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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043
|
from __future__ import division
import numpy as np
import pycuda.compiler
import pycuda.driver as drv
import pycuda.gpuarray as array
from pytools import memoize_method
# {{{ MD5-based random number generation
md5_code = """
/*
**********************************************************************
** Copyright (C) 1990, RSA Data Security, Inc. All rights reserved. **
** **
** License to copy and use this software is granted provided that **
** it is identified as the "RSA Data Security, Inc. MD5 Message **
** Digest Algorithm" in all material mentioning or referencing this **
** software or this function. **
** **
** License is also granted to make and use derivative works **
** provided that such works are identified as "derived from the RSA **
** Data Security, Inc. MD5 Message Digest Algorithm" in all **
** material mentioning or referencing the derived work. **
** **
** RSA Data Security, Inc. makes no representations concerning **
** either the merchantability of this software or the suitability **
** of this software for any particular purpose. It is provided "as **
** is" without express or implied warranty of any kind. **
** **
** These notices must be retained in any copies of any part of this **
** documentation and/or software. **
**********************************************************************
*/
/* F, G and H are basic MD5 functions: selection, majority, parity */
#define F(x, y, z) (((x) & (y)) | ((~x) & (z)))
#define G(x, y, z) (((x) & (z)) | ((y) & (~z)))
#define H(x, y, z) ((x) ^ (y) ^ (z))
#define I(x, y, z) ((y) ^ ((x) | (~z)))
/* ROTATE_LEFT rotates x left n bits */
#define ROTATE_LEFT(x, n) (((x) << (n)) | ((x) >> (32-(n))))
/* FF, GG, HH, and II transformations for rounds 1, 2, 3, and 4 */
/* Rotation is separate from addition to prevent recomputation */
#define FF(a, b, c, d, x, s, ac) \
{(a) += F ((b), (c), (d)) + (x) + (ac); \
(a) = ROTATE_LEFT ((a), (s)); \
(a) += (b); \
}
#define GG(a, b, c, d, x, s, ac) \
{(a) += G ((b), (c), (d)) + (x) + (ac); \
(a) = ROTATE_LEFT ((a), (s)); \
(a) += (b); \
}
#define HH(a, b, c, d, x, s, ac) \
{(a) += H ((b), (c), (d)) + (x) + (ac); \
(a) = ROTATE_LEFT ((a), (s)); \
(a) += (b); \
}
#define II(a, b, c, d, x, s, ac) \
{(a) += I ((b), (c), (d)) + (x) + (ac); \
(a) = ROTATE_LEFT ((a), (s)); \
(a) += (b); \
}
#define X0 threadIdx.x
#define X1 threadIdx.y
#define X2 threadIdx.z
#define X3 blockIdx.x
#define X4 blockIdx.y
#define X5 blockIdx.z
#define X6 seed
#define X7 i
#define X8 n
#define X9 blockDim.x
#define X10 blockDim.y
#define X11 blockDim.z
#define X12 gridDim.x
#define X13 gridDim.y
#define X14 gridDim.z
#define X15 0
unsigned int a = 0x67452301;
unsigned int b = 0xefcdab89;
unsigned int c = 0x98badcfe;
unsigned int d = 0x10325476;
/* Round 1 */
#define S11 7
#define S12 12
#define S13 17
#define S14 22
FF ( a, b, c, d, X0 , S11, 3614090360); /* 1 */
FF ( d, a, b, c, X1 , S12, 3905402710); /* 2 */
FF ( c, d, a, b, X2 , S13, 606105819); /* 3 */
FF ( b, c, d, a, X3 , S14, 3250441966); /* 4 */
FF ( a, b, c, d, X4 , S11, 4118548399); /* 5 */
FF ( d, a, b, c, X5 , S12, 1200080426); /* 6 */
FF ( c, d, a, b, X6 , S13, 2821735955); /* 7 */
FF ( b, c, d, a, X7 , S14, 4249261313); /* 8 */
FF ( a, b, c, d, X8 , S11, 1770035416); /* 9 */
FF ( d, a, b, c, X9 , S12, 2336552879); /* 10 */
FF ( c, d, a, b, X10, S13, 4294925233); /* 11 */
FF ( b, c, d, a, X11, S14, 2304563134); /* 12 */
