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From: Phil Carmody on 30 Nov 2009 05:03 Richard Outerbridge <outer(a)interlog.com> writes: > Here are two somewhat "whiter" and more C99 compliant versions of > SuperKISS32 and SuperKISS64. > > On my Macintosh PPC PowerBook5,8 running Leopard v10.5.8 (9L30) PPC, > and using for a compiler powerpc-apple-darwin9-gcc-4.0.1, I get UNIX > time speeds of ~11.0 and ~34.9 seconds, respectively. I've assumed > the standard C type restrictions: an int is only at least 16-bits, > and long is only at least 32-bits; and so on. Any reason you're avoiding <stdint.h>? Phil -- Any true emperor never needs to wear clothes. -- Devany on r.a.s.f1
From: Richard Outerbridge on 30 Nov 2009 20:19 In article <87k4x8ib3a.fsf(a)bazspaz.fatphil.org>, Phil Carmody <thefatphil_demunged(a)yahoo.co.uk> wrote: > Richard Outerbridge <outer(a)interlog.com> writes: > > Here are two somewhat "whiter" and more C99 compliant versions of > > SuperKISS32 and SuperKISS64. > > Any reason you're avoiding <stdint.h>? > > Phil Scope creep? That's probably the better way to go. Richard
From: g.resta on 1 Dec 2009 02:17 On Nov 27, 10:52 pm, geo <gmarsag...(a)gmail.com> wrote: > #define KISS SUPR+CNG+XS The line above should be written as #define KISS (SUPR+CNG+XS) otherwise it is very dangerous (that is, gives the wrong result) if one uses KISS in operations, like: z = KISS % Something; // or z = KISS / SomethingElse; or things like that. giovanni -- http://anagram.it : anagrams, alphametics, polyominoes,...
From: Phil Carmody on 1 Dec 2009 03:21 Richard Outerbridge <outer(a)interlog.com> writes: > In article <87k4x8ib3a.fsf(a)bazspaz.fatphil.org>, > Phil Carmody <thefatphil_demunged(a)yahoo.co.uk> wrote: > > Richard Outerbridge <outer(a)interlog.com> writes: > > > Here are two somewhat "whiter" and more C99 compliant versions of > > > SuperKISS32 and SuperKISS64. > > > > Any reason you're avoiding <stdint.h>? > > Scope creep? That's probably the better way to go. I view the probability of that to be less than a half. Your opinion may differ. There's nothing big or clever about insisting on being a dinosaur a decade after the standard incorporated the feature that simplifies the task in hand. Phil -- Any true emperor never needs to wear clothes. -- Devany on r.a.s.f1
From: rossum on 1 Dec 2009 18:42 On Fri, 27 Nov 2009 13:52:21 -0800 (PST), geo <gmarsaglia(a)gmail.com> wrote: > On Nov 3 I posted > > RNGs: A Super KISS sci.math, comp.lang.c, sci.crypt > >a KISS (Keep-It-Simple-Stupid) RNG combining, >by addition mod 2^32, three simple RNGs: > CMWC(Complementary-Multiply-With-Carry)+CNG(Congruential) > +XS(Xorshift) >with resulting period greater than 10^402575. > >The extreme period comes from finding a prime p=a*b^r+1 for >which the order of b has magnitude near p-1, then use >the CMWC method, the mathematics of which I outline here: > >Let Z be the set of all "vectors" of the form > [x_1,...,x_r;c] with 0<=x_i<b and 0<=c<a. >Then Z has ab^r elements, and if the function f() on Z is > f([x_1,x2,...,x_r;c])= > [x_2,...,x_r,b-1-(t mod b);trunc((t/b)], t=a*x_1+c >then f() has an inverse on Z: for each z in Z there is exactly >one w in Z for which f(w)=z: > f^{-1}([x_1,x2,...,x_r;c])= > [trunc((v/a),x_1,...,x_{r-1}; v mod a], v=cb+(b-1)-x_r > >Thus a directed graph based on z->f(z) will consist only >of disjoint loops of size s=order(b,p) and there will be >L=ab^r/s such loops. > >A random uniform choice of z from Z is equally likely to >fall in any one of the L loops, and then each "vector" in >the sequence obtained by iterating f: > f(z), f(f(z)), f(f(f(z))),... >will have a uniform distribution over that loop, and the sequence >determined by taking the r'th element from each "vector", >(the output of the CMWC RNG) will be periodic with period >the order of b for the prime p=ab^r+1, and that sequence >will produce, in reverse order, the base-b expansion of a >rational k/p for some k determined by choice of the seed z. > >For that Nov 3 post, I had found that the order of b=2^32 >for the prime p=7010176*b^41790+1 is 54767*2^1337279, about >10^402566, thus providing an easily-implemented >KISS=CMWC+CNG+XS RNG with immense period and >excellent performance on tests of randomness. > >That easy implementation required carrying out the essential >parts of the CMWC function f(): form t=7010176*x+c in 64 bits, >extract the top 32 bits for the new c, the bottom 32 for >the new x---easy to do in C, not easy in Fortran. >And if we want 64-bit random numbers, with B=2^64, our prime >becomes 7010176*B^20985+1, for which the period of B is >54767*2^1337278, still immense, but in C, with 64-bit x,c >there seems no easy way to form t=7010176*x+c in 128 bits, >then extract the top and bottom 64 bit halves. > >So base b=2^32 works for C but not Fortran, >and base B=2^64 works for neither C nor Fortran. > >I offer here is a prime that provides CMWC RNGs for both >32- and 64-bits, and for both C and Fortran, and with >equally massive periods, again greater than 2^(1.3million): > > p=640*b^41265+1 = 2748779069440*B^20632+1 = 5*2^1320487+1. > >That prime came from the many who have dedicated their >efforts and computer time to prime searches. After some >three weeks of dedicated computer time using pfgw with >scrypt, I found the orders of b and B: > 5*2^1320481 for b=2^32, 5*2^1320480 for B=2^64. > >It is the choice of the "a" that makes it feasible to get >the top and bottom valves of t=a*x+c, yet stay within the >integer sizes the C or Fortran compilers are set for. >In the above prime: a=640=2^9+2^7 for b=2^32 and > a=2748779069440=2^41+2^39 for B=2^64. >Thus, for example with b=2^32 and using only 32-bit C code, >with a supposed 128-bit t=(2^9+2^7)*x+c, the top and bottom >32-bits of t may be obtained by setting, say, > h=(c&1); z=(x<<9)>>1 + (x<<7)>>1 + c>>1; >then the top half of that t would be > c=(x>>23)+(x>>25)+(z>>31); >and the bottom half, before being complemented, would be > x=(z<<1)+h; > >When B=2^64 we need only change to > h=(c&1); z=(x<<41)>>1 + (x<<39)>>1 + c>>1; > c=(x>>23)+(x>>25)+(z>>63); > >These C operations all have Fortran equivalents, and will >produce the required bit patterns, whether integers are >considered signed or unsigned. (In C, one must make sure >that the >> operation performs a logical right shift, >perhaps best done via "unsigned" declarations.) > >The CMWC z "vector" elements [x_1,x_2,...,x_r] are kept in >an array, Q[] in C, Q() in Fortran, with a separate current >"carry". This is all spelled out in the following examples: >code for 32- and 64-bit SuperKiss RNGs for C and Fortran. > >Note that in these sample listings, the Q array is seeded >by CNG+XS, based on the seed values specified in the >initial declarations. For many simulation studies, the >73 bits needed to seed the initial xcng, xs and carry<a >for the 32-bit version, or 169 bits needed for the 64-bit >version, may be adequate. >But more demanding applications may require a significant >portion of the >1.3 million seed bits that Q requires. >See text and comments