starpu-max/examples/pi/SobolQRNG/sobol_gold.c

/* StarPU --- Runtime system for heterogeneous multicore architectures.
 *
 * Copyright (C) 2010-2011  Université de Bordeaux 1
 *
 * StarPU is free software; you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published by
 * the Free Software Foundation; either version 2.1 of the License, or (at
 * your option) any later version.
 *
 * StarPU is distributed in the hope that it will be useful, but
 * WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 *
 * See the GNU Lesser General Public License in COPYING.LGPL for more details.
 */
/*
 * 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 <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <string.h>
#include <strings.h>

#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;
    }
}