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Add 512 bit xoshiro family #119

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Add xoshiro512d
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mborland committed Jan 30, 2025
commit c6bc559e5f87577d3360f8c6bfc8abcbadb41595
76 changes: 76 additions & 0 deletions include/boost/random/xoshiro.hpp
Original file line number Diff line number Diff line change
@@ -249,6 +249,82 @@ class xoshiro512mm final : public detail::xoshiro_base<xoshiro512mm, 8>
}
};

/* This is xoshiro512+ 1.0, our generator for floating-point numbers with
* increased state size. We suggest to use its upper bits for
* floating-point generation, as it is slightly faster than xoshiro512**.
* It passes all tests we are aware of except for the lowest three bits,
* which might fail linearity tests (and just those), so if low linear
* complexity is not considered an issue (as it is usually the case) it
* can be used to generate 64-bit outputs, too.
*
* We suggest to use a sign test to extract a random Boolean value, and
* right shifts to extract subsets of bits.
*
* The state must be seeded so that it is not everywhere zero. If you have
* a 64-bit seed, we suggest to seed a splitmix64 generator and use its
* output to fill s.
*/

class xoshiro512d final : public detail::xoshiro_base<xoshiro512d, 8, double>
{
private:

using Base = detail::xoshiro_base<xoshiro512d, 8, double>;

public:

using Base::Base;

inline std::uint64_t next_int() noexcept
{
const std::uint64_t result = state_[0] + state_[2];

const std::uint64_t t = state_[1] << 11;

state_[2] ^= state_[0];
state_[5] ^= state_[1];
state_[1] ^= state_[2];
state_[7] ^= state_[3];
state_[3] ^= state_[4];
state_[4] ^= state_[5];
state_[0] ^= state_[6];
state_[6] ^= state_[7];

state_[6] ^= t;

state_[7] = boost::core::rotl(state_[7], 21);

return result;
}

inline result_type next() noexcept
{
#if (__cplusplus >= 201703L || _MSVC_LANG >= 201703L) && defined(__cpp_hex_float) && __cpp_hex_float >= 201603L
return static_cast<double>((next_int() >> 11)) * 0x1.0p-53;
#else
return static_cast<double>((next_int() >> 11)) * 1.11022302462515654e-16;
#endif
}

static constexpr result_type (min)() noexcept
{
#if (__cplusplus >= 201703L || _MSVC_LANG >= 201703L) && defined(__cpp_hex_float) && __cpp_hex_float >= 201603L
return static_cast<double>((std::numeric_limits<std::uint64_t>::min)()) * 0x1.0p-53;
#else
return static_cast<double>((std::numeric_limits<std::uint64_t>::min)()) * 1.11022302462515654e-16;
#endif
}

static constexpr result_type (max)() noexcept
{
#if (__cplusplus >= 201703L || _MSVC_LANG >= 201703L) && defined(__cpp_hex_float) && __cpp_hex_float >= 201603L
return static_cast<double>((std::numeric_limits<std::uint64_t>::max)()) * 0x1.0p-53;
#else
return static_cast<double>((std::numeric_limits<std::uint64_t>::max)()) * 1.11022302462515654e-16;
#endif
}
};

} // namespace random
} // namespace boost

2 changes: 2 additions & 0 deletions test/Jamfile.v2
Original file line number Diff line number Diff line change
@@ -75,6 +75,8 @@ run test_xoshiro512pp.cpp /boost/test//boost_unit_test_framework ;
run test_comp_xoshiro512pp.cpp ;
run test_xoshiro512mm.cpp /boost/test//boost_unit_test_framework ;
run test_comp_xoshiro512mm.cpp ;
run test_xoshiro512d.cpp /boost/test//boost_unit_test_framework ;
run test_comp_xoshiro512d.cpp ;

