numo-random 0.1.0

data/ext/numo/random/src/pcg_extras.hpp

@@ -0,0 +1,637 @@
+/*
+ * PCG Random Number Generation for C++
+ *
+ * Copyright 2014 Melissa O'Neill <oneill@pcg-random.org>
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at
+ *
+ *     http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+ * For additional information about the PCG random number generation scheme,
+ * including its license and other licensing options, visit
+ *
+ *     http://www.pcg-random.org
+ */
+
+/*
+ * This file provides support code that is useful for random-number generation
+ * but not specific to the PCG generation scheme, including:
+ *      - 128-bit int support for platforms where it isn't available natively
+ *      - bit twiddling operations
+ *      - I/O of 128-bit and 8-bit integers
+ *      - Handling the evilness of SeedSeq
+ *      - Support for efficiently producing random numbers less than a given
+ *        bound
+ */
+
+#ifndef PCG_EXTRAS_HPP_INCLUDED
+#define PCG_EXTRAS_HPP_INCLUDED 1
+
+#include <cinttypes>
+#include <cstddef>
+#include <cstdlib>
+#include <cstring>
+#include <cassert>
+#include <limits>
+#include <iostream>
+#include <type_traits>
+#include <utility>
+#include <locale>
+#include <iterator>
+#include <utility>
+
+#ifdef __GNUC__
+    #include <cxxabi.h>
+#endif
+
+/*
+ * Abstractions for compiler-specific directives
+ */
+
+#ifdef __GNUC__
+    #define PCG_NOINLINE __attribute__((noinline))
+#else
+    #define PCG_NOINLINE
+#endif
+
+/*
+ * Some members of the PCG library use 128-bit math.  When compiling on 64-bit
+ * platforms, both GCC and Clang provide 128-bit integer types that are ideal
+ * for the job.
+ *
+ * On 32-bit platforms (or with other compilers), we fall back to a C++
+ * class that provides 128-bit unsigned integers instead.  It may seem
+ * like we're reinventing the wheel here, because libraries already exist
+ * that support large integers, but most existing libraries provide a very
+ * generic multiprecision code, but here we're operating at a fixed size.
+ * Also, most other libraries are fairly heavyweight.  So we use a direct
+ * implementation.  Sadly, it's much slower than hand-coded assembly or
+ * direct CPU support.
+ *
+ */
+#if __SIZEOF_INT128__
+    namespace pcg_extras {
+        typedef __uint128_t pcg128_t;
+    }
+    #define PCG_128BIT_CONSTANT(high,low) \
+            ((pcg128_t(high) << 64) + low)
+#else
+    #include "pcg_uint128.hpp"
+    namespace pcg_extras {
+        typedef pcg_extras::uint_x4<uint32_t,uint64_t> pcg128_t;
+    }
+    #define PCG_128BIT_CONSTANT(high,low) \
+            pcg128_t(high,low)
+    #define PCG_EMULATED_128BIT_MATH 1
+#endif
+
+
+namespace pcg_extras {
+
+/*
+ * We often need to represent a "number of bits".  When used normally, these
+ * numbers are never greater than 128, so an unsigned char is plenty.
+ * If you're using a nonstandard generator of a larger size, you can set
+ * PCG_BITCOUNT_T to have it define it as a larger size.  (Some compilers
+ * might produce faster code if you set it to an unsigned int.)
+ */
+
+#ifndef PCG_BITCOUNT_T
+    typedef uint8_t bitcount_t;
+#else
+    typedef PCG_BITCOUNT_T bitcount_t;
+#endif
+
+/*
+ * C++ requires us to be able to serialize RNG state by printing or reading
+ * it from a stream.  Because we use 128-bit ints, we also need to be able
+ * ot print them, so here is code to do so.
+ *
+ * This code provides enough functionality to print 128-bit ints in decimal
+ * and zero-padded in hex.  It's not a full-featured implementation.
