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Richard M Kreuter
cmucl-copy
Commits
b119b34f
Commit
b119b34f
authored
7 years ago
by
Raymond Toy
Browse files
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Initial implementation of xoroshiro rng
Not yet tested or integrated.
parent
9bba906a
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src/code/rand-xoroshiro.lisp
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b119b34f
;;; -*- Mode: Lisp; Package: Kernel -*-
;;;
;;; **********************************************************************
(
ext:file-comment
"$Header: src/code/rand-xoroshiro.lisp $"
)
;;;
;;; **********************************************************************
;;;
;;; Support for the xoroshiro128+ random number generator by David
;;; Blackman and Sebastiano Vigna (vigna@acm.org)
(
in-package
"LISP"
)
(
intl:textdomain
"cmucl"
)
(
export
'
(
random-state
random-state-p
random
*random-state*
make-random-state
))
(
in-package
"KERNEL"
)
(
export
'
(
%random-single-float
%random-double-float
random-chunk
init-random-state
))
(
sys:register-lisp-feature
:random-xoroshiro
)
(
defun
int-init-random-state
(
&optional
(
seed
5772156649015328606
)
state
)
(
let
((
state
(
or
state
(
make-array
2
:element-type
'double-float
)))
(
splitmix-state
(
ldb
(
byte
64
0
)
seed
)))
(
flet
((
splitmix64
()
(
let
((
z
(
setf
splitmix-state
(
ldb
(
byte
64
0
)
(
+
splitmix-state
#x9e3779b97f4a7c15
)))))
(
declare
(
type
(
unsigned-byte
64
)
z
))
(
setf
z
(
ldb
(
byte
64
0
)
(
*
(
logxor
z
(
ash
z
-30
))
#xbf58476d1ce4e5b9
)))
(
setf
z
(
ldb
(
byte
64
0
)
(
*
(
logxor
z
(
ash
z
-27
))
#x94d049bb133111eb
)))
(
logxor
z
(
ash
z
-31
))))
(
make-double
(
x
)
(
let
((
lo
(
ldb
(
byte
32
0
)
x
))
(
hi
(
ldb
(
byte
32
32
)
x
)))
(
kernel:make-double-float
(
if
(
<
hi
#x80000000
)
hi
(
-
hi
#x100000000
))
lo
))))
(
let*
((
s0
(
splitmix64
))
(
s1
(
splitmix64
)))
(
setf
(
aref
state
0
)
(
make-double
s0
)
(
aref
state
1
)
(
make-double
s1
))))))
(
defun
vec-init-random-state
(
key
&optional
state
)
(
declare
(
type
(
array
(
unsigned-byte
32
)
(
4
))
key
)
(
type
(
simple-array
double-float
(
2
))
state
))
(
flet
((
make-double
(
hi
lo
)
(
kernel:make-double-float
(
if
(
<
hi
#x80000000
)
hi
(
-
hi
#x100000000
))
lo
)))
(
setf
(
aref
state
0
)
(
make-double
(
aref
key
0
)
(
aref
key
1
))
(
aref
state
1
)
(
make-double
(
aref
key
2
)
(
aref
key
3
)))))
(
defun
init-random-state
(
&optional
(
seed
5772156649015328606
)
state
)
"Generate an random state vector from the given SEED. The seed can be
either an integer or a vector of (unsigned-byte 32)"
(
declare
(
type
(
or
null
integer
(
array
(
unsigned-byte
32
)
(
*
)))
seed
))
(
etypecase
seed
(
integer
(
int-init-random-state
(
ldb
(
byte
64
0
)
seed
)
state
))
((
array
(
unsigned-byte
32
)
(
4
))
(
vec-init-random-state
seed
state
))))
(
defstruct
(
xoro-random-state
(
:constructor
make-xoroshiro-object
)
(
:make-load-form-fun
:just-dump-it-normally
))
(
state
(
init-random-state
)
:type
(
simple-array
double-float
(
2
)))
(
rand
(
make-array
1
:element-type
'
(
unsigned-byte
32
)
:initial-element
0
)
:type
(
simple-array
(
unsigned-byte
32
)
(
1
)))
(
cached-p
nil
:type
(
member
t
nil
)))
;;;; Random entries:
;;; Size of the chunks returned by random-chunk.
