Random Number Generators
Intel® oneAPI DPC++ Library (oneDPL) offers support of random number generation, including:
Random number engines, which generate unsigned integer sequences of random numbers.
Random number distributions (example: uniform_real_distribution), which converts the output of random number engines into various statistical distributions.
Random Number Engines
Random number engines use seed data as an entropy source to generate pseudo-random numbers. oneDPL provides several class templates for customized engines, they are defined in the header <oneapi/dpl/random>.
Engine |
Description |
---|---|
linear_congruential_engine |
Implements a linear congruential algorithm |
subtract_with_carry_engine |
Implements a subtract-with-carry algorithm |
discard_block_engine |
Implements a discard block adaptor |
Predefined Random Number Engines
Predefined random number engines are instantiations of random number engines class templates. The types below are defined in the header <oneapi/dpl/random> under the oneapi::dpl:: namespace.
Type |
Description |
---|---|
minstd_rand0 |
oneapi::dpl::linear_congruential_engine<std::uint32_t, 16807, 0, 2147483647> |
minstd_rand |
oneapi::dpl::linear_congruential_engine<std::uint32_t, 48271, 0, 2147483647> |
ranlux24_base |
oneapi::dpl::subtract_with_carry_engine<std::uint32_t, 24, 10, 24> |
ranlux48_base |
oneapi::dpl::subtract_with_carry_engine<std::uint64_t, 48, 5, 12> |
ranlux24 |
oneapi::dpl::discard_block_engine<ranlux24_base, 223, 23> |
ranlux48 |
oneapi::dpl::discard_block_engine<ranlux48_base, 389, 11> |
The engines described below can efficiently generate vectors of random numbers. These types are defined in the header <oneapi/dpl/random> under the oneapi::dpl:: namespace.
Type |
Description |
---|---|
template<std::int32_t N> minstd_rand0_vec<N> |
oneapi::dpl::linear_congruential_engine<sycl::vec<std::uint32_t, N>, 16807, 0, 2147483647> minstd_rand0 for a vector generation case |
template<std::int32_t N> minstd_rand_vec<N> |
oneapi::dpl::linear_congruential_engine<sycl::vec<std::uint32_t, N>, 48271, 0, 2147483647> minstd_rand for a vector generation case |
template<std::int32_t N> ranlux24_base_vec<N> |
oneapi::dpl::subtract_with_carry_engine<sycl::vec<std::uint32_t, N>, 24, 10, 24> ranlux24_base for a vector generation case |
template<std::int32_t N> ranlux48_base_vec<N> |
oneapi::dpl::subtract_with_carry_engine<sycl::vec<std::uint64_t, N>, 48, 5, 12> ