/* * Copyright 1993-2009 NVIDIA Corporation. All rights reserved. * * NVIDIA Corporation and its licensors retain all intellectual property and * proprietary rights in and to this software and related documentation and * any modifications thereto. Any use, reproduction, disclosure, or distribution * of this software and related documentation without an express license * agreement from NVIDIA Corporation is strictly prohibited. * */ /* * Portions Copyright (c) 1993-2009 NVIDIA Corporation. All rights reserved. * Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights reserved. * Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights reserved. * * Sobol Quasi-random Number Generator example * * Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom * http://people.maths.ox.ac.uk/~gilesm/ * * and C code developed by Stephen Joe, University of Waikato, New Zealand * and Frances Kuo, University of New South Wales, Australia * http://web.maths.unsw.edu.au/~fkuo/sobol/ * * For theoretical background see: * * P. Bratley and B.L. Fox. * Implementing Sobol's quasirandom sequence generator * http://portal.acm.org/citation.cfm?id=42288 * ACM Trans. on Math. Software, 14(1):88-100, 1988 * * S. Joe and F. Kuo. * Remark on algorithm 659: implementing Sobol's quasirandom sequence generator. * http://portal.acm.org/citation.cfm?id=641879 * ACM Trans. on Math. Software, 29(1):49-57, 2003 */ #include #include #include #include #include "sobol.h" #include "sobol_gold.h" #include "sobol_primitives.h" #define k_2powneg32 2.3283064E-10F // Create the direction numbers, based on the primitive polynomials. void initSobolDirectionVectors(int n_dimensions, unsigned int *directions) { unsigned int *v = directions; int dim; for (dim = 0 ; dim < n_dimensions ; dim++) { // First dimension is a special case if (dim == 0) { int i; for (i = 0 ; i < n_directions ; i++) { // All m's are 1 v[i] = 1 << (31 - i); } } else { int d = sobol_primitives[dim].degree; // The first direction numbers (up to the degree of the polynomial) // are simply v[i] = m[i] / 2^i (stored in Q0.32 format) int i; for (i = 0 ; i < d ; i++) { v[i] = sobol_primitives[dim].m[i] << (31 - i); } // The remaining direction numbers are computed as described in // the Bratley and Fox paper. // v[i] = a[1]v[i-1] ^ a[2]v[i-2] ^ ... ^ a[v-1]v[i-d+1] ^ v[i-d] ^ v[i-d]/2^d for (i = d ; i < n_directions ; i++) { // First do the v[i-d] ^ v[i-d]/2^d part v[i] = v[i - d] ^ (v[i - d] >> d); // Now do the a[1]v[i-1] ^ a[2]v[i-2] ^ ... part // Note that the coefficients a[] are zero or one and for compactness in // the input tables they are stored as bits of a single integer. To extract // the relevant bit we use right shift and mask with 1. // For example, for a 10 degree polynomial there are ten useful bits in a, // so to get a[2] we need to right shift 7 times (to get the 8th bit into // the LSB) and then mask with 1. int j; for (j = 1 ; j < d ; j++) { v[i] ^= (((sobol_primitives[dim].a >> (d - 1 - j)) & 1) * v[i - j]); } } } v += n_directions; } } // Reference model for generating Sobol numbers on the host void sobolCPU(int n_vectors, int n_dimensions, unsigned int *directions, float *output) { unsigned int *v = directions; int d; for (d = 0 ; d < n_dimensions ; d++) { unsigned int X = 0; // x[0] is zero (in all dimensions) output[n_vectors * d] = 0.0; int i; for (i = 1 ; i < n_vectors ; i++) { // x[i] = x[i-1] ^ v[c] // where c is the index of the rightmost zero bit in i // minus 1 (since C arrays count from zero) // In the Bratley and Fox paper this is equation (**) X ^= v[ffs(~(i - 1)) - 1]; output[i + n_vectors * d] = (float)X * k_2powneg32; } v += n_directions; } }