;;;
(
defconstant
random-chunk-length
32
)
;;; random-chunk -- Internal
;;;
;;; This function generaters a 32bit integer between 0 and #xffffffff
;;; inclusive.
;;;
(
declaim
(
inline
random-chunk
))
(
defun
random-chunk
(
rng-state
)
(
declare
(
type
xoro-state
rng-state
)
(
optimize
(
speed
3
)
(
safety
0
)))
(
let
((
cached
(
xoro-state-cached-p
rng-state
)))
(
cond
(
cached
(
setf
(
xoro-state-cached-p
rng-state
)
nil
)
(
aref
(
xoro-state-rand
rng-state
)
0
))
(
t
(
let
((
s
(
xoro-state-state
rng-state
)))
(
declare
(
type
(
simple-array
double-float
(
2
))
s
))
(
multiple-value-bind
(
r1
r0
)
(
vm::xoroshiro-next
s
)
(
setf
(
aref
(
xoro-state-rand
rng-state
)
0
)
r1
)
(
setf
(
xoro-state-cached-p
rng-state
)
t
)
r0
))))))
#-
x86
(
defun
xoroshiro-next
(
state
)
(
declare
(
type
(
simple-array
double-float
(
2
))
state
))
(
flet
((
rotl-55
(
x1
x0
)
(
declare
(
type
(
unsigned-byte
32
)
x0
x1
)
(
optimize
(
speed
3
)
(
safety
0
)))
;; x << 55
(
let
((
sl55-h
(
ldb
(
byte
32
0
)
(
ash
x0
(
-
55
32
))))
(
sl55-l
0
))
;; x >> 9
(
let
((
sr9-h
(
ash
x1
-9
))
(
sr9-l
(
ldb
(
byte
32
0
)
(
logior
(
ash
x0
-9
)
(
ash
x1
23
)))))
(
values
(
logior
sl55-h
sr9-h
)
(
logior
sl55-l
sr9-l
)))))
(
rotl-36
(
x1
x0
)
(
declare
(
type
(
unsigned-byte
32
)
x0
x1
)
(
optimize
(
speed
3
)
(
safety
0
)))
;; x << 36
(
let
((
sl36-h
(
ldb
(
byte
32
0
)
(
ash
x0
4
))))
;; x >> 28
(
let
((
sr28-l
(
ldb
(
byte
32
0
)
(
logior
(
ash
x0
-28
)
(
ash
x1
4
))))
(
sr28-h
(
ash
x1
-28
)))
(
values
(
logior
sl36-h
sr28-h
)
sr28-l
))))
(
shl-14
(
x1
x0
)
(
declare
(
type
(
unsigned-byte
32
)
x1
x0
)
(
optimize
(
speed
3
)
(
safety
0
)))
(
values
(
ldb
(
byte
32
0
)
(
logior
(
ash
x1
14
)
(
ash
x0
(
-
14
32
))))
(
ldb
(
byte
32
0
)
(
ash
x0
14
))))
(
make-double
(
hi
lo
)
(
kernel:make-double-float
(
if
(
<
hi
#x80000000
)
hi
(
-
hi
#x100000000
))
lo
)))
(
let
((
s0-1
0
)
(
s0-0
0
)
(
s1-1
0
)
(
s1-0
0
)
(
r1
0
)
(
r0
0
))
(
declare
(
type
(
unsigned-byte
32
))
s0-1
s0-0
s1-1
s1-0
r1
r0
)
(
multiple-value-bind
(
x1
x0
)
(
kernel:double-float-bits
(
aref
state
0
))
(
setf
s0-1
(
ldb
(
byte
32
0
)
x1
)
s0-0
x0
))
(
multiple-value-bind
(
x1
x0
)
(
kernel:double-float-bits
(
aref
state
1
))
(
setf
s1-1
(
ldb
(
byte
32
0
)
x1
)
s1-0
x0
))
(
multiple-value-prog1
(
multiple-value-bind
(
sum-0
c
)
(
bignum::%add-with-carry
s0-0
s1-0
0
)
(
values
(
bignum::%add-with-carry
s0-1
s1-1
c
)
sum-0
))
;; s1 ^= s0
(
setf
s1-1
(
logxor
s1-1
s0-1
)
s1-0
(
logxor
s1-0
s0-0
))
