I am using a simple Linear Congruential Generator to generate random numbers. The problem is, the result is behaving inconsistently depending on if I use Floats (known as Numbers in some languages) or Ints
// Variable definitions
var _seed:int = 1;
const MULTIPLIER:int = 48271;
const MODULUS:int = 2147483647; // 0x7FFFFFFF (31 bit integer)
// Inside the function
return _seed = ((_seed * MULTIPLIER) % MODULUS) & MODULUS;
The part I'm having difficulties with is the (_seed * MULTIPLIER) part. If _seed and MULTIPLIER are Ints, the int*int multiplication ensues, and most languages give an int as a result. The problem is, if that int is too large, the resulting value is truncated down.
Is this integer overflow behavior "supposed to be done" in RNGs, or should I cast _seed and MULTIPLIER to Floats before the multiplication in order to allow for larger variables?
LCG's are implemented with integer arithmetic because floating point arithmetic is only approximate - a floating point implementation will diverge from the integer implementation and won't yield full cycle for the generator. Even a double only has 52 mantissa bits, which is fewer than required to store the product of two 32 bit ints with guaranteed precision. With modulo arithmetic it's the low bits that are significant, and they're the ones at risk of getting lopped off.
Solutions:
You should be doing the intermediate arithmetic using 64 bit integers, then
cast/convert the result back to 32 bit ints after the modulo operation.
Explicitly break up the multiplication into low bits/high bits
components, and then recombine them after the modulo operation.
This is what Schrage did to achieve this portable FORTRAN
implementation of a relatively popular (at the time) LCG.
Related
In the D programming language, the standard random (std.random) module provides a simple mechanism for generating a random number in some specified range.
auto a = uniform(0, 1024, gen);
What is the best way in D to sample from all possible floating point values?
For clarification, sampling from all possible 32-bit integers can be done as follows:
auto l = uniform!int(); // randomly selected int from all possible integers
Depends on the kind of distribution you want.
A uniform distribution over all possible values could be done by generating a random ulong and then casting the bits into floating point. For T being float or double:
union both { ulong input; T output; }
both val;
val.input = uniform!"[]"(ulong.min, ulong.max);
return val.output;
Since roughly half of the positive floating point numbers are between 0 and 1, this method will often give you numbers near zero.`It will also give you infinity and NaN values.
Aside: This code should be fine with D, but would be undefined behavior in C/C++. Use memcpy there.
If you prefer a uniform distribution over all possible numbers in floating point (equal probability for 0..1 and 1..2 etc), you need something like the normal uniform!double, which unfortunately does not work very well for large numbers. It also will not generate infinity or NaN. You could generate double numbers and convert them to float, but I have no answer for generating random large double numbers.
I am trying to experiment with JacobiSVD of Eigen. In particular I am trying to reconstruct the input matrix from its singular value decomposition. http://eigen.tuxfamily.org/dox/classEigen_1_1JacobiSVD.html.
Eigen::MatrixXf m = Eigen::MatrixXf::Random(3,3);
Eigen::JacobiSVD<Eigen::MatrixXf, Eigen::NoQRPreconditioner> svd(m, Eigen::ComputeFullU | Eigen:: ComputeFullV);
Eigen::VectorXf SVec = svd.singularValues();
Eigen::MatrixXf S = Eigen::MatrixXf::Identity(3,3);
S(0,0) = SVec(0);
S(1,1) = SVec(1);
S(2,2) = SVec(2);
Eigen::MatrixXf recon = svd.matrixU() * S * svd.matrixV().transpose();
cout<< "diff : \n"<< m - recon << endl;
I know that internally the SVD is computed by an iterative method and can never get a perfect reconstruction. The errors are in order of 10^-7. With the above code the output is --
diff :
9.53674e-07 1.2517e-06 -2.98023e-07
-4.47035e-08 1.3113e-06 8.9407e-07
5.96046e-07 -9.53674e-07 -7.7486e-07
For my application this error is too high, I am aiming for an error in the range 10^-10 - 10^-12. My question is how to set the threshold for the decomposition.
NOTE : In the docs I have noted that there is a method setThreshold() but it clearly states that this does not set a threshold for the decomposition but for singular values comparison with zero.
NOTE : As far as possible I do not wish to go for double. Is it even possible with float?
A single precision floating point (a 32 bit float) has between six to nine significant decimal figures, so your requirement of 10^{-10} is impossible (assuming the values are around 0.5f). A double precision floating point (a 64 bit double) has 15-17 significant decimal figures, so should work as long as the values aren't 10^6.
I didn't know if this is a bug in Lua itself or if I was doing something wrong. I couldn't find anything about it anywhere. I am using Lua for Windows (Lua 5.1.4):
>return math.random(0, 1000000000)
1251258
This returns a random integer between 0 and 10000000000, as expected. This seems to work for all other values. But if I add a single 0:
>return math.random(0, 10000000000)
stdin:1: bad argument #2 to 'random' (interval is empty)
Any number higher than that does the same thing.
