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Add efficient range function for integral types #20

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Dec 14, 2023
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56 changes: 51 additions & 5 deletions include/openrand/base_state.h
Original file line number Diff line number Diff line change
Expand Up @@ -100,7 +100,7 @@ class BaseRNG {
/**
* @brief Generates a number from a uniform distribution between a and b.
*
* @Note For integer type, this method is slightly biased towards lower numbers.
* @Note For integer types, consider using @ref range for greater control.
*
* @tparam T Data type to be returned. Can be float or double.
* double.
Expand All @@ -114,13 +114,12 @@ class BaseRNG {
static_assert(!(std::is_integral_v<T> && sizeof(T) > sizeof(int32_t)),
"64 bit int not yet supported");

T range = high - low;
T r = high - low;

if constexpr (std::is_floating_point_v<T>) {
return low + range * rand<T>();
return low + r * rand<T>();
} else if constexpr (std::is_integral_v<T>) {
// Thanks to (https://lemire.me/blog/2016/06/27/a-fast-alternative-to-the-modulo-reduction/)
return low + T(((uint64_t)rand<uint32_t>() * (uint64_t)range) >> 32);
return low + range<true, T>(r);
}
}

Expand Down Expand Up @@ -190,6 +189,53 @@ class BaseRNG {
return mean + randn<T>() * std_dev;
}

/**
* @brief Generates a random integer of certain range
*
* This uses the method described in [1] to generate a random integer
* of range [0..N)
*
*
* @attention if using non-biased version, please make sure that N is not
* too large [2]
*
* @tparam biased if true, the faster, but slightly biased variant is used.
* @tparam T integer type (<=32 bit) to be returned
*
* @param N A random integral of range [0..N) will be returned
* @return T random number from a uniform distribution between 0 and N
*
*
* @note [1] https://lemire.me/blog/2016/06/30/fast-random-shuffling/
* @note [2] If N=2^b (b<32), pr(taking the branch) = p = 1/2^(32-b). For N=2^24,
* this value is 1/2^8 = .4%, quite negligible. But GPU complicates this simple math.
* Assuming a warp size of 32, the probability of a thread taking the branch becomes
* 1 - (1-p)^32. For N=2^24, that value is 11.8%. For N=2^20, it's 0.8%.
*/
template <bool biased = true, typename T = int>
DEVICE T range(const T N) {
// static_assert(std::is_integral_v<T> && sizeof(T) <= sizeof(int32_t),
// "64 bit int not yet supported");

uint32_t x = gen().template draw<uint32_t>();
uint64_t res = static_cast<uint64_t>(x) * static_cast<uint64_t>(N);

if constexpr (biased) {
return static_cast<T>(res >> 32);
} else {
uint32_t leftover = static_cast<uint32_t>(res);
if (leftover < N) {
uint32_t threshold = -N % N;
while (leftover < threshold) {
x = gen().template draw<uint32_t>();
res = static_cast<uint64_t>(x) * static_cast<uint64_t>(N);
leftover = static_cast<uint32_t>(res);
}
}
return static_cast<T>(res);
}
}

/**
* @brief Generates a random number from a gamma distribution with shape alpha
* and scale b.
Expand Down
7 changes: 3 additions & 4 deletions include/openrand/philox.h
Original file line number Diff line number Diff line change
Expand Up @@ -62,8 +62,8 @@ class Philox : public BaseRNG<Philox> {
* @param ctr1 (Optional) Another 32-bit counter exposed for advanced use.
*/
DEVICE Philox(uint64_t seed, uint32_t ctr,
uint32_t global_seed = openrand::DEFAULT_GLOBAL_SEED,
uint32_t ctr1 = 0x12345)
uint32_t global_seed = openrand::DEFAULT_GLOBAL_SEED,
uint32_t ctr1 = 0x12345)
: seed_hi((uint32_t)(seed >> 32)),
seed_lo((uint32_t)(seed & 0xFFFFFFFF)),
ctr0(ctr),
Expand All @@ -76,8 +76,7 @@ class Philox : public BaseRNG<Philox> {
generate();

static_assert(std::is_same_v<T, uint32_t> || std::is_same_v<T, uint64_t>);
if constexpr (std::is_same_v<T, uint32_t>)
return _out[0];
if constexpr (std::is_same_v<T, uint32_t>) return _out[0];

// Not wrapping this block in else{} would lead to compiler warning
else {
Expand Down
10 changes: 10 additions & 0 deletions tests/CMakeLists.txt
Original file line number Diff line number Diff line change
Expand Up @@ -21,9 +21,19 @@ target_link_libraries(
GTest::gtest_main
)

add_executable(
base
test_base.cpp
)
target_link_libraries(
base
GTest::gtest_main
)

include(GoogleTest)
gtest_discover_tests(uniform)
gtest_discover_tests(normal)
gtest_discover_tests(base)


# Statistical tests, not run through gtest framework
Expand Down
62 changes: 62 additions & 0 deletions tests/test_base.cpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,62 @@
// @HEADER
// *******************************************************************************
// OpenRAND *
// A Performance Portable, Reproducible Random Number Generation Library *
// *
// Copyright (c) 2023, Michigan State University *
// *
// 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. *
//********************************************************************************
// @HEADER

#include <gtest/gtest.h>
#include <openrand/philox.h>
#include <openrand/squares.h>
#include <openrand/threefry.h>
#include <openrand/tyche.h>

#include <random>

template <typename RNG>
void test_rangev2(int seed) {
RNG rng(seed, 0);
for (int i = 0; i < 10; i++) {
ASSERT_LT(rng.range(10), 10);
}
const int v = (1 << 27);
for (int i = 0; i < 10; i++) {
// had to create tmp variable. Couldn't directly pass to ASSERT_LT for
// some reason
auto x = rng.template range<true, int>(10);
ASSERT_LT(x, 10);
auto y = rng.template range<true, int>(v);
ASSERT_LT(y, v);
}
for (int i = 0; i < 10; i++) {
auto z = rng.template range<true, short>(1000);
ASSERT_LT(z, 1000);
}
}

TEST(BASE, rangev2) {
test_rangev2<openrand::Philox>(42);
test_rangev2<openrand::Tyche>(37);
test_rangev2<openrand::Philox>(12345);
test_rangev2<openrand::Tyche>(1234);
}