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faster rand(UInt64) and rand(UInt128) #9083

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merged 2 commits into from
Nov 20, 2014
Merged

faster rand(UInt64) and rand(UInt128) #9083

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3a8fb0f
faster rand(UInt128) by consuming less random bits
rfourquet Nov 10, 2014
d7b9890
faster rand(UInt64|UInt128) with rand_inbounds
rfourquet Nov 20, 2014
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36 changes: 21 additions & 15 deletions base/random.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,10 @@ function gen_rand(r::MersenneTwister)
mt_setfull!(r)
end

@inline gen_rand_maybe(r::MersenneTwister) = mt_empty(r) && gen_rand(r)
@inline reserve_1(r::MersenneTwister) = mt_empty(r) && gen_rand(r)
# `reserve` allows to call `rand_inbounds` n times
# precondition: n <= MTCacheLength
@inline reserve(r::MersenneTwister, n::Int) = mt_avail(r) < n && gen_rand(r)

abstract FloatInterval
type CloseOpen <: FloatInterval end
Expand All @@ -49,13 +52,11 @@ type Close1Open2 <: FloatInterval end
@inline rand_inbounds(r::MersenneTwister) = rand_inbounds(r, CloseOpen)

# produce Float64 values
@inline rand{I<:FloatInterval}(r::MersenneTwister, ::Type{I}) = (gen_rand_maybe(r); rand_inbounds(r, I))
@inline rand{I<:FloatInterval}(r::MersenneTwister, ::Type{I}) = (reserve_1(r); rand_inbounds(r, I))

# this is similar to `dsfmt_genrand_uint32` from dSFMT.h:
@inline rand_ui32(r::MersenneTwister) = reinterpret(UInt64, rand(r, Close1Open2)) % UInt32

@inline rand_ui52_raw(r::MersenneTwister) = reinterpret(UInt64, rand(r, Close1Open2))
@inline rand_ui2x52_raw(r::MersenneTwister) = (((rand_ui52_raw(r) % UInt128) << 64) | rand_ui52_raw(r))
@inline rand_ui52_raw_inbounds(r::MersenneTwister) = reinterpret(UInt64, rand_inbounds(r, Close1Open2))
@inline rand_ui52_raw(r::MersenneTwister) = (reserve_1(r); rand_ui52_raw_inbounds(r))
@inline rand_ui2x52_raw(r::MersenneTwister) = rand_ui52_raw(r) % UInt128 << 64 | rand_ui52_raw(r)

function srand(r::MersenneTwister, seed::Vector{UInt32})
r.seed = seed
Expand Down Expand Up @@ -165,15 +166,20 @@ rand{T<:Union(Float16, Float32)}(r::MersenneTwister, ::Type{T}) = convert(T, ran

## random integers (MersenneTwister)

rand(r::MersenneTwister, ::Type{UInt8}) = rand(r, UInt32) % UInt8
rand(r::MersenneTwister, ::Type{UInt16}) = rand(r, UInt32) % UInt16
rand(r::MersenneTwister, ::Type{UInt32}) = rand_ui32(r)
rand(r::MersenneTwister, ::Type{UInt64}) = uint64(rand(r, UInt32)) <<32 | rand(r, UInt32)
rand(r::MersenneTwister, ::Type{UInt128}) = uint128(rand(r, UInt64))<<64 | rand(r, UInt64)
rand{T<:Union(Int8, UInt8, Int16, UInt16, Int32, UInt32)}(r::MersenneTwister, ::Type{T}) = rand_ui52_raw(r) % T

function rand(r::MersenneTwister, ::Type{UInt64})
reserve(r, 2)
rand_ui52_raw_inbounds(r) << 32 $ rand_ui52_raw_inbounds(r)
end

function rand(r::MersenneTwister, ::Type{UInt128})
reserve(r, 3)
rand_ui52_raw_inbounds(r) % UInt128 << 96 $
rand_ui52_raw_inbounds(r) % UInt128 << 48 $
rand_ui52_raw_inbounds(r)
end

rand(r::MersenneTwister, ::Type{Int8}) = rand(r, UInt32) % Int8
rand(r::MersenneTwister, ::Type{Int16}) = rand(r, UInt32) % Int16
rand(r::MersenneTwister, ::Type{Int32}) = reinterpret(Int32, rand(r, UInt32))
rand(r::MersenneTwister, ::Type{Int64}) = reinterpret(Int64, rand(r, UInt64))
rand(r::MersenneTwister, ::Type{Int128}) = reinterpret(Int128, rand(r, UInt128))

Expand Down
5 changes: 2 additions & 3 deletions test/random.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -25,7 +25,7 @@ A = zeros(2, 2)
rand!(MersenneTwister(0), A)
@test A == [0.8236475079774124 0.16456579813368521;
0.9103565379264364 0.17732884646626457]
@test rand(MersenneTwister(0), Int64, 1) == [172014471070449746]
@test rand(MersenneTwister(0), Int64, 1) == [4439861565447045202]
A = zeros(Int64, 2, 2)
rand!(MersenneTwister(0), A)
@test A == [858542123778948672 5715075217119798169;
Expand Down Expand Up @@ -215,7 +215,6 @@ let mt = MersenneTwister(0)
0x066d8695ebf85f833427c93416193e1f,
0x48fab49cc9fcee1c920d6dae629af446,
0x4b54632b4619f4eca22675166784d229][i]

end

srand(mt,0)
Expand All @@ -227,7 +226,7 @@ let mt = MersenneTwister(0)
@test A[end] == Any[21,0x7b,17385,0x3086,-1574090021,0xadcb4460,6797283068698303107,0x4e91c9c4d4f5f759,
-3482609696641744459568613291754091152,float16(0.03125),0.68733835f0][i]

@test B[end] == Any[49,0x65,-3725,0x719d,814246081,0xdf61843a,-1603010949539670188,0x5e4ca1658810985d,
@test B[end] == Any[49,0x65,-3725,0x719d,814246081,0xdf61843a,-3010919637398300844,0x61b367cf8810985d,
-33032345278809823492812856023466859769,float16(0.9346),0.5929704f0][i]
end

Expand Down