diff options
-rw-r--r-- | api/next/61716.txt | 6 | ||||
-rw-r--r-- | src/math/rand/v2/pcg.go | 121 | ||||
-rw-r--r-- | src/math/rand/v2/pcg_test.go | 79 |
3 files changed, 206 insertions, 0 deletions
diff --git a/api/next/61716.txt b/api/next/61716.txt index b84e7e1147..ac974a6117 100644 --- a/api/next/61716.txt +++ b/api/next/61716.txt @@ -9,6 +9,7 @@ pkg math/rand/v2, func Int64N(int64) int64 #61716 pkg math/rand/v2, func IntN(int) int #61716 pkg math/rand/v2, func N[$0 intType]($0) $0 #61716 pkg math/rand/v2, func New(Source) *Rand #61716 +pkg math/rand/v2, func NewPCG(uint64, uint64) *PCG #61716 pkg math/rand/v2, func NewSource(int64) Source #61716 pkg math/rand/v2, func NewZipf(*Rand, float64, float64, uint64) *Zipf #61716 pkg math/rand/v2, func NormFloat64() float64 #61716 @@ -19,6 +20,10 @@ pkg math/rand/v2, func Uint32N(uint32) uint32 #61716 pkg math/rand/v2, func Uint64() uint64 #61716 pkg math/rand/v2, func Uint64N(uint64) uint64 #61716 pkg math/rand/v2, func UintN(uint) uint #61716 +pkg math/rand/v2, method (*PCG) MarshalBinary() ([]uint8, error) #61716 +pkg math/rand/v2, method (*PCG) Seed(uint64, uint64) #61716 +pkg math/rand/v2, method (*PCG) Uint64() uint64 #61716 +pkg math/rand/v2, method (*PCG) UnmarshalBinary([]uint8) error #61716 pkg math/rand/v2, method (*Rand) ExpFloat64() float64 #61716 pkg math/rand/v2, method (*Rand) Float32() float32 #61716 pkg math/rand/v2, method (*Rand) Float64() float64 #61716 @@ -37,6 +42,7 @@ pkg math/rand/v2, method (*Rand) Uint64() uint64 #61716 pkg math/rand/v2, method (*Rand) Uint64N(uint64) uint64 #61716 pkg math/rand/v2, method (*Rand) UintN(uint) uint #61716 pkg math/rand/v2, method (*Zipf) Uint64() uint64 #61716 +pkg math/rand/v2, type PCG struct #61716 pkg math/rand/v2, type Rand struct #61716 pkg math/rand/v2, type Source interface { Uint64 } #61716 pkg math/rand/v2, type Source interface, Uint64() uint64 #61716 diff --git a/src/math/rand/v2/pcg.go b/src/math/rand/v2/pcg.go new file mode 100644 index 0000000000..77708d799e --- /dev/null +++ b/src/math/rand/v2/pcg.go @@ -0,0 +1,121 @@ +// Copyright 2023 The Go Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package rand + +import ( + "errors" + "math/bits" +) + +// https://numpy.org/devdocs/reference/random/upgrading-pcg64.html +// https://github.com/imneme/pcg-cpp/commit/871d0494ee9c9a7b7c43f753e3d8ca47c26f8005 + +// A PCG is a PCG generator with 128 bits of internal state. +// A zero PCG is equivalent to NewPCG(0, 0). +type PCG struct { + hi uint64 + lo uint64 +} + +// NewPCG returns a new PCG seeded with the given values. +func NewPCG(seed1, seed2 uint64) *PCG { + return &PCG{seed1, seed2} +} + +// Seed resets the PCG to behave the same way as NewPCG(seed1, seed2). +func (p *PCG) Seed(seed1, seed2 uint64) { + p.hi = seed1 + p.lo = seed2 +} + +// binary.bigEndian.Uint64, copied to avoid dependency +func beUint64(b []byte) uint64 { + _ = b[7] // bounds check hint to compiler; see golang.org/issue/14808 + return uint64(b[7]) | uint64(b[6])<<8 | uint64(b[5])<<16 | uint64(b[4])<<24 | + uint64(b[3])<<32 | uint64(b[2])<<40 | uint64(b[1])<<48 | uint64(b[0])<<56 +} + +// binary.bigEndian.PutUint64, copied to avoid dependency +func bePutUint64(b []byte, v uint64) { + _ = b[7] // early bounds check to guarantee safety of writes below + b[0] = byte(v >> 56) + b[1] = byte(v >> 48) + b[2] = byte(v >> 40) + b[3] = byte(v >> 32) + b[4] = byte(v >> 24) + b[5] = byte(v >> 16) + b[6] = byte(v >> 8) + b[7] = byte(v) +} + +// MarshalBinary implements the encoding.BinaryMarshaler interface. +func (p *PCG) MarshalBinary() ([]byte, error) { + b := make([]byte, 20) + copy(b, "pcg:") + bePutUint64(b[4:], p.hi) + bePutUint64(b[4+8:], p.lo) + return b, nil +} + +var errUnmarshalPCG = errors.New("invalid PCG