tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
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/**
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* @file RandUtils.h
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* @author bab2min (bab2min@gmail.com)
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* @brief
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* @version 0.2.0
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* @date 2020-06-22
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*
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* @copyright Copyright (c) 2020
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*
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*/
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#ifndef EIGENRAND_RAND_UTILS_H
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#define EIGENRAND_RAND_UTILS_H
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#include <EigenRand/MorePacketMath.h>
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#include <EigenRand/PacketFilter.h>
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#include <EigenRand/PacketRandomEngine.h>
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namespace Eigen
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{
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namespace internal
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{
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template<typename Packet, typename Rng,
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typename RngResult = typename std::remove_reference<Rng>::type::result_type,
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Rand::RandomEngineType reType = Rand::GetRandomEngineType<
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typename std::remove_reference<Rng>::type
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>::value>
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struct RawbitsMaker;
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template<typename PacketType, typename Rng>
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struct UniformRealUtils;
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template<typename PacketType, typename Rng>
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struct RandUtils : public UniformRealUtils<PacketType, Rng>
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{
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EIGEN_STRONG_INLINE PacketType balanced(Rng& rng)
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{
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return psub(pmul(this->zero_to_one(rng), pset1<PacketType>(2)), pset1<PacketType>(1));
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}
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EIGEN_STRONG_INLINE PacketType nonzero_uniform_real(Rng& rng)
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{
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constexpr auto epsilon = std::numeric_limits<typename unpacket_traits<PacketType>::type>::epsilon() / 8;
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return padd(this->uniform_real(rng), pset1<PacketType>(epsilon));
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}
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};
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EIGEN_STRONG_INLINE uint32_t collect_upper8bits(uint32_t a, uint32_t b, uint32_t c)
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{
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return ((a & 0xFF000000) >> 24) | ((b & 0xFF000000) >> 16) | ((c & 0xFF000000) >> 8);
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}
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}
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}
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#ifdef EIGEN_VECTORIZE_AVX
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#include <immintrin.h>
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namespace Eigen
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{
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namespace internal
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{
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template<typename Rng>
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struct RawbitsMaker<Packet4i, Rng, Packet8i, Rand::RandomEngineType::packet>
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{
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EIGEN_STRONG_INLINE Packet4i rawbits(Rng& rng)
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{
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return rng.half();
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}
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EIGEN_STRONG_INLINE Packet4i rawbits_34(Rng& rng)
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{
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return rng.half();
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}
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EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
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{
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return rng.half();
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}
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};
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template<typename Rng>
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struct RawbitsMaker<Packet8i, Rng, Packet4i, Rand::RandomEngineType::packet>
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{
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EIGEN_STRONG_INLINE Packet8i rawbits(Rng& rng)
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{
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return _mm256_insertf128_si256(_mm256_castsi128_si256(rng()), rng(), 1);
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}
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EIGEN_STRONG_INLINE Packet8i rawbits_34(Rng& rng)
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{
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return _mm256_insertf128_si256(_mm256_castsi128_si256(rng()), rng(), 1);
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}
