Added support for non-deterministic random number generation on GPU

This commit is contained in:
Benoit Steiner 2015-04-22 09:14:38 -07:00
parent e7457e419d
commit 8838ed39f4

View File

@ -185,21 +185,25 @@ template <typename T> struct ProdReducer
// Random number generation // Random number generation
namespace { namespace {
#ifdef __CUDA_ARCH__
__device__ int get_random_seed() {
return clock();
}
#else
int get_random_seed() { int get_random_seed() {
#if defined _WIN32 #ifdef _WIN32
SYSTEMTIME st; SYSTEMTIME st;
GetSystemTime(&st); GetSystemTime(&st);
return st.wSecond + 1000 * st.wMilliseconds; return st.wSecond + 1000 * st.wMilliseconds;
#elif defined __APPLE__ #elif defined __APPLE__
return mach_absolute_time(); return mach_absolute_time();
#elif defined __CUDA_ARCH__
return clock();
#else #else
timespec ts; timespec ts;
clock_gettime(CLOCK_REALTIME, &ts); clock_gettime(CLOCK_REALTIME, &ts);
return static_cast<int>(ts.tv_nsec); return ts.tv_nsec;
#endif #endif
} }
#endif
} }
#if !defined (EIGEN_USE_GPU) || !defined(__CUDACC__) || !defined(__CUDA_ARCH__) #if !defined (EIGEN_USE_GPU) || !defined(__CUDACC__) || !defined(__CUDA_ARCH__)
@ -209,11 +213,14 @@ template <typename T> class UniformRandomGenerator {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
UniformRandomGenerator(bool deterministic = true) { UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
if (!deterministic) { if (!deterministic) {
srand(get_random_seed()); srand(get_random_seed());
} }
} }
UniformRandomGenerator(const UniformRandomGenerator& other) {
m_deterministic = other.m_deterministic;
}
template<typename Index> template<typename Index>
T operator()(Index, Index = 0) const { T operator()(Index, Index = 0) const {
@ -228,6 +235,9 @@ template <typename T> class UniformRandomGenerator {
} }
return internal::pload<typename internal::packet_traits<T>::type>(values); return internal::pload<typename internal::packet_traits<T>::type>(values);
} }
private:
bool m_deterministic;
}; };
#if __cplusplus > 199711 #if __cplusplus > 199711
@ -235,13 +245,14 @@ template <> class UniformRandomGenerator<float> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
UniformRandomGenerator(bool deterministic = true) { UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
if (!deterministic) { if (!deterministic) {
m_generator.seed(get_random_seed()); m_generator.seed(get_random_seed());
} }
} }
UniformRandomGenerator(const UniformRandomGenerator<float>& other) { UniformRandomGenerator(const UniformRandomGenerator<float>& other) {
m_generator.seed(other(0, 0) * UINT_MAX); m_generator.seed(other(0, 0) * UINT_MAX);
m_deterministic = other.m_deterministic;
} }
template<typename Index> template<typename Index>
@ -260,6 +271,9 @@ template <> class UniformRandomGenerator<float> {
private: private:
UniformRandomGenerator& operator = (const UniformRandomGenerator&); UniformRandomGenerator& operator = (const UniformRandomGenerator&);
// Make sure m_deterministic comes first to match the layout of the cpu
// version of the code.
bool m_deterministic;
mutable std::mt19937 m_generator; mutable std::mt19937 m_generator;
mutable std::uniform_real_distribution<float> m_distribution; mutable std::uniform_real_distribution<float> m_distribution;
}; };
@ -268,13 +282,14 @@ template <> class UniformRandomGenerator<double> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
UniformRandomGenerator(bool deterministic = true) { UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
if (!deterministic) { if (!deterministic) {
m_generator.seed(get_random_seed()); m_generator.seed(get_random_seed());
} }
} }
UniformRandomGenerator(const UniformRandomGenerator<double>& other) { UniformRandomGenerator(const UniformRandomGenerator<double>& other) {
m_generator.seed(other(0, 0) * UINT_MAX); m_generator.seed(other(0, 0) * UINT_MAX);
m_deterministic = other.m_deterministic;
} }
template<typename Index> template<typename Index>
@ -293,6 +308,9 @@ template <> class UniformRandomGenerator<double> {
private: private:
UniformRandomGenerator& operator = (const UniformRandomGenerator&); UniformRandomGenerator& operator = (const UniformRandomGenerator&);
// Make sure m_deterministic comes first to match the layout of the cpu
// version of the code.
bool m_deterministic;
mutable std::mt19937 m_generator; mutable std::mt19937 m_generator;
mutable std::uniform_real_distribution<double> m_distribution; mutable std::uniform_real_distribution<double> m_distribution;
}; };
@ -307,22 +325,30 @@ template <> class UniformRandomGenerator<float> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
EIGEN_DEVICE_FUNC UniformRandomGenerator(bool deterministic = true) { __device__ UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
const int tid = blockIdx.x * blockDim.x + threadIdx.x; const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = deterministic ? 0 : get_random_seed(); const int seed = deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state); curand_init(seed, tid, 0, &m_state);
} }
__device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
m_deterministic = other.m_deterministic;
const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = m_deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state);
}
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC float operator()(Index, Index = 0) const { __device__ float operator()(Index, Index = 0) const {
return curand_uniform(&m_state); return curand_uniform(&m_state);
} }
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC float4 packetOp(Index, Index = 0) const { __device__ float4 packetOp(Index, Index = 0) const {
return curand_uniform4(&m_state); return curand_uniform4(&m_state);
} }
private: private:
bool m_deterministic;
