Aluode/PerceptionLabPortable

1/*
2   Creation, 2020:
3   - New random number generator using a mersenne twister + tweaked lemire
4     postprocessor. This fixed a convergence issue on windows targets for
5     libsvm and liblinear.
6     Sylvain Marie, Schneider Electric
7     See <https://github.com/scikit-learn/scikit-learn/pull/13511#issuecomment-481729756>
8 */
9#ifndef _NEWRAND_H
10#define _NEWRAND_H
11
12#ifdef __cplusplus
13#include <random>  // needed for cython to generate a .cpp file from newrand.h
14extern "C" {
15#endif
16
17// Scikit-Learn-specific random number generator replacing `rand()` originally
18// used in LibSVM / LibLinear, to ensure the same behaviour on windows-linux,
19// with increased speed
20// - (1) Init a `mt_rand` object
21std::mt19937 mt_rand(std::mt19937::default_seed);
22
23// - (2) public `set_seed()` function that should be used instead of `srand()` to set a new seed.
24void set_seed(unsigned custom_seed) {
25    mt_rand.seed(custom_seed);
26}
27
28// - (3) New internal `bounded_rand_int` function, used instead of rand() everywhere.
29inline uint32_t bounded_rand_int(uint32_t range) {
30    // "LibSVM / LibLinear Original way" - make a 31bit positive
31    // random number and use modulo to make it fit in the range
32    // return abs( (int)mt_rand()) % range;
33
34    // "Better way": tweaked Lemire post-processor
35    // from http://www.pcg-random.org/posts/bounded-rands.html
36    uint32_t x = mt_rand();
37    uint64_t m = uint64_t(x) * uint64_t(range);
38    uint32_t l = uint32_t(m);
39    if (l < range) {
40        uint32_t t = -range;
41        if (t >= range) {
42            t -= range;
43            if (t >= range)
44                t %= range;
45        }
46        while (l < t) {
47            x = mt_rand();
48            m = uint64_t(x) * uint64_t(range);
49            l = uint32_t(m);
50        }
51    }
52    return m >> 32;
53}
54
55#ifdef __cplusplus
56}
57#endif
58
59#endif /* _NEWRAND_H */
60