star-sp

Random number generators and distributions
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commit e8e67b3fe8aa1d4b0e13f087b51d52e7b762203c
parent 4da2e6bed1087fa334d8d11e41f2057c07cff459
Author: Vincent Forest <vincent.forest@meso-star.com>
Date:   Thu, 18 Jun 2015 23:05:58 +0200

Add and test the uniform sphere random variate

Diffstat:
Mcmake/CMakeLists.txt | 1+
Msrc/ssp.h | 49+++++++++++++++++++++++++++++++++++++------------
Msrc/ssp_rng.c | 33+++++++++++++++++----------------
Msrc/test_ssp_ran_hemisphere.c | 2--
Asrc/test_ssp_ran_sphere.c | 65+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
5 files changed, 120 insertions(+), 30 deletions(-)

diff --git a/cmake/CMakeLists.txt b/cmake/CMakeLists.txt @@ -141,6 +141,7 @@ if(NOT NO_TEST) register_test(test_ssp_rng_aes test_ssp_rng aes) endif() new_test(test_ssp_ran_hemisphere ${MATH_LIB}) + new_test(test_ssp_ran_sphere ${MATH_LIB}) new_test(test_ssp_rng_proxy) endif() diff --git a/src/ssp.h b/src/ssp.h @@ -89,15 +89,12 @@ SSP_API const struct ssp_rng_type ssp_rng_kiss; SSP_API const struct ssp_rng_type ssp_rng_mt19937_64; /* 48-bits RANLUX builtin PRNG type of Lusher and James, 1994 */ SSP_API const struct ssp_rng_type ssp_rng_ranlux48; -/* -random_device generator from Boost / C++11 -std::random_device is a uniformly-distributed integer random number generator -that produces non-deterministic random numbers. -std::random_device may be implemented in terms of an implementation-defined -pseudo-random number engine if a non-deterministic source (e.g. a hardware device) -is not available to the implementation. -In this case each std::random_device object may generate the same number sequence. -*/ +/* A random_device RNG is a uniformly-distributed integer random number generator + * that produces non-deterministic random numbers. It may may be implemented in + * terms of an implementation-defined pseudo-random number engine if a + * non-deterministic source (e.g. a hardware device) is not available to the + * implementation. In this case each random_device object may generate the same + * number sequence. */ SSP_API const struct ssp_rng_type ssp_rng_random_device; /* Counter Based RNG threefry of Salmon, Moraes, Dror & Shaw */ SSP_API const struct ssp_rng_type ssp_rng_threefry; @@ -133,14 +130,14 @@ SSP_API uint64_t ssp_rng_get (struct ssp_rng* rng); -/* Uniform random integer distribution in [lower, upper] */ +/* Uniform random integer distribution in [lower, upper) */ SSP_API uint64_t ssp_rng_uniform_uint64 (struct ssp_rng* rng, const uint64_t lower, const uint64_t upper); -/* Uniform random floating point distribution in [lower, upper] */ +/* Uniform random floating point distribution in [lower, upper) */ SSP_API double ssp_rng_uniform_double (struct ssp_rng* rng, @@ -172,7 +169,7 @@ ssp_rng_read SSP_API double ssp_rng_entropy -(const struct ssp_rng* rng); + (const struct ssp_rng* rng); /******************************************************************************* * Proxy of Random Number Generators - It manages a list of `nbuckets' RNGs @@ -202,6 +199,34 @@ ssp_rng_proxy_create_rng struct ssp_rng** rng); /******************************************************************************* + * Sphere distribution + ******************************************************************************/ +/* Uniform sampling of an unit sphere. The PDF of the generated sample is + * stored in sample[3] */ +static INLINE float* +ssp_ran_sphere_uniform(struct ssp_rng* rng, float sample[4]) +{ + double phi, cos_theta, sin_theta, v; + ASSERT(rng && sample); + phi = ssp_rng_uniform_double(rng, 0.0, 2.0*PI); + v = ssp_rng_canonical(rng); + cos_theta = 1.0 - 2.0*v; + sin_theta = 2.0 * sqrt(v * (1.0 - v)); + sample[0] = (float)(cos(phi) * sin_theta); + sample[1] = (float)(sin(phi) * sin_theta); + sample[2] = (float)cos_theta; + sample[3] = (float)(1.0/(4.0*PI)); + return sample; +} + +/* Return the probability distribution for a sphere uniform random variate */ +static INLINE float +ssp_ran_sphere_pdf(void) +{ + return (float)(1.0/(4.0*PI)); +} + +/******************************************************************************* * Hemisphere distribution ******************************************************************************/ /* Uniform sampling of an unit hemisphere whose up direction is implicitly the diff --git a/src/ssp_rng.c b/src/ssp_rng.c @@ -48,26 +48,26 @@ #ifdef COMPILER_GCC #pragma GCC diagnostic push -#pragma GCC diagnostic ignored "-Wconversion" /* conversion to ‘yyy’ from ‘xxx’ may alter its value */ + #pragma GCC diagnostic ignored "-Wconversion" /* unsafe conversion */ #elif defined(COMPILER_CL) -// disable some warnings in Random123 includes -#pragma warning(push) -#pragma warning(disable:4100) /* unreferenced formal parameter */ -#pragma warning(disable:4127) /* conditional expression is constant */ -#pragma warning(disable:4512) /* assignment