1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334
|
/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#include <stdio.h>
#include <math.h>
#include "quasirandomGenerator_common.h"
////////////////////////////////////////////////////////////////////////////////
// Table generation functions
////////////////////////////////////////////////////////////////////////////////
// Internal 64(63)-bit table
static INT64 cjn[63][QRNG_DIMENSIONS];
static int GeneratePolynomials(int buffer[QRNG_DIMENSIONS], bool primitive) {
int i, j, n, p1, p2, l;
int e_p1, e_p2, e_b;
// generate all polynomials to buffer
for (n = 1, buffer[0] = 0x2, p2 = 0, l = 0; n < QRNG_DIMENSIONS; ++n) {
// search for the next irreducible polynomial
for (p1 = buffer[n - 1] + 1;; ++p1) {
// find degree of polynomial p1
for (e_p1 = 30; (p1 & (1 << e_p1)) == 0; --e_p1) {
}
// try to divide p1 by all polynomials in buffer
for (i = 0; i < n; ++i) {
// find the degree of buffer[i]
for (e_b = e_p1; (buffer[i] & (1 << e_b)) == 0; --e_b) {
}
// divide p2 by buffer[i] until the end
for (p2 = (buffer[i] << ((e_p2 = e_p1) - e_b)) ^ p1; p2 >= buffer[i];
p2 = (buffer[i] << (e_p2 - e_b)) ^ p2) {
for (; (p2 & (1 << e_p2)) == 0; --e_p2) {
}
} // compute new degree of p2
// division without remainder!!! p1 is not irreducible
if (p2 == 0) {
break;
}
}
// all divisions were with remainder - p1 is irreducible
if (p2 != 0) {
e_p2 = 0;
if (primitive) {
// check that p1 has only one cycle (i.e. is monic, or primitive)
j = ~(0xffffffff << (e_p1 + 1));
e_b = (1 << e_p1) | 0x1;
for (p2 = e_b, e_p2 = (1 << e_p1) - 2; e_p2 > 0; --e_p2) {
p2 <<= 1;
i = p2 & p1;
i = (i & 0x55555555) + ((i >> 1) & 0x55555555);
i = (i & 0x33333333) + ((i >> 2) & 0x33333333);
i = (i & 0x07070707) + ((i >> 4) & 0x07070707);
p2 |= (i % 255) & 1;
if ((p2 & j) == e_b) break;
}
}
// it is monic - add it to the list of polynomials
if (e_p2 == 0) {
buffer[n] = p1;
l += e_p1;
break;
}
}
}
}
return l + 1;
}
////////////////////////////////////////////////////////////////////////////////
// @misc{Bratley92:LDS,
// author = "B. Fox and P. Bratley and H. Niederreiter",
// title = "Implementation and test of low discrepancy sequences",
// text = "B. L. Fox, P. Bratley, and H. Niederreiter. Implementation and
// test of
// low discrepancy sequences. ACM Trans. Model. Comput. Simul.,
// 2(3):195--213,
// July 1992.",
// year = "1992" }
////////////////////////////////////////////////////////////////////////////////
static void GenerateCJ() {
int buffer[QRNG_DIMENSIONS];
int *polynomials;
int n, p1, l, e_p1;
// Niederreiter (in contrast to Sobol) allows to use not primitive, but just
// irreducible polynomials
l = GeneratePolynomials(buffer, false);
// convert all polynomials from buffer to polynomials table
polynomials = new int[l + 2 * QRNG_DIMENSIONS + 1];
for (n = 0, l = 0; n < QRNG_DIMENSIONS; ++n) {
// find degree of polynomial p1
for (p1 = buffer[n], e_p1 = 30; (p1 & (1 << e_p1)) == 0; --e_p1) {
}
// fill polynomials table with values for this polynomial
polynomials[l++] = 1;
for (--e_p1; e_p1 >= 0; --e_p1) {
polynomials[l++] = (p1 >> e_p1) & 1;
}
polynomials[l++] = -1;
}
polynomials[l] = -1;
// irreducible polynomial p
int *p = polynomials, e, d;
// polynomial b
int b_arr[1024], *b, m;
// v array
int v_arr[1024], *v;
// temporary polynomial, required to do multiplication of p and b
int t_arr[1024], *t;
// subsidiary variables
int i, j, u, m1, ip, it;
// cycle over monic irreducible polynomials
for (d = 0; p[0] != -1; p += e + 2) {
// allocate memory for cj array for dimension (ip + 1)
for (i = 0; i < 63; ++i) {
cjn[i][d] = 0;
}
// determine the power of irreducible polynomial
for (e = 0; p[e + 1] != -1; ++e) {
}
// polynomial b in the beginning is just '1'
(b = b_arr + 1023)[m = 0] = 1;
// v array needs only (63 + e - 2) length
v = v_arr + 1023 - (63 + e - 2);
// cycle over all coefficients
for (j = 63 - 1, u = e; j >= 0; --j, ++u) {
if (u == e) {
u = 0;
// multiply b by p (polynomials multiplication)
for (i = 0, t = t_arr + 1023 - (m1 = m); i <= m; ++i) {
