Ocaml bindings to generate random double precision floating point 
numbers using the dSFMT C-library from:
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/#dSFMT

Just run

  $ make

This will produce quite a few files (11 to be precise):

  dSFMT_c.o     object file from the dSFMT C code
  dsfmt-wrap.o  object file from the C wrapper functions
  dlldsfmt.so   shared library object made of the two above
  libdsfmt.a    static library object made of the two above
  dsfmt.cmi     compiled interface definition for dsfmt.ml
  dsfmt.cmo     bytecode object from dsfmt.ml
  dsfmt.cma     bytecode library object from dsfmt.ml
  dsfmt.o       native code object from dsfmt.ml
  dsfmt.cmx     metadata for dsfmt.o
  dsfmt.a       native code library object from dsfmt.ml
  dsfmt.cmxa    metadata for dsfmt.a

The above files can be used in various ways:

Most importantly, Dsfmt.init_int <int-seed> will call the C-function 
dsfmt_gv_init_gen_rand(uint32_t) to initialize the random number 
generator, and Dsfmt.genrand will call the C-function 
dsfmt_gv_genrand_close_open() fo return a random float from the interval [0,1).


(1) Toplevel and scrips
Files needed: dsfmt.cmi dsfmt.cma dlldsfmt.so

Generate random numbers in the ocaml toplevel as:
(here 123 is an int to seed the random number generator)

  $ ocaml dsfmt.cma 
  # Dsfmt.init_int 123;;
  # Dsfmt.genrand ();;

Or from a script:

  $ cat test.ml 
  #load "dsfmt.cma";;
  Dsfmt.init_int 123;;
  Printf.printf "%f\n" (Dsfmt.genrand ());;
  $ ocaml test.ml

(2) Bytecode compilation

(2a) dynamically linking with objects
Files needed: dsfmt.cmi dsfmt.cmo dlldsfmt.so

  $ ocamlc dlldsfmt.so dsfmt.cmo <mycode>.ml 

(2b) dynamically linking with library objects
Files needed: dsfmt.cmi dsfmt.cma dlldsfmt.so

  $ ocamlc dsfmt.cma <mycode>.ml 

(2a-b) Run the bytecode with:

  $ ocamlrun -I . a.out 

The "-I ." is needed so that ocamlrun searches dlldsfmt.so from the 
current directory. (Or, add . to environment variable 
CAML_LD_LIBRARY_PATH and then run with just ./a.out.)

(2c) statically linking with objects
Files needed: dsfmt.cmi dsfmt.cmo libdsfmt.a

  $ ocamlc -custom libdsfmt.a dsfmt.cmo <mycode>.ml

(2d) statically linking with library objects
Files needed: dsfmt.cmi dsfmt.cma libdsfmt.a

  $ ocamlc -custom -I . dsfmt.cma <mycode>.ml

(3) Native compilation

(3a) statically linking with objects
Files needed: dsfmt.cmi dsfmt.o dsfmt.cmx libdsfmt.a 

Compile with

  $ ocamlopt libdsfmt.a dsfmt.cmx <mycode>.ml

(3b) or linking directly with C objects
Files needed: dsfmt.cmi dsfmt.o dsfmt.cmx dSFMT_c.o dsfmt-wrap.o 

Compile with

  $ ocamlopt dsfmt-wrap.o dSFMT_c.o dsfmt.cmx <mycode>.ml

(3c) statically linkind with library objects
Files needed: dsfmt.cmi dsfmt.cmx dsfmt.a dsfmt.cmxa libdsfmt.a 

Compile with:

  $ ocamlopt -I . dsfmt.cmxa <mycode>.ml

(The file dsfmt.cmx is not strictly needed, but only if it is present 
can ocamlopt do inlining of the functions -- and maybe some other 
optimizations, I don't know -- defined in dsfmt.ml when compiling your 
code [1].)

[1] http://caml.inria.fr/mantis/bug_view_advanced_page.php?bug_id=4772

Some useful links for ocaml-C interoperation:
http://www.linux-nantes.org/~fmonnier/OCaml/ocaml-wrapping-c.php
http://rwmj.wordpress.com/2009/08/04/ocaml-internals/


For those interested in speed

If you

  $ cd speed-vs-c
  $ make

you can compare the speed of various ways (C and ocaml) to call dSFMT.

$ time ./test_c1
real	0m0.582s
user	0m0.568s
sys	0m0.012s

$ time ./test_c2
real	0m1.111s
user	0m1.096s
sys	0m0.004s

$ time ./test_ocaml
real	0m2.137s
user	0m2.100s
sys	0m0.016s

$ time ./test_ocaml_random 
real	0m15.301s
user	0m15.221s
sys	0m0.060s

All these call a function 100 000 000 times to generate a random double.

The first one (test_c1.c) is a straighforward way to call dSFMT from C, 
and as the functions in dSFMT code are declared inline, everything will 
be inlined and the code is fast. In the second (test_c2.c) one, there is 
an __attribute__ ((noinline)) to prevent inlining, making the comparison 
to ocaml a bit more "fair". C is still 2x faster than ocaml.

The last one uses the ocaml standard libary random number generator 
Random.float, instead is dSFMT.

2012-07-22 Sampo Smolander, [email protected]