;; s[0] = rotl(s0,55) ^ s1 ^ (s1 << 14)
(
multiple-value-setq
(
s0-1
s0-0
)
(
rotl-55
s0-1
s0-0
))
(
setf
s0-1
(
logxor
s0-1
s1-1
)
s0-0
(
logxor
s0-0
s1-0
))
(
multiple-value-bind
(
s14-1
s14-0
)
(
shl-14
s1-1
s1-0
)
(
setf
s0-1
(
logxor
s0-1
s14-1
)
s0-0
(
logxor
s0-0
s14-0
)))
(
setf
(
aref
s
0
)
s0-0
)
(
setf
(
aref
s
1
)
s0-1
)
(
multiple-value-bind
(
r1
r0
)
(
rotl-36
s1-1
s1-0
)
(
setf
(
aref
s
2
)
r0
(
aref
s
3
)
r1
))
(
setf
(
aref
state
0
)
(
make-double
s0-1
s0-0
)
(
aref
state
1
)
(
make-double
s1-1
s1-0
))))))
;;; %RANDOM-SINGLE-FLOAT, %RANDOM-DOUBLE-FLOAT -- Interface
;;;
;;; Handle the single or double float case of RANDOM. We generate a float
;;; between 0.0 and 1.0 by clobbering the significand of 1.0 with random bits,
;;; then subtracting 1.0. This hides the fact that we have a hidden bit.
;;;
(
declaim
(
inline
%random-single-float
%random-double-float
))
(
declaim
(
ftype
(
function
((
single-float
(
0f0
))
random-state
)
(
single-float
0f0
))
%random-single-float
))
;;;
(
defun
%random-single-float
(
arg
state
)
(
declare
(
type
(
single-float
(
0f0
))
arg
)
(
type
random-state
state
))
(
*
arg
(
-
(
make-single-float
(
dpb
(
ash
(
random-chunk
state
)
(
-
vm:single-float-digits
random-chunk-length
))
vm:single-float-significand-byte
(
single-float-bits
1.0
)))
1.0
)))
;;;
(
declaim
(
ftype
(
function
((
double-float
(
0d0
))
random-state
)
(
double-float
0d0
))
%random-double-float
))
;;;
;;; 53bit version.
;;;
#-
x86
(
defun
%random-double-float
(
arg
state
)
(
declare
(
type
(
double-float
(
0d0
))
arg
)
(
type
random-state
state
))
(
*
arg
(
-
(
lisp::make-double-float
(
dpb
(
ash
(
random-chunk
state
)
(
-
vm:double-float-digits
random-chunk-length
vm:word-bits
))
vm:double-float-significand-byte
(
lisp::double-float-high-bits
1d0
))
(
random-chunk
state
))
1d0
)))
;;; Using a faster inline VOP.
#+
x86
(
defun
%random-double-float
(
arg
state
)
(
declare
(
type
(
double-float
(
0d0
))
arg
)
(
type
random-state
state
))
(
let
((
state-vector
(
random-state-state
state
)))
(
*
arg
(
-
(
lisp::make-double-float
(
dpb
(
ash
(
vm::random-mt19937
state-vector
)
(
-
vm:double-float-digits
random-chunk-length
vm:word-bits
))
vm:double-float-significand-byte
(
lisp::double-float-high-bits
1d0
))
(
vm::random-mt19937
state-vector
))
1d0
))))
#+
long-float
(
declaim
(
inline
%random-long-float
))
#+
long-float
(
declaim
(
ftype
(
function
((
long-float
(
0l0
))
random-state
)
(
long-float
0l0
))
%random-long-float
))
;;; Using a faster inline VOP.
