helper function for random

CMakeLists.txt

@@ -32,6 +32,8 @@ set(PROFILE_FLAG -O3 -p -g)
 
 function(apply_target target)
     target_include_directories(${target} PRIVATE ${CMAKE_SOURCE_DIR}/include)
+    target_include_directories(${target} PRIVATE ${CMAKE_SOURCE_DIR}/external)
+    target_include_directories(${target} PRIVATE ${CMAKE_SOURCE_DIR}/src)
     target_compile_options(${target} PRIVATE ${WARNING_FLAGS})
     target_link_libraries(libcneuron PRIVATE ${BLAS_LIBRARIES} m)
 

external/shishua/shishua-avx2.h

@@ -0,0 +1,137 @@
+#ifndef SHISHUA_AVX2_H
+#define SHISHUA_AVX2_H
+#include <assert.h>
+#include <immintrin.h>
+#include <stddef.h>
+#include <stdint.h>
+#include <string.h>
+typedef struct prng_state {
+    __m256i state[4];
+    __m256i output[4];
+    __m256i counter;
+} prng_state;
+
+// buf's size must be a multiple of 128 bytes.
+static inline void prng_gen(prng_state *s, uint8_t buf[], size_t size) {
+    __m256i o0 = s->output[0], o1 = s->output[1], o2 = s->output[2], o3 = s->output[3],
+            s0 = s->state[0], s1 = s->state[1], s2 = s->state[2], s3 = s->state[3],
+            t0, t1, t2, t3, u0, u1, u2, u3, counter = s->counter;
+    // The following shuffles move weak (low-diffusion) 32-bit parts of 64-bit
+    // additions to strong positions for enrichment. The low 32-bit part of a
+    // 64-bit chunk never moves to the same 64-bit chunk as its high part.
+    // They do not remain in the same chunk. Each part eventually reaches all
+    // positions ringwise: A to B, B to C, …, H to A.
+    // You may notice that they are simply 256-bit rotations (96 and 160).
+    __m256i shu0 = _mm256_set_epi32(4, 3, 2, 1, 0, 7, 6, 5),
+            shu1 = _mm256_set_epi32(2, 1, 0, 7, 6, 5, 4, 3);
+    // The counter is not necessary to beat PractRand.
+    // It sets a lower bound of 2^71 bytes = 2 ZiB to the period,
+    // or about 7 millenia at 10 GiB/s.
+    // The increments are picked as odd numbers,
+    // since only coprimes of the base cover the full cycle,
+    // and all odd numbers are coprime of 2.
+    // I use different odd numbers for each 64-bit chunk
+    // for a tiny amount of variation stirring.
+    // I used the smallest odd numbers to avoid having a magic number.
+    __m256i increment = _mm256_set_epi64x(1, 3, 5, 7);
+
+    // TODO: consider adding proper uneven write handling
+    assert((size % 128 == 0) && "buf's size must be a multiple of 128 bytes.");
+
+    for (size_t i = 0; i < size; i += 128) {
+        if (buf != NULL) {
+            _mm256_storeu_si256((__m256i *)&buf[i + 0], o0);
+            _mm256_storeu_si256((__m256i *)&buf[i + 32], o1);
+            _mm256_storeu_si256((__m256i *)&buf[i + 64], o2);
+            _mm256_storeu_si256((__m256i *)&buf[i + 96], o3);
+        }
+
+        // I apply the counter to s1,
+        // since it is the one whose shift loses most entropy.
+        s1 = _mm256_add_epi64(s1, counter);
+        s3 = _mm256_add_epi64(s3, counter);
+        counter = _mm256_add_epi64(counter, increment);
+
+        // SIMD does not support rotations. Shift is the next best thing to entangle
