xref: /petsc/src/sys/classes/random/tests/ex3.c (revision 7d0f5c0489d1b77f553b853d4f8ff06a242208dc)
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 
50   PetscCall(PetscInitialize(&argc,&argv,NULL,help));
51   t     = 8;
52   log2d = 7;
53   log2n = 20;
54   PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "Birthday spacing test parameters", "PetscRandom");
55   PetscCall(PetscOptionsInt("-t",     "t, the dimension of the sample space", "ex3.c", t, &t, NULL));
56   PetscCall(PetscOptionsInt("-log2d", "The log of d, the number of bins per direction", "ex3.c", log2d, &log2d, NULL));
57   PetscCall(PetscOptionsInt("-log2n", "The log of n, the number of samples per process", "ex3.c", log2n, &log2n, NULL));
58   PetscOptionsEnd();
59 
60   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);
61   d = ((PetscInt64) 1) << log2d;
62   k = ((PetscInt64) 1) << (log2d * t);
63   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);
64   n = ((size_t) 1) << log2n;
65   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
66   N    = size;
67   lambda = PetscPowRealInt(2.,(3 * log2n - (2 + log2d * t)));
68 
69   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));
70   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"Expected spacing collisions per process %g (%g total).\n", (double) lambda, (double)(N * lambda)));
71   PetscCall(PetscRandomCreate(PETSC_COMM_WORLD,&random));
72   PetscCall(PetscRandomSetFromOptions(random));
73   PetscCall(PetscRandomSetInterval(random,0.0,1.0));
74   PetscCall(PetscRandomView(random,PETSC_VIEWER_STDOUT_WORLD));
75   PetscCall(PetscMalloc1(n,&X));
76   for (i = 0; i < n; i++) {
77     PetscInt   j;
78     PetscInt64 bin  = 0;
79     PetscInt64 mult = 1;
80 
81     for (j = 0; j < t; j++, mult *= d) {
82       PetscReal x;
83       PetscInt64 slot;
84 
85       PetscCall(PetscRandomGetValueReal(random,&x));
86       /* worried about precision here */
87       slot = (PetscInt64) (x * d);
88       bin += mult * slot;
89     }
90     PetscCheck(bin < k,PETSC_COMM_SELF,PETSC_ERR_PLIB,"Generated point in bin %" PetscInt64_FMT ", but only %" PetscInt64_FMT " bins",bin,k);
91     X[i] = bin;
92   }
93 
94   qsort(X, n, sizeof(PetscInt64), PetscInt64Compare);
95   for (i = 0; i < n - 1; i++) {
96     X[i] = X[i + 1] - X[i];
97   }
98   qsort(X, n - 1, sizeof(PetscInt64), PetscInt64Compare);
99   for (i = 0, Y = 0; i < n - 2; i++) {
100     Y += (X[i + 1] == X[i]);
101   }
102 
103   PetscCallMPI(MPI_Allreduce(MPI_IN_PLACE, &Y, 1, MPIU_INT, MPI_SUM, MPI_COMM_WORLD));
104   PetscCall(PoissonTailProbability(N*lambda,Y,&p));
105   PetscCall(PetscPrintf(PETSC_COMM_WORLD,"%" PetscInt_FMT " total collisions counted: that many or more should occur with probabilty %g.\n",Y,(double)p));
106 
107   PetscCall(PetscFree(X));
108   PetscCall(PetscRandomDestroy(&random));
109   PetscCall(PetscFinalize());
110   return 0;
111 }
112 
113 /*TEST
114 
115   test:
116     args: -t 4 -log2d 7 -log2n 10
117 
118 TEST*/
119