#include #include #include #include #include #include #include #include // Functions for performing statistical tests of randomness // From NIST-Statistical-Test-Suite // Licence: // "This software was developed at the National Institute of Standards and // Technology by employees of the Federal Government in the course of their // official duties. Pursuant to title 17 Section 105 of the United States Code // this software is not subject to copyright protection and is in the public // domain. The NIST Statistical Test Suite is an experimental system. NIST // assumes no responsibility whatsoever for its use by other parties, and makes // no guarantees, expressed or implied, about its quality, reliability, or any // other characteristic. We would appreciate acknowledgment if the software is // used." class CephesFunctions { public: static double cephes_igamc(double a, double x) { double ans, ax, c, yc, r, t, y, z; double pk, pkm1, pkm2, qk, qkm1, qkm2; if ((x <= 0) || (a <= 0)) return (1.0); if ((x < 1.0) || (x < a)) return (1.e0 - cephes_igam(a, x)); ax = a * log(x) - x - cephes_lgam(a); if (ax < -MAXLOG) { printf("igamc: UNDERFLOW\n"); return 0.0; } ax = exp(ax); /* continued fraction */ y = 1.0 - a; z = x + y + 1.0; c = 0.0; pkm2 = 1.0; qkm2 = x; pkm1 = x + 1.0; qkm1 = z * x; ans = pkm1 / qkm1; do { c += 1.0; y += 1.0; z += 2.0; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if (qk != 0) { r = pk / qk; t = fabs((ans - r) / r); ans = r; } else t = 1.0; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if (fabs(pk) > big) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } } while (t > MACHEP); return ans * ax; } private: static constexpr double rel_error = 1E-12; static constexpr double MACHEP = 1.11022302462515654042E-16; // 2**-53 static constexpr double MAXLOG = 7.09782712893383996732224E2; // log(MAXNUM) static constexpr double MAXNUM = 1.7976931348623158E308; // 2**1024*(1-MACHEP) static constexpr double PI = 3.14159265358979323846; static constexpr double big = 4.503599627370496e15; static constexpr double biginv = 2.22044604925031308085e-16; static int sgngam; static double cephes_igam(double a, double x) { double ans, ax, c, r; if ((x <= 0) || (a <= 0)) return 0.0; if ((x > 1.0) && (x > a)) return 1.e0 - cephes_igamc(a, x); /* Compute x**a * exp(-x) / gamma(a) */ ax = a * log(x) - x - cephes_lgam(a); if (ax < -MAXLOG) { printf("igam: UNDERFLOW\n"); return 0.0; } ax = exp(ax); /* power series */ r = a; c = 1.0; ans = 1.0; do { r += 1.0; c *= x / r; ans += c; } while (c / ans > MACHEP); return ans * ax / a; } /* A[]: Stirling's formula expansion of log gamma * B[], C[]: log gamma function between 2 and 3 */ static constexpr double A[] = { 0.000811614167470508488140545910738410384510643780, -0.000595061904284301438315674115386855191900394857, 0.000793650340457716942620114419781884862459264696, -0.002777777777300996942672073330982129846233874559, 0.083333333333333189929525985917280195280909538269}; static constexpr double B[] = { -1378.251525691208598800585605204105377197265625, -38801.631513463784358464181423187255859375, -331612.9927388711948879063129425048828125, -1162370.97492762305773794651031494140625, -1721737.00820839661173522472381591796875, -853555.66424576542340219020843505859375}; static constexpr double C[] = { -351.8157014365234545039129443466663360595703125, -17064.21066518811494461260735988616943359375, -220528.59055385444662533700466156005859375, -1139334.44367982516996562480926513671875, -2532523.07177582941949367523193359375, -2018891.4143353276886045932769775390625}; static constexpr double MAXLGM = 2.556348e305; /* Logarithm of gamma function */ static double cephes_lgam(double x) { double p, q, u, w, z; int i; sgngam = 1; if (x < -34.0) { q = -x; w = cephes_lgam(q); /* note this modifies sgngam! */ p = floor(q); if (p == q) { lgsing: goto loverf; } i = (int)p; if ((i & 1) == 0) sgngam = -1; else sgngam = 1; z = q - p; if (z > 0.5) { p += 1.0; z = p - q; } z = q * sin(PI * z); if (z == 0.0) goto lgsing; /* z = log(PI) - log( z ) - w;*/ z = log(PI) - log(z) - w; return z; } if (x < 13.0) { z = 1.0; p = 0.0; u = x; while (u >= 3.0) { p -= 1.0; u = x + p; z *= u; } while (u < 2.0) { if (u == 0.0) goto lgsing; z /= u; p += 1.0; u = x + p; } if (z < 0.0) { sgngam = -1; z = -z; } else sgngam = 1; if (u == 2.0) return (log(z)); p -= 2.0; x = x + p; p = x * cephes_polevl(x, B, 5) / cephes_p1evl(x, C, 6); return log(z) + p; } if (x > MAXLGM) { loverf: printf("lgam: OVERFLOW\n"); return sgngam * MAXNUM; } q = (x - 0.5) * log(x) - x + log(sqrt(2 * PI)); if (x > 1.0e8) return q; p = 1.0 / (x * x); if (x >= 1000.0) q += ((7.9365079365079365079365e-4 * p - 2.7777777777777777777778e-3) * p + 0.0833333333333333333333) / x; else q += cephes_polevl(p, A, 4) / x; return q; } static double cephes_polevl(double x, const double *coef, int N) { const double *p = coef; double ans = *p++; int i = N; do ans = ans * x + *p++; while (--i); return ans; } static double cephes_p1evl(double x, const double *coef, int N) { const double *p = coef; double ans = x + *p++; int i = N - 1; do ans = ans * x + *p++; while (--i); return ans; } static double cephes_erf(double x) { static const double two_sqrtpi = 1.128379167095512574; double sum = x, term = x, xsqr = x * x; int j = 1; if (fabs(x) > 2.2) return 1.0 - cephes_erfc(x); do { term *= xsqr / j; sum -= term / (2 * j + 1); j++; term *= xsqr / j; sum += term / (2 * j + 1); j++; } while (fabs(term) / sum > rel_error); return two_sqrtpi * sum; } static double cephes_erfc(double x) { static const double one_sqrtpi = 0.564189583547756287; double a = 1, b = x, c = x, d = x * x + 0.5; double q1, q2 = b / d, n = 1.0, t; if (fabs(x) < 2.2) return 1.0 - cephes_erf(x); if (x < 0) return 2.0 - cephes_erfc(-x); do { t = a * n + b * x; a = b; b = t; t = c * n + d * x; c = d; d = t; n += 0.5; q1 = q2; q2 = b / d; } while (fabs(q1 - q2) / q2 > rel_error); return one_sqrtpi * exp(-x * x) * q2; } static double cephes_normal(double x) { double arg, result, sqrt2 = 1.414213562373095048801688724209698078569672; if (x > 0) { arg = x / sqrt2; result = 0.5 * (1 + erf(arg)); } else { arg = -x / sqrt2; result = 0.5 * (1 - erf(arg)); } return (result); } }; int CephesFunctions::sgngam = 0; constexpr double CephesFunctions::A[]; constexpr double CephesFunctions::B[]; constexpr double CephesFunctions::C[]; template void TestShuffleSimple() { Vector data(5); data[0] = 0; data[1] = 1; data[2] = 2; data[3] = 3; data[4] = 4; Vector shuffled(data.begin(), data.end()); thrust::default_random_engine g(2); thrust::shuffle(shuffled.begin(), shuffled.end(), g); thrust::sort(shuffled.begin(), shuffled.end()); // Check all of our data is present // This only tests for strange conditions like duplicated elements ASSERT_EQUAL(shuffled, data); } DECLARE_VECTOR_UNITTEST(TestShuffleSimple); template void TestShuffleCopySimple() { Vector data(5); data[0] = 0; data[1] = 1; data[2] = 2; data[3] = 3; data[4] = 4; Vector shuffled(5); thrust::default_random_engine g(2); thrust::shuffle_copy(data.begin(), data.end(), shuffled.begin(), g); g.seed(2); thrust::shuffle(data.begin(), data.end(), g); ASSERT_EQUAL(shuffled, data); } DECLARE_VECTOR_UNITTEST(TestShuffleCopySimple); template void TestHostDeviceIdentical(size_t m) { thrust::host_vector host_result(m); thrust::host_vector device_result(m); thrust::sequence(host_result.begin(), host_result.end(), T{}); thrust::sequence(device_result.begin(), device_result.end(), T{}); thrust::default_random_engine host_g(183); thrust::default_random_engine