xref: /petsc/src/sys/classes/random/tests/ex3.c (revision b122ec5aa1bd4469eb4e0673542fb7de3f411254)
1c4762a1bSJed Brown 
2c4762a1bSJed Brown static char help[] = "Run Birthday Spacing Tests for PetscRandom.\n\n";
3c4762a1bSJed Brown 
4c4762a1bSJed Brown #include <petscsys.h>
5c4762a1bSJed Brown #include <petscviewer.h>
6c4762a1bSJed Brown 
7c4762a1bSJed Brown /* L'Ecuyer & Simard, 2001.
8c4762a1bSJed Brown  * "On the performance of birthday spacings tests with certain families of random number generators"
9c4762a1bSJed Brown  * https://doi.org/10.1016/S0378-4754(00)00253-6
10c4762a1bSJed Brown  */
11c4762a1bSJed Brown 
12c4762a1bSJed Brown static int PetscInt64Compare(const void *a, const void *b)
13c4762a1bSJed Brown {
14c4762a1bSJed Brown   PetscInt64 A = *((const PetscInt64 *)a);
15c4762a1bSJed Brown   PetscInt64 B = *((const PetscInt64 *)b);
16c4762a1bSJed Brown   if (A < B)  return -1;
17c4762a1bSJed Brown   if (A == B) return 0;
18c4762a1bSJed Brown   return 1;
19c4762a1bSJed Brown }
20c4762a1bSJed Brown 
21c4762a1bSJed Brown static PetscErrorCode PoissonTailProbability(PetscReal lambda, PetscInt Y, PetscReal *prob)
22c4762a1bSJed Brown {
23c4762a1bSJed Brown   PetscReal p = 1.;
24c4762a1bSJed Brown   PetscReal logLambda;
25c4762a1bSJed Brown   PetscInt  i;
26c4762a1bSJed Brown   PetscReal logFact = 0.;
27c4762a1bSJed Brown 
28c4762a1bSJed Brown   PetscFunctionBegin;
29c4762a1bSJed Brown   logLambda = PetscLogReal(lambda);
30c4762a1bSJed Brown   for (i = 0; i < Y; i++) {
31c4762a1bSJed Brown     PetscReal exponent = -lambda + i * logLambda - logFact;
32c4762a1bSJed Brown 
33c4762a1bSJed Brown     logFact += PetscLogReal(i+1);
34c4762a1bSJed Brown 
35c4762a1bSJed Brown     p -= PetscExpReal(exponent);
36c4762a1bSJed Brown   }
37c4762a1bSJed Brown   *prob = p;
38c4762a1bSJed Brown   PetscFunctionReturn(0);
39c4762a1bSJed Brown }
40c4762a1bSJed Brown 
41c4762a1bSJed Brown int main(int argc, char **argv)
42c4762a1bSJed Brown {
43c4762a1bSJed Brown   PetscMPIInt    size;
44c4762a1bSJed Brown   PetscInt       log2d, log2n, t, N, Y;
45c4762a1bSJed Brown   PetscInt64     d, k, *X;
46c4762a1bSJed Brown   size_t         n, i;
47c4762a1bSJed Brown   PetscReal      lambda, p;
48c4762a1bSJed Brown   PetscRandom    random;
49c4762a1bSJed Brown   PetscErrorCode ierr;
50c4762a1bSJed Brown 
51*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscInitialize(&argc,&argv,NULL,help));
52c4762a1bSJed Brown 
53c4762a1bSJed Brown   t     = 8;
54c4762a1bSJed Brown   log2d = 7;
55c4762a1bSJed Brown   log2n = 20;
56c4762a1bSJed Brown   ierr = PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Birthday spacing test parameters", "PetscRandom");CHKERRQ(ierr);
575f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsInt("-t",     "t, the dimension of the sample space", "ex3.c", t, &t, NULL));
585f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsInt("-log2d", "The log of d, the number of bins per direction", "ex3.c", log2d, &log2d, NULL));
595f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsInt("-log2n", "The log of n, the number of samples per process", "ex3.c", log2n, &log2n, NULL));
60c4762a1bSJed Brown   ierr = PetscOptionsEnd();CHKERRQ(ierr);
61c4762a1bSJed Brown 
622c71b3e2SJacob Faibussowitsch   PetscCheckFalse((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);
63c4762a1bSJed Brown   d = ((PetscInt64) 1) << log2d;
64c4762a1bSJed Brown   k = ((PetscInt64) 1) << (log2d * t);
