// Copyright 2008-2016 Conrad Sanderson (http://conradsanderson.id.au) // Copyright 2008-2016 National ICT Australia (NICTA) // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. // ------------------------------------------------------------------------ //! \addtogroup arma_rng //! @{ #if defined(ARMA_RNG_ALT) #undef ARMA_USE_EXTERN_RNG #endif // NOTE: mt19937_64_instance_warmup is used as a workaround // NOTE: for thread_local issue on macOS 11 and/or AppleClang 12.0 // NOTE: see https://gitlab.com/conradsnicta/armadillo-code/-/issues/173 // NOTE: if this workaround causes problems, please report it and // NOTE: disable the workaround by uncommenting the code block below: // #if defined(__APPLE__) || defined(__apple_build_version__) // #if !defined(ARMA_DONT_DISABLE_EXTERN_RNG) // #undef ARMA_USE_EXTERN_RNG // #endif // #endif // NOTE: workaround for another thread_local issue on macOS // NOTE: where GCC (not Clang) may not have support for thread_local #if (defined(__APPLE__) && defined(__GNUG__) && !defined(__clang__)) #if !defined(ARMA_DONT_DISABLE_EXTERN_RNG) #undef ARMA_USE_EXTERN_RNG #endif #endif #if defined(ARMA_USE_EXTERN_RNG) extern thread_local std::mt19937_64 mt19937_64_instance; #if defined(__APPLE__) || defined(__apple_build_version__) namespace { struct mt19937_64_instance_warmup { inline mt19937_64_instance_warmup() { typename std::mt19937_64::result_type junk = mt19937_64_instance(); arma_ignore(junk); } }; static mt19937_64_instance_warmup mt19937_64_instance_warmup_run; } #endif #endif class arma_rng { public: #if defined(ARMA_RNG_ALT) typedef arma_rng_alt::seed_type seed_type; #elif defined(ARMA_USE_EXTERN_RNG) typedef std::mt19937_64::result_type seed_type; #else typedef arma_rng_cxx98::seed_type seed_type; #endif #if defined(ARMA_RNG_ALT) static constexpr int rng_method = 2; #elif defined(ARMA_USE_EXTERN_RNG) static constexpr int rng_method = 1; #else static constexpr int rng_method = 0; #endif inline static void set_seed(const seed_type val); inline static void set_seed_random(); template struct randi; template struct randu; template struct randn; template struct randg; }; inline void arma_rng::set_seed(const arma_rng::seed_type val) { #if defined(ARMA_RNG_ALT) { arma_rng_alt::set_seed(val); } #elif defined(ARMA_USE_EXTERN_RNG) { mt19937_64_instance.seed(val); } #else { arma_rng_cxx98::set_seed(val); } #endif } arma_cold inline void arma_rng::set_seed_random() { seed_type seed1 = seed_type(0); seed_type seed2 = seed_type(0); seed_type seed3 = seed_type(0); seed_type seed4 = seed_type(0); bool have_seed = false; try { std::random_device rd; if(rd.entropy() > double(0)) { seed1 = static_cast( rd() ); } if(seed1 != seed_type(0)) { have_seed = true; } } catch(...) {} if(have_seed == false) { try { union { seed_type a; unsigned char b[sizeof(seed_type)]; } tmp; tmp.a = seed_type(0); std::ifstream f("/dev/urandom", std::ifstream::binary); if(f.good()) { f.read((char*)(&(tmp.b[0])), sizeof(seed_type)); } if(f.good()) { seed2 = tmp.a; if(seed2 != seed_type(0)) { have_seed = true; } } } catch(...) {} } if(have_seed == false) { // get better-than-nothing seeds in case reading /dev/urandom failed const std::chrono::system_clock::time_point tp_now = std::chrono::system_clock::now(); auto since_epoch_usec = std::chrono::duration_cast(tp_now.time_since_epoch()).count(); seed3 = static_cast( since_epoch_usec & 0xFFFF ); union { uword* a; unsigned char b[sizeof(uword*)]; } tmp; tmp.a = (uword*)malloc(sizeof(uword)); if(tmp.a != nullptr) { for(size_t