mutable curandStatePhilox4_32_10_t m_state; mutable curandStatePhilox4_32_10_t m_state;
}; };
@ -330,21 +356,28 @@ template <> class UniformRandomGenerator<double> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
EIGEN_DEVICE_FUNC UniformRandomGenerator(bool deterministic = true) { __device__ UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
const int tid = blockIdx.x * blockDim.x + threadIdx.x; const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = deterministic ? 0 : get_random_seed(); const int seed = deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state); curand_init(seed, tid, 0, &m_state);
} }
__device__ UniformRandomGenerator(const UniformRandomGenerator& other) {
m_deterministic = other.m_deterministic;
const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = m_deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state);
}
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC double operator()(Index, Index = 0) const { __device__ double operator()(Index, Index = 0) const {
return curand_uniform_double(&m_state); return curand_uniform_double(&m_state);
} }
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC double2 packetOp(Index, Index = 0) const { __device__ double2 packetOp(Index, Index = 0) const {
return curand_uniform2_double(&m_state); return curand_uniform2_double(&m_state);
} }
private: private:
bool m_deterministic;
mutable curandStatePhilox4_32_10_t m_state; mutable curandStatePhilox4_32_10_t m_state;
}; };
@ -357,12 +390,13 @@ template <typename T> class NormalRandomGenerator {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
NormalRandomGenerator(bool deterministic = true) : m_distribution(0, 1) { NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic), m_distribution(0, 1) {
if (!deterministic) { if (!deterministic) {
m_generator.seed(get_random_seed()); m_generator.seed(get_random_seed());
} }
} }
NormalRandomGenerator(const NormalRandomGenerator& other) : m_distribution(other.m_distribution) { NormalRandomGenerator(const NormalRandomGenerator& other)
: m_deterministic(other.m_deterministic), m_distribution(other.m_distribution) {
m_generator.seed(other(0, 0) * UINT_MAX); m_generator.seed(other(0, 0) * UINT_MAX);
} }
@ -380,6 +414,8 @@ template <typename T> class NormalRandomGenerator {
return internal::pload<typename internal::packet_traits<T>::type>(values); return internal::pload<typename internal::packet_traits<T>::type>(values);
} }
private:
bool m_deterministic;
mutable std::normal_distribution<T> m_distribution; mutable std::normal_distribution<T> m_distribution;
mutable std::mt19937 m_generator; mutable std::mt19937 m_generator;
}; };
@ -393,22 +429,28 @@ template <> class NormalRandomGenerator<float> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
EIGEN_DEVICE_FUNC NormalRandomGenerator(bool deterministic = true) { __device__ NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
const int tid = blockIdx.x * blockDim.x + threadIdx.x; const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = deterministic ? 0 : get_random_seed(); const int seed = deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state); curand_init(seed, tid, 0, &m_state);
} }
__device__ NormalRandomGenerator(const NormalRandomGenerator<float>& other) {
m_deterministic = other.m_deterministic;
const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = m_deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state);
}
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC float operator()(Index, Index = 0) const { __device__ float operator()(Index, Index = 0) const {
return curand_normal(&m_state); return curand_normal(&m_state);
} }
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC float4 packetOp(Index, Index = 0) const { __device__ float4 packetOp(Index, Index = 0) const {
return curand_normal4(&m_state); return curand_normal4(&m_state);
} }
private: private:
bool m_deterministic;
mutable curandStatePhilox4_32_10_t m_state; mutable curandStatePhilox4_32_10_t m_state;
}; };
@ -416,21 +458,28 @@ template <> class NormalRandomGenerator<double> {
public: public:
static const bool PacketAccess = true; static const bool PacketAccess = true;
EIGEN_DEVICE_FUNC NormalRandomGenerator(bool deterministic = true) { __device__ NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
const int tid = blockIdx.x * blockDim.x + threadIdx.x; const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = deterministic ? 0 : get_random_seed(); const int seed = deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state); curand_init(seed, tid, 0, &m_state);
} }
__device__ NormalRandomGenerator(const NormalRandomGenerator<double>& other) {
m_deterministic = other.m_deterministic;
const int tid = blockIdx.x * blockDim.x + threadIdx.x;
const int seed = m_deterministic ? 0 : get_random_seed();
curand_init(seed, tid, 0, &m_state);
}
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC double operator()(Index, Index = 0) const { __device__ double operator()(Index, Index = 0) const {
return curand_normal_double(&m_state); return curand_normal_double(&m_state);
} }
template<typename Index> template<typename Index>
EIGEN_DEVICE_FUNC double2 packetOp(Index, Index = 0) const { __device__ double2 packetOp(Index, Index = 0) const {
return curand_normal2_double(&m_state); return curand_normal2_double(&m_state);
} }
private: private:
bool m_deterministic;
mutable curandStatePhilox4_32_10_t m_state; mutable curandStatePhilox4_32_10_t m_state;
}; };
@ -438,7 +487,10 @@ template <> class NormalRandomGenerator<double> {
template <typename T> class NormalRandomGenerator { template <typename T> class NormalRandomGenerator {
public: public:
NormalRandomGenerator(bool = true) {} NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {}
private:
bool m_deterministic;
}; };
#endif #endif