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EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
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{
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return rng();
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}
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};
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template<typename Rng, typename RngResult>
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struct RawbitsMaker<Packet8i, Rng, RngResult, Rand::RandomEngineType::scalar>
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{
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EIGEN_STRONG_INLINE Packet8i rawbits(Rng& rng)
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{
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if (sizeof(decltype(rng())) == 8)
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{
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return _mm256_set_epi64x(rng(), rng(), rng(), rng());
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}
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else
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{
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return _mm256_set_epi32(rng(), rng(), rng(), rng(),
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rng(), rng(), rng(), rng());
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}
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}
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EIGEN_STRONG_INLINE Packet8i rawbits_34(Rng& rng)
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{
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Packet8i p;
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if (sizeof(decltype(rng())) == 8)
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{
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#ifdef EIGEN_VECTORIZE_AVX2
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p = _mm256_setr_epi64x(rng(), rng(), rng(), 0);
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p = _mm256_permutevar8x32_epi32(p, _mm256_setr_epi32(0, 1, 2, 7, 3, 4, 5, 7));
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p = _mm256_shuffle_epi8(p, _mm256_setr_epi8(
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11,
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11
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));
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#else
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auto v = rng();
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p = _mm256_setr_epi64x(rng(), v, rng(), v >> 32);
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Packet4i p1, p2, o = _mm_setr_epi8(
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11);
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split_two(p, p1, p2);
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p = combine_two(_mm_shuffle_epi8(p1, o), _mm_shuffle_epi8(p2, o));
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#endif
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}
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else
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{
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p = _mm256_setr_epi32(rng(), rng(), rng(), 0, rng(), rng(), rng(), 0);
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#ifdef EIGEN_VECTORIZE_AVX2
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p = _mm256_shuffle_epi8(p, _mm256_setr_epi8(
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11,
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11
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));
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#else
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Packet4i p1, p2, o = _mm_setr_epi8(
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0, 1, 2, 3,
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4, 5, 6, 7,
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8, 9, 10, 11,
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3, 7, 11, 11);
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split_two(p, p1, p2);
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p = combine_two(_mm_shuffle_epi8(p1, o), _mm_shuffle_epi8(p2, o));
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#endif
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}
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return p;
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}
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EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
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{
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if (sizeof(decltype(rng())) == 8)
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{
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return _mm_set_epi64x(rng(), rng());
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}
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else
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{
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return _mm_set_epi32(rng(), rng(), rng(), rng());
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}
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}
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};
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template<typename Rng>
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struct RawbitsMaker<Packet8i, Rng, Packet8i, Rand::RandomEngineType::packet>
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{
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EIGEN_STRONG_INLINE Packet8i rawbits(Rng& rng)
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{
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return rng();
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}
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EIGEN_STRONG_INLINE Packet8i rawbits_34(Rng& rng)
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{
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return rng();
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}
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EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
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{
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return rng.half();
