xref: /petsc/src/sys/classes/random/tests/ex3.c (revision 6a98f8dc3f2c9149905a87dc2e9d0fedaf64e09a)
1 
2 static char help[] = "Run Birthday Spacing Tests for PetscRandom.\n\n";
3 
4 #include <petscsys.h>
5 #include <petscviewer.h>
6 
7 /* L'Ecuyer & Simard, 2001.
8  * "On the performance of birthday spacings tests with certain families of random number generators"
9  * https://doi.org/10.1016/S0378-4754(00)00253-6
10  */
11 
12 static int PetscInt64Compare(const void *a, const void *b)
13 {
14   PetscInt64 A = *((const PetscInt64 *)a);
15   PetscInt64 B = *((const PetscInt64 *)b);
16   if (A < B)  return -1;
17   if (A == B) return 0;
18   return 1;
19 }
20 
21 static PetscErrorCode PoissonTailProbability(PetscReal lambda, PetscInt Y, PetscReal *prob)
22 {
23   PetscReal p = 1.;
24   PetscReal logLambda;
25   PetscInt  i;
26   PetscReal logFact = 0.;
27 
28   PetscFunctionBegin;
29   logLambda = PetscLogReal(lambda);
30   for (i = 0; i < Y; i++) {
31     PetscReal exponent = -lambda + i * logLambda - logFact;
32 
33     logFact += PetscLogReal(i+1);
34 
35     p -= PetscExpReal(exponent);
36   }
37   *prob = p;
38   PetscFunctionReturn(0);
39 }
40 
41 int main(int argc, char **argv)
42 {
43   PetscMPIInt    size;
44   PetscInt       log2d, log2n, t, N, Y;
45   PetscInt64     d, k, *X;
46   size_t         n, i;
47   PetscReal      lambda, p;
48   PetscRandom    random;
49   PetscErrorCode ierr;
50 
51   ierr = PetscInitialize(&argc,&argv,NULL,help);if (ierr) return ierr;
52 
53   t     = 8;
54   log2d = 7;
55   log2n = 20;
56   ierr = PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Birthday spacing test parameters", "PetscRandom");CHKERRQ(ierr);
57   ierr = PetscOptionsInt("-t",     "t, the dimension of the sample space", "ex3.c", t, &t, NULL);CHKERRQ(ierr);
58   ierr = PetscOptionsInt("-log2d", "The log of d, the number of bins per direction", "ex3.c", log2d, &log2d, NULL);CHKERRQ(ierr);
59   ierr = PetscOptionsInt("-log2n", "The log of n, the number of samples per process", "ex3.c", log2n, &log2n, NULL);CHKERRQ(ierr);
60   ierr = PetscOptionsEnd();CHKERRQ(ierr);
61 
62   if ((size_t)log2d * t > sizeof(PetscInt64) * 8 - 2) SETERRQ1(PETSC_COMM_WORLD,PETSC_ERR_ARG_OUTOFRANGE, "The number of bins (2^%D) is too big for PetscInt64.", log2d * t);
63   d = ((PetscInt64) 1) << log2d;
64   k = ((PetscInt64) 1) << (log2d * t);
65   if ((size_t)log2n > sizeof(size_t) * 8 - 1) SETERRQ1(PETSC_COMM_WORLD,PETSC_ERR_ARG_OUTOFRANGE, "The number of samples per process (2^%D) is too big for size_t.", log2n);
66   n = ((size_t) 1) << log2n;
67   ierr = MPI_Comm_size(PETSC_COMM_WORLD,&size);CHKERRQ(ierr);
68   N    = size;
69   lambda = PetscPowRealInt(2.,(3 * log2n - (2 + log2d * t)));
70 
71   ierr = PetscPrintf(PETSC_COMM_WORLD,"Generating %zu samples (%g GB) per process in a %D dimensional space with %" PetscInt64_FMT " bins per dimension.\n", n, (n*1.e-9)*sizeof(PetscInt64), t, d);CHKERRQ(ierr);
72   ierr = PetscPrintf(PETSC_COMM_WORLD,"Expected spacing collisions per process %f (%f total).\n", (double) lambda, N * lambda);CHKERRQ(ierr);
73   ierr = PetscRandomCreate(PETSC_COMM_WORLD,&random);CHKERRQ(ierr);
74   ierr = PetscRandomSetFromOptions(random);CHKERRQ(ierr);
75   ierr = PetscRandomSetInterval(random,0.0,1.0);CHKERRQ(ierr);
76   ierr = PetscRandomView(random,PETSC_VIEWER_STDOUT_WORLD);CHKERRQ(ierr);
77   ierr = PetscMalloc1(n,&X);CHKERRQ(ierr);
78   for (i = 0; i < n; i++) {
79     PetscInt   j;
80     PetscInt64 bin  = 0;
81     PetscInt64 mult = 1;
82 
83     for (j = 0; j < t; j++, mult *= d) {
84       PetscReal x;
85       PetscInt64 slot;
86 
87       ierr = PetscRandomGetValueReal(random,&x);CHKERRQ(ierr);
88       /* worried about precision here */
89       slot = (PetscInt64) (x * d);
90       bin += mult * slot;
91     }
92     if (bin >= k) SETERRQ2(PETSC_COMM_SELF,PETSC_ERR_PLIB,"Generated point in bin %" PetscInt64_FMT ", but only %" PetscInt64_FMT " bins\n",bin,k);
93     X[i] = bin;
94   }
95 
96   qsort(X, n, sizeof(PetscInt64), PetscInt64Compare);
97   for (i = 0; i < n - 1; i++) {
98     X[i] = X[i + 1] - X[i];
99   }
100   qsort(X, n - 1, sizeof(PetscInt64), PetscInt64Compare);
101   for (i = 0, Y = 0; i < n - 2; i++) {
102     Y += (X[i + 1] == X[i]);
103   }
104 
105   ierr = MPI_Allreduce(MPI_IN_PLACE, &Y, 1, MPIU_INT, MPI_SUM, MPI_COMM_WORLD);CHKERRQ(ierr);
106   ierr = PoissonTailProbability(N*lambda,Y,&p);CHKERRQ(ierr);
107   ierr = PetscPrintf(PETSC_COMM_WORLD,"%D total collisions counted: that many or more should occur with probabilty %g.\n",Y,(double)p);CHKERRQ(ierr);
108 
109   ierr = PetscFree(X);CHKERRQ(ierr);
110   ierr = PetscRandomDestroy(&random);CHKERRQ(ierr);
111   ierr = PetscFinalize();
112   return ierr;
113 }
114 
115 /*TEST
116 
117   test:
118     args: -t 4 -log2d 7 -log2n 10
119 
120 TEST*/
121