+ */
+
+template <typename CharT, typename Traits>
+std::basic_ostream<CharT,Traits>&
+operator<<(std::basic_ostream<CharT,Traits>& out, pcg128_t value)
+{
+    auto desired_base = out.flags() & out.basefield;
+    bool want_hex = desired_base == out.hex;
+
+    if (want_hex) {
+        uint64_t highpart = uint64_t(value >> 64);
+        uint64_t lowpart  = uint64_t(value);
+        auto desired_width = out.width();
+        if (desired_width > 16) {
+            out.width(desired_width - 16);
+        }
+        if (highpart != 0 || desired_width > 16)
+            out << highpart;
+        CharT oldfill;
+        if (highpart != 0) {
+            out.width(16);
+            oldfill = out.fill('0');
+        }
+        auto oldflags = out.setf(decltype(desired_base){}, out.showbase);
+        out << lowpart;
+        out.setf(oldflags);
+        if (highpart != 0) {
+            out.fill(oldfill);
+        }
+        return out;
+    }
+    constexpr size_t MAX_CHARS_128BIT = 40;
+
+    char buffer[MAX_CHARS_128BIT];
+    char* pos = buffer+sizeof(buffer);
+    *(--pos) = '\0';
+    constexpr auto BASE = pcg128_t(10ULL);
+    do {
+        auto div = value / BASE;
+        auto mod = uint32_t(value - (div * BASE));
+        *(--pos) = '0' + mod;
+        value = div;
+    } while(value != pcg128_t(0ULL));
+    return out << pos;
+}
+
+template <typename CharT, typename Traits>
+std::basic_istream<CharT,Traits>&
+operator>>(std::basic_istream<CharT,Traits>& in, pcg128_t& value)
+{
+    typename std::basic_istream<CharT,Traits>::sentry s(in);
+
+    if (!s)
+         return in;
+
+    constexpr auto BASE = pcg128_t(10ULL);
+    pcg128_t current(0ULL);
+    bool did_nothing = true;
+    bool overflow = false;
+    for(;;) {
+        CharT wide_ch = in.get();
+        if (!in.good())
+            break;
+        auto ch = in.narrow(wide_ch, '\0');
+        if (ch < '0' || ch > '9') {
+            in.unget();
+            break;
+        }
+        did_nothing = false;
+        pcg128_t digit(uint32_t(ch - '0'));
+        pcg128_t timesbase = current*BASE;
+        overflow = overflow || timesbase < current;
+        current = timesbase + digit;
+        overflow = overflow || current < digit;
+    }
+
+    if (did_nothing || overflow) {
+        in.setstate(std::ios::failbit);
+        if (overflow)
+            current = ~pcg128_t(0ULL);
+    }
+
+    value = current;
+
+    return in;
+}
+
+/*
+ * Likewise, if people use tiny rngs, we'll be serializing uint8_t.
+ * If we just used the provided IO operators, they'd read/write chars,
+ * not ints, so we need to define our own.  We *can* redefine this operator
+ * here because we're in our own namespace.
+ */
+
+template <typename CharT, typename Traits>
+std::basic_ostream<CharT,Traits>&
+operator<<(std::basic_ostream<CharT,Traits>&out, uint8_t value)
+{
+    return out << uint32_t(value);
+}
+
+template <typename CharT, typename Traits>
+std::basic_istream<CharT,Traits>&
+operator>>(std::basic_istream<CharT,Traits>& in, uint8_t target)
+{
+    uint32_t value = 0xdecea5edU;
+    in >> value;
+    if (!in && value == 0xdecea5edU)
+        return in;
+    if (value > uint8_t(~0)) {
+        in.setstate(std::ios::failbit);
+        value = ~0U;
+    }
+    target = uint8_t(value);
+    return in;
+}
+
+/* Unfortunately, the above functions don't get found in preference to the
+ * built in ones, so we create some more specific overloads that will.
+ * Ugh.
+ */
+
+inline std::ostream& operator<<(std::ostream& out, uint8_t value)
+{
+    return pcg_extras::operator<< <char>(out, value);
+}
+
+inline std::istream& operator>>(std::istream& in, uint8_t& value)
+{
+    return pcg_extras::operator>> <char>(in, value);
+}
+
+
+
+/*
+ * Useful bitwise operations.
+ */
+
+/*
+ * XorShifts are invertable, but they are someting of a pain to invert.
+ * This function backs them out.  It's used by the whacky "inside out"
+ * generator defined later.
+ */
+
+template <typename itype>
+inline itype unxorshift(itype x, bitcount_t bits, bitcount_t shift)
+{
+    if (2*shift >= bits) {
+        return x ^ (x >> shift);
+    }
+    itype lowmask1 = (itype(1U) << (bits - shift*2)) - 1;
+    itype highmask1 = ~lowmask1;
+    itype top1 = x;
+    itype bottom1 = x & lowmask1;
+    top1 ^= top1 >> shift;
+    top1 &= highmask1;
+    x = top1 | bottom1;
+    itype lowmask2 = (itype(1U) << (bits - shift)) - 1;
+    itype bottom2 = x & lowmask2;
+    bottom2 = unxorshift(bottom2, bits - shift, shift);
+    bottom2 &= lowmask1;
+    return top1 | bottom2;
+}
+
+/*
+ * Rotate left and right.