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}
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};
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#ifndef EIGEN_VECTORIZE_AVX2
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template<>
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EIGEN_STRONG_INLINE Packet8f bit_to_ur_float<Packet8i>(const Packet8i& x)
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{
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const Packet4i lower = pset1<Packet4i>(0x7FFFFF),
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upper = pset1<Packet4i>(127 << 23);
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const Packet8f one = pset1<Packet8f>(1);
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Packet4i x1, x2;
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split_two(x, x1, x2);
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return psub(reinterpret_to_float(
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combine_two(por(pand(x1, lower), upper), por(pand(x2, lower), upper)
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)), one);
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}
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template<>
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EIGEN_STRONG_INLINE Packet4d bit_to_ur_double<Packet8i>(const Packet8i& x)
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{
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const Packet4i lower = pseti64<Packet4i>(0xFFFFFFFFFFFFFull),
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upper = pseti64<Packet4i>(1023ull << 52);
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const Packet4d one = pset1<Packet4d>(1);
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Packet4i x1, x2;
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split_two(x, x1, x2);
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return psub(reinterpret_to_double(
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combine_two(por(pand(x1, lower), upper), por(pand(x2, lower), upper)
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)), one);
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}
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#endif
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template<typename Rng>
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struct UniformRealUtils<Packet8f, Rng> : public RawbitsMaker<Packet8i, Rng>
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{
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EIGEN_STRONG_INLINE Packet8f zero_to_one(Rng& rng)
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{
|
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+
return pdiv(_mm256_cvtepi32_ps(pand(this->rawbits(rng), pset1<Packet8i>(0x7FFFFFFF))),
|
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+
pset1<Packet8f>(0x7FFFFFFF));
|
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+
}
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+
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+
EIGEN_STRONG_INLINE Packet8f uniform_real(Rng& rng)
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{
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+
return bit_to_ur_float(this->rawbits_34(rng));
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}
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};
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+
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template<typename Rng>
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struct UniformRealUtils<Packet4d, Rng> : public RawbitsMaker<Packet8i, Rng>
|
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{
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+
EIGEN_STRONG_INLINE Packet4d zero_to_one(Rng& rng)
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+
{
|
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+
return pdiv(_mm256_cvtepi32_pd(pand(this->rawbits_half(rng), pset1<Packet4i>(0x7FFFFFFF))),
|
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+
pset1<Packet4d>(0x7FFFFFFF));
|
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+
}
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+
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+
EIGEN_STRONG_INLINE Packet4d uniform_real(Rng& rng)
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{
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+
return bit_to_ur_double(this->rawbits(rng));
|
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+
}
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};
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}
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}
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+
#endif
|
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+
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#ifdef EIGEN_VECTORIZE_SSE2
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#include <xmmintrin.h>
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+
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namespace Eigen
|
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{
|
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namespace internal
|
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{
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template<typename Rng, typename RngResult>
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+
struct RawbitsMaker<Packet4i, Rng, RngResult, Rand::RandomEngineType::scalar>
|
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{
|
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+
EIGEN_STRONG_INLINE Packet4i rawbits(Rng& rng)
|
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+
{
|
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+
if (sizeof(RngResult) == 8)
|
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+
{
|
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+
return _mm_set_epi64x(rng(), rng());
|
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+
}
|
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+
else
|
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{
|
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+
return _mm_set_epi32(rng(), rng(), rng(), rng());
|
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+
}
|
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+