+        // bits with other 64-bit positions. We must shift by an odd number so that
+        // each bit reaches all 64-bit positions, not just half. We must lose bits
+        // of information, so we minimize it: 1 and 3. We use different shift values
+        // to increase divergence between the two sides. We use rightward shift
+        // because the rightmost bits have the least diffusion in addition (the low
+        // bit is just a XOR of the low bits).
+        u0 = _mm256_srli_epi64(s0, 1);
+        u1 = _mm256_srli_epi64(s1, 3);
+        u2 = _mm256_srli_epi64(s2, 1);
+        u3 = _mm256_srli_epi64(s3, 3);
+        t0 = _mm256_permutevar8x32_epi32(s0, shu0);
+        t1 = _mm256_permutevar8x32_epi32(s1, shu1);
+        t2 = _mm256_permutevar8x32_epi32(s2, shu0);
+        t3 = _mm256_permutevar8x32_epi32(s3, shu1);
+        // Addition is the main source of diffusion.
+        // Storing the output in the state keeps that diffusion permanently.
+        s0 = _mm256_add_epi64(t0, u0);
+        s1 = _mm256_add_epi64(t1, u1);
+        s2 = _mm256_add_epi64(t2, u2);
+        s3 = _mm256_add_epi64(t3, u3);
+
+        // Two orthogonally grown pieces evolving independently, XORed.
+        o0 = _mm256_xor_si256(u0, t1);
+        o1 = _mm256_xor_si256(u2, t3);
+        o2 = _mm256_xor_si256(s0, s3);
+        o3 = _mm256_xor_si256(s2, s1);
+    }
+    s->output[0] = o0;
+    s->output[1] = o1;
+    s->output[2] = o2;
+    s->output[3] = o3;
+    s->state[0] = s0;
+    s->state[1] = s1;
+    s->state[2] = s2;
+    s->state[3] = s3;
+    s->counter = counter;
+}
+
+// Nothing up my sleeve: those are the hex digits of Φ,
+// the least approximable irrational number.
+// $ echo 'scale=310;obase=16;(sqrt(5)-1)/2' | bc
+static uint64_t phi[16] = {
+    0x9E3779B97F4A7C15,
+    0xF39CC0605CEDC834,
+    0x1082276BF3A27251,
+    0xF86C6A11D0C18E95,
+    0x2767F0B153D27B7F,
+    0x0347045B5BF1827F,
+    0x01886F0928403002,
+    0xC1D64BA40F335E36,
+    0xF06AD7AE9717877E,
+    0x85839D6EFFBD7DC6,
+    0x64D325D1C5371682,
+    0xCADD0CCCFDFFBBE1,
+    0x626E33B8D04B4331,
+    0xBBF73C790D94F79D,
+    0x471C4AB3ED3D82A5,
+    0xFEC507705E4AE6E5,
+};
+
+void prng_init(prng_state *s, uint64_t seed[4]) {
+    memset(s, 0, sizeof(prng_state));
+#define STEPS 1
+#define ROUNDS 13
+    uint8_t buf[128 * STEPS];
+    // Diffuse first two seed elements in s0, then the last two. Same for s1.
+    // We must keep half of the state unchanged so users cannot set a bad state.
+    s->state[0] = _mm256_set_epi64x(phi[3], phi[2] ^ seed[1], phi[1], phi[0] ^ seed[0]);
+    s->state[1] = _mm256_set_epi64x(phi[7], phi[6] ^ seed[3], phi[5], phi[4] ^ seed[2]);
+    s->state[2] = _mm256_set_epi64x(phi[11], phi[10] ^ seed[3], phi[9], phi[8] ^ seed[2]);
+    s->state[3] = _mm256_set_epi64x(phi[15], phi[14] ^ seed[1], phi[13], phi[12] ^ seed[0]);
+    for (size_t i = 0; i < ROUNDS; i++) {
+        prng_gen(s, buf, 128 * STEPS);
+        s->state[0] = s->output[3];
+        s->state[1] = s->output[2];
+        s->state[2] = s->output[1];
+        s->state[3] = s->output[0];
+    }
+#undef STEPS
+#undef ROUNDS
+}
+#endif