encoding") + +// UnmarshalBinary implements the encoding.BinaryUnmarshaler interface. +func (p *PCG) UnmarshalBinary(data []byte) error { + if len(data) != 20 || string(data[:4]) != "pcg:" { + return errUnmarshalPCG + } + p.hi = beUint64(data[4:]) + p.lo = beUint64(data[4+8:]) + return nil +} + +func (p *PCG) next() (hi, lo uint64) { + // https://github.com/imneme/pcg-cpp/blob/428802d1a5/include/pcg_random.hpp#L161 + // + // Numpy's PCG multiplies by the 64-bit value cheapMul + // instead of the 128-bit value used here and in the official PCG code. + // This does not seem worthwhile, at least for Go: not having any high + // bits in the multiplier reduces the effect of low bits on the highest bits, + // and it only saves 1 multiply out of 3. + // (On 32-bit systems, it saves 1 out of 6, since Mul64 is doing 4.) + const ( + mulHi = 2549297995355413924 + mulLo = 4865540595714422341 + incHi = 6364136223846793005 + incLo = 1442695040888963407 + ) + + // state = state * mul + inc + hi, lo = bits.Mul64(p.lo, mulLo) + hi += p.hi*mulLo + p.lo*mulHi + lo, c := bits.Add64(lo, incLo, 0) + hi, _ = bits.Add64(hi, incHi, c) + p.lo = lo + p.hi = hi + return hi, lo +} + +// Uint64 return a uniformly-distributed random uint64 value. +func (p *PCG) Uint64() uint64 { + hi, lo := p.next() + + // XSL-RR would be + // hi, lo := p.next() + // return bits.RotateLeft64(lo^hi, -int(hi>>58)) + // but Numpy uses DXSM and O'Neill suggests doing the same. + // See https://github.com/golang/go/issues/21835#issuecomment-739065688 + // and following comments. + + // DXSM "double xorshift multiply" + // https://github.com/imneme/pcg-cpp/blob/428802d1a5/include/pcg_random.hpp#L1015 + + // https://github.com/imneme/pcg-cpp/blob/428802d1a5/include/pcg_random.hpp#L176 + const cheapMul = 0xda942042e4dd58b5 + hi ^= hi >> 32 + hi *= cheapMul + hi ^= hi >> 48 + hi *= (lo | 1) + return hi +} diff --git a/src/math/rand/v2/pcg_test.go b/src/math/rand/v2/pcg_test.go new file mode 100644 index 0000000000..db866c8c85 --- /dev/null +++ b/src/math/rand/v2/pcg_test.go @@ -0,0 +1,79 @@ +// Copyright 2023 The Go Authors. All rights reserved. +// Use of this source code is governed by a BSD-style +// license that can be found in the LICENSE file. + +package rand_test + +import ( + . "math/rand/v2" + "testing" +) + +func BenchmarkPCG_DXSM(b *testing.B) { + var p PCG + var t uint64 + for n := b.N; n > 0; n-- { + t += p.Uint64() + } + Sink = t +} + +func TestPCGMarshal(t *testing.T) { + var p PCG + const ( + seed1 = 0x123456789abcdef0 + seed2 = 0xfedcba9876543210 + want = "pcg:\x12\x34\x56\x78\x9a\xbc\xde\xf0\xfe\xdc\xba\x98\x76\x54\x32\x10" + ) + p.Seed(seed1, seed2) + data, err := p.MarshalBinary() + if string(data) != want || err != nil { + t.Errorf("MarshalBinary() = %q, %v, want %q, nil", data, err, want) + } + + q := PCG{} + if err := q.UnmarshalBinary([]byte(want)); err != nil { + t.Fatalf("UnmarshalBinary(): %v", err) + } + if q != p { + t.Fatalf("after round trip, q = %#x, but p = %#x", q, p) + } + + qu := q.Uint64() + pu := p.Uint64() + if qu != pu { + t.Errorf("after round trip, q.Uint64() = %#x, but p.Uint64() = %#x", qu, pu) + } +} + +func TestPCG(t *testing.T) { + p := NewPCG(1, 2) + want := []uint64{ + 0xc4f5a58656eef510, + 0x9dcec3ad077dec6c, + 0xc8d04605312f8088, + 0xcbedc0dcb63ac19a, + 0x3bf98798cae97950, + 0xa8c6d7f8d485abc, + 0x7ffa3780429cd279, + 0x730ad2626b1c2f8e, + 0x21ff2330f4a0ad99, + 0x2f0901a1947094b0, + 0xa9735a3cfbe36cef, + 0x71ddb0a01a12c84a, + 0xf0e53e77a78453bb, + 0x1f173e9663be1e9d, + 0x657651da3ac4115e, + 0xc8987376b65a157b, + 0xbb17008f5fca28e7, + 0x8232bd645f29ed22, + 0x12be8f07ad14c539, + 0x54908a48e8e4736e, + } + + for i, x := range want { + if u := p.Uint64(); u != x { + t.Errorf("PCG #%d = %#x, want %#x", i, u, x) + } + } +} |