}
|
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+
|
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+
EIGEN_STRONG_INLINE Packet4i rawbits_34(Rng& rng)
|
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+
{
|
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+
if (sizeof(RngResult) == 8)
|
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+
{
|
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+
return _mm_set_epi64x(rng(), rng());
|
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+
}
|
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+
else
|
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+
{
|
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+
#ifdef EIGEN_VECTORIZE_SSSE3
|
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+
Packet4i p = _mm_setr_epi32(rng(), rng(), rng(), 0);
|
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+
return _mm_shuffle_epi8(p, _mm_setr_epi8(
|
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|
+
0, 1, 2, 3,
|
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|
+
4, 5, 6, 7,
|
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+
8, 9, 10, 11,
|
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+
3, 7, 11, 11));
|
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+
#else
|
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+
return _mm_set_epi32(rng(), rng(), rng(), rng());
|
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|
+
#endif
|
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|
+
}
|
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|
+
}
|
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+
|
314
|
+
EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
|
315
|
+
{
|
316
|
+
if (sizeof(decltype(rng())) == 8)
|
317
|
+
{
|
318
|
+
return _mm_set_epi64x(0, rng());
|
319
|
+
}
|
320
|
+
else
|
321
|
+
{
|
322
|
+
return _mm_setr_epi32(rng(), rng(), 0, 0);
|
323
|
+
}
|
324
|
+
}
|
325
|
+
};
|
326
|
+
|
327
|
+
template<typename Rng>
|
328
|
+
struct RawbitsMaker<Packet4i, Rng, Packet4i, Rand::RandomEngineType::packet>
|
329
|
+
{
|
330
|
+
EIGEN_STRONG_INLINE Packet4i rawbits(Rng& rng)
|
331
|
+
{
|
332
|
+
return rng();
|
333
|
+
}
|
334
|
+
|
335
|
+
EIGEN_STRONG_INLINE Packet4i rawbits_34(Rng& rng)
|
336
|
+
{
|
337
|
+
return rng();
|
338
|
+
}
|
339
|
+
|
340
|
+
EIGEN_STRONG_INLINE Packet4i rawbits_half(Rng& rng)
|
341
|
+
{
|
342
|
+
return rng();
|
343
|
+
}
|
344
|
+
};
|
345
|
+
|
346
|
+
template<typename Rng>
|
347
|
+
struct UniformRealUtils<Packet4f, Rng> : public RawbitsMaker<Packet4i, Rng>
|
348
|
+
{
|
349
|
+
EIGEN_STRONG_INLINE Packet4f zero_to_one(Rng& rng)
|
350
|
+
{
|
351
|
+
return pdiv(_mm_cvtepi32_ps(pand(this->rawbits(rng), pset1<Packet4i>(0x7FFFFFFF))),
|
352
|
+
pset1<Packet4f>(0x7FFFFFFF));
|
353
|
+
}
|
354
|
+
|
355
|
+
EIGEN_STRONG_INLINE Packet4f uniform_real(Rng& rng)
|
356
|
+
{
|
357
|
+
return bit_to_ur_float(this->rawbits_34(rng));
|
358
|
+
}
|
359
|
+
};
|
360
|
+
|
361
|
+
template<typename Rng>
|
362
|
+
struct UniformRealUtils<Packet2d, Rng> : public RawbitsMaker<Packet4i, Rng>
|
363
|
+
{
|
364
|
+
EIGEN_STRONG_INLINE Packet2d zero_to_one(Rng& rng)
|
365
|
+
{
|
366
|
+
return pdiv(_mm_cvtepi32_pd(pand(this->rawbits_half(rng), pset1<Packet4i>(0x7FFFFFFF))),
|
367
|
+
pset1<Packet2d>(0x7FFFFFFF));
|
368
|
+
}
|
369
|
+
|
370
|
+
EIGEN_STRONG_INLINE Packet2d uniform_real(Rng& rng)
|
371
|
+
{
|
372
|
+
return bit_to_ur_double(this->rawbits(rng));
|
373
|
+
}
|
374
|
+
};
|
375
|
+
}
|
376
|
+
}
|
377
|
+
#endif
|
378
|
+
|
379
|
+
namespace Eigen
|
380
|
+
{
|
381
|
+
namespace internal
|
382
|
+
{
|
383
|
+
template<typename Scalar, typename Rng>
|
384
|
+
struct scalar_base_rng
|
385
|
+
{
|
386
|
+
static_assert(
|
387
|
+
Rand::IsScalarRandomEngine<
|
388
|
+
typename std::remove_reference<Rng>::type
|
389
|
+
>::value ||
|
390
|
+
Rand::IsPacketRandomEngine<
|
391
|
+
typename std::remove_reference<Rng>::type
|
392
|
+
>::value, "Rng must satisfy RandomNumberEngine");
|
393
|
+
|
394
|
+
Rng rng;
|
395
|
+
|
396
|
+
scalar_base_rng(const Rng& _rng) : rng{ _rng }
|
397
|
+
{
|
398
|
+
}
|
399
|
+
|
400
|
+
scalar_base_rng(const scalar_base_rng& o)
|
401
|
+
: rng{ o.rng }
|
402
|
+
{
|
403
|
+
}
|
404
|
+
|
405
|
+
scalar_base_rng(scalar_base_rng&& o)
|
406
|
+
: rng{ std::move(o.rng) }
|
407
|
+
{
|
408
|
+
}
|
409
|
+
};
|
410
|
+
}
|
411
|
+
}
|
412
|
+
|
413
|
+
#endif
|
@@ -0,0 +1,220 @@
|
|
1
|
+
/**
|
2
|
+
@mainpage EigenRand : The Fastest C++11-compatible random distribution generator for Eigen
|
3
|
+
|
4
|
+
EigenRand is a header-only library for [Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page), providing vectorized random number engines and vectorized random distribution generators.
|
5
|
+
Since the classic Random functions of Eigen relies on an old C function `rand()`,
|
6
|
+
there is no way to control random numbers and no guarantee for quality of generated numbers.
|
7
|
+
In addition, Eigen's Random is slow because rand() is hard to vectorize.
|
8
|
+
|
9
|
+
EigenRand provides a variety of random distribution functions similar to C++11 standard's random functions,
|
10
|
+
which can be vectorized and easily integrated into Eigen's expressions of Matrix and Array.
|
11
|
+
|
12
|
+
You can get 5~10 times speed by just replacing old Eigen's Random
|
13
|
+
or unvectorizable c++11 random number generators with EigenRand.
|
14
|
+
|
15
|
+
EigenRand currently supports only x86-64 architecture (SSE, AVX, AVX2).
|
16
|
+
|
17
|
+
EigenRand is distributed under the MIT License.
|
18
|
+
|
19
|
+
If you want to contribute or report bugs, please visit Github repository https://github.com/bab2min/EigenRand.
|
20
|
+
|
21
|
+
|
22
|
+
- @link getting_started Getting Started @endlink
|
23
|
+
- @link list_of_supported_distribution List of Supported Random Distribution @endlink
|
24
|
+
- @link performance Performance @endlink
|
25
|
+
|
26
|
+
@page getting_started Getting Started
|
27
|
+
|
28
|
+
@section getting_started_1 Installation
|
29
|
+
|
30
|
+
You can install EigenRand by just downloading the source codes from [the repository](https://github.com/bab2min/EigenRand/releases).
|
31
|
+
Since EigenRand is a header-only library like Eigen, none of binaries needs to be installed.
|
32
|
+
All you need is [Eigen 3.3.7](http://eigen.tuxfamily.org/index.php?title=Main_Page) and C++11 compiler.