t[i] = b[i];
}
b = b_arr + 1023 - (m += e);
for (i = 0; i <= m; ++i) {
b[i] = 0;
for (ip = e - (m - i), it = m1; ip <= e && it >= 0; ++ip, --it) {
if (ip >= 0) {
b[i] ^= p[ip] & t[it];
}
}
}
// multiplication of polynomials finished
// calculate v
for (i = 0; i < m1; ++i) {
v[i] = 0;
}
for (; i < m; ++i) {
v[i] = 1;
}
for (; i <= 63 + e - 2; ++i) {
v[i] = 0;
for (it = 1; it <= m; ++it) {
v[i] ^= v[i - it] & b[it];
}
}
}
// copy calculated v to cj
for (i = 0; i < 63; i++) {
cjn[i][d] |= (INT64)v[i + u] << j;
}
}
++d;
}
delete[] polynomials;
}
// Generate 63-bit quasirandom number for given index and dimension and
// normalize
extern "C" double getQuasirandomValue63(INT64 i, int dim) {
const double INT63_SCALE = (1.0 / (double)0x8000000000000001ULL);
INT64 result = 0;
for (int bit = 0; bit < 63; bit++, i >>= 1)
if (i & 1) result ^= cjn[bit][dim];
return (double)(result + 1) * INT63_SCALE;
}
////////////////////////////////////////////////////////////////////////////////
// Initialization (table setup)
////////////////////////////////////////////////////////////////////////////////
extern "C" void initQuasirandomGenerator(
unsigned int table[QRNG_DIMENSIONS][QRNG_RESOLUTION]) {
GenerateCJ();
for (int dim = 0; dim < QRNG_DIMENSIONS; dim++)
for (int bit = 0; bit < QRNG_RESOLUTION; bit++)
table[dim][bit] = (int)((cjn[bit][dim] >> 32) & 0x7FFFFFFF);
}
////////////////////////////////////////////////////////////////////////////////
// Generate 31-bit quasirandom number for given index and dimension
////////////////////////////////////////////////////////////////////////////////
extern "C" float getQuasirandomValue(
unsigned int table[QRNG_DIMENSIONS][QRNG_RESOLUTION], int i, int dim) {
int result = 0;
for (int bit = 0; bit < QRNG_RESOLUTION; bit++, i >>= 1)
if (i & 1) result ^= table[dim][bit];
return (float)(result + 1) * INT_SCALE;
}
////////////////////////////////////////////////////////////////////////////////
// Moro's Inverse Cumulative Normal Distribution function approximation
////////////////////////////////////////////////////////////////////////////////
extern "C" double MoroInvCNDcpu(unsigned int x) {
const double a1 = 2.50662823884;
const double a2 = -18.61500062529;
const double a3 = 41.39119773534;
const double a4 = -25.44106049637;
const double b1 = -8.4735109309;
const double b2 = 23.08336743743;
const double b3 = -21.06224101826;
const double b4 = 3.13082909833;
const double c1 = 0.337475482272615;
const double c2 = 0.976169019091719;
const double c3 = 0.160797971491821;
const double c4 = 2.76438810333863E-02;
const double c5 = 3.8405729373609E-03;
const double c6 = 3.951896511919E-04;
const double c7 = 3.21767881768E-05;
const double c8 = 2.888167364E-07;
const double c9 = 3.960315187E-07;
double z;
bool negate = false;
// Ensure the conversion to floating point will give a value in the
// range (0,0.5] by restricting the input to the bottom half of the
// input domain. We will later reflect the result if the input was
// originally in the top half of the input domain
if (x >= 0x80000000UL) {
x = 0xffffffffUL - x;
negate = true;
}
// x is now in the range [0,0x80000000) (i.e. [0,0x7fffffff])
// Convert to floating point in (0,0.5]
const double x1 = 1.0 / static_cast<double>(0xffffffffUL);
const double x2 = x1 / 2.0;
double p1 = x * x1 + x2;
// Convert to floating point in (-0.5,0]
double p2 = p1 - 0.5;
// The input to the Moro inversion is p2 which is in the range
// (-0.5,0]. This means that our output will be the negative side
// of the bell curve (which we will reflect if "negate" is true).
// Main body of the bell curve for |p| < 0.42
if (p2 > -0.42) {
z = p2 * p2;
z = p2 * (((a4 * z + a3) * z + a2) * z + a1) /
((((b4 * z + b3) * z + b2) * z + b1) * z + 1.0);
}
// Special case (Chebychev) for tail
else {
z = log(-log(p1));
z = -(c1 + z * (c2 + z * (c3 + z * (c4 + z * (c5 + z * (c6 + z *
(c7 + z * (c8 + z * c9))))))));
}
// If the original input (x) was in the top half of the range, reflect
// to get the positive side of the bell curve
return negate ? -z : z;
}
|