#+
(
and
long-float
x86
)
(
defun
%random-long-float
(
arg
state
)
(
declare
(
type
(
long-float
(
0l0
))
arg
)
(
type
random-state
state
))
(
let
((
state-vector
(
random-state-state
state
)))
(
*
arg
(
-
(
lisp::make-long-float
(
lisp::long-float-exp-bits
1l0
)
(
logior
(
vm::random-mt19937
state-vector
)
vm:long-float-hidden-bit
)
(
vm::random-mt19937
state-vector
))
1l0
))))
#+
(
and
long-float
sparc
)
(
defun
%random-long-float
(
arg
state
)
(
declare
(
type
(
long-float
(
0l0
))
arg
)
(
type
random-state
state
))
(
*
arg
(
-
(
lisp::make-long-float
(
lisp::long-float-exp-bits
1l0
)
; X needs more work
(
random-chunk
state
)
(
random-chunk
state
)
(
random-chunk
state
))
1l0
)))
#+
double-double
(
defun
%random-double-double-float
(
arg
state
)
(
declare
(
type
(
double-double-float
(
0w0
))
arg
)
(
type
random-state
state
))
;; Generate a 31-bit integer, scale it and sum them up
(
let*
((
r
0w0
)
(
scale
(
scale-float
1d0
-31
))
(
mult
scale
))
(
declare
(
double-float
mult
)
(
type
double-double-float
r
)
(
optimize
(
speed
3
)
(
inhibit-warnings
3
)))
(
dotimes
(
k
4
)
(
setf
r
(
+
r
(
*
mult
(
ldb
(
byte
31
0
)
(
random-chunk
state
)))))
(
setf
mult
(
*
mult
scale
)))
(
*
arg
r
)))
;;;; Random integers:
;;; Amount we overlap chunks by when building a large integer to make up for
;;; the loss of randomness in the low bits.
;;;
(
defconstant
random-integer-overlap
3
)
;;; Extra bits of randomness that we generate before taking the value MOD the
;;; limit, to avoid loss of randomness near the limit.
;;;
(
defconstant
random-integer-extra-bits
10
)
;;; Largest fixnum we can compute from one chunk of bits.
;;;
(
defconstant
random-fixnum-max
(
1-
(
ash
1
(
-
random-chunk-length
random-integer-extra-bits
))))
;;; %RANDOM-INTEGER -- Internal
;;;
(
defun
%random-integer
(
arg
state
)
(
declare
(
type
(
integer
1
)
arg
)
(
type
random-state
state
))
(
let
((
shift
(
-
random-chunk-length
random-integer-overlap
)))
(
do
((
bits
(
random-chunk
state
)
(
logxor
(
ash
bits
shift
)
(
random-chunk
state
)))
(
count
(
+
(
integer-length
arg
)
(
-
random-integer-extra-bits
shift
))
(
-
count
shift
)))
((
minusp
count
)
(
rem
bits
arg
))
(
declare
(
fixnum
count
)))))
(
defun
random
(
arg
&optional
(
state
*random-state*
))
"Generate a uniformly distributed pseudo-random number between zero
and Arg. State, if supplied, is the random state to use."
(
declare
(
inline
%random-single-float
%random-double-float
#+
long-float
%long-float
))
(
cond
((
typep
arg
'
(
integer
1
#x100000000
))
;; Let the compiler deftransform take care of this case.
(
random
arg
state
))
((
and
(
typep
arg
'single-float
)
(
>
arg
0.0F0
))
(
%random-single-float
arg
state
))
((
and
(
typep
arg
'double-float
)
(
>
arg
0.0D0
))
(
%random-double-float
arg
state
))
#+
long-float
((
and
(
typep
arg
'long-float
)
(
>
arg
0.0L0
))
(
%random-long-float
arg
state
))
#+
double-double
((
and
(
typep
arg
'double-double-float
)
(
>
arg
0.0w0
))
(
%random-double-double-float
arg
state
))
((
and
(
integerp
arg
)
(
>
arg
0
))
(
%random-integer
arg
state
))
(
t
(
error
'simple-type-error
:expected-type
'
(
or
(
integer
1
)
(
float
(
0.0
)))
:datum
arg
:format-control
(
intl:gettext
"Argument is not a positive integer or a positive float: ~S"
)
:format-arguments
(
list
arg
)))))
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