+ *
+ * In ideal world, compilers would spot idiomatic rotate code and convert it
+ * to a rotate instruction.  Of course, opinions vary on what the correct
+ * idiom is and how to spot it.  For clang, sometimes it generates better
+ * (but still crappy) code if you define PCG_USE_ZEROCHECK_ROTATE_IDIOM.
+ */
+
+template <typename itype>
+inline itype rotl(itype value, bitcount_t rot)
+{
+    constexpr bitcount_t bits = sizeof(itype) * 8;
+    constexpr bitcount_t mask = bits - 1;
+#if PCG_USE_ZEROCHECK_ROTATE_IDIOM
+    return rot ? (value << rot) | (value >> (bits - rot)) : value;
+#else
+    return (value << rot) | (value >> ((- rot) & mask));
+#endif
+}
+
+template <typename itype>
+inline itype rotr(itype value, bitcount_t rot)
+{
+    constexpr bitcount_t bits = sizeof(itype) * 8;
+    constexpr bitcount_t mask = bits - 1;
+#if PCG_USE_ZEROCHECK_ROTATE_IDIOM
+    return rot ? (value >> rot) | (value << (bits - rot)) : value;
+#else
+    return (value >> rot) | (value << ((- rot) & mask));
+#endif
+}
+
+/* Unfortunately, both Clang and GCC sometimes perform poorly when it comes
+ * to properly recognizing idiomatic rotate code, so for we also provide
+ * assembler directives (enabled with PCG_USE_INLINE_ASM).  Boo, hiss.
+ * (I hope that these compilers get better so that this code can die.)
+ *
+ * These overloads will be preferred over the general template code above.
+ */
+#if PCG_USE_INLINE_ASM && __GNUC__ && (__x86_64__  || __i386__)
+
+inline uint8_t rotr(uint8_t value, bitcount_t rot)
+{
+    asm ("rorb   %%cl, %0" : "=r" (value) : "0" (value), "c" (rot));
+    return value;
+}
+
+inline uint16_t rotr(uint16_t value, bitcount_t rot)
+{
+    asm ("rorw   %%cl, %0" : "=r" (value) : "0" (value), "c" (rot));
+    return value;
+}
+
+inline uint32_t rotr(uint32_t value, bitcount_t rot)
+{
+    asm ("rorl   %%cl, %0" : "=r" (value) : "0" (value), "c" (rot));
+    return value;
+}
+
+#if __x86_64__
+inline uint64_t rotr(uint64_t value, bitcount_t rot)
+{
+    asm ("rorq   %%cl, %0" : "=r" (value) : "0" (value), "c" (rot));
+    return value;
+}
+#endif // __x86_64__
+
+#endif // PCG_USE_INLINE_ASM
+
+
+/*
+ * The C++ SeedSeq concept (modelled by seed_seq) can fill an array of
+ * 32-bit integers with seed data, but sometimes we want to produce
+ * larger or smaller integers.
+ *
+ * The following code handles this annoyance.
+ *
+ * uneven_copy will copy an array of 32-bit ints to an array of larger or
+ * smaller ints (actually, the code is general it only needing forward
+ * iterators).  The copy is identical to the one that would be performed if
+ * we just did memcpy on a standard little-endian machine, but works
+ * regardless of the endian of the machine (or the weirdness of the ints
+ * involved).
+ *
+ * generate_to initializes an array of integers using a SeedSeq
+ * object.  It is given the size as a static constant at compile time and
+ * tries to avoid memory allocation.  If we're filling in 32-bit constants
+ * we just do it directly.  If we need a separate buffer and it's small,
+ * we allocate it on the stack.  Otherwise, we fall back to heap allocation.
+ * Ugh.
+ *
+ * generate_one produces a single value of some integral type using a
+ * SeedSeq object.