operator could not be generated */ -#pragma warning(disable:4521) /* multiple copy constructors specified */ + /* disable some warnings in Random123 includes */ + #pragma warning(push) + #pragma warning(disable:4100) /* unreferenced formal parameter */ + #pragma warning(disable:4127) /* conditional expression is constant */ + #pragma warning(disable:4512) /* assignment operator could not be generated */ + #pragma warning(disable:4521) /* multiple copy constructors specified */ #endif -#include "Random123/conventional/Engine.hpp" -#include "Random123/threefry.h" +#include <Random123/conventional/Engine.hpp> +#include <Random123/threefry.h> #ifdef WITH_R123_AES -#include "Random123/aes.h" + #include <Random123/aes.h> #endif #ifdef COMPILER_GCC -#pragma GCC diagnostic pop + #pragma GCC diagnostic pop #elif defined(COMPILER_CL) -#pragma warning(pop) + #pragma warning(pop) #endif #include <sstream> @@ -81,6 +81,7 @@ struct rng_kiss { uint32_t x, y, z, c; }; static res_T rng_kiss_set(void* data, const size_t seed) + { struct rng_kiss* kiss = (struct rng_kiss*)data; RAN_NAMESPACE::mt19937 rng_mt(seed % UINT32_MAX); @@ -332,7 +333,8 @@ template<> double rng_cxx_entropy<RAN_NAMESPACE::random_device>(const void* data) { - const RAN_NAMESPACE::random_device* rng = (const RAN_NAMESPACE::random_device*)data; + const RAN_NAMESPACE::random_device* rng = + (const RAN_NAMESPACE::random_device*)data; ASSERT(rng); return rng->entropy(); } @@ -389,9 +391,8 @@ const struct ssp_rng_type ssp_rng_random_device = { }; /******************************************************************************* -* Random123 Counter Based RNG -******************************************************************************/ - + * Random123 Counter Based RNG + ******************************************************************************/ typedef r123::Engine<r123::Threefry4x64> threefry_t; #ifdef WITH_R123_AES diff --git a/src/test_ssp_ran_hemisphere.c b/src/test_ssp_ran_hemisphere.c @@ -1,7 +1,5 @@ /* Copyright (C) |Meso|Star> 2015 (contact@meso-star.com) * - * This software is a program whose purpose is to test the spp library. - * * This software is governed by the CeCILL license under French law and * abiding by the rules of distribution of free software. You can use, * modify and/or redistribute the software under the terms of the CeCILL diff --git a/src/test_ssp_ran_sphere.c b/src/test_ssp_ran_sphere.c @@ -0,0 +1,65 @@ +/* Copyright (C) |Meso|Star> 2015 (contact@meso-star.com) + * + * This software is governed by the CeCILL license under French law and + * abiding by the rules of distribution of free software. You can use, + * modify and/or redistribute the software under the terms of the CeCILL + * license as circulated by CEA, CNRS and INRIA at the following URL + * "http://www.cecill.info". + * + * As a counterpart to the access to the source code and rights to copy, + * modify and redistribute granted by the license, users are provided only + * with a limited warranty and the software's author, the holder of the + * economic rights, and the successive licensors have only limited + * liability. + * + * In this respect, the user's attention is drawn to the risks associated + * with loading, using, modifying and/or developing or reproducing the + * software by the user in light of its specific status of free software, + * that may mean that it is complicated to manipulate, and that also + * therefore means that it is reserved for developers and experienced + * professionals having in-depth computer knowledge. Users are therefore + * encouraged to load and test the software's suitability as regards their + * requirements in conditions enabling the security of their systems and/or + * data to be ensured and, more generally, to use and operate it in the + * same conditions as regards security. + * + * The fact that you are presently reading this means that you have had + * knowledge of the CeCILL license and that you accept its terms. */ + +#include "ssp.h" +#include "test_ssp_utils.h" + +#define NSAMPS 128 + +int +main(int argc, char** argv) +{ + struct ssp_rng* rng; + struct mem_allocator allocator; + float samps[NSAMPS][4]; + float* f = NULL; + int i = 0, j = 0; + (void)argc, (void)argv; + + mem_init_proxy_allocator(&allocator, &mem_default_allocator); + + CHECK(ssp_rng_create(&allocator, &ssp_rng_mt19937_64, &rng), RES_OK); + + FOR_EACH(i, 0, NSAMPS) { + f = ssp_ran_sphere_uniform(rng, samps[i]); + CHECK(f, samps[i]); + CHECK(f3_is_normalized(f), 1); + CHECK(eq_epsf(samps[i][3], (float)(1.0/(4.0*PI)), 1.e-6f), 1); + CHECK(eq_epsf(samps[i][3], ssp_ran_sphere_pdf(), 1.e-6f), 1); + FOR_EACH(j, 0, i) { + CHECK(f3_eq_eps(samps[j], samps[i], 1.e-6f), 0); + } + } + + ssp_rng_ref_put(rng); + check_memory_allocator(&allocator); + mem_shutdown_proxy_allocator(&allocator); + + CHECK(mem_allocated_size(), 0); + return 0; +}