|
33
|
+
|
34
|
+
@section getting_started_2 Simple Random Matrix Generators
|
35
|
+
@code
|
36
|
+
#include <iostream>
|
37
|
+
#include <Eigen/Dense>
|
38
|
+
#include <EigenRand/EigenRand>
|
39
|
+
|
40
|
+
using namespace Eigen;
|
41
|
+
|
42
|
+
int main()
|
43
|
+
{
|
44
|
+
// Initialize random number generator with seed=42 for following codes.
|
45
|
+
// Or you can use C++11 RNG such as std::mt19937 or std::ranlux48.
|
46
|
+
Rand::Vmt19937_64 urng{ 42 };
|
47
|
+
|
48
|
+
// this will generate 4x4 real matrix with range [-1, 1]
|
49
|
+
MatrixXf mat = Rand::balanced<MatrixXf>(4, 4, urng);
|
50
|
+
std::cout << mat << std::endl;
|
51
|
+
|
52
|
+
// this will generate 10x10 real 2d array on the normal distribution
|
53
|
+
ArrayXXf arr = Rand::normal<ArrayXXf>(10, 10, urng);
|
54
|
+
std::cout << arr << std::endl;
|
55
|
+
|
56
|
+
return 0;
|
57
|
+
}
|
58
|
+
@endcode
|
59
|
+
|
60
|
+
@section getting_started_3 Random Matrix Functions with suffix '-Like'
|
61
|
+
Basically, in order to call each random distribution function of EigenRand, template parameters must be passed following the dense matrix or array type to be created.
|
62
|
+
But, if you have an instance of Eigen::Matrix or Eigen::Array already, you can use -Like function to generate a random matrix or array with the same type and shape.
|
63
|
+
@code
|
64
|
+
#include <iostream>
|
65
|
+
#include <Eigen/Dense>
|
66
|
+
#include <EigenRand/EigenRand>
|
67
|
+
|
68
|
+
using namespace Eigen;
|
69
|
+
|
70
|
+
int main()
|
71
|
+
{
|
72
|
+
Rand::Vmt19937_64 urng{ 42 };
|
73
|
+
|
74
|
+
MatrixXf mat{ 10, 10 };
|
75
|
+
// this will generate a random matrix in MatrixXf type with the shape (10, 10)
|
76
|
+
// note: it doesn't change mat at all.
|
77
|
+
Rand::balancedLike(mat, urng);
|
78
|
+
|
79
|
+
// if you want to assign a random matrix into itself, use assignment operator.
|
80
|
+
mat = Rand::balancedLike(mat, urng);
|
81
|
+
std::cout << mat << std::endl;
|
82
|
+
return 0;
|
83
|
+
}
|
84
|
+
@endcode
|
85
|
+
|
86
|
+
Every random distribution function has its corresponding -Like function.
|
87
|
+
|
88
|
+
* @page list_of_supported_distribution List of Supported Random Distribution
|
89
|
+
*
|
90
|
+
*
|
91
|
+
@section list_of_supported_distribution_1 Random Distributions for Real types
|
92
|
+
|
93
|
+
| Function | Scalar Type | Description | Equivalent to |
|
94
|
+
|:---:|:---:|:---:|:---:|
|
95
|
+
| `Eigen::Rand::balanced` | float, double | generates real values in the [-1, 1] range | `Eigen::DenseBase<Ty>::Random` for floating point types |
|
96
|
+
| `Eigen::Rand::cauchy` | float, double | generates real values on the [Cauchy distribution](https://en.wikipedia.org/wiki/Cauchy_distribution). | `std::cauchy_distribution` |
|
97
|
+
| `Eigen::Rand::chiSquared` | float, double | generates real values on a [chi-squared distribution](https://en.wikipedia.org/wiki/Chi-squared_distribution). | `std::chi_squared_distribution` |
|
98
|
+
| `Eigen::Rand::exponential` | float, double | generates real values on an [exponential distribution](https://en.wikipedia.org/wiki/Exponential_distribution). | `std::exponential_distribution` |
|
99
|
+
| `Eigen::Rand::extremeValue` | float, double | generates real values on an [extreme value distribution](https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution). | `std::extreme_value_distribution` |