I tried to figure out exactly how high a number has to be to cause this and found something even weirder:
>return math.random(0, 2147483647)
-75617745
If the value is 2147483647 then it gives me negative numbers. Any higher than that and it throws an error. Any lower than that and it works fine.
That's 0b1111111111111111111111111111111 in binary, 31 binary digits exactly. I am not sure what that means though.
This unexpected behavior (bug?) is due to how math.random treats the input arguments passed in Lua 5.1. From lmathlib.c:
case 2: { /* lower and upper limits */
int l = luaL_checkint(L, 1);
int u = luaL_checkint(L, 2);
luaL_argcheck(L, l<=u, 2, "interval is empty");
lua_pushnumber(L, floor(r*(u-l+1))+l); /* int between `l' and `u' */
break;
}
As you may know in C, a standard int can represent values -2,147,483,648 to 2,147,483,647. Adding +1 to 2,147,483,647, like in your use-case, will overflow and wrap around the value giving -2,147,483,648. The end result is negative since you're multiplying a positive with a negative number.
Furthermore, anything above 2,147,483,647 will fail the luaL_argcheck due to overflow wraparound.
There are a few ways to address this problem:
Upgrade to Lua 5.2. That one has since fixed this issue by treating the input arguments as lua_Number instead.
Switch to LuaJIT which does not have this integer overflow issue.
Patch the Lua 5.1 source yourself with the fix and recompile.
Modify your random range so it does not overflow.
If you need a range that is larger than what the random function supports (32 bit signed integers or 2^31 due to sign bit, because math.random is at C level), but smaller than the range of Lua "number" type (based on What is the maximum value of a number in Lua?, 2^52, or maybe even 2^53), you could try generating two random numbers: scale the first to the range desired; add the second to "fill the gap". For example, say you want a range of 0 to 2^36. The largest from math.random is 2^31. So you could do:
-- 2^36 = 2^31 * 2^5 so
scale = 2^5
baseRand = scale * math.random(0, 2^31)
-- baseRand is now between 0 and 2^36 but there are gaps of 2^5 in the set
-- of possible values; fill the gaps with second random number:
fillGap = math.random(0, 2^5)
randNum = baseRand + fillGap
This will work as long as the desired range is less than the Lua interpreter's maximum for Lua numbers, which is a configurable compile time parameter but if you use stock build it is 2^52, a very large number (although not as large as largest long integer, 2^63).
Note also that largest positive N-bit integer is 2^N-1 (not 2^N), but the above technique can be applied to any range, you could have for instance scale = 10^6 then randNum = 10^6 * math.random(0, 10^8) + math.random(0, 10^6).
I am looking for a hash-function which operates on a small integer (say in the range 0...1000) and outputs a 64 bit int.
The result-set should look like a random distribution of 64 bit ints: a uniform distribution with no linear correlation between the results.
I was hoping for a function that only takes a few CPU-cycles to execute. (the code will be in C++).
I considered multiplying the input by a big prime number and taking the modulo 2**64 (something like a linear congruent generator), but there are obvious dependencies between the outputs (in the lower bits).
Googling did not show up anything, but I am probably using wrong search terms.
Does such a function exist?
Some Background-info:
I want to avoid using a big persistent table with pseudo random numbers in an algorithm, and calculate random-looking numbers on the fly.
Security is not an issue.
I tested the 64-bit finalizer of MurmurHash3 (suggested by #aix and this SO post). This gives zero if the input is zero, so I increased the input parameter by 1 first:
typedef unsigned long long uint64;
inline uint64 fasthash(uint64 i)
{
i += 1ULL;
i ^= i >> 33ULL;
i *= 0xff51afd7ed558ccdULL;
i ^= i >> 33ULL;
i *= 0xc4ceb9fe1a85ec53ULL;
i ^= i >> 33ULL;
return i;
}
Here the input argument i is a small integer, for example an element of {0, 1, ..., 1000}. The output looks random:
i fasthash(i) decimal: fasthash(i) hex:
0 12994781566227106604 0xB456BCFC34C2CB2C
1 4233148493373801447 0x3ABF2A20650683E7
2 815575690806614222 0x0B5181C509F8D8CE
3 5156626420896634997 0x47900468A8F01875
... ... ...
There is no linear correlation between subsequent elements of the series:
The range of both axes is 0..2^64-1
Why not use an existing hash function, such as MurmurHash3 with a 64-bit finalizer? According to the author, the function takes tens of CPU cycles per key on current Intel hardware.