run niederreiter_base2_validate.cpp /boost/test//boost_unit_test_framework ;
run sobol_validate.cpp /boost/test//boost_unit_test_framework ;
295 changes: 295 additions & 0 deletions test/test_comp_xoshiro512d.cpp
Original file line number Diff line number Diff line change
@@ -0,0 +1,295 @@
/*
* Copyright Matt Borland 2025.
* Distributed under the Boost Software License, Version 1.0. (See
* accompanying file LICENSE_1_0.txt or copy at
* http://www.boost.org/LICENSE_1_0.txt)
*
* This file copies and pastes the original code for comparison under the following license
*
* Written in 2019 by David Blackman and Sebastiano Vigna (vigna@acm.org)
*
* To the extent possible under law, the author has dedicated all copyright
* and related and neighboring rights to this software to the public domain
* worldwide.
*
* Permission to use, copy, modify, and/or distribute this software for any
* purpose with or without fee is hereby granted.
*
* THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
* WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
* ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
* ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF OR
* IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/

#include <boost/random/xoshiro.hpp>
#include <boost/random/splitmix64.hpp>
#include <boost/core/lightweight_test.hpp>
#include <limits>
#include <cstdint>
#include <cmath>

using std::uint64_t;


/* This is xoshiro512+ 1.0, our generator for floating-point numbers with
increased state size. We suggest to use its upper bits for
floating-point generation, as it is slightly faster than xoshiro512**.
It passes all tests we are aware of except for the lowest three bits,
which might fail linearity tests (and just those), so if low linear
complexity is not considered an issue (as it is usually the case) it
can be used to generate 64-bit outputs, too.

We suggest to use a sign test to extract a random Boolean value, and
right shifts to extract subsets of bits.

The state must be seeded so that it is not everywhere zero. If you have
a 64-bit seed, we suggest to seed a splitmix64 generator and use its
output to fill s. */

static inline uint64_t rotl(const uint64_t x, int k) {
return (x << k) | (x >> (64 - k));
}


static uint64_t s[8];

uint64_t next(void) {
const uint64_t result = s[0] + s[2];

const uint64_t t = s[1] << 11;

s[2] ^= s[0];
s[5] ^= s[1];
s[1] ^= s[2];
s[7] ^= s[3];
s[3] ^= s[4];
s[4] ^= s[5];
s[0] ^= s[6];
s[6] ^= s[7];

s[6] ^= t;

s[7] = rotl(s[7], 21);

return result;
}


/* This is the jump function for the generator. It is equivalent
to 2^256 calls to next(); it can be used to generate 2^256
non-overlapping subsequences for parallel computations. */

void jump(void) {
static const uint64_t JUMP[] = { 0x33ed89b6e7a353f9, 0x760083d7955323be, 0x2837f2fbb5f22fae, 0x4b8c5674d309511c, 0xb11ac47a7ba28c25, 0xf1be7667092bcc1c, 0x53851efdb6df0aaf, 0x1ebbc8b23eaf25db };

uint64_t t[sizeof s / sizeof *s];
memset(t, 0, sizeof t);
for(std::size_t i = 0; i < sizeof JUMP / sizeof *JUMP; i++)
for(int b = 0; b < 64; b++) {
if (JUMP[i] & UINT64_C(1) << b)
for(std::size_t w = 0; w < sizeof s / sizeof *s; w++)
t[w] ^= s[w];
next();
}

memcpy(s, t, sizeof s);
}


/* This is the long-jump function for the generator. It is equivalent to
2^384 calls to next(); it can be used to generate 2^128 starting points,
from each of which jump() will generate 2^128 non-overlapping
subsequences for parallel distributed computations. */

void long_jump(void) {
static const uint64_t LONG_JUMP[] = { 0x11467fef8f921d28, 0xa2a819f2e79c8ea8, 0xa8299fc284b3959a, 0xb4d347340ca63ee1, 0x1cb0940bedbff6ce, 0xd956c5c4fa1f8e17, 0x915e38fd4eda93bc, 0x5b3ccdfa5d7daca5 };

