
  58. if(this != &other){
  59. m_context = other.m_context;
  60. m_state_index = other.m_state_index;
  61. m_program = other.m_program;
  62. m_state_buffer = other.m_state_buffer;
  63. }
  64. return *this;
  65. }
  66. /// Destroys the mersenne_twister_engine object.
  67. ~mersenne_twister_engine()
  68. {
  69. }
  70. /// Seeds the random number generator with \p value.
  71. ///
  72. /// \param value seed value for the random-number generator
  73. /// \param queue command queue to perform the operation
  74. ///
  75. /// If no seed value is provided, \c default_seed is used.
  76. void seed(result_type value, command_queue &queue)
  77. {
  78. kernel seed_kernel = m_program.create_kernel("seed");
  79. seed_kernel.set_arg(0, value);
  80. seed_kernel.set_arg(1, m_state_buffer);
  81. queue.enqueue_task(seed_kernel);
  82. m_state_index = 0;
  83. }
  84. /// \overload
  85. void seed(command_queue &queue)
  86. {
  87. seed(default_seed, queue);
  88. }
  89. /// Generates random numbers and stores them to the range [\p first, \p last).
  90. template<class OutputIterator>
  91. void generate(OutputIterator first, OutputIterator last, command_queue &queue)
  92. {
  93. const size_t size = detail::iterator_range_size(first, last);
  94. kernel fill_kernel(m_program, "fill");
  95. fill_kernel.set_arg(0, m_state_buffer);
  96. fill_kernel.set_arg(2, first.get_buffer());
  97. size_t offset = 0;
  98. size_t &p = m_state_index;
  99. for(;;){
  100. size_t count = 0;
  101. if(size > n){
  102. count = (std::min)(static_cast<size_t>(n), size - offset);
  103. }
  104. else {
  105. count = size;
  106. }
  107. fill_kernel.set_arg(1, static_cast<const uint_>(p));
  108. fill_kernel.set_arg(3, static_cast<const uint_>(offset));
  109. queue.enqueue_1d_range_kernel(fill_kernel, 0, count, 0);
  110. p += count;
  111. offset += count;
  112. if(offset >= size){
  113. break;
  114. }
  115. generate_state(queue);
  116. p = 0;
  117. }
  118. }
  119. /// \internal_
  120. void generate(discard_iterator first, discard_iterator last, command_queue &queue)
  121. {
  122. (void) queue;
  123. m_state_index += std::distance(first, last);
  124. }
  125. /// Generates random numbers, transforms them with \p op, and then stores
  126. /// them to the range [\p first, \p last).
  127. template<class OutputIterator, class Function>
  128. void generate(OutputIterator first, OutputIterator last, Function op, command_queue &queue)
  129. {
  130. vector<T> tmp(std::distance(first, last), queue.get_context());
  131. generate(tmp.begin(), tmp.end(), queue);
  132. transform(tmp.begin(), tmp.end(), first, op, queue);
  133. }
  134. /// Generates \p z random numbers and discards them.
  135. void discard(size_t z, command_queue &queue)
  136. {
  137. generate(discard_iterator(0), discard_iterator(z), queue);
  138. }
  139. /// \internal_ (deprecated)
  140. template<class OutputIterator>
  141. void fill(OutputIterator first, OutputIterator last, command_queue &queue)
  142. {
  143. generate(first, last, queue);
  144. }
  145. private:
  146. /// \internal_
  147. void generate_state(command_queue &queue)
  148. {
  149. kernel generate_state_kernel =
  150. m_program.create_kernel("generate_state");
  151. generate_state_kernel.set_arg(0, m_state_buffer);
  152. queue.enqueue_task(generate_state_kernel);
  153. }
  154. /// \internal_
  155. void load_program()
  156. {
  157. boost::shared_ptr<program_cache> cache =
  158. program_cache::get_global_cache(m_context);
  159. std::string cache_key =
  160. std::string("__boost_mersenne_twister_engine_") + type_name<T>();
  161. const char source[] =
  162. "static uint twiddle(uint u, uint v)\n"
  163. "{\n"
  164. " return (((u & 0x80000000U) | (v & 0x7FFFFFFFU)) >> 1) ^\n"
  165. " ((v & 1U) ? 0x9908B0DFU : 0x0U);\n"
  166. "}\n"
  167. "__kernel void generate_state(__global uint *state)\n"
  168. "{\n"
  169. " const uint n = 624;\n"
  170. " const uint m = 397;\n"
  171. " for(uint i = 0; i < (n - m); i++)\n"
  172. " state[i] = state[i+m] ^ twiddle(state[i], state[i+1]);\n"
  173. " for(uint i = n - m; i < (n - 1); i++)\n"
  174. " state[i] = state[i+m-n] ^ twiddle(state[i], state[i+1]);\n"
  175. " state[n-1] = state[m-1] ^ twiddle(state[n-1], state[0]);\n"
  176. "}\n"
  177. "__kernel void seed(const uint s, __global uint *state)\n"
  178. "{\n"
  179. " const uint n = 624;\n"
  180. " state[0] = s & 0xFFFFFFFFU;\n"
  181. " for(uint i = 1; i < n; i++){\n"
  182. " state[i] = 1812433253U * (state[i-1] ^ (state[i-1] >> 30)) + i;\n"
  183. " state[i] &= 0xFFFFFFFFU;\n"
  184. " }\n"
  185. " generate_state(state);\n"
  186. "}\n"
  187. "static uint random_number(__global uint *state, const uint p)\n"
  188. "{\n"
  189. " uint x = state[p];\n"
  190. " x ^= (x >> 11);\n"
  191. " x ^= (x << 7) & 0x9D2C5680U;\n"
  192. " x ^= (x << 15) & 0xEFC60000U;\n"
  193. " return x ^ (x >> 18);\n"
  194. "}\n"
  195. "__kernel void fill(__global uint *state,\n"
  196. " const uint state_index,\n"
  197. " __global uint *vector,\n"
  198. " const uint offset)\n"
  199. "{\n"
  200. " const uint i = get_global_id(0);\n"
  201. " vector[offset+i] = random_number(state, state_index + i);\n"
  202. "}\n";
  203. m_program = cache->get_or_build(cache_key, std::string(), source, m_context);
  204. }
  205. private:
  206. context m_context;
  207. size_t m_state_index;
  208. program m_program;
  209. buffer m_state_buffer;
  210. };
  211. typedef mersenne_twister_engine<uint_> mt19937;
  212. } // end compute namespace
  213. } // end boost namespace
  214. #endif // BOOST_COMPUTE_RANDOM_MERSENNE_TWISTER_ENGINE_HPP