+ */
+
+ /* uneven_copy helper, case where destination ints are less than 32 bit. */
+
+template<class SrcIter, class DestIter>
+SrcIter uneven_copy_impl(
+    SrcIter src_first, DestIter dest_first, DestIter dest_last,
+    std::true_type)
+{
+    typedef typename std::iterator_traits<SrcIter>::value_type  src_t;
+    typedef typename std::iterator_traits<DestIter>::value_type dest_t;
+
+    constexpr bitcount_t SRC_SIZE  = sizeof(src_t);
+    constexpr bitcount_t DEST_SIZE = sizeof(dest_t);
+    constexpr bitcount_t DEST_BITS = DEST_SIZE * 8;
+    constexpr bitcount_t SCALE     = SRC_SIZE / DEST_SIZE;
+
+    size_t count = 0;
+    src_t value;
+
+    while (dest_first != dest_last) {
+        if ((count++ % SCALE) == 0)
+            value = *src_first++;       // Get more bits
+        else
+            value >>= DEST_BITS;        // Move down bits
+
+        *dest_first++ = dest_t(value);  // Truncates, ignores high bits.
+    }
+    return src_first;
+}
+
+ /* uneven_copy helper, case where destination ints are more than 32 bit. */
+
+template<class SrcIter, class DestIter>
+SrcIter uneven_copy_impl(
+    SrcIter src_first, DestIter dest_first, DestIter dest_last,
+    std::false_type)
+{
+    typedef typename std::iterator_traits<SrcIter>::value_type  src_t;
+    typedef typename std::iterator_traits<DestIter>::value_type dest_t;
+
+    constexpr auto SRC_SIZE  = sizeof(src_t);
+    constexpr auto SRC_BITS  = SRC_SIZE * 8;
+    constexpr auto DEST_SIZE = sizeof(dest_t);
+    constexpr auto SCALE     = (DEST_SIZE+SRC_SIZE-1) / SRC_SIZE;
+
+    while (dest_first != dest_last) {
+        dest_t value(0UL);
+        unsigned int shift = 0;
+
+        for (size_t i = 0; i < SCALE; ++i) {
+            value |= dest_t(*src_first++) << shift;
+            shift += SRC_BITS;
+        }
+
+        *dest_first++ = value;
+    }
+    return src_first;
+}
+
+/* uneven_copy, call the right code for larger vs. smaller */
+
+template<class SrcIter, class DestIter>
+inline SrcIter uneven_copy(SrcIter src_first,
+                           DestIter dest_first, DestIter dest_last)
+{
+    typedef typename std::iterator_traits<SrcIter>::value_type  src_t;
+    typedef typename std::iterator_traits<DestIter>::value_type dest_t;
+
+    constexpr bool DEST_IS_SMALLER = sizeof(dest_t) < sizeof(src_t);
+
+    return uneven_copy_impl(src_first, dest_first, dest_last,
+                            std::integral_constant<bool, DEST_IS_SMALLER>{});
+}
+
+/* generate_to, fill in a fixed-size array of integral type using a SeedSeq
+ * (actually works for any random-access iterator)
+ */
+
+template <size_t size, typename SeedSeq, typename DestIter>
+inline void generate_to_impl(SeedSeq&& generator, DestIter dest,
+                             std::true_type)
+{
+    generator.generate(dest, dest+size);
+}
+
+template <size_t size, typename SeedSeq, typename DestIter>
+void generate_to_impl(SeedSeq&& generator, DestIter dest,
+                      std::false_type)
+{
+    typedef typename std::iterator_traits<DestIter>::value_type dest_t;
+    constexpr auto DEST_SIZE = sizeof(dest_t);
+    constexpr auto GEN_SIZE  = sizeof(uint32_t);
+
+    constexpr bool GEN_IS_SMALLER = GEN_SIZE < DEST_SIZE;
+    constexpr size_t FROM_ELEMS =
+        GEN_IS_SMALLER
+            ? size * ((DEST_SIZE+GEN_SIZE-1) / GEN_SIZE)
+            : (size + (GEN_SIZE / DEST_SIZE) - 1)
+                / ((GEN_SIZE / DEST_SIZE) + GEN_IS_SMALLER);
+                        //  this odd code ^^^^^^^^^^^^^^^^^ is work-around for
+                        //  a bug: http://llvm.org/bugs/show_bug.cgi?id=21287
+
+    if (FROM_ELEMS <= 1024) {
+        uint32_t buffer[FROM_ELEMS];
+        generator.generate(buffer, buffer+FROM_ELEMS);
+        uneven_copy(buffer, dest, dest+size);
+    } else {
+        uint32_t* buffer = (uint32_t*) malloc(GEN_SIZE * FROM_ELEMS);
+        generator.generate(buffer, buffer+FROM_ELEMS);
+        uneven_copy(buffer, dest, dest+size);
+        free(buffer);
+    }
+}
+
+template <size_t size, typename SeedSeq, typename DestIter>
+inline void generate_to(SeedSeq&& generator, DestIter dest)
+{
+    typedef typename std::iterator_traits<DestIter>::value_type dest_t;