uint64_t t[sizeof s / sizeof *s];
memset(t, 0, sizeof t);
for(std::size_t i = 0; i < sizeof LONG_JUMP / sizeof *LONG_JUMP; i++)
for(int b = 0; b < 64; b++) {
if (LONG_JUMP[i] & UINT64_C(1) << b)
for(std::size_t w = 0; w < sizeof s / sizeof *s; w++)
t[w] ^= s[w];
next();
}

memcpy(s, t, sizeof s);
}

void test_no_seed()
{
// Default initialized to contain splitmix64 values
boost::random::xoshiro512d boost_rng;
for (int i {}; i < 10000; ++i)
{
boost_rng();
}

boost::random::splitmix64 gen;
for (auto& i : s)
{
i = gen();
}

for (int i {}; i < 10000; ++i)
{
next();
}

const auto final_state = boost_rng.state();

for (std::size_t i {}; i < final_state.size(); ++i)
{
BOOST_TEST_EQ(final_state[i], s[i]);
}
}

void test_basic_seed()
{
// Default initialized to contain splitmix64 values
boost::random::xoshiro512d boost_rng(42ULL);
for (int i {}; i < 10000; ++i)
{
boost_rng();
}

boost::random::splitmix64 gen(42ULL);
for (auto& i : s)
{
i = gen();
}

for (int i {}; i < 10000; ++i)
{
next();
}

const auto final_state = boost_rng.state();

for (std::size_t i {}; i < final_state.size(); ++i)
{
BOOST_TEST_EQ(final_state[i], s[i]);
}
}

void test_jump()
{
// Default initialized to contain splitmix64 values
boost::random::xoshiro512d boost_rng;
for (int i {}; i < 10000; ++i)
{
boost_rng();
}

boost::random::splitmix64 gen;
for (auto& i : s)
{
i = gen();
}

for (int i {}; i < 10000; ++i)
{
next();
}

boost_rng.jump();
jump();

const auto final_state = boost_rng.state();

for (std::size_t i {}; i < final_state.size(); ++i)
{
BOOST_TEST_EQ(final_state[i], s[i]);
}
}

void test_long_jump()
{
// Default initialized to contain splitmix64 values
boost::random::xoshiro512d boost_rng;
for (int i {}; i < 10000; ++i)
{
boost_rng();
}

boost::random::splitmix64 gen;
for (auto& i : s)
{
i = gen();
}

for (int i {}; i < 10000; ++i)
{
next();
}

boost_rng.long_jump();
long_jump();

const auto final_state = boost_rng.state();

for (std::size_t i {}; i < final_state.size(); ++i)
{
BOOST_TEST_EQ(final_state[i], s[i]);
}
}

#if !defined(_MSVC_LANG) || _MSVC_LANG >= 202002L

static inline double to_double(uint64_t x) {
const union { uint64_t i; double d; } u = { .i = UINT64_C(0x3FF) << 52 | x >> 12 };
return u.d - 1.0;
}

void test_double()
{
// Default initialized to contain splitmix64 values
boost::random::xoshiro512d boost_rng;
for (int i {}; i < 10000; ++i)
{
boost_rng();
}

boost::random::splitmix64 gen;
for (auto& i : s)
{
i = gen();
}

for (int i {}; i < 10000; ++i)
{
next();
}

const auto final_state = boost_rng.state();

for (std::size_t i {}; i < final_state.size(); ++i)
{
BOOST_TEST_EQ(final_state[i], s[i]);
}

const auto boost_double = boost_rng();
const auto ref_double = to_double(next());

BOOST_TEST(std::fabs(boost_double - ref_double) < std::numeric_limits<double>::epsilon());
}

#endif

int main()
{
test_no_seed();
test_basic_seed();
test_jump();
test_long_jump();

#if !defined(_MSVC_LANG) || _MSVC_LANG >= 202002L
test_double();
#endif

return boost::report_errors();
}
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