FF ( a, b, c, d, X12, S11, 1804603682); /* 13 */
FF ( d, a, b, c, X13, S12, 4254626195); /* 14 */
FF ( c, d, a, b, X14, S13, 2792965006); /* 15 */
FF ( b, c, d, a, X15, S14, 1236535329); /* 16 */
/* Round 2 */
#define S21 5
#define S22 9
#define S23 14
#define S24 20
GG ( a, b, c, d, X1 , S21, 4129170786); /* 17 */
GG ( d, a, b, c, X6 , S22, 3225465664); /* 18 */
GG ( c, d, a, b, X11, S23, 643717713); /* 19 */
GG ( b, c, d, a, X0 , S24, 3921069994); /* 20 */
GG ( a, b, c, d, X5 , S21, 3593408605); /* 21 */
GG ( d, a, b, c, X10, S22, 38016083); /* 22 */
GG ( c, d, a, b, X15, S23, 3634488961); /* 23 */
GG ( b, c, d, a, X4 , S24, 3889429448); /* 24 */
GG ( a, b, c, d, X9 , S21, 568446438); /* 25 */
GG ( d, a, b, c, X14, S22, 3275163606); /* 26 */
GG ( c, d, a, b, X3 , S23, 4107603335); /* 27 */
GG ( b, c, d, a, X8 , S24, 1163531501); /* 28 */
GG ( a, b, c, d, X13, S21, 2850285829); /* 29 */
GG ( d, a, b, c, X2 , S22, 4243563512); /* 30 */
GG ( c, d, a, b, X7 , S23, 1735328473); /* 31 */
GG ( b, c, d, a, X12, S24, 2368359562); /* 32 */
/* Round 3 */
#define S31 4
#define S32 11
#define S33 16
#define S34 23
HH ( a, b, c, d, X5 , S31, 4294588738); /* 33 */
HH ( d, a, b, c, X8 , S32, 2272392833); /* 34 */
HH ( c, d, a, b, X11, S33, 1839030562); /* 35 */
HH ( b, c, d, a, X14, S34, 4259657740); /* 36 */
HH ( a, b, c, d, X1 , S31, 2763975236); /* 37 */
HH ( d, a, b, c, X4 , S32, 1272893353); /* 38 */
HH ( c, d, a, b, X7 , S33, 4139469664); /* 39 */
HH ( b, c, d, a, X10, S34, 3200236656); /* 40 */
HH ( a, b, c, d, X13, S31, 681279174); /* 41 */
HH ( d, a, b, c, X0 , S32, 3936430074); /* 42 */
HH ( c, d, a, b, X3 , S33, 3572445317); /* 43 */
HH ( b, c, d, a, X6 , S34, 76029189); /* 44 */
HH ( a, b, c, d, X9 , S31, 3654602809); /* 45 */
HH ( d, a, b, c, X12, S32, 3873151461); /* 46 */
HH ( c, d, a, b, X15, S33, 530742520); /* 47 */
HH ( b, c, d, a, X2 , S34, 3299628645); /* 48 */
/* Round 4 */
#define S41 6
#define S42 10
#define S43 15
#define S44 21
II ( a, b, c, d, X0 , S41, 4096336452); /* 49 */
II ( d, a, b, c, X7 , S42, 1126891415); /* 50 */
II ( c, d, a, b, X14, S43, 2878612391); /* 51 */
II ( b, c, d, a, X5 , S44, 4237533241); /* 52 */
II ( a, b, c, d, X12, S41, 1700485571); /* 53 */
II ( d, a, b, c, X3 , S42, 2399980690); /* 54 */
II ( c, d, a, b, X10, S43, 4293915773); /* 55 */
II ( b, c, d, a, X1 , S44, 2240044497); /* 56 */
II ( a, b, c, d, X8 , S41, 1873313359); /* 57 */
II ( d, a, b, c, X15, S42, 4264355552); /* 58 */
II ( c, d, a, b, X6 , S43, 2734768916); /* 59 */
II ( b, c, d, a, X13, S44, 1309151649); /* 60 */
II ( a, b, c, d, X4 , S41, 4149444226); /* 61 */
II ( d, a, b, c, X11, S42, 3174756917); /* 62 */
II ( c, d, a, b, X2 , S43, 718787259); /* 63 */
II ( b, c, d, a, X9 , S44, 3951481745); /* 64 */
a += 0x67452301;
b += 0xefcdab89;
c += 0x98badcfe;
d += 0x10325476;
"""
def rand(shape, dtype=np.float32, stream=None):
from pycuda.gpuarray import GPUArray
from pycuda.elementwise import get_elwise_kernel
result = GPUArray(shape, dtype)
if dtype == np.float32:
func = get_elwise_kernel(
"float *dest, unsigned int seed",
md5_code + """
#define POW_2_M32 (1/4294967296.0f)
dest[i] = a*POW_2_M32;
if ((i += total_threads) < n)
dest[i] = b*POW_2_M32;
if ((i += total_threads) < n)
dest[i] = c*POW_2_M32;
if ((i += total_threads) < n)
dest[i] = d*POW_2_M32;
""",
"md5_rng_float")
elif dtype == np.float64:
func = get_elwise_kernel(
"double *dest, unsigned int seed",
md5_code + """
#define POW_2_M32 (1/4294967296.0)
#define POW_2_M64 (1/18446744073709551616.)