i=0; i struct arma_rng::randi { inline operator eT () { #if defined(ARMA_RNG_ALT) { return eT( arma_rng_alt::randi_val() ); } #elif defined(ARMA_USE_EXTERN_RNG) { constexpr double scale = double(std::numeric_limits::max()) / double(std::mt19937_64::max()); return eT( double(mt19937_64_instance()) * scale ); } #else { return eT( arma_rng_cxx98::randi_val() ); } #endif } inline static int max_val() { #if defined(ARMA_RNG_ALT) { return arma_rng_alt::randi_max_val(); } #elif defined(ARMA_USE_EXTERN_RNG) { return std::numeric_limits::max(); } #else { return arma_rng_cxx98::randi_max_val(); } #endif } inline static void fill(eT* mem, const uword N, const int a, const int b) { #if defined(ARMA_RNG_ALT) { arma_rng_alt::randi_fill(mem, N, a, b); } #elif defined(ARMA_USE_EXTERN_RNG) { std::uniform_int_distribution local_i_distr(a, b); for(uword i=0; i local_i_distr(a, b); local_engine.seed( local_seed_type(std::rand()) ); for(uword i=0; i struct arma_rng::randu { inline operator eT () { #if defined(ARMA_RNG_ALT) { return eT( arma_rng_alt::randu_val() ); } #elif defined(ARMA_USE_EXTERN_RNG) { constexpr double scale = double(1.0) / double(std::mt19937_64::max()); return eT( double(mt19937_64_instance()) * scale ); } #else { return eT( arma_rng_cxx98::randu_val() ); } #endif } inline static void fill(eT* mem, const uword N) { #if defined(ARMA_RNG_ALT) { for(uword i=0; i < N; ++i) { mem[i] = eT( arma_rng_alt::randu_val() ); } } #elif defined(ARMA_USE_EXTERN_RNG) { std::uniform_real_distribution local_u_distr; for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(mt19937_64_instance) ); } } #else { if(N == uword(1)) { mem[0] = eT( arma_rng_cxx98::randu_val() ); return; } typedef typename std::mt19937_64::result_type local_seed_type; std::mt19937_64 local_engine; std::uniform_real_distribution local_u_distr; local_engine.seed( local_seed_type(std::rand()) ); for(uword i=0; i < N; ++i) { mem[i] = eT( local_u_distr(local_engine) ); } } #endif } }; template struct arma_rng::randu< std::complex > { arma_inline operator std::complex () { #if defined(ARMA_RNG_ALT) { const T a = T( arma_rng_alt::randu_val() ); const T b = T( arma_rng_alt::randu_val() ); return std::complex(a, b); } #elif defined(ARMA_USE_EXTERN_RNG) { std::uniform_real_distribution local_u_distr; const T a = T( local_u_distr(mt19937_64_instance) ); const T b = T( local_u_distr(mt19937_64_instance) ); return std::complex(a, b); } #else { const T a = T( arma_rng_cxx98::randu_val() ); const T b = T( arma_rng_cxx98::randu_val() ); return std::complex(a, b); } #endif } inline static void fill(std::complex* mem, const uword N) { #if defined(ARMA_RNG_ALT) { for(uword i=0; i < N; ++i) { const T a = T( arma_rng_alt::randu_val() ); const T b = T( arma_rng_alt::randu_val() ); mem[i] = std::complex(a, b); } } #elif defined(ARMA_USE_EXTERN_RNG) { std::uniform_real_distribution local_u_distr; for(uword i=0; i < N; ++i) { const T a = T( local_u_distr(mt19937_64_instance) ); const T b = T( local_u_distr(mt19937_64_instance) ); mem[i] = std::complex(a, b); } } #else { if(N == uword(1)) { const T a = T( arma_rng_cxx98::randu_val() ); const T b = T( arma_rng_cxx98::randu_val() ); mem[0] = std::complex(a, b); return; } typedef typename std::mt19937_64::result_type local_seed_type; std::mt19937_64 local_engine; std::uniform_real_distribution local_u_distr; local_engine.seed( local_seed_type(std::rand()) ); for(uword i=0; i < N; ++i) { const T a = T( local_u_distr(local_engine) ); const T b = T( local_u_distr(local_engine) ); mem[i] = std::complex(a, b); } } #endif } }; // template struct arma_rng::randn { inline operator eT () const { #if defined(ARMA_RNG_ALT) { return eT( arma_rng_alt::randn_val() ); } #elif defined(ARMA_USE_EXTERN_RNG) { std::normal_distribution local_n_distr; return eT( local_n_distr(mt19937_64_instance) ); } #else { return eT( arma_rng_cxx98::randn_val() ); } #endif } inline static void dual_val(eT& out1, eT& out2) { #if defined(ARMA_RNG_ALT) { arma_rng_alt::randn_dual_val(out1, out2); } #elif defined(ARMA_USE_EXTERN_RNG) { std::normal_distribution local_n_distr; out1 = eT( local_n_distr(mt19937_64_instance) ); out2 = eT( local_n_distr(mt19937_64_instance) ); } #else { arma_rng_cxx98::randn_dual_val(out1, out2); } #endif } inline static void fill_simple(eT* mem, const uword N) { #if defined(ARMA_RNG_ALT) { // NOTE: old method to avoid regressions in user code that assumes specific sequence uword i, j; for(i=0, j=1; j < N; i+=2, j+=2) { arma_rng_alt::randn_dual_val( mem[i], mem[j] ); } if(i < N) { mem[i] = eT( arma_rng_alt::randn_val() ); } } #elif defined(ARMA_USE_EXTERN_RNG) { std::normal_distribution local_n_distr; for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(mt19937_64_instance) ); } } #else { if(N == uword(1)) { mem[0] = eT( arma_rng_cxx98::randn_val() ); return; } typedef typename std::mt19937_64::result_type local_seed_type; std::mt19937_64 local_engine; std::normal_distribution local_n_distr; local_engine.seed( local_seed_type(std::rand()) ); for(uword i=0; i < N; ++i) { mem[i] = eT( local_n_distr(local_engine) ); } } #endif } inline static void fill(eT* mem, const uword N) { #if defined(ARMA_USE_OPENMP) { if((N < 1024) || omp_in_parallel()) { arma_rng::randn::fill_simple(mem, N); return; } typedef typename std::mt19937_64::result_type local_seed_type; const uword n_threads = uword( mp_thread_limit::get() ); std::vector< std::mt19937_64 > engine(n_threads); std::vector< std::normal_distribution > distr(n_threads); for(uword t=0; t < n_threads; ++t) { std::mt19937_64& t_engine = engine[t]; t_engine.seed( local_seed_type(t) + local_seed_type(arma_rng::randi()) ); } const uword chunk_size = N / n_threads; #pragma omp parallel for schedule(static) num_threads(int(n_threads)) for(uword t=0; t < n_threads; ++t) { const uword start = (t+0) * chunk_size; const uword endp1 = (t+1) * chunk_size; std::mt19937_64& t_engine = engine[t]; std::normal_distribution& t_distr = distr[t]; for(uword i=start; i < endp1; ++i) { mem[i] = eT( t_distr(t_engine)); } } std::mt19937_64& t0_engine = engine[0]; std::normal_distribution& t0_distr = distr[0]; for(uword i=(n_threads*chunk_size); i < N; ++i) { mem[i] = eT( t0_distr(t0_engine)); } } #else { arma_rng::randn::fill_simple(mem, N); } #endif } }; template struct arma_rng::randn< std::complex > { inline operator std::complex () const { #if defined(_MSC_VER) // attempt at workaround for MSVC bug // does MS even test their so-called compilers before release? T a; T b; #else T a(0); T b(0); #endif arma_rng::randn::dual_val(a, b); return std::complex(a, b); } inline static void dual_val(std::complex& out1, std::complex& out2) { #if defined(_MSC_VER) T a; T b; #else T a(0); T b(0); #endif arma_rng::randn::dual_val(a,b); out1 = std::complex(a,b); arma_rng::randn::dual_val(a,b); out2 = std::complex(a,b); } inline static void fill_simple(std::complex* mem, const uword N) { #if defined(ARMA_RNG_ALT) { for(uword i=0; i < N; ++i) { mem[i] = std::complex( arma_rng::randn< std::complex >() ); } } #elif