652c71b3e2SJacob Faibussowitsch   PetscCheckFalse((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);
66c4762a1bSJed Brown   n = ((size_t) 1) << log2n;
675f80ce2aSJacob Faibussowitsch   CHKERRMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
68c4762a1bSJed Brown   N    = size;
69c4762a1bSJed Brown   lambda = PetscPowRealInt(2.,(3 * log2n - (2 + log2d * t)));
70c4762a1bSJed Brown 
715f80ce2aSJacob Faibussowitsch   CHKERRQ(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));
725f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"Expected spacing collisions per process %g (%g total).\n", (double) lambda, (double)(N * lambda)));
735f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscRandomCreate(PETSC_COMM_WORLD,&random));
745f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscRandomSetFromOptions(random));
755f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscRandomSetInterval(random,0.0,1.0));
765f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscRandomView(random,PETSC_VIEWER_STDOUT_WORLD));
775f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscMalloc1(n,&X));
78c4762a1bSJed Brown   for (i = 0; i < n; i++) {
79c4762a1bSJed Brown     PetscInt   j;
80c4762a1bSJed Brown     PetscInt64 bin  = 0;
81c4762a1bSJed Brown     PetscInt64 mult = 1;
82c4762a1bSJed Brown 
83c4762a1bSJed Brown     for (j = 0; j < t; j++, mult *= d) {
84c4762a1bSJed Brown       PetscReal x;
85c4762a1bSJed Brown       PetscInt64 slot;
86c4762a1bSJed Brown 
875f80ce2aSJacob Faibussowitsch       CHKERRQ(PetscRandomGetValueReal(random,&x));
88c4762a1bSJed Brown       /* worried about precision here */
89c4762a1bSJed Brown       slot = (PetscInt64) (x * d);
90c4762a1bSJed Brown       bin += mult * slot;
91c4762a1bSJed Brown     }
922c71b3e2SJacob Faibussowitsch     PetscCheckFalse(bin >= k,PETSC_COMM_SELF,PETSC_ERR_PLIB,"Generated point in bin %" PetscInt64_FMT ", but only %" PetscInt64_FMT " bins",bin,k);
93c4762a1bSJed Brown     X[i] = bin;
94c4762a1bSJed Brown   }
95c4762a1bSJed Brown 
96c4762a1bSJed Brown   qsort(X, n, sizeof(PetscInt64), PetscInt64Compare);
97c4762a1bSJed Brown   for (i = 0; i < n - 1; i++) {
98c4762a1bSJed Brown     X[i] = X[i + 1] - X[i];
99c4762a1bSJed Brown   }
100c4762a1bSJed Brown   qsort(X, n - 1, sizeof(PetscInt64), PetscInt64Compare);
101c4762a1bSJed Brown   for (i = 0, Y = 0; i < n - 2; i++) {
102c4762a1bSJed Brown     Y += (X[i + 1] == X[i]);
103c4762a1bSJed Brown   }
104c4762a1bSJed Brown 
1055f80ce2aSJacob Faibussowitsch   CHKERRMPI(MPI_Allreduce(MPI_IN_PLACE, &Y, 1, MPIU_INT, MPI_SUM, MPI_COMM_WORLD));
1065f80ce2aSJacob Faibussowitsch   CHKERRQ(PoissonTailProbability(N*lambda,Y,&p));
1075f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT " total collisions counted: that many or more should occur with probabilty %g.\n",Y,(double)p));
108c4762a1bSJed Brown 
1095f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscFree(X));
1105f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscRandomDestroy(&random));
111*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscFinalize());
112*b122ec5aSJacob Faibussowitsch   return 0;
113c4762a1bSJed Brown }
114c4762a1bSJed Brown 
115c4762a1bSJed Brown /*TEST
116c4762a1bSJed Brown 
117c4762a1bSJed Brown   test:
118c4762a1bSJed Brown     args: -t 4 -log2d 7 -log2n 10
119c4762a1bSJed Brown 
120c4762a1bSJed Brown TEST*/
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