Commit 28108f84 authored by Jason Rhinelander's avatar Jason Rhinelander
Browse files

Random: mt19937 RNG with decent default seeding

Added Random class for getting/seeding a mt19937 RNG for use in eris
[Incorporates GPL-compatible MIT licensed code from
http://www.fftw.org/cycle.h]
parent 1cf6573b
......@@ -159,6 +159,10 @@ AUTOCONF = @AUTOCONF@
AUTOHEADER = @AUTOHEADER@
AUTOMAKE = @AUTOMAKE@
AWK = @AWK@
CC = @CC@
CCDEPMODE = @CCDEPMODE@
CFLAGS = @CFLAGS@
CPP = @CPP@
CPPFLAGS = @CPPFLAGS@
CXX = @CXX@
CXXDEPMODE = @CXXDEPMODE@
......@@ -169,7 +173,9 @@ DEPDIR = @DEPDIR@
ECHO_C = @ECHO_C@
ECHO_N = @ECHO_N@
ECHO_T = @ECHO_T@
EGREP = @EGREP@
EXEEXT = @EXEEXT@
GREP = @GREP@
INSTALL = @INSTALL@
INSTALL_DATA = @INSTALL_DATA@
INSTALL_PROGRAM = @INSTALL_PROGRAM@
......@@ -198,6 +204,7 @@ abs_builddir = @abs_builddir@
abs_srcdir = @abs_srcdir@
abs_top_builddir = @abs_top_builddir@
abs_top_srcdir = @abs_top_srcdir@
ac_ct_CC = @ac_ct_CC@
ac_ct_CXX = @ac_ct_CXX@
am__include = @am__include@
am__leading_dot = @am__leading_dot@
......
LICENCE
-------
Eris - agent based economic modelling library
Copyright (C) 2013 Jason Rhinelander
Copyright (C) 2013 Jason Rhinelander, except where otherwise noted.
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
......
This diff is collapsed.
......@@ -7,3 +7,26 @@ AC_CONFIG_FILES([
src/Makefile
])
AC_OUTPUT
# The following is from src/cycle.h:
dnl ---------------------------------------------------------------------
AC_C_INLINE
AC_HEADER_TIME
AC_CHECK_HEADERS([sys/time.h c_asm.h intrinsics.h mach/mach_time.h])
AC_CHECK_TYPE([hrtime_t],[AC_DEFINE(HAVE_HRTIME_T, 1, [Define to 1 if hrtime_t is defined in <sys/time.h>])],,[#if HAVE_SYS_TIME_H
#include <sys/time.h>
#endif])
AC_CHECK_FUNCS([gethrtime read_real_time time_base_to_time clock_gettime mach_absolute_time])
dnl Cray UNICOS _rtc() (real-time clock) intrinsic
AC_MSG_CHECKING([for _rtc intrinsic])
rtc_ok=yes
AC_TRY_LINK([#ifdef HAVE_INTRINSICS_H
#include <intrinsics.h>
#endif], [_rtc()], [AC_DEFINE(HAVE__RTC,1,[Define if you have the UNICOS _rtc() intrinsic.])], [rtc_ok=no])
AC_MSG_RESULT($rtc_ok)
dnl ---------------------------------------------------------------------
......@@ -106,6 +106,10 @@ AUTOCONF = @AUTOCONF@
AUTOHEADER = @AUTOHEADER@
AUTOMAKE = @AUTOMAKE@
AWK = @AWK@
CC = @CC@
CCDEPMODE = @CCDEPMODE@
CFLAGS = @CFLAGS@
CPP = @CPP@
CPPFLAGS = @CPPFLAGS@
CXX = @CXX@
CXXDEPMODE = @CXXDEPMODE@
......@@ -116,7 +120,9 @@ DEPDIR = @DEPDIR@
ECHO_C = @ECHO_C@
ECHO_N = @ECHO_N@
ECHO_T = @ECHO_T@
EGREP = @EGREP@
EXEEXT = @EXEEXT@
GREP = @GREP@
INSTALL = @INSTALL@
INSTALL_DATA = @INSTALL_DATA@
INSTALL_PROGRAM = @INSTALL_PROGRAM@
......@@ -145,6 +151,7 @@ abs_builddir = @abs_builddir@
abs_srcdir = @abs_srcdir@
abs_top_builddir = @abs_top_builddir@
abs_top_srcdir = @abs_top_srcdir@
ac_ct_CC = @ac_ct_CC@
ac_ct_CXX = @ac_ct_CXX@
am__include = @am__include@
am__leading_dot = @am__leading_dot@
......