Given: input i in the range of 0 to 1,000.
const MaxInt which is the maximum value that cna be contained in a 64 bit int. (you did not say if it is signed or unsigned; 2^64 = 18446744073709551616 )
and a function rand() that returns a value between 0 and 1 (most languages have such a function)
compute hashvalue = i * rand() * ( MaxInt / 1000 )
1,000 * 1,000 = 1,000,000. That fits well within an Int32.
Subtract the low bound of your range, from the number.
Square it, and use it as a direct subscript into some sort of bitmap.
I need to do a linear interpolation over time between two values on an 8 bit PIC microcontroller (Specifically 16F627A but that shouldn't matter) using PIC assembly language. Although I'm looking for an algorithm here as much as actual code.
I need to take an 8 bit starting value, an 8 bit ending value and a position between the two (Currently represented as an 8 bit number 0-255 where 0 means the output should be the starting value and 255 means it should be the final value but that can change if there is a better way to represent this) and calculate the interpolated value.
Now PIC doesn't have a divide instruction so I could code up a general purpose divide routine and effectivly calculate (B-A)/(x/255)+A at each step but I feel there is probably a much better way to do this on a microcontroller than the way I'd do it on a PC in c++
Has anyone got any suggestions for implementing this efficiently on this hardware?
The value you are looking for is (A*(255-x)+B*x)/255. It requires only 8x8 multiplication, and a final division by 255, which can be approximated by simply taking the high byte of the sum.
Choosing x in range 0..128, no approximation is needed: take the high byte of (A*(128-x)+B*x)<<1.
Assuming you interpolate a sequence of values where the previous endpoint is the new start point:
(B-A)/(x/255)+A
sounds like a bad idea. If you use base 255 as a fixedpoint representation, you get the same interpolant twice. You get B when x=255 and B as the new A when x=0.
Use 256 as the fixedpoint system. Divides become shifts, but you need 16-bit arithmetic and 8x8 multiplication with a 16-bit result. The previous issue can be fixed by simply ignoring any bits in the higher-bytes as x mod 256 becomes 0. This suggestion uses 16-bit multiplication, but can't overflow. and you don't interpolate over the same x twice.
interp = (a*(256 - x) + b*x) >> 8
256 - x becomes just a subtract-with-borrow, as you get 0 - x.
The PIC lacks these operations in its instruction set:
Right and left shift. (both logical and arithmetic)
Any form of multiplication.
You can get right-shifting by using rotate-right instead, followed by masking out the extra bits on the left with bitwise-and. A straight-forward way to do 8x8 multiplication with 16-bit result:
void mul16(
unsigned char* hi, /* in: operand1, out: the most significant byte */
unsigned char* lo /* in: operand2, out: the least significant byte */
)
{
unsigned char a,b;
/* loop over the smallest value */
a = (*hi <= *lo) ? *hi : *lo;
b = (*hi <= *lo) ? *lo : *hi;
*hi = *lo = 0;
while(a){
*lo+=b;
if(*lo < b) /* unsigned overflow. Use the carry flag instead.*/
*hi++;
--a;
}
}
The techniques described by Eric Bainville and Mads Elvheim will work fine; each one uses two multiplies per interpolation.
Scott Dattalo and Tony Kubek have put together a super-optimized PIC-specific interpolation technique called "twist" that is slightly faster than two multiplies per interpolation.
Is using this difficult-to-understand technique worth running a little faster?
You could do it using 8.8 fixed-point arithmetic. Then a number from range 0..255 would be interpreted as 0.0 ... 0.996 and you would be able to multiply and normalize it.
Tell me if you need any more details or if it's enough for you to start.
You could characterize this instead as:
(B-A)*(256/(x+1))+A
using a value range of x=0..255, precompute the values of 256/(x+1) as a fixed-point number in a table, and then code a general purpose multiply, adjust for the position of the binary point. This might not be small spacewise; I'd expect you to need a 256 entry table of 16 bit values and the multiply code. (If you don't need speed, this would suggest your divison method is fine.). But it only takes one multiply and an add.
My guess is that you don't need every possible value of X. If there are only a few values of X, you can compute them offline, do a case-select on the specific value of X and then implement the multiply in terms of a fixed sequence of shifts and adds for the specific value of X. That's likely to be pretty efficient in code and very fast for a PIC.
Interpolation
Given two values X & Y , its basically:
(X+Y)/2
or
X/2 + Y/2 (to prevent the odd-case that A+B might overflow the size of the register)
Hence try the following:
(Pseudo-code)
Initially A=MAX, B=MIN
Loop {
Right-Shift A by 1-bit.
Right-Shift B by 1-bit.
C = ADD the two results.
Check MSB of 8-bit interpolation value
if MSB=0, then B=C
if MSB=1, then A=C
Left-Shift 8-bit interpolation value
}Repeat until 8-bit interpolation value becomes zero.
The actual code is just as easy. Only i do not remember the registers and instructions off-hand.