|
100
|
+
| `Eigen::Rand::fisherF` | float, double | generates real values on the [Fisher's F distribution](https://en.wikipedia.org/wiki/F_distribution). | `std::fisher_f_distribution` |
|
101
|
+
| `Eigen::Rand::gamma` | float, double | generates real values on a [gamma distribution](https://en.wikipedia.org/wiki/Gamma_distribution). | `std::gamma_distribution` |
|
102
|
+
| `Eigen::Rand::lognormal` | float, double | generates real values on a [lognormal distribution](https://en.wikipedia.org/wiki/Lognormal_distribution). | `std::lognormal_distribution` |
|
103
|
+
| `Eigen::Rand::normal` | float, double | generates real values on a [normal distribution](https://en.wikipedia.org/wiki/Normal_distribution). | `std::normal_distribution` |
|
104
|
+
| `Eigen::Rand::studentT` | float, double | generates real values on the [Student's t distribution](https://en.wikipedia.org/wiki/Student%27s_t-distribution). | `std::student_t_distribution` |
|
105
|
+
| `Eigen::Rand::uniformReal` | float, double | generates real values in the `[-1, 0)` range. | `std::generate_canonical` |
|
106
|
+
| `Eigen::Rand::weibull` | float, double | generates real values on the [Weibull distribution](https://en.wikipedia.org/wiki/Weibull_distribution). | `std::weibull_distribution` |
|
107
|
+
|
108
|
+
@section list_of_supported_distribution_2 Random Distributions for Integer Types
|
109
|
+
|
110
|
+
| Function | Scalar Type | Description | Equivalent to |
|
111
|
+
|:---:|:---:|:---:|:---:|
|
112
|
+
| `Eigen::Rand::binomial` | int | generates integers on a [binomial distribution](https://en.wikipedia.org/wiki/Binomial_distribution). | `std::binomial_distribution` |
|
113
|
+
| `Eigen::Rand::discrete` | int | generates random integers on a discrete distribution. | `std::discrete_distribution` |
|
114
|
+
| `Eigen::Rand::geometric` | int | generates integers on a [geometric distribution](https://en.wikipedia.org/wiki/Geometric_distribution). | `std::geometric_distribution` |
|
115
|
+
| `Eigen::Rand::negativeBinomial` | int | generates integers on a [negative binomial distribution](https://en.wikipedia.org/wiki/Negative_binomial_distribution). | `std::negative_binomial_distribution` |
|
116
|
+
| `Eigen::Rand::poisson` | int | generates integers on the [Poisson distribution](https://en.wikipedia.org/wiki/Poisson_distribution). | `std::poisson_distribution` |
|
117
|
+
| `Eigen::Rand::randBits` | int | generates integers with random bits. | `Eigen::DenseBase<Ty>::Random` for integer types |
|
118
|
+
| `Eigen::Rand::uniformInt` | int | generates integers in the `[min, max]` range. | `std::uniform_int_distribution` |
|
119
|
+
|
120
|
+
@section list_of_supported_distribution_3 Random Number Engines
|
121
|
+
|
122
|
+
| | Description | Equivalent to |
|
123
|
+
|:---:|:---:|:---:|
|
124
|
+
| `Eigen::Rand::Vmt19937_64` | a vectorized version of Mersenne Twister algorithm. It generates two 64bit random integers simultaneously with SSE2 and four integers with AVX2. | `std::mt19937_64` |
|
125
|
+
|
126
|
+
*
|
127
|
+
* @page performance Performance
|
128
|
+
*
|
129
|
+
* The following result is a measure of the time in seconds it takes to generate 1M random numbers. It shows the average of 20 times.
