libstdc++
opt_random.h
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1 // Optimizations for random number functions, x86 version -*- C++ -*-
2 
3 // Copyright (C) 2012-2014 Free Software Foundation, Inc.
4 //
5 // This file is part of the GNU ISO C++ Library. This library is free
6 // software; you can redistribute it and/or modify it under the
7 // terms of the GNU General Public License as published by the
8 // Free Software Foundation; either version 3, or (at your option)
9 // any later version.
10 
11 // This library is distributed in the hope that it will be useful,
12 // but WITHOUT ANY WARRANTY; without even the implied warranty of
13 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 // GNU General Public License for more details.
15 
16 // Under Section 7 of GPL version 3, you are granted additional
17 // permissions described in the GCC Runtime Library Exception, version
18 // 3.1, as published by the Free Software Foundation.
19 
20 // You should have received a copy of the GNU General Public License and
21 // a copy of the GCC Runtime Library Exception along with this program;
22 // see the files COPYING3 and COPYING.RUNTIME respectively. If not, see
23 // <http://www.gnu.org/licenses/>.
24 
25 /** @file bits/opt_random.h
26  * This is an internal header file, included by other library headers.
27  * Do not attempt to use it directly. @headername{random}
28  */
29 
30 #ifndef _BITS_OPT_RANDOM_H
31 #define _BITS_OPT_RANDOM_H 1
32 
33 #include <x86intrin.h>
34 
35 
36 #pragma GCC system_header
37 
38 
39 namespace std _GLIBCXX_VISIBILITY(default)
40 {
41 _GLIBCXX_BEGIN_NAMESPACE_VERSION
42 
43 #ifdef __SSE3__
44  template<>
45  template<typename _UniformRandomNumberGenerator>
46  void
47  normal_distribution<double>::
48  __generate(typename normal_distribution<double>::result_type* __f,
49  typename normal_distribution<double>::result_type* __t,
50  _UniformRandomNumberGenerator& __urng,
51  const param_type& __param)
52  {
53  typedef uint64_t __uctype;
54 
55  if (__f == __t)
56  return;
57 
58  if (_M_saved_available)
59  {
60  _M_saved_available = false;
61  *__f++ = _M_saved * __param.stddev() + __param.mean();
62 
63  if (__f == __t)
64  return;
65  }
66 
67  constexpr uint64_t __maskval = 0xfffffffffffffull;
68  static const __m128i __mask = _mm_set1_epi64x(__maskval);
69  static const __m128i __two = _mm_set1_epi64x(0x4000000000000000ull);
70  static const __m128d __three = _mm_set1_pd(3.0);
71  const __m128d __av = _mm_set1_pd(__param.mean());
72 
73  const __uctype __urngmin = __urng.min();
74  const __uctype __urngmax = __urng.max();
75  const __uctype __urngrange = __urngmax - __urngmin;
76  const __uctype __uerngrange = __urngrange + 1;
77 
78  while (__f + 1 < __t)
79  {
80  double __le;
81  __m128d __x;
82  do
83  {
84  union
85  {
86  __m128i __i;
87  __m128d __d;
88  } __v;
89 
90  if (__urngrange > __maskval)
91  {
92  if (__detail::_Power_of_2(__uerngrange))
93  __v.__i = _mm_and_si128(_mm_set_epi64x(__urng(),
94  __urng()),
95  __mask);
96  else
97  {
98  const __uctype __uerange = __maskval + 1;
99  const __uctype __scaling = __urngrange / __uerange;