from the Nov 3 posting. > >I am indebted to an anonymous mecej4 for providing the basic >form and KIND declarations of the Fortran versions. > >Please let me and other readers know if the results are not >as specified when run with your compilers, or if you can >provide equivalent versions in other programming languages. > >George Marsaglia > >-------------------------------------------------------- >Here is SUPRKISS64.c, the immense-period 64-bit RNG. I >invite you to cut, paste, compile and run to see if you >get the result I do. It should take around 20 seconds. >-------------------------------------------------------- >/* SUPRKISS64.c, period 5*2^1320480*(2^64-1) */ >#include <stdio.h> > static unsigned long long Q[20632],carry=36243678541LL, > xcng=12367890123456LL,xs=521288629546311LL,indx=20632; > > #define CNG ( xcng=6906969069LL*xcng+123 ) > #define XS ( xs^=xs<<13,xs^=xs>>17,xs^=xs<<43 ) > #define SUPR ( indx<20632 ? Q[indx++] : refill() ) > #define KISS SUPR+CNG+XS > > unsigned long long refill( ) > {int i; unsigned long long z,h; > for(i=0;i<20632;i++){ h=(carry&1); > z=((Q[i]<<41)>>1)+((Q[i]<<39)>>1)+(carry>>1); > carry=(Q[i]>>23)+(Q[i]>>25)+(z>>63); > Q[i]=~((z<<1)+h); } > indx=1; return (Q[0]); > } > > int main() > {int i; unsigned long long x; > for(i=0;i<20632;i++) Q[i]=CNG+XS; > for(i=0;i<1000000000;i++) x=KISS; > printf("Does x=4013566000157423768\n x=%LLd.\n",x); >} >--------------------------------------------------------- > >Here is SUPRKISS32.c, the immense-period 32-bit RNG. I >invite you to cut, paste, compile and run to see if you >get the result I do. It should take around 10 seconds. >--------------------------------------------------------- >/*suprkiss64.c > b=2^64; x[n]=(b-1)-[(2^41+2^39)*x[n-20632]+carry mod b] > period 5*2^1320480>10^397505 >This version of SUPRKISS doesn't use t=a*x+c in 128 bits, >but uses only 64-bit stuff, takes 20 nanos versus 7.5 for >the 32-bit unsigned long long t=a*x+c version. >*/ > >/* SUPRKISS64.c, period 5*2^1320480*(2^64-1) */ >#include <stdio.h> > static unsigned long long Q[20632],carry=36243678541LL, > xcng=12367890123456LL,xs=521288629546311LL,indx=20632; > > #define CNG ( xcng=6906969069LL*xcng+123 ) > #define XS ( xs^=xs<<13,xs^=xs>>17,xs^=xs<<43 ) > #define SUPR ( indx<20632 ? Q[indx++] : refill() ) > #define KISS SUPR+CNG+XS > > unsigned long long refill( ) > {int i; unsigned long long z,h; > for(i=0;i<20632;i++){ h=(carry&1); > z=((Q[i]<<41)>>1)+((Q[i]<<39)>>1)+(carry>>1); > carry=(Q[i]>>23)+(Q[i]>>25)+(z>>63); > Q[i]=~((z<<1)+h); } > indx=1; return (Q[0]); > } > > int main() > {int i; unsigned long long x; > for(i=0;i<20632;i++) Q[i]=CNG+XS; > for(i=0;i<1000000000;i++) x=KISS; > printf("Does x=4013566000157423768\n x=%LLd.\n",x); >} > >----------------------------------------------------------- > >And here are equivalent Fortran versions, which, absent >C's inline features, seem to need ~10% more run time. [Fortran versions removed, along with comp.lang.fortran and comp.lang.c] > >--------------------------------------------------------------- Two simple Java versions. Neither extends System.Random, though it would not be too difficult to do so if required. rossum /*** 32 bit SuperKiss32 ***/ /** * <p>An implementation of George Marsaglia's long period SuperKISS32 * PRNG. The period of this PRNG is 5*2^1320481*(2^32-1)</p> * * <p>This version is written for clarity rather than speed.