|
130
|
+
|
131
|
+
@section performance_1 Intel(R) Xeon(R) Platinum 8171M CPU @ 2.60GHz (Ubuntu 16.04, gcc7.5)
|
132
|
+
|
133
|
+
| | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
|
134
|
+
|---|---:|---:|---:|---:|---:|---:|
|
135
|
+
| `balanced`* | 9.0 | 5.9 | 1.5 | 1.4 | 1.3 | 0.9 |
|
136
|
+
| `balanced`(double)* | 8.7 | 6.4 | 3.3 | 2.9 | 1.7 | 1.7 |
|
137
|
+
| `binomial(20, 0.5)` | 400.8 | 118.5 | 32.7 | 36.6 | 30.0 | 22.7 |
|
138
|
+
| `binomial(50, 0.01)` | 71.7 | 22.5 | 7.7 | 8.3 | 7.9 | 6.6 |
|
139
|
+
| `binomial(100, 0.75)` | 340.5 | 454.5 | 91.7 | 111.5 | 106.3 | 86.4 |
|
140
|
+
| `cauchy` | 36.1 | 54.4 | 6.1 | 7.1 | 4.7 | 3.9 |
|
141
|
+
| `chiSquared` | 80.5 | 249.5 | 64.6 | 58.0 | 29.4 | 28.8 |
|
142
|
+
| `discrete`(int32) | - | 14.0 | 2.9 | 2.6 | 2.4 | 1.7 |
|
143
|
+
| `discrete`(fp32) | - | 21.9 | 4.3 | 4.0 | 3.6 | 3.0 |
|
144
|
+
| `discrete`(fp64) | 72.4 | 21.4 | 6.9 | 6.5 | 4.9 | 3.7 |
|
145
|
+
| `exponential` | 31.0 | 25.3 | 5.5 | 5.3 | 3.3 | 2.9 |
|
146
|
+
| `extremeValue` | 66.0 | 60.1 | 11.9 | 10.7 | 6.5 | 5.8 |
|
147
|
+
| `fisherF(1, 1)` | 178.1 | 35.1 | 33.2 | 39.3 | 22.9 | 18.7 |
|
148
|
+
| `fisherF(5, 5)` | 141.8 | 415.2 | 136.47 | 172.4 | 92.4 | 74.9 |
|
149
|
+
| `gamma(0.2, 1)` | 207.8 | 211.4 | 54.6 | 51.2 | 26.9 | 27.0 |
|
150
|
+
| `gamma(5, 3)` | 80.9 | 60.0 | 14.3 | 13.3 | 11.4 | 8.0 |
|
151
|
+
| `gamma(10.5, 1)` | 81.1 | 248.6 | 63.3 | 58.5 | 29.2 | 28.4 |
|
152
|
+
| `geometric` | 43.0 | 22.4 | 6.7 | 7.4 | 5.8 | |
|
153
|
+
| `lognormal` | 66.3 | 55.4 | 12.8 | 11.8 | 6.2 | 6.2 |
|
154
|
+
| `negativeBinomial(10, 0.5)` | 312.0 | 301.4 | 82.9 | 100.6 | 95.3 | 77.9 |
|
155
|
+
| `negativeBinomial(20, 0.25)` | 483.4 | 575.9 | 125.0 | 158.2 | 148.4 | 119.5 |
|
156
|
+
| `normal(0, 1)` | 38.1 | 28.5 | 6.8 | 6.2 | 3.8 | 3.7 |
|
157
|
+
| `normal(2, 3)` | 37.6 | 29.0 | 7.3 | 6.6 | 4.0 | 3.9 |
|
158
|
+
| `poisson(1)` | 31.8 | 25.2 | 9.8 | 10.8 | 9.7 | 8.2 |
|
159
|
+
| `poisson(16)` | 231.8 | 274.1 | 66.2 | 80.7 | 74.4 | 64.2 |
|
160
|
+
| `randBits` | 5.2 | 5.4 | 1.4 | 1.3 | 1.1 | 1.0 |
|
161
|
+
| `studentT(1)` | 122.7 | 120.1 | 15.3 | 19.2 | 12.6 | 9.4 |
|
162
|
+
| `studentT(20)` | 102.2 | 111.1 | 15.4 | 19.2 | 12.2 | 9.4 |
|
163
|
+
| `uniformInt(0~63)` | 22.4 | 4.7 | 1.7 | 1.6 | 1.4 | 1.1 |
|
164
|
+
| `uniformInt(0~100k)` | 21.8 | 10.1 | 6.2 | 6.7 | 6.6 | 5.4 |
|
165
|
+
| `uniformReal` | 12.9 | 5.7 | 1.4 | 1.2 | 1.4 | 0.7 |
|
166
|
+
| `weibull` | 41.0 | 35.8 | 17.7 | 15.5 | 8.5 | 8.5 |
|
167
|
+
|
168
|
+
* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
|
169
|
+
|
170
|
+
| | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