#include "Random.hpp"
#include "cycle.h"
#include <string>
#include <cstdlib>
namespace eris {
std::mt19937_64 *Random::_rng = nullptr;
std::mt19937_64::result_type Random::_seed = 0;
std::mt19937_64::result_type Random::_reseed() {
_seed = 0;
char *envseed = getenv("ERIS_RNG_SEED");
if (envseed)
try { _seed = std::stoull(envseed); } catch (std::exception e) {}
if (!_seed) {
#ifdef HAVE_TICK_COUNTER
_seed = getticks();
#else
// The above is more random, but this shouldn't be too terrible:
_seed ||= srand((time(NULL) & 0xFFFF) | (getpid() << 16));
#endif
}
return _seed;
}
}
#pragma once
#include <random>
// Random number generator class for Eris. This class is responsible for providing a seeded
// mt19937_64 random number generator, where the seed comes from ERIS_RNG_SEED, if defined, and
// otherwise is chosen randomly. The only publically exposed method is the (static) Random::rng()
// method, which will return an appropriately seeded random number generator. The generator is only
// created (and seeded) the first time rng() is called; subsequent calls simply return the existing
// generator.
//
// To properly use this class, inherit from it, then call rng().
//
namespace eris {
class Random {
public:
inline static std::mt19937_64& rng() {
if (!_rng) _rng = new std::mt19937_64(seed());
return *_rng;
}
inline static const std::mt19937_64::result_type seed() {
if (!_seed) _reseed();
return _seed;
}
private:
static std::mt19937_64 *_rng;
static std::mt19937_64::result_type _seed;
static std::mt19937_64::result_type _reseed();
};
}
/*
* Copyright (c) 2003, 2007-8 Matteo Frigo
* Copyright (c) 2003, 2007-8 Massachusetts Institute of Technology
*
* Permission is hereby granted, free of charge, to any person obtaining
* a copy of this software and associated documentation files (the
* "Software"), to deal in the Software without restriction, including
* without limitation the rights to use, copy, modify, merge, publish,
* distribute, sublicense, and/or sell copies of the Software, and to
* permit persons to whom the Software is furnished to do so, subject to
* the following conditions:
*
* The above copyright notice and this permission notice shall be
* included in all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
* WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*
*/
/* machine-dependent cycle counters code. Needs to be inlined. */
/***************************************************************************/
/* To use the cycle counters in your code, simply #include "cycle.h" (this
file), and then use the functions/macros:
ticks getticks(void);
ticks is an opaque typedef defined below, representing the current time.
You extract the elapsed time between two calls to gettick() via:
double elapsed(ticks t1, ticks t0);
which returns a double-precision variable in arbitrary units. You
are not expected to convert this into human units like seconds; it
is intended only for *comparisons* of time intervals.
(In order to use some of the OS-dependent timer routines like
Solaris' gethrtime, you need to paste the autoconf snippet below
into your configure.ac file and #include "config.h" before cycle.h,
or define the relevant macros manually if you are not using autoconf.)
*/
/***************************************************************************/
/* This file uses macros like HAVE_GETHRTIME that are assumed to be
defined according to whether the corresponding function/type/header
is available on your system. The necessary macros are most
conveniently defined if you are using GNU autoconf, via the tests:
dnl ---------------------------------------------------------------------
AC_C_INLINE
AC_HEADER_TIME
AC_CHECK_HEADERS([sys/time.h c_asm.h intrinsics.h mach/mach_time.h])
AC_CHECK_TYPE([hrtime_t],[AC_DEFINE(HAVE_HRTIME_T, 1, [Define to 1 if hrtime_t is defined in <sys/time.h>])],,[#if HAVE_SYS_TIME_H
#include <sys/time.h>
#endif])
AC_CHECK_FUNCS([gethrtime read_real_time time_base_to_time clock_gettime mach_absolute_time])
dnl Cray UNICOS _rtc() (real-time clock) intrinsic
AC_MSG_CHECKING([for _rtc intrinsic])
rtc_ok=yes
AC_TRY_LINK([#ifdef HAVE_INTRINSICS_H
#include <intrinsics.h>
#endif], [_rtc()], [AC_DEFINE(HAVE__RTC,1,[Define if you have the UNICOS _rtc() intrinsic.])], [rtc_ok=no])
AC_MSG_RESULT($rtc_ok)
dnl ---------------------------------------------------------------------
*/
/***************************************************************************/
#if TIME_WITH_SYS_TIME
# include <sys/time.h>
# include <time.h>
#else
# if HAVE_SYS_TIME_H
# include <sys/time.h>
# else
# include <time.h>
# endif
#endif
#define INLINE_ELAPSED(INL) static INL double elapsed(ticks t1, ticks t0) \
{ \
return (double)t1 - (double)t0; \
}
/*----------------------------------------------------------------*/
/* Solaris */
#if defined(HAVE_GETHRTIME) && defined(HAVE_HRTIME_T) && !defined(HAVE_TICK_COUNTER)
typedef hrtime_t ticks;
#define getticks gethrtime
INLINE_ELAPSED(inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/* AIX v. 4+ routines to read the real-time clock or time-base register */
#if defined(HAVE_READ_REAL_TIME) && defined(HAVE_TIME_BASE_TO_TIME) && !defined(HAVE_TICK_COUNTER)
typedef timebasestruct_t ticks;
static __inline ticks getticks(void)
{
ticks t;
read_real_time(&t, TIMEBASE_SZ);
return t;
}
static __inline double elapsed(ticks t1, ticks t0) /* time in nanoseconds */
{
time_base_to_time(&t1, TIMEBASE_SZ);
time_base_to_time(&t0, TIMEBASE_SZ);
return (((double)t1.tb_high - (double)t0.tb_high) * 1.0e9 +
((double)t1.tb_low - (double)t0.tb_low));
}
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/*
* PowerPC ``cycle'' counter using the time base register.
