On Thu, Jan 26, 2012 at 6:21 PM, Steven Watanabe <watanabesj@gmail.com>wrote:
AMDG
On 01/26/2012 09:29 AM, thijs@sitmo.com wrote:
Our work is definitely complementary to TRNG. We go beyond TRNG by
arguing
that if you use pseudo-random functions (which we call counter-based PRNGs in the paper), in lieu of conventional PRNGs, then things like 'skip' and 'jump' and 'jump2' become moot. You simply don't need them. On the other hand, if you have pseudo-random functions, then it's easy to implement skip() and jump() and jump2() for the benefit of applications that are already coded to a TRNG-like APIl. In fact, I'll probably do that in a future release of the Random123 library.
FWIW, the C++ standard library uses void discard(long long);
Yes. There's already a discard() method in counter_based_engine in my library. I was addressing the issue raised by TRNG that discard() by itself doesn't seem to meet the needs of parallel Monte Carlo. The point is debatable, but worthy of consideration. The TRNG library proposes to add split(), jump() and jump2() to the "Parallel Random Number Engine" model to meet the needs of parallel Monte Carlo. I was pointing out that pseudo-random functions could be adapted to provide those methods as well.
Still, I would be pleased if our work became part of boost, and that boost wouuld be enhanced by its inclusion, so I'm still interested in finding a way to fit Random123 into boost.
The issue that I see is that the stateless interface doesn't interact well with the distribution concepts and I see no easy way to make it work, since the distributions don't necessarily use a 1-to-1 transformation on the output of the engine.
Please see the counter_based_urng<> and counter_based_engine<> adapter classes in the library. They allow one to use existing distributions. For example, #include <boost/random/counter_based_urng.hpp> #include <boost/random/philox.hpp> #include <boost/random/uniform_int_distribution.hpp> #include <iostream> int main(int argc, char **argv){ typedef boost::random::philox<4, uint32_t> Prf; Prf::key_type k={{}}; Prf::domain_type c={{}}; // initialize k and c with application-specific, job-specific // or thread-specific values, e.g., // k[0] = thread_id; // k[1] = seed; // ctr[0] = timestamp; // ctr[1] = stocksymbol_id; boost::random::counter_based_urng<Prf> rng(Prf(k), c); boost::random::uniform_int_distribution<int> six(1,6); for(int i=0; i<10; ++i){ std::cout << six(rng) << "\n"; } return 0; }
At first look it would be nice if this would indeed become part of boost. As a boost user I would vote for inclusion if there was a vote.
From my point of view, I definitely support the addition of new engines that model the existing concepts. For the stateless interface, the interaction with distributions /must/ be resolved first.
To the best of my knowledge, counter_based_engine<philox<4, uint32_t>> is a new engine that exactly models existing concepts. We could stop there, but I think it's much more interesting and valuable to go beyond the existing concepts. John Salmon
In Christ, Steven Watanabe
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