defined(ARMA_USE_EXTERN_RNG) { std::normal_distribution local_n_distr; for(uword i=0; i < N; ++i) { const T a = T( local_n_distr(mt19937_64_instance) ); const T b = T( local_n_distr(mt19937_64_instance) ); mem[i] = std::complex(a,b); } } #else { if(N == uword(1)) { T a = T(0); T b = T(0); arma_rng_cxx98::randn_dual_val(a,b); mem[0] = std::complex(a,b); return; } typedef typename std::mt19937_64::result_type local_seed_type; std::mt19937_64 local_engine; std::normal_distribution local_n_distr; local_engine.seed( local_seed_type(std::rand()) ); for(uword i=0; i < N; ++i) { const T a = T( local_n_distr(local_engine) ); const T b = T( local_n_distr(local_engine) ); mem[i] = std::complex(a,b); } } #endif } inline static void fill(std::complex* mem, const uword N) { #if defined(ARMA_USE_OPENMP) { if((N < 512) || omp_in_parallel()) { arma_rng::randn< std::complex >::fill_simple(mem, N); return; } typedef typename std::mt19937_64::result_type local_seed_type; const uword n_threads = uword( mp_thread_limit::get() ); std::vector< std::mt19937_64 > engine(n_threads); std::vector< std::normal_distribution > distr(n_threads); for(uword t=0; t < n_threads; ++t) { std::mt19937_64& t_engine = engine[t]; t_engine.seed( local_seed_type(t) + local_seed_type(arma_rng::randi()) ); } const uword chunk_size = N / n_threads; #pragma omp parallel for schedule(static) num_threads(int(n_threads)) for(uword t=0; t < n_threads; ++t) { const uword start = (t+0) * chunk_size; const uword endp1 = (t+1) * chunk_size; std::mt19937_64& t_engine = engine[t]; std::normal_distribution& t_distr = distr[t]; for(uword i=start; i < endp1; ++i) { const T val1 = T( t_distr(t_engine) ); const T val2 = T( t_distr(t_engine) ); mem[i] = std::complex(val1, val2); } } std::mt19937_64& t0_engine = engine[0]; std::normal_distribution& t0_distr = distr[0]; for(uword i=(n_threads*chunk_size); i < N; ++i) { const T val1 = T( t0_distr(t0_engine) ); const T val2 = T( t0_distr(t0_engine) ); mem[i] = std::complex(val1, val2); } } #else { arma_rng::randn< std::complex >::fill_simple(mem, N); } #endif } }; // template struct arma_rng::randg { inline static void fill_simple(eT* mem, const uword N, const double a, const double b) { #if defined(ARMA_USE_EXTERN_RNG) { std::gamma_distribution local_g_distr(a,b); for(uword i=0; i local_g_distr(a,b); local_engine.seed( local_seed_type(arma_rng::randi()) ); for(uword i=0; i::fill_simple(mem, N, a, b); return; } typedef std::mt19937_64 motor_type; typedef std::mt19937_64::result_type ovum_type; typedef std::gamma_distribution distr_type; const uword n_threads = uword( mp_thread_limit::get() ); std::vector g_motor(n_threads); std::vector g_distr(n_threads); const distr_type g_distr_base(a,b); for(uword t=0; t < n_threads; ++t) { motor_type& g_motor_t = g_motor[t]; distr_type& g_distr_t = g_distr[t]; g_motor_t.seed( ovum_type(t) + ovum_type(arma_rng::randi()) ); g_distr_t.param( g_distr_base.param() ); } const uword chunk_size = N / n_threads; #pragma omp parallel for schedule(static) num_threads(int(n_threads)) for(uword t=0; t < n_threads; ++t) { const uword start = (t+0) * chunk_size; const uword endp1 = (t+1) * chunk_size; motor_type& g_motor_t = g_motor[t]; distr_type& g_distr_t = g_distr[t]; for(uword i=start; i < endp1; ++i) { mem[i] = eT( g_distr_t(g_motor_t)); } } motor_type& g_motor_0 = g_motor[0]; distr_type& g_distr_0 = g_distr[0]; for(uword i=(n_threads*chunk_size); i < N; ++i) { mem[i] = eT( g_distr_0(g_motor_0)); } } #else { arma_rng::randg::fill_simple(mem, N, a, b); } #endif } }; //! @}