*/
#if ((((defined(__GNUC__) && (defined(__powerpc__) || defined(__ppc__))) || (defined(__MWERKS__) && defined(macintosh)))) || (defined(__IBM_GCC_ASM) && (defined(__powerpc__) || defined(__ppc__)))) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long long ticks;
static __inline__ ticks getticks(void)
{
unsigned int tbl, tbu0, tbu1;
do {
__asm__ __volatile__ ("mftbu %0" : "=r"(tbu0));
__asm__ __volatile__ ("mftb %0" : "=r"(tbl));
__asm__ __volatile__ ("mftbu %0" : "=r"(tbu1));
} while (tbu0 != tbu1);
return (((unsigned long long)tbu0) << 32) | tbl;
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/* MacOS/Mach (Darwin) time-base register interface (unlike UpTime,
from Carbon, requires no additional libraries to be linked). */
#if defined(HAVE_MACH_ABSOLUTE_TIME) && defined(HAVE_MACH_MACH_TIME_H) && !defined(HAVE_TICK_COUNTER)
#include <mach/mach_time.h>
typedef uint64_t ticks;
#define getticks mach_absolute_time
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/*
* Pentium cycle counter
*/
#if (defined(__GNUC__) || defined(__ICC)) && defined(__i386__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long long ticks;
static __inline__ ticks getticks(void)
{
ticks ret;
__asm__ __volatile__("rdtsc": "=A" (ret));
/* no input, nothing else clobbered */
return ret;
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#define TIME_MIN 5000.0 /* unreliable pentium IV cycle counter */
#endif
/* Visual C++ -- thanks to Morten Nissov for his help with this */
#if _MSC_VER >= 1200 && _M_IX86 >= 500 && !defined(HAVE_TICK_COUNTER)
#include <windows.h>
typedef LARGE_INTEGER ticks;
#define RDTSC __asm __emit 0fh __asm __emit 031h /* hack for VC++ 5.0 */
static __inline ticks getticks(void)
{
ticks retval;
__asm {
RDTSC
mov retval.HighPart, edx
mov retval.LowPart, eax
}
return retval;
}
static __inline double elapsed(ticks t1, ticks t0)
{
return (double)t1.QuadPart - (double)t0.QuadPart;
}
#define HAVE_TICK_COUNTER
#define TIME_MIN 5000.0 /* unreliable pentium IV cycle counter */
#endif
/*----------------------------------------------------------------*/
/*
* X86-64 cycle counter
*/
#if (defined(__GNUC__) || defined(__ICC) || defined(__SUNPRO_C)) && defined(__x86_64__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long long ticks;
static __inline__ ticks getticks(void)
{
unsigned a, d;
asm volatile("rdtsc" : "=a" (a), "=d" (d));
return ((ticks)a) | (((ticks)d) << 32);
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/* PGI compiler, courtesy Cristiano Calonaci, Andrea Tarsi, & Roberto Gori.