dest[i] = a*POW_2_M32 + b*POW_2_M64;
if ((i += total_threads) < n)
{
dest[i] = c*POW_2_M32 + d*POW_2_M64;
}
""",
"md5_rng_float")
elif dtype in [np.int32, np.uint32]:
func = get_elwise_kernel(
"unsigned int *dest, unsigned int seed",
md5_code + """
dest[i] = a;
if ((i += total_threads) < n)
dest[i] = b;
if ((i += total_threads) < n)
dest[i] = c;
if ((i += total_threads) < n)
dest[i] = d;
""",
"md5_rng_int")
else:
raise NotImplementedError;
func.prepared_async_call(result._grid, result._block, stream,
result.gpudata, np.random.randint(2**31-1), result.size)
return result
# }}}
# {{{ CURAND wrapper
try:
import pycuda._driver as _curand # used to be separate module
except ImportError:
def get_curand_version():
return None
else:
get_curand_version = _curand.get_curand_version
if get_curand_version() >= (3, 2, 0):
direction_vector_set = _curand.direction_vector_set
_get_direction_vectors = _curand._get_direction_vectors
if get_curand_version() >= (4, 0, 0):
_get_scramble_constants32 = _curand._get_scramble_constants32
_get_scramble_constants64 = _curand._get_scramble_constants64
# {{{ Base class
gen_template = """
__global__ void %(name)s(%(state_type)s *s, %(out_type)s *d, const int n)
{
const int tidx = blockIdx.x*blockDim.x+threadIdx.x;
const int delta = blockDim.x*gridDim.x;
for (int idx = tidx; idx < n; idx += delta)
d[idx] = curand%(suffix)s(&s[tidx]);
}
"""
gen_log_template = """
__global__ void %(name)s(%(state_type)s *s, %(out_type)s *d, %(in_type)s mean, %(in_type)s stddev, const int n)
{
const int tidx = blockIdx.x*blockDim.x+threadIdx.x;
const int delta = blockDim.x*gridDim.x;
for (int idx = tidx; idx < n; idx += delta)
d[idx] = curand_log%(suffix)s(&s[tidx], mean, stddev);
}
"""
gen_poisson_template = """
__global__ void %(name)s(%(state_type)s *s, %(out_type)s *d, double lambda, const int n)
{
const int tidx = blockIdx.x*blockDim.x+threadIdx.x;
const int delta = blockDim.x*gridDim.x;
for (int idx = tidx; idx < n; idx += delta)
d[idx] = curand_poisson%(suffix)s(&s[tidx], lambda);
}
"""
random_source = """
// Uses C++ features (templates); do not surround with extern C
#include <curand_kernel.h>
extern "C"
{
%(generators)s
}
"""
random_skip_ahead32_source = """
extern "C" {
__global__ void skip_ahead(%(state_type)s *s, const int n, const unsigned int skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead(skip, &s[idx]);
}
__global__ void skip_ahead_array(%(state_type)s *s, const int n, const unsigned int *skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead(skip[idx], &s[idx]);
}
}
"""
random_skip_ahead64_source = """
extern "C" {
__global__ void skip_ahead(%(state_type)s *s, const int n, const unsigned long long skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead(skip, &s[idx]);
}
__global__ void skip_ahead_array(%(state_type)s *s, const int n, const unsigned long long *skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead(skip[idx], &s[idx]);
}
}
"""
class _RandomNumberGeneratorBase(object):
"""
Class surrounding CURAND kernels from CUDA 3.2.