|
171
|
+
|---|---:|---:|---:|---:|---:|---:|
|
172
|
+
| Mersenne Twister(int32) | 4.7 | 5.6 | 4.0 | 3.7 | 3.5 | 3.6 |
|
173
|
+
| Mersenne Twister(int64) | 5.4 | 5.3 | 4.0 | 3.9 | 3.4 | 2.6 |
|
174
|
+
|
175
|
+
@section performance_2 AMD Ryzen 7 3700x CPU @ 3.60GHz (Windows 10, MSVC2017)
|
176
|
+
|
177
|
+
| | C++ std (or Eigen) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
|
178
|
+
|---|---:|---:|---:|---:|
|
179
|
+
| `balanced`* | 20.8 | 1.9 | 2.0 | 1.4 |
|
180
|
+
| `balanced`(double)* | 21.7 | 4.1 | 2.7 | 3.0 |
|
181
|
+
| `binomial(20, 0.5)` | 416.0 | 27.7 | 28.9 | 29.1 |
|
182
|
+
| `binomial(50, 0.01)` | 37.8 | 6.3 | 6.0 | 6.6 |
|
183
|
+
| `binomial(100, 0.75)` | 309.1 | 72.4 | 66.0 | 67.0 |
|
184
|
+
| `cauchy` | 42.2 | 4.8 | 5.1 | 2.7 |
|
185
|
+
| `chiSquared` | 153.8 | 33.5 | 21.2 | 17.0 |
|
186
|
+
| `discrete`(int32) | - | 2.4 | 2.3 | 2.5 |
|
187
|
+
| `discrete`(fp32) | - | 2.6 | 2.3 | 3.5 |
|
188
|
+
| `discrete`(fp64) | 55.8 | 5.1 | 4.7 | 4.3 |
|
189
|
+
| `exponential` | 33.4 | 6.4 | 2.8 | 2.2 |
|
190
|
+
| `extremeValue` | 39.4 | 7.8 | 4.6 | 4.0 |
|
191
|
+
| `fisherF(1, 1)` | 103.9 | 25.3 | 14.9 | 11.7 |
|
192
|
+
| `fisherF(5, 5)` | 295.7 | 85.5 | 58.3 | 44.8 |
|
193
|
+
| `gamma(0.2, 1)` | 128.8 | 31.9 | 18.3 | 15.8 |
|
194
|
+
| `gamma(5, 3)` | 156.1 | 9.7 | 8.0 | 5.0 |
|
195
|
+
| `gamma(10.5, 1)` | 148.5 | 33.1 | 21.1 | 17.2 |
|
196
|
+
| `geometric` | 27.1 | 6.6 | 4.3 | 4.1 |
|
197
|
+
| `lognormal` | 104.0 | 6.6 | 4.7 | 3.5 |
|
198
|
+
| `negativeBinomial(10, 0.5)` | 462.1 | 60.0 | 56.4 | 58.6 |
|
199
|
+
| `negativeBinomial(20, 0.25)` | 357.6 | 84.5 | 80.6 | 78.4 |
|
200
|
+
| `normal(0, 1)` | 48.8 | 4.2 | 3.7 | 2.3 |
|
201
|
+
| `normal(2, 3)` | 48.8 | 4.5 | 3.8 | 2.4 |
|
202
|
+
| `poisson(1)` | 46.4 | 7.9 | 7.4 | 8.2 |
|
203
|
+
| `poisson(16)` | 192.4 | 43.2 | 40.4 | 40.9 |
|
204
|
+
| `randBits` | 4.2 | 1.7 | 1.5 | 1.8 |
|
205
|
+
| `studentT(1)` | 107.0 | 12.3 | 6.8 | 5.7 |
|
206
|
+
| `studentT(20)` | 107.1 | 12.3 | 6.8 | 5.8 |
|
207
|
+
| `uniformInt(0~63)` | 31.2 | 1.1 | 1.0 | 1.2 |
|
208
|
+
| `uniformInt(0~100k)` | 27.7 | 5.6 | 5.6 | 5.4 |
|
209
|
+
| `uniformReal` | 30.7 | 1.1 | 1.0 | 0.6 |
|
210
|
+
| `weibull` | 46.5 | 10.6 | 6.4 | 5.2 |
|
211
|
+
|
212
|
+
* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
|
213
|
+
|
214
|
+
| | C++ std | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
|
215
|
+
|---|---:|---:|---:|---:|
|
216
|
+
| Mersenne Twister(int32) | 5.0 | 3.4 | 3.4 | 3.3 |
|
217
|
+
| Mersenne Twister(int64) | 5.1 | 3.9 | 3.9 | 3.3 |
|
218
|
+
|
219
|
+
*
|
220
|
+
*/
|