device_g(183); thrust::shuffle(host_result.begin(), host_result.end(), host_g); thrust::shuffle(device_result.begin(), device_result.end(), device_g); ASSERT_EQUAL(device_result, host_result); } DECLARE_VARIABLE_UNITTEST(TestHostDeviceIdentical); template void TestFunctionIsBijection(size_t m) { thrust::default_random_engine host_g(0xD5); thrust::default_random_engine device_g(0xD5); thrust::system::detail::generic::feistel_bijection host_f(m, host_g); thrust::system::detail::generic::feistel_bijection device_f(m, device_g); if (static_cast(host_f.nearest_power_of_two()) >= static_cast(std::numeric_limits::max()) || m == 0) { return; } thrust::host_vector host_result(host_f.nearest_power_of_two()); thrust::host_vector device_result(device_f.nearest_power_of_two()); thrust::sequence(host_result.begin(), host_result.end(), T{}); thrust::sequence(device_result.begin(), device_result.end(), T{}); thrust::transform(host_result.begin(), host_result.end(), host_result.begin(), host_f); thrust::transform(device_result.begin(), device_result.end(), device_result.begin(), device_f); ASSERT_EQUAL(host_result, device_result); thrust::sort(host_result.begin(), host_result.end()); // Assert all values were generated exactly once for (uint64_t i = 0; i < m; i++) { ASSERT_EQUAL((uint64_t)host_result[i], i); } } DECLARE_VARIABLE_UNITTEST(TestFunctionIsBijection); void TestBijectionLength() { thrust::default_random_engine g(0xD5); uint64_t m = 31; thrust::system::detail::generic::feistel_bijection f(m, g); ASSERT_EQUAL(f.nearest_power_of_two(), uint64_t(32)); m = 32; f = thrust::system::detail::generic::feistel_bijection(m, g); ASSERT_EQUAL(f.nearest_power_of_two(), uint64_t(32)); m = 1; f = thrust::system::detail::generic::feistel_bijection(m, g); ASSERT_EQUAL(f.nearest_power_of_two(), uint64_t(16)); } DECLARE_UNITTEST(TestBijectionLength); // Individual input keys should be permuted to output locations with uniform // probability. Perform chi-squared test with confidence 99.9%. template void TestShuffleKeyPosition() { typedef typename Vector::value_type T; size_t m = 20; size_t num_samples = 100; thrust::host_vector index_sum(m, 0); thrust::host_vector sequence(m); thrust::sequence(sequence.begin(), sequence.end(), T(0)); thrust::default_random_engine g(0xD5); for (size_t i = 0; i < num_samples; i++) { Vector shuffled(sequence.begin(), sequence.end()); thrust::shuffle(shuffled.begin(), shuffled.end(), g); thrust::host_vector tmp(shuffled.begin(), shuffled.end()); for (auto j = 0ull; j < m; j++) { index_sum[tmp[j]] += j; } } double expected_average_position = static_cast(m - 1) / 2; double chi_squared = 0.0; for (auto j = 0ull; j < m; j++) { double average_position = static_cast(index_sum[j]) / num_samples; chi_squared += std::pow(expected_average_position - average_position, 2) / expected_average_position; } // Tabulated chi-squared critical value for m-1=19 degrees of freedom // and 99.9% confidence double confidence_threshold = 43.82; ASSERT_LESS(chi_squared, confidence_threshold); } DECLARE_INTEGRAL_VECTOR_UNITTEST(TestShuffleKeyPosition); struct vector_compare { template bool operator()(const VectorT &a, const VectorT &b) const { for (auto i = 0ull; i < a.size(); i++) { if (a[i] < b[i]) return true; if (a[i] > b[i]) return false; } return false; } }; // Brute force check permutations are uniformly distributed on small input // Uses a chi-squared test indicating 99% confidence the output is uniformly // random template void TestShuffleUniformPermutation() { typedef typename Vector::value_type T; size_t m = 5; size_t num_samples = 1000; size_t total_permutations = 1 * 2 * 3 * 4 * 5; std::map, size_t, vector_compare> permutation_counts; Vector sequence(m); thrust::sequence(sequence.begin(), sequence.end(), T(0)); thrust::default_random_engine g(0xD5); for (auto i = 0ull; i < num_samples; i++) { thrust::shuffle(sequence.begin(), sequence.end(), g); thrust::host_vector