It allows for generating random numbers with uniform
and normal probability function of various types.
"""
gen_info = [
("uniform_int", "unsigned int", ""),
("uniform_long", "unsigned long long", ""),
("uniform_float", "float", "_uniform"),
("uniform_double", "double", "_uniform_double"),
("normal_float", "float", "_normal"),
("normal_double", "double", "_normal_double"),
("normal_float2", "float2", "_normal2"),
("normal_double2", "double2", "_normal2_double"),
]
gen_log_info = [
("normal_log_float", "float", "float", "_normal"),
("normal_log_double", "double", "double", "_normal_double"),
("normal_log_float2", "float", "float2", "_normal2"),
("normal_log_double2", "double", "double2", "_normal2_double"),
]
gen_poisson_info = [
("poisson_int", "unsigned int", ""),
]
def __init__(self, state_type, vector_type, generator_bits,
additional_source, scramble_type=None):
if get_curand_version() < (3, 2, 0):
raise EnvironmentError("Need at least CUDA 3.2")
dev = drv.Context.get_device()
self.block_count = dev.get_attribute(
pycuda.driver.device_attribute.MULTIPROCESSOR_COUNT)
from pycuda.characterize import has_double_support
def do_generate(out_type):
result = True
if "double" in out_type:
result = result and has_double_support()
if "2" in out_type:
result = result and self.has_box_muller
return result
my_generators = [
(name, out_type, suffix)
for name, out_type, suffix in self.gen_info
if do_generate(out_type)]
if get_curand_version() >= (4, 0, 0):
my_log_generators = [
(name, in_type, out_type, suffix)
for name, in_type, out_type, suffix in self.gen_log_info
if do_generate(out_type)]
if get_curand_version() >= (5, 0, 0):
my_poisson_generators = [
(name, out_type, suffix)
for name, out_type, suffix in self.gen_poisson_info
if do_generate(out_type)]
generator_sources = [
gen_template % {
"name": name, "out_type": out_type, "suffix": suffix,
"state_type": state_type, }
for name, out_type, suffix in my_generators]
if get_curand_version() >= (4, 0, 0):
generator_sources.extend([
gen_log_template % {
"name": name, "in_type": in_type, "out_type": out_type,
"suffix": suffix, "state_type": state_type, }
for name, in_type, out_type, suffix in my_log_generators])
if get_curand_version() >= (5, 0, 0):
generator_sources.extend([
gen_poisson_template % {
"name": name, "out_type": out_type, "suffix": suffix,
"state_type": state_type, }
for name, out_type, suffix in my_poisson_generators])
source = (random_source + additional_source) % {
"state_type": state_type,
"vector_type": vector_type,
"scramble_type": scramble_type,
"generators": "\n".join(generator_sources)}
# store in instance to let subclass constructors get to it.
self.module = module = pycuda.compiler.SourceModule(source, no_extern_c=True)
self.generators = {}
for name, out_type, suffix in my_generators:
gen_func = module.get_function(name)
gen_func.prepare("PPi")
self.generators[name] = gen_func
if get_curand_version() >= (4, 0, 0):
for name, in_type, out_type, suffix in my_log_generators:
gen_func = module.get_function(name)
if in_type == "float":
gen_func.prepare("PPffi")
if in_type == "double":
gen_func.prepare("PPddi")
self.generators[name] = gen_func
if get_curand_version() >= (5, 0, 0):
for name, out_type, suffix in my_poisson_generators:
gen_func = module.get_function(name)
gen_func.prepare("PPdi")
self.generators[name] = gen_func
self.generator_bits = generator_bits
self._prepare_skipahead()
self.state_type = state_type
self._state = None
def _prepare_skipahead(self):
self.skip_ahead = self.module.get_function("skip_ahead")
if self.generator_bits == 32:
self.skip_ahead.prepare("PiI")
if self.generator_bits == 64:
self.skip_ahead.prepare("PiQ")
self.skip_ahead_array = self.module.get_function("skip_ahead_array")
self.skip_ahead_array.prepare("PiP")
def _kernels(self):
return (
list(self.generators.itervalues())
+ [self.skip_ahead, self.skip_ahead_array])
@property
@memoize_method
def generators_per_block(self):
return min(kernel.max_threads_per_block
for kernel in self._kernels())
@property
def state(self):
if self._state is None:
from pycuda.characterize import sizeof
data_type_size = sizeof(self.state_type, "#include <curand_kernel.h>")
self._state = drv.mem_alloc(
self.block_count * self.generators_per_block * data_type_size)
return self._state
def fill_uniform(self, data, stream=None):
if data.dtype == np.float32:
func = self.generators["uniform_float"]
elif data.dtype == np.float64:
func = self.generators["uniform_double"]
elif data.dtype in [np.int, np.int32, np.uint32]:
func = self.generators["uniform_int"]
elif data.dtype in [np.int64, np.uint64] and self.generator_bits >= 64:
func = self.generators["uniform_long"]
else:
raise NotImplementedError
func.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, data.gpudata, data.size)
def fill_normal(self, data, stream=None):
if data.dtype == np.float32:
func_name = "normal_float"
elif data.dtype == np.float64:
func_name = "normal_double"
else:
raise NotImplementedError
data_size = data.size
if self.has_box_muller and data_size % 2 == 0:
func_name += "2"
data_size //= 2
func = self.generators[func_name]
func.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, data.gpudata, int(data_size))
def gen_uniform(self, shape, dtype, stream=None):
result = array.empty(shape, dtype)
self.fill_uniform(result, stream)
return result
def gen_normal(self, shape, dtype, stream=None):
result = array.empty(shape, dtype)
self.fill_normal(result, stream)
return result
if get_curand_version() >= (4, 0, 0):
def fill_log_normal(self, data, mean, stddev, stream=None):
if data.dtype == np.float32:
func_name = "normal_log_float"
elif data.dtype == np.float64:
func_name = "normal_log_double"
else:
raise NotImplementedError
data_size = data.size
if self.has_box_muller and data_size % 2 == 0:
func_name += "2"
data_size //= 2
func = self.generators[func_name]
func.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, data.gpudata, mean, stddev, int(data_size))
def gen_log_normal(self, shape, dtype, mean, stddev, stream=None):
result = array.empty(shape, dtype)
self.fill_log_normal(result, mean, stddev, stream)
return result
if get_curand_version() >= (5, 0, 0):
def fill_poisson(self, data, lambda_value, stream=None):
if data.dtype == np.uint32:
func_name = "poisson_int"
else:
raise NotImplementedError
func = self.generators[func_name]
func.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, data.gpudata, lambda_value, data.size)
def gen_poisson(self, shape, dtype, lambda_value, stream=None):
result = array.empty(shape, dtype)
self.fill_poisson(result, lambda_value, stream)
return result
def call_skip_ahead(self, i, stream=None):
self.skip_ahead.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block, i)
def call_skip_ahead_array(self, i, stream=None):
self.skip_ahead_array.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block, i.gpudata)
# }}}
# {{{ XORWOW RNG
class _PseudoRandomNumberGeneratorBase(_RandomNumberGeneratorBase):
def __init__(self, seed_getter, offset, state_type, vector_type,
generator_bits, additional_source, scramble_type=None):
super(_PseudoRandomNumberGeneratorBase, self).__init__(
state_type, vector_type, generator_bits, additional_source)
generator_count = self.generators_per_block * self.block_count
if seed_getter is None:
seed = array.to_gpu(
np.asarray(
np.random.random_integers(
0, (1 << 31) - 2, generator_count),
dtype=np.int32))
else:
seed = seed_getter(generator_count)
if not (isinstance(seed, pycuda.gpuarray.GPUArray)
and seed.dtype == np.int32
and seed.size == generator_count):
raise TypeError("seed must be GPUArray of integers of right length")
p = self.module.get_function("prepare")
p.prepare("PiPi")
from pycuda.characterize import has_stack
has_stack = has_stack()
if has_stack:
prev_stack_size = drv.Context.get_limit(drv.limit.STACK_SIZE)
try:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, 1<<14) # 16k
try:
p.prepared_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), self.state,
generator_count, seed.gpudata, offset)
except drv.LaunchError:
raise ValueError("Initialisation failed. Decrease number of threads.")
