static char help[] = "Run Birthday Spacing Tests for PetscRandom.\n\n"; #include #include /* L'Ecuyer & Simard, 2001. * "On the performance of birthday spacings tests with certain families of random number generators" * https://doi.org/10.1016/S0378-4754(00)00253-6 */ static int PetscInt64Compare(const void *a, const void *b) { PetscInt64 A = *((const PetscInt64 *)a); PetscInt64 B = *((const PetscInt64 *)b); if (A < B) return -1; if (A == B) return 0; return 1; } static PetscErrorCode PoissonTailProbability(PetscReal lambda, PetscInt Y, PetscReal *prob) { PetscReal p = 1.; PetscReal logLambda; PetscInt i; PetscReal logFact = 0.; PetscFunctionBegin; logLambda = PetscLogReal(lambda); for (i = 0; i < Y; i++) { PetscReal exponent = -lambda + i * logLambda - logFact; logFact += PetscLogReal(i + 1); p -= PetscExpReal(exponent); } *prob = p; PetscFunctionReturn(0); } int main(int argc, char **argv) { PetscMPIInt size; PetscInt log2d, log2n, t, N, Y; PetscInt64 d, k, *X; size_t n, i; PetscReal lambda, p; PetscRandom random; PetscFunctionBeginUser; PetscCall(PetscInitialize(&argc, &argv, NULL, help)); t = 8; log2d = 7; log2n = 20; PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Birthday spacing test parameters", "PetscRandom"); PetscCall(PetscOptionsInt("-t", "t, the dimension of the sample space", "ex3.c", t, &t, NULL)); PetscCall(PetscOptionsInt("-log2d", "The log of d, the number of bins per direction", "ex3.c", log2d, &log2d, NULL)); PetscCall(PetscOptionsInt("-log2n", "The log of n, the number of samples per process", "ex3.c", log2n, &log2n, NULL)); PetscOptionsEnd(); PetscCheck((size_t)log2d * t <= sizeof(PetscInt64) * 8 - 2, PETSC_COMM_WORLD, PETSC_ERR_ARG_OUTOFRANGE, "The number of bins (2^%" PetscInt_FMT ") is too big for PetscInt64.", log2d * t); d = ((PetscInt64)1) << log2d; k = ((PetscInt64)1) << (log2d * t); PetscCheck((size_t)log2n <= sizeof(size_t) * 8 - 1, PETSC_COMM_WORLD, PETSC_ERR_ARG_OUTOFRANGE, "The number of samples per process (2^%" PetscInt_FMT ") is too big for size_t.", log2n); n = ((size_t)1) << log2n; PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size)); N = size; lambda = PetscPowRealInt(2., (3 * log2n - (2 + log2d * t))); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Generating %zu samples (%g GB) per process in a %" PetscInt_FMT " dimensional space with %" PetscInt64_FMT " bins per dimension.\n", n, (n * 1.e-9) * sizeof(PetscInt64), t, d)); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Expected spacing collisions per process %g (%g total).\n", (double)lambda, (double)(N * lambda))); PetscCall(PetscRandomCreate(PETSC_COMM_WORLD, &random)); PetscCall(PetscRandomSetFromOptions(random)); PetscCall(PetscRandomSetInterval(random, 0.0, 1.0)); PetscCall(PetscRandomView(random, PETSC_VIEWER_STDOUT_WORLD)); PetscCall(PetscMalloc1(n, &X)); for (i = 0; i < n; i++) { PetscInt j; PetscInt64 bin = 0; PetscInt64 mult = 1; for (j = 0; j < t; j++, mult *= d) { PetscReal x; PetscInt64 slot; PetscCall(PetscRandomGetValueReal(random, &x)); /* worried about precision here */ slot = (PetscInt64)(x * d); bin += mult * slot; } PetscCheck(bin < k, PETSC_COMM_SELF, PETSC_ERR_PLIB, "Generated point in bin %" PetscInt64_FMT ", but only %" PetscInt64_FMT " bins", bin, k); X[i] = bin; } qsort(X, n, sizeof(PetscInt64), PetscInt64Compare); for (i = 0; i < n - 1; i++) { X[i] = X[i + 1] - X[i]; } qsort(X, n - 1, sizeof(PetscInt64), PetscInt64Compare); for (i = 0, Y = 0; i < n - 2; i++) { Y += (X[i + 1] == X[i]); } PetscCallMPI(MPI_Allreduce(MPI_IN_PLACE, &Y, 1, MPIU_INT, MPI_SUM, MPI_COMM_WORLD)); PetscCall(PoissonTailProbability(N * lambda, Y, &p)); PetscCall(PetscPrintf(PETSC_COMM_WORLD, "%" PetscInt_FMT " total collisions counted: that many or more should occur with probabilty %g.\n", Y, (double)p)); PetscCall(PetscFree(X)); PetscCall(PetscRandomDestroy(&random)); PetscCall(PetscFinalize()); return 0; } /*TEST test: args: -t 4 -log2d 7 -log2n 10 TEST*/