Re: [boost] [random] new threefry random engine

Subject: Re: [boost] [random] new threefry random engine
From: Thijs van den Berg (thijs_at_[hidden])
Date: 2014-05-02 07:52:40

On 02 May 2014, at 13:39, John Salmon <john_at_[hidden]> wrote:

> On Fri, May 2, 2014 at 1:26 AM, Steven Watanabe <watanabesj_at_[hidden]>wrote:
> 
>> AMDG
>> 
>> On 04/27/2014 05:39 AM, Mathias Gaunard wrote:
>>> 
>>> With a single, stateless generator, everything is much simpler. One
>>> seed, one generator, completely reproducible results regardless of
>>> scheduling. The interface i want to have is this:
>>> 
>>> #pragma omp for
>>> for(int i=0; i<n; ++i)
>>> {
>>>  out[i] = in[i] * random_value(i);
>>> }
>>> 
>> 
>> The proposed RandomFunction doesn't quite work this
>> way.  It produces random numbers in blocks.  (For
>> instance, the threefry engine that started this thread,
>> uses a 256-bit block size.)
>> 
> 
> Yes.  But with C++11 initializer lists, random_value is a one-liner:
> 
> unsigned random_value(unsigned i){
>    return Threefry<2, unsigned>()({i})[0];
> }
> 
> Without initializer lists, you would need another line for a  declaration
> of a domain_type.
> 
> Alternatively, you may prefer to let a distribution do the rescaling for
> you:
> 
> Threefry<2,unsigned> prf;
> uniform_real_distribution<float> zero_one(0., 1.);
> #omp
> for(int i=0; i<n; ++i)
> {
>     out[i] = in[i]*zero_one( counter_based_urng(prf, {i}) );
> }
> 
> John Salmon

The zero_one distribution can do any amount of call to the urng. E.g. the current normal_distribribution uses ziggurat with rejection sampling. The previous version uses Box Muller and consumed an even amount of random numbers. The only way I can see "counter_based_urng(prf, {i})” to be able to generate an arbitrary number of random values is when it has it’s own internal counter. In that case it’s best to use a random engine adaptor.

counter_based_engine< Threefry<2,unsigned> > eng;
uniform_real_distribution<float> zero_one(0., 1.);

eng.seed(thread_id);

for(int i=0; i<n; ++i)
{
    out[i] = in[i]*zero_one( eng );
}