</p> * * @author rossum * @version 1.0; November 2009 */ public class SuperKiss32 { final int Q_SIZE = 41265; int mQ[] = new int[Q_SIZE]; private int mCarry = 362; private int mXcng = 1236789; private int mXs = 521288629; private int mIndex = Q_SIZE + 1; public SuperKiss32() { // Fill mQ[] with Congruential + XorShift for (int i = 0; i < Q_SIZE; ++i) { congruential(); xorShift(); mQ[i] = (mXcng + mXs); } } public int nextInt() { return stepGenerator(); } private int refillQ() { int z, h; for (int i = 0; i < Q_SIZE; ++i) { h = mCarry & 0x01; z = ((mQ[i] << 9) >>> 1) + ((mQ[i] << 7) >>> 1) + (mCarry >>> 1); mCarry = (mQ[i] >>> 23) + (mQ[i] >>> 25) + (z >>> 31); mQ[i] = ~((z << 1) + h); } mIndex = 1; return mQ[0]; } private void congruential() { mXcng *= 69069; mXcng += 123; } private void xorShift() { mXs ^= (mXs << 13); mXs ^= (mXs >>> 17); mXs ^= (mXs << 5); } private int supr() { return (mIndex < Q_SIZE) ? mQ[mIndex++] : refillQ(); } private int stepGenerator() { congruential(); xorShift(); return (supr() + mXcng + mXs); } public static boolean testKiss32(boolean verbose) { int x = 0; final int expected = 1809478889; boolean retVal; SuperKiss32 sk32 = new SuperKiss32(); if (verbose) { System.out.println("Testing SuperKiss32..."); System.out.println(); } int reps = 1000000000; for (int i = 0; i < reps; ++i) { x = sk32.stepGenerator(); } if (x == expected) { if (verbose) { System.out.println( "One billion uses of SuperKiss32 OK."); } retVal = true; } else { if (verbose) { System.out.println("SuperKiss32 failed: x == " + x + ", not " + expected); } retVal = false; } return retVal; } } // end class SuperKiss32 /**************************/ /*** 64 bit SuperKiss64 ***/ /** * <p>An implementation of George Marsaglia's long period SuperKISS64 * PRNG. The period of this PRNG is 5*2^1320480*(2^64-1)</p> * * <p>This version is written for clarity rather than speed.</p> * * @author rossum * @version 1.0; November 2009 */ public class SuperKiss64 { final int Q_SIZE = 20632; long mQ[] = new long[Q_SIZE]; private long mCarry = 36243678541L; private long mXcng = 12367890123456L; private long mXs = 521288629546311L; private int mIndex = Q_SIZE + 1; public SuperKiss64() { // Fill mQ[] with Congruential + XorShift for (int i = 0; i < Q_SIZE; ++i) { congruential(); xorShift(); mQ[i] = (mXcng + mXs); } } public long nextLong() { return stepGenerator(); } private long refillQ() { long z, h; for (int i = 0; i < Q_SIZE; ++i) { h = mCarry & 0x01L; z = ((mQ[i] << 41) >>> 1) + ((mQ[i] << 39) >>> 1) + (mCarry >>> 1); mCarry = (mQ[i] >>> 23) + (mQ[i] >>> 25) + (z >>> 63); mQ[i] = ~((z << 1) + h); } mIndex = 1; return mQ[0]; } private void congruential() { mXcng *= 6906969069L; mXcng += 123L; } private void xorShift() { mXs ^= (mXs << 13); mXs ^= (mXs >>> 17); mXs ^= (mXs << 43); } private long supr() { return (mIndex < Q_SIZE) ? mQ[mIndex++] : refillQ(); } private long stepGenerator() { congruential(); xorShift(); return (supr() + mXcng + mXs); } public static boolean testKiss64(boolean verbose) { long x = 0; final long expected = 4013566000157423768L; boolean retVal; SuperKiss64 sk64 = new SuperKiss64(); if (verbose) { System.out.println("Testing SuperKiss64..."); System.out.println(); } int reps = 1000000000; for (int i = 0; i < reps; ++i) { x = sk64.stepGenerator(); } if (x == expected) { if (verbose) { System.out.println( "One billion uses of SuperKiss64 OK."); } retVal = true; } else { if (verbose) { System.out.println("SuperKiss64 failed: x == " + x + ", not " + expected); } retVal = false; } return retVal; } } // end class SuperKiss64 /**************************/
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