finally:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, prev_stack_size)
def _prepare_skipahead(self):
self.skip_ahead = self.module.get_function("skip_ahead")
self.skip_ahead.prepare("PiQ")
self.skip_ahead_array = self.module.get_function("skip_ahead_array")
self.skip_ahead_array.prepare("PiP")
self.skip_ahead_sequence = self.module.get_function("skip_ahead_sequence")
self.skip_ahead_sequence.prepare("PiQ")
self.skip_ahead_sequence_array = self.module.get_function("skip_ahead_sequence_array")
self.skip_ahead_sequence_array.prepare("PiP")
def call_skip_ahead_sequence(self, i, stream=None):
self.skip_ahead_sequence.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block * self.block_count, i)
def call_skip_ahead_sequence_array(self, i, stream=None):
self.skip_ahead_sequence_array.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block * self.block_count, i.gpudata)
def _kernels(self):
return (_RandomNumberGeneratorBase._kernels(self)
+ [self.module.get_function("prepare")]
+ [self.module.get_function("skip_ahead_sequence"),
self.module.get_function("skip_ahead_sequence_array")])
def seed_getter_uniform(N):
result = pycuda.gpuarray.empty([N], np.int32)
import random
value = random.randint(0, 2**31-1)
return result.fill(value)
def seed_getter_unique(N):
result = np.random.randint(0, 2**31-1, N).astype(np.int32)
return pycuda.gpuarray.to_gpu(result)
xorwow_random_source = """
extern "C" {
__global__ void prepare(%(state_type)s *s, const int n,
%(vector_type)s *v, const unsigned int o)
{
const int id = blockIdx.x*blockDim.x+threadIdx.x;
if (id < n)
curand_init(v[id], id, o, &s[id]);
}
}
"""
xorwow_skip_ahead_sequence_source = """
extern "C" {
__global__ void skip_ahead_sequence(%(state_type)s *s, const int n, const unsigned long long skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_sequence(skip, &s[idx]);
}
__global__ void skip_ahead_sequence_array(%(state_type)s *s, const int n, const unsigned long long *skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_sequence(skip[idx], &s[idx]);
}
}
"""
if get_curand_version() >= (3, 2, 0):
class XORWOWRandomNumberGenerator(_PseudoRandomNumberGeneratorBase):
has_box_muller = True
def __init__(self, seed_getter=None, offset=0):
"""
:arg seed_getter: a function that, given an integer count, will yield an `int32`
:class:`GPUArray` of seeds.
"""
super(XORWOWRandomNumberGenerator, self).__init__(
seed_getter, offset,
'curandStateXORWOW', 'unsigned int', 32, xorwow_random_source+
xorwow_skip_ahead_sequence_source+random_skip_ahead64_source)
# }}}
# {{{ MRG32k3a RNG
mrg32k3a_random_source = """
extern "C" {
__global__ void prepare(%(state_type)s *s, const int n,
%(vector_type)s *v, const unsigned int o)
{
const int id = blockIdx.x*blockDim.x+threadIdx.x;
if (id < n)
curand_init(v[id], id, o, &s[id]);
}
}
"""
mrg32k3a_skip_ahead_sequence_source = """
extern "C" {
__global__ void skip_ahead_sequence(%(state_type)s *s, const int n, const unsigned long long skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_sequence(skip, &s[idx]);
}
__global__ void skip_ahead_sequence_array(%(state_type)s *s, const int n, const unsigned long long *skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_sequence(skip[idx], &s[idx]);
}
__global__ void skip_ahead_subsequence(%(state_type)s *s, const int n, const unsigned long long skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_subsequence(skip, &s[idx]);
}
__global__ void skip_ahead_subsequence_array(%(state_type)s *s, const int n, const unsigned long long *skip)
{
const int idx = blockIdx.x*blockDim.x+threadIdx.x;
if (idx < n)
skipahead_subsequence(skip[idx], &s[idx]);
}
}
"""
if get_curand_version() >= (4, 1, 0):
class MRG32k3aRandomNumberGenerator(_PseudoRandomNumberGeneratorBase):
has_box_muller = True
def __init__(self, seed_getter=None, offset=0):
"""
:arg seed_getter: a function that, given an integer count, will yield an `int32`
:class:`GPUArray` of seeds.