100  const __uctype __past = __uerange * __scaling;
101  uint64_t __v1;
102  do
103  __v1 = __uctype(__urng()) - __urngmin;
104  while (__v1 >= __past);
105  __v1 /= __scaling;
106  uint64_t __v2;
107  do
108  __v2 = __uctype(__urng()) - __urngmin;
109  while (__v2 >= __past);
110  __v2 /= __scaling;
111 
112  __v.__i = _mm_set_epi64x(__v1, __v2);
113  }
114  }
115  else if (__urngrange == __maskval)
116  __v.__i = _mm_set_epi64x(__urng(), __urng());
117  else if ((__urngrange + 2) * __urngrange >= __maskval
118  && __detail::_Power_of_2(__uerngrange))
119  {
120  uint64_t __v1 = __urng() * __uerngrange + __urng();
121  uint64_t __v2 = __urng() * __uerngrange + __urng();
122 
123  __v.__i = _mm_and_si128(_mm_set_epi64x(__v1, __v2),
124  __mask);
125  }
126  else
127  {
128  size_t __nrng = 2;
129  __uctype __high = __maskval / __uerngrange / __uerngrange;
130  while (__high > __uerngrange)
131  {
132  ++__nrng;
133  __high /= __uerngrange;
134  }
135  const __uctype __highrange = __high + 1;
136  const __uctype __scaling = __urngrange / __highrange;
137  const __uctype __past = __highrange * __scaling;
138  __uctype __tmp;
139 
140  uint64_t __v1;
141  do
142  {
143  do
144  __tmp = __uctype(__urng()) - __urngmin;
145  while (__tmp >= __past);
146  __v1 = __tmp / __scaling;
147  for (size_t __cnt = 0; __cnt < __nrng; ++__cnt)
148  {
149  __tmp = __v1;
150  __v1 *= __uerngrange;
151  __v1 += __uctype(__urng()) - __urngmin;
152  }
153  }
154  while (__v1 > __maskval || __v1 < __tmp);
155 
156  uint64_t __v2;
157  do
158  {
159  do
160  __tmp = __uctype(__urng()) - __urngmin;
161  while (__tmp >= __past);
162  __v2 = __tmp / __scaling;
163  for (size_t __cnt = 0; __cnt < __nrng; ++__cnt)
164  {
165  __tmp = __v2;
166  __v2 *= __uerngrange;
167  __v2 += __uctype(__urng()) - __urngmin;
168  }
169  }
170  while (__v2 > __maskval || __v2 < __tmp);
171 
172  __v.__i = _mm_set_epi64x(__v1, __v2);
173  }
174 
175  __v.__i = _mm_or_si128(__v.__i, __two);
176  __x = _mm_sub_pd(__v.__d, __three);
177  __m128d __m = _mm_mul_pd(__x, __x);
178  __le = _mm_cvtsd_f64(_mm_hadd_pd (__m, __m));
179  }
180  while (__le == 0.0 || __le >= 1.0);
181 
182  double __mult = (std::sqrt(-2.0 * std::log(__le) / __le)
183  * __param.stddev());
184 
185  __x = _mm_add_pd(_mm_mul_pd(__x, _mm_set1_pd(__mult)), __av);
186 
187  _mm_storeu_pd(__f, __x);
188  __f += 2;
189  }
190 
191  if (__f != __t)
192  {
193  result_type __x, __y, __r2;
194 
195  __detail::_Adaptor<_UniformRandomNumberGenerator, result_type>
196  __aurng(__urng);
197 
198  do
199  {
200  __x = result_type(2.0) * __aurng() - 1.0;
201  __y = result_type(2.0) * __aurng() - 1.0;
202  __r2 = __x * __x + __y * __y;
203  }
204  while (__r2 > 1.0 || __r2 == 0.0);
205 
206  const result_type __mult = std::sqrt(-2 * std::log(__r2) / __r2);
207  _M_saved = __x * __mult;
208  _M_saved_available = true;
209  *__f = __y * __mult * __param.stddev() + __param.mean();
210  }
211  }
212 #endif
213 
214 
215 _GLIBCXX_END_NAMESPACE_VERSION
216 } // namespace
217 
218 
219 #endif // _BITS_OPT_RANDOM_H
ISO C++ entities toplevel namespace is std.