+    constexpr bool IS_32BIT = sizeof(dest_t) == sizeof(uint32_t);
+
+    generate_to_impl<size>(std::forward<SeedSeq>(generator), dest,
+                           std::integral_constant<bool, IS_32BIT>{});
+}
+
+/* generate_one, produce a value of integral type using a SeedSeq
+ * (optionally, we can have it produce more than one and pick which one
+ * we want)
+ */
+
+template <typename UInt, size_t i = 0UL, size_t N = i+1UL, typename SeedSeq>
+inline UInt generate_one(SeedSeq&& generator)
+{
+    UInt result[N];
+    generate_to<N>(std::forward<SeedSeq>(generator), result);
+    return result[i];
+}
+
+template <typename RngType>
+auto bounded_rand(RngType& rng, typename RngType::result_type upper_bound)
+        -> typename RngType::result_type
+{
+    typedef typename RngType::result_type rtype;
+    rtype threshold = (RngType::max() - RngType::min() + rtype(1) - upper_bound)
+                    % upper_bound;
+    for (;;) {
+        rtype r = rng() - RngType::min();
+        if (r >= threshold)
+            return r % upper_bound;
+    }
+}
+
+template <typename Iter, typename RandType>
+void shuffle(Iter from, Iter to, RandType&& rng)
+{
+    typedef typename std::iterator_traits<Iter>::difference_type delta_t;
+    auto count = to - from;
+    while (count > 1) {
+        delta_t chosen(bounded_rand(rng, count));
+        --count;
+        --to;
+        using std::swap;
+        swap(*(from+chosen), *to);
+    }
+}
+
+/*
+ * Although std::seed_seq is useful, it isn't everything.  Often we want to
+ * initialize a random-number generator some other way, such as from a random
+ * device.
+ *
+ * Technically, it does not meet the requirements of a SeedSequence because
+ * it lacks some of the rarely-used member functions (some of which would
+ * be impossible to provide).  However the C++ standard is quite specific
+ * that actual engines only called the generate method, so it ought not to be
+ * a problem in practice.
+ */
+
+template <typename RngType>
+class seed_seq_from {
+private:
+    RngType rng_;
+
+    typedef uint_least32_t result_type;
+
+public:
+    template<typename... Args>
+    seed_seq_from(Args&&... args) :
+        rng_(std::forward<Args>(args)...)
+    {
+        // Nothing (else) to do...
+    }
+
+    template<typename Iter>
+    void generate(Iter start, Iter finish)
+    {
+        for (auto i = start; i != finish; ++i)
+            *i = result_type(rng_());
+    }
+
+    constexpr size_t size() const
+    {
+        return (sizeof(typename RngType::result_type) > sizeof(result_type)
+                && RngType::max() > ~size_t(0UL))
+             ? ~size_t(0UL)
+             : size_t(RngType::max());
+    }
+};
+
+/*
+ * Sometimes you might want a distinct seed based on when the program
+ * was compiled.  That way, a particular instance of the program will
+ * behave the same way, but when recompiled it'll produce a different
+ * value.
+ */
+
+template <typename IntType>
+struct static_arbitrary_seed {
+private:
+    static constexpr IntType fnv(IntType hash, const char* pos) {
+        return *pos == '\0'
+             ? hash
+             : fnv((hash * IntType(16777619U)) ^ *pos, (pos+1));
+    }
+
+public:
+    static constexpr IntType value = fnv(IntType(2166136261U ^ sizeof(IntType)),
+                        __DATE__ __TIME__ __FILE__);
+};
+
+// Sometimes, when debugging or testing, it's handy to be able print the name
+// of a (in human-readable form).  This code allows the idiom:
+//
+//      cout << printable_typename<my_foo_type_t>()
+//
+// to print out my_foo_type_t (or its concrete type if it is a synonym)
+
+template <typename T>
+struct printable_typename {};
+
+template <typename T>
+std::ostream& operator<<(std::ostream& out, printable_typename<T>) {
+    const char *implementation_typename = typeid(T).name();
+#ifdef __GNUC__
+    int status;
+    const char* pretty_name =
+        abi::__cxa_demangle(implementation_typename, NULL, NULL, &status);
+    if (status == 0)
+        out << pretty_name;
+    free((void*) pretty_name);
+    if (status == 0)
+        return out;
+#endif
+    out << implementation_typename;
+    return out;
+}
+
+} // namespace pcg_extras
+
+#endif // PCG_EXTRAS_HPP_INCLUDED