NOTE: this code will fail to link unless you use the -Masmkeyword compiler
option (grrr). */
#if defined(__PGI) && defined(__x86_64__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long long ticks;
static ticks getticks(void)
{
asm(" rdtsc; shl $0x20,%rdx; mov %eax,%eax; or %rdx,%rax; ");
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/* Visual C++, courtesy of Dirk Michaelis */
#if _MSC_VER >= 1400 && (defined(_M_AMD64) || defined(_M_X64)) && !defined(HAVE_TICK_COUNTER)
#include <intrin.h>
#pragma intrinsic(__rdtsc)
typedef unsigned __int64 ticks;
#define getticks __rdtsc
INLINE_ELAPSED(__inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/*
* IA64 cycle counter
*/
/* intel's icc/ecc compiler */
#if (defined(__EDG_VERSION) || defined(__ECC)) && defined(__ia64__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long ticks;
#include <ia64intrin.h>
static __inline__ ticks getticks(void)
{
return __getReg(_IA64_REG_AR_ITC);
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/* gcc */
#if defined(__GNUC__) && defined(__ia64__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long ticks;
static __inline__ ticks getticks(void)
{
ticks ret;
__asm__ __volatile__ ("mov %0=ar.itc" : "=r"(ret));
return ret;
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/* HP/UX IA64 compiler, courtesy Teresa L. Johnson: */
#if defined(__hpux) && defined(__ia64) && !defined(HAVE_TICK_COUNTER)
#include <machine/sys/inline.h>
typedef unsigned long ticks;
static inline ticks getticks(void)
{
ticks ret;
ret = _Asm_mov_from_ar (_AREG_ITC);
return ret;
}
INLINE_ELAPSED(inline)
#define HAVE_TICK_COUNTER
#endif
/* Microsoft Visual C++ */
#if defined(_MSC_VER) && defined(_M_IA64) && !defined(HAVE_TICK_COUNTER)
typedef unsigned __int64 ticks;
# ifdef __cplusplus
extern "C"
# endif
ticks __getReg(int whichReg);
#pragma intrinsic(__getReg)
static __inline ticks getticks(void)
{
volatile ticks temp;
temp = __getReg(3116);
return temp;
}
INLINE_ELAPSED(inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/*
* PA-RISC cycle counter
*/
#if defined(__hppa__) || defined(__hppa) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long ticks;
# ifdef __GNUC__
static __inline__ ticks getticks(void)
{
ticks ret;
__asm__ __volatile__("mfctl 16, %0": "=r" (ret));
/* no input, nothing else clobbered */
return ret;
}
# else
# include <machine/inline.h>
static inline unsigned long getticks(void)
{
register ticks ret;
_MFCTL(16, ret);
return ret;
}
# endif
INLINE_ELAPSED(inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/* S390, courtesy of James Treacy */
#if defined(__GNUC__) && defined(__s390__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long long ticks;
static __inline__ ticks getticks(void)
{
ticks cycles;
__asm__("stck 0(%0)" : : "a" (&(cycles)) : "memory", "cc");
return cycles;
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
#if defined(__GNUC__) && defined(__alpha__) && !defined(HAVE_TICK_COUNTER)
/*
* The 32-bit cycle counter on alpha overflows pretty quickly,
* unfortunately. A 1GHz machine overflows in 4 seconds.
*/
typedef unsigned int ticks;
static __inline__ ticks getticks(void)
{
unsigned long cc;
__asm__ __volatile__ ("rpcc %0" : "=r"(cc));
return (cc & 0xFFFFFFFF);
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
#if defined(__GNUC__) && defined(__sparc_v9__) && !defined(HAVE_TICK_COUNTER)
typedef unsigned long ticks;
static __inline__ ticks getticks(void)
{
ticks ret;
__asm__ __volatile__("rd %%tick, %0" : "=r" (ret));
return ret;
}
INLINE_ELAPSED(__inline__)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
#if (defined(__DECC) || defined(__DECCXX)) && defined(__alpha) && defined(HAVE_C_ASM_H) && !defined(HAVE_TICK_COUNTER)
# include <c_asm.h>
typedef unsigned int ticks;
static __inline ticks getticks(void)
{
unsigned long cc;
cc = asm("rpcc %v0");
return (cc & 0xFFFFFFFF);
}
INLINE_ELAPSED(__inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/* SGI/Irix */
#if defined(HAVE_CLOCK_GETTIME) && defined(CLOCK_SGI_CYCLE) && !defined(HAVE_TICK_COUNTER)
typedef struct timespec ticks;
static inline ticks getticks(void)
{
struct timespec t;
clock_gettime(CLOCK_SGI_CYCLE, &t);
return t;
}
static inline double elapsed(ticks t1, ticks t0)
{
return ((double)t1.tv_sec - (double)t0.tv_sec) * 1.0E9 +
((double)t1.tv_nsec - (double)t0.tv_nsec);
}
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/* Cray UNICOS _rtc() intrinsic function */
#if defined(HAVE__RTC) && !defined(HAVE_TICK_COUNTER)
#ifdef HAVE_INTRINSICS_H
# include <intrinsics.h>
#endif
typedef long long ticks;
#define getticks _rtc
INLINE_ELAPSED(inline)
#define HAVE_TICK_COUNTER
#endif
/*----------------------------------------------------------------*/
/* MIPS ZBus */
#if HAVE_MIPS_ZBUS_TIMER
#if defined(__mips__) && !defined(HAVE_TICK_COUNTER)
#include <sys/mman.h>
#include <unistd.h>
#include <fcntl.h>
typedef uint64_t ticks;
static inline ticks getticks(void)
{
static uint64_t* addr = 0;
if (addr == 0)
{
uint32_t rq_addr = 0x10030000;
int fd;
int pgsize;
pgsize = getpagesize();
fd = open ("/dev/mem", O_RDONLY | O_SYNC, 0);