"""
super(MRG32k3aRandomNumberGenerator, self).__init__(
seed_getter, offset,
'curandStateMRG32k3a', 'unsigned int', 32, mrg32k3a_random_source+
mrg32k3a_skip_ahead_sequence_source+random_skip_ahead64_source)
def _prepare_skipahead(self):
super(MRG32k3aRandomNumberGenerator, self)._prepare_skipahead()
self.skip_ahead_subsequence = self.module.get_function("skip_ahead_subsequence")
self.skip_ahead_subsequence.prepare("PiQ")
self.skip_ahead_subsequence_array = self.module.get_function("skip_ahead_subsequence_array")
self.skip_ahead_subsequence_array.prepare("PiP")
def call_skip_ahead_subsequence(self, i, stream=None):
self.skip_ahead_subsequence.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block * self.block_count, i)
def call_skip_ahead_subsequence_array(self, i, stream=None):
self.skip_ahead_subsequence_array.prepared_async_call(
(self.block_count, 1), (self.generators_per_block, 1, 1), stream,
self.state, self.generators_per_block * self.block_count, i.gpudata)
def _kernels(self):
return (_PseudoRandomNumberGeneratorBase._kernels(self)
+ [self.module.get_function("skip_ahead_subsequence"),
self.module.get_function("skip_ahead_subsequence_array")])
# }}}
# {{{ Sobol RNG
def generate_direction_vectors(count, direction=None):
if get_curand_version() >= (4, 0, 0):
if direction == direction_vector_set.VECTOR_64 or \
direction == direction_vector_set.SCRAMBLED_VECTOR_64:
result = np.empty((count, 64), dtype=np.uint64)
else:
result = np.empty((count, 32), dtype=np.uint32)
else:
result = np.empty((count, 32), dtype=np.uint32)
_get_direction_vectors(direction, result, count)
return pycuda.gpuarray.to_gpu(result)
if get_curand_version() >= (4, 0, 0):
def generate_scramble_constants32(count):
result = np.empty((count, ), dtype=np.uint32)
_get_scramble_constants32(result, count)
return pycuda.gpuarray.to_gpu(result)
def generate_scramble_constants64(count):
result = np.empty((count, ), dtype=np.uint64)
_get_scramble_constants64(result, count)
return pycuda.gpuarray.to_gpu(result)
sobol_random_source = """
extern "C" {
__global__ void prepare(%(state_type)s *s, const int n,
%(vector_type)s *v, const unsigned int o)
{
const int id = blockIdx.x*blockDim.x+threadIdx.x;
if (id < n)
curand_init(v[id], o, &s[id]);
}
}
"""
class _SobolRandomNumberGeneratorBase(_RandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 3.2.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
has_box_muller = False
def __init__(self, dir_vector, dir_vector_dtype, dir_vector_size,
dir_vector_set, offset, state_type, vector_type, generator_bits,
sobol_random_source):
super(_SobolRandomNumberGeneratorBase, self).__init__(state_type,
vector_type, generator_bits, sobol_random_source)
if dir_vector is None:
dir_vector = generate_direction_vectors(
self.block_count * self.generators_per_block, dir_vector_set)
if not (isinstance(dir_vector, pycuda.gpuarray.GPUArray)
and dir_vector.dtype == dir_vector_dtype
and dir_vector.shape == (self.block_count * self.generators_per_block, dir_vector_size)):
raise TypeError("seed must be GPUArray of integers of right length")
p = self.module.get_function("prepare")
p.prepare("PiPi")
from pycuda.characterize import has_stack
has_stack = has_stack()
if has_stack:
prev_stack_size = drv.Context.get_limit(drv.limit.STACK_SIZE)
try:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, 1<<14) # 16k
try:
p.prepared_call((self.block_count, 1), (self.generators_per_block, 1, 1),
self.state, self.block_count * self.generators_per_block,
dir_vector.gpudata, offset)
except drv.LaunchError:
raise ValueError("Initialisation failed. Decrease number of threads.")