external/shishua/shishua-half-avx2.h

@@ -0,0 +1,107 @@
+#ifndef SHISHUA_H
+#define SHISHUA_H
+#include <assert.h>
+#include <immintrin.h>
+#include <stddef.h>
+#include <stdint.h>
+#include <string.h>
+typedef struct prng_state {
+    __m256i state[2];
+    __m256i output;
+    __m256i counter;
+} prng_state;
+
+// buf's size must be a multiple of 32 bytes.
+static inline void prng_gen(prng_state *s, uint8_t buf[], size_t size) {
+    __m256i s0 = s->state[0], counter = s->counter,
+            s1 = s->state[1], o = s->output,
+            t0, t1, t2, t3, u0, u1, u2, u3;
+    // The following shuffles move weak (low-diffusion) 32-bit parts of 64-bit
+    // additions to strong positions for enrichment. The low 32-bit part of a
+    // 64-bit chunk never moves to the same 64-bit chunk as its high part.
+    // They do not remain in the same chunk. Each part eventually reaches all
+    // positions ringwise: A to B, B to C, …, H to A.
+    // You may notice that they are simply 256-bit rotations (96 and 160).
+    __m256i shu0 = _mm256_set_epi32(4, 3, 2, 1, 0, 7, 6, 5),
+            shu1 = _mm256_set_epi32(2, 1, 0, 7, 6, 5, 4, 3);
+    // The counter is not necessary to beat PractRand.
+    // It sets a lower bound of 2^69 bytes = 512 EiB to the period,
+    // or about 1 millenia at 10 GiB/s.
+    // The increments are picked as odd numbers,
+    // since only coprimes of the base cover the full cycle,
+    // and all odd numbers are coprime of 2.
+    // I use different odd numbers for each 64-bit chunk
+    // for a tiny amount of variation stirring.
+    // I used the smallest odd numbers to avoid having a magic number.
+    __m256i increment = _mm256_set_epi64x(1, 3, 5, 7);
+
+    // TODO: consider adding proper uneven write handling
+    assert((size % 32 == 0) && "buf's size must be a multiple of 32 bytes.");
+
+    for (size_t i = 0; i < size; i += 32) {
+        if (buf != NULL) {
+            _mm256_storeu_si256((__m256i *)&buf[i], o);
+        }
+
+        // I apply the counter to s1,
+        // since it is the one whose shift loses most entropy.
+        s1 = _mm256_add_epi64(s1, counter);
+        counter = _mm256_add_epi64(counter, increment);
+
+        // SIMD does not support rotations. Shift is the next best thing to entangle
+        // bits with other 64-bit positions. We must shift by an odd number so that
+        // each bit reaches all 64-bit positions, not just half. We must lose bits
+        // of information, so we minimize it: 1 and 3. We use different shift values
+        // to increase divergence between the two sides. We use rightward shift
+        // because the rightmost bits have the least diffusion in addition (the low
+        // bit is just a XOR of the low bits).
+        u0 = _mm256_srli_epi64(s0, 1);
+        u1 = _mm256_srli_epi64(s1, 3);
+        t0 = _mm256_permutevar8x32_epi32(s0, shu0);
+        t1 = _mm256_permutevar8x32_epi32(s1, shu1);
+        // Addition is the main source of diffusion.
+        // Storing the output in the state keeps that diffusion permanently.
+        s0 = _mm256_add_epi64(t0, u0);
+        s1 = _mm256_add_epi64(t1, u1);
+
+        // Two orthogonally grown pieces evolving independently, XORed.
+        o = _mm256_xor_si256(u0, t1);
+    }
+    s->state[0] = s0;
+    s->counter = counter;
+    s->state[1] = s1;
+    s->output = o;
+}
+
+// Nothing up my sleeve: those are the hex digits of Φ,
+// the least approximable irrational number.
+// $ echo 'scale=310;obase=16;(sqrt(5)-1)/2' | bc
+static uint64_t phi[8] = {
+    0x9E3779B97F4A7C15,
+    0xF39CC0605CEDC834,
+    0x1082276BF3A27251,
+    0xF86C6A11D0C18E95,
+    0x2767F0B153D27B7F,
+    0x0347045B5BF1827F,
+    0x01886F0928403002,
+    0xC1D64BA40F335E36,
+};
+
+void prng_init(prng_state *s, uint64_t seed[4]) {
+    memset(s, 0, sizeof(prng_state));
+#define STEPS 5
+#define ROUNDS 4
+    uint8_t buf[32 * STEPS];  // 4 64-bit numbers per 256-bit SIMD.
+    // Diffuse first two seed elements in s0, then the last two. Same for s1.
+    // We must keep half of the state unchanged so users cannot set a bad state.
+    s->state[0] = _mm256_set_epi64x(phi[3], phi[2] ^ seed[1], phi[1], phi[0] ^ seed[0]);
+    s->state[1] = _mm256_set_epi64x(phi[7], phi[6] ^ seed[3], phi[5], phi[4] ^ seed[2]);
+    for (size_t i = 0; i < ROUNDS; i++) {
+        prng_gen(s, buf, 32 * STEPS);
+        s->state[0] = s->state[1];
+        s->state[1] = s->output;
+    }
+#undef STEPS
+#undef ROUNDS
+}
+#endif