tmp(sequence.begin(), sequence.end()); permutation_counts[tmp]++; } ASSERT_EQUAL(permutation_counts.size(), total_permutations); double chi_squared = 0.0; double expected_count = static_cast(num_samples) / total_permutations; for (auto kv : permutation_counts) { chi_squared += std::pow(expected_count - kv.second, 2) / expected_count; } double p_score = CephesFunctions::cephes_igamc( (double)(total_permutations - 1) / 2.0, chi_squared / 2.0); ASSERT_GREATER(p_score, 0.01); } DECLARE_VECTOR_UNITTEST(TestShuffleUniformPermutation); template void TestShuffleEvenSpacingBetweenOccurances() { typedef typename Vector::value_type T; const uint64_t shuffle_size = 10; const uint64_t num_samples = 1000; thrust::host_vector h_results; Vector sequence(shuffle_size); thrust::sequence(sequence.begin(), sequence.end(), 0); thrust::default_random_engine g(0xD6); for (auto i = 0ull; i < num_samples; i++) { thrust::shuffle(sequence.begin(), sequence.end(), g); thrust::host_vector tmp(sequence.begin(), sequence.end()); h_results.insert(h_results.end(), sequence.begin(), sequence.end()); } std::vector>> distance_between( num_samples, std::vector>( num_samples, std::vector(shuffle_size, 0))); for (uint64_t sample = 0; sample < num_samples; sample++) { for (uint64_t i = 0; i < shuffle_size - 1; i++) { for (uint64_t j = 1; j < shuffle_size - i; j++) { T val_1 = h_results[sample * shuffle_size + i]; T val_2 = h_results[sample * shuffle_size + i + j]; distance_between[val_1][val_2][j]++; distance_between[val_2][val_1][shuffle_size - j]++; } } } const double expected_occurances = (double)num_samples / (shuffle_size - 1); for (uint64_t val_1 = 0; val_1 < shuffle_size; val_1++) { for (uint64_t val_2 = val_1 + 1; val_2 < shuffle_size; val_2++) { double chi_squared = 0.0; auto &distances = distance_between[val_1][val_2]; for (uint64_t i = 1; i < shuffle_size; i++) { chi_squared += std::pow((double)distances[i] - expected_occurances, 2) / expected_occurances; } double p_score = CephesFunctions::cephes_igamc( (double)(shuffle_size - 2) / 2.0, chi_squared / 2.0); ASSERT_GREATER(p_score, 0.01); } } } DECLARE_INTEGRAL_VECTOR_UNITTEST(TestShuffleEvenSpacingBetweenOccurances); template void TestShuffleEvenDistribution() { typedef typename Vector::value_type T; const uint64_t shuffle_sizes[] = {10, 100, 500}; thrust::default_random_engine g(0xD5); for (auto shuffle_size : shuffle_sizes) { if(shuffle_size > (uint64_t)std::numeric_limits::max()) continue; const uint64_t num_samples = shuffle_size == 500 ? 1000 : 200; std::vector counts(shuffle_size * shuffle_size, 0); Vector sequence(shuffle_size); for (auto i = 0ull; i < num_samples; i++) { thrust::sequence(sequence.begin(), sequence.end(), 0); thrust::shuffle(sequence.begin(), sequence.end(), g); thrust::host_vector tmp(sequence.begin(), sequence.end()); for (uint64_t j = 0; j < shuffle_size; j++) { assert(j < tmp.size()); counts.at(j * shuffle_size + tmp[j])++; } } const double expected_occurances = (double)num_samples / shuffle_size; for (uint64_t i = 0; i < shuffle_size; i++) { double chi_squared_pos = 0.0; double chi_squared_num = 0.0; for (uint64_t j = 0; j < shuffle_size; j++) { auto count_pos = counts.at(i * shuffle_size + j); auto count_num = counts.at(j * shuffle_size + i); chi_squared_pos += pow((double)count_pos - expected_occurances, 2) / expected_occurances; chi_squared_num += pow((double)count_num - expected_occurances, 2) / expected_occurances; } double p_score_pos = CephesFunctions::cephes_igamc( (double)(shuffle_size - 1) / 2.0, chi_squared_pos / 2.0); ASSERT_GREATER(p_score_pos, 0.001 / (double)shuffle_size); double p_score_num = CephesFunctions::cephes_igamc( (double)(shuffle_size - 1) / 2.0, chi_squared_num / 2.0); ASSERT_GREATER(p_score_num, 0.001 / (double)shuffle_size); } } } DECLARE_INTEGRAL_VECTOR_UNITTEST(TestShuffleEvenDistribution);