finally:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, prev_stack_size)
def _kernels(self):
return (_RandomNumberGeneratorBase._kernels(self)
+ [self.module.get_function("prepare")])
scrambledsobol_random_source = """
extern "C" {
__global__ void prepare( %(state_type)s *s, const int n,
%(vector_type)s *v, %(scramble_type)s *scramble, const unsigned int o)
{
const int id = blockIdx.x*blockDim.x+threadIdx.x;
if (id < n)
curand_init(v[id], scramble[id], o, &s[id]);
}
}
"""
class _ScrambledSobolRandomNumberGeneratorBase(_RandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 4.0.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
has_box_muller = False
def __init__(self, dir_vector, dir_vector_dtype, dir_vector_size,
dir_vector_set, scramble_vector, scramble_vector_function,
offset, state_type, vector_type, generator_bits, scramble_type,
sobol_random_source):
super(_ScrambledSobolRandomNumberGeneratorBase, self).__init__(state_type,
vector_type, generator_bits, sobol_random_source, scramble_type)
if dir_vector is None:
dir_vector = generate_direction_vectors(
self.block_count * self.generators_per_block,
dir_vector_set)
if scramble_vector is None:
scramble_vector = scramble_vector_function(
self.block_count * self.generators_per_block)
if not (isinstance(dir_vector, pycuda.gpuarray.GPUArray)
and dir_vector.dtype == dir_vector_dtype
and dir_vector.shape == (self.block_count * self.generators_per_block, dir_vector_size)):
raise TypeError("seed must be GPUArray of integers of right length")
if not (isinstance(scramble_vector, pycuda.gpuarray.GPUArray)
and scramble_vector.dtype == dir_vector_dtype
and scramble_vector.shape == (self.block_count * self.generators_per_block, )):
raise TypeError("scramble must be GPUArray of integers of right length")
p = self.module.get_function("prepare")
p.prepare("PiPPi")
from pycuda.characterize import has_stack
has_stack = has_stack()
if has_stack:
prev_stack_size = drv.Context.get_limit(drv.limit.STACK_SIZE)
try:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, 1<<14) # 16k
try:
p.prepared_call((self.block_count, 1), (self.generators_per_block, 1, 1),
self.state, self.block_count * self.generators_per_block,
dir_vector.gpudata, scramble_vector.gpudata, offset)
except drv.LaunchError:
raise ValueError("Initialisation failed. Decrease number of threads.")
finally:
if has_stack:
drv.Context.set_limit(drv.limit.STACK_SIZE, prev_stack_size)
def _kernels(self):
return (_RandomNumberGeneratorBase._kernels(self)
+ [self.module.get_function("prepare")])
if get_curand_version() >= (3, 2, 0):
class Sobol32RandomNumberGenerator(_SobolRandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 3.2.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
def __init__(self, dir_vector=None, offset=0):
super(Sobol32RandomNumberGenerator, self).__init__(dir_vector,
np.uint32, 32, direction_vector_set.VECTOR_32, offset,
'curandStateSobol32', 'curandDirectionVectors32_t', 32,
sobol_random_source+random_skip_ahead32_source)
if get_curand_version() >= (4, 0, 0):
class ScrambledSobol32RandomNumberGenerator(_ScrambledSobolRandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 4.0.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
def __init__(self, dir_vector=None, scramble_vector=None, offset=0):
super(ScrambledSobol32RandomNumberGenerator, self).__init__(dir_vector,
np.uint32, 32, direction_vector_set.SCRAMBLED_VECTOR_32,
scramble_vector, generate_scramble_constants32, offset,
'curandStateScrambledSobol32', 'curandDirectionVectors32_t',
32, 'unsigned int',
scrambledsobol_random_source+random_skip_ahead32_source)
if get_curand_version() >= (4, 0, 0):
class Sobol64RandomNumberGenerator(_SobolRandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 4.0.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
def __init__(self, dir_vector=None, offset=0):
super(Sobol64RandomNumberGenerator, self).__init__(dir_vector,
np.uint64, 64, direction_vector_set.VECTOR_64, offset,
'curandStateSobol64', 'curandDirectionVectors64_t', 64,
sobol_random_source+random_skip_ahead64_source)
if get_curand_version() >= (4, 0, 0):
class ScrambledSobol64RandomNumberGenerator(_ScrambledSobolRandomNumberGeneratorBase):
"""
Class surrounding CURAND kernels from CUDA 4.0.
It allows for generating quasi-random numbers with uniform
and normal probability function of type int, float, and double.
"""
def __init__(self, dir_vector=None, scramble_vector=None, offset=0):
super(ScrambledSobol64RandomNumberGenerator, self).__init__(dir_vector,
np.uint64, 64, direction_vector_set.SCRAMBLED_VECTOR_64,
scramble_vector, generate_scramble_constants64, offset,
'curandStateScrambledSobol64', 'curandDirectionVectors64_t',
64, 'unsigned long long',
scrambledsobol_random_source+random_skip_ahead64_source)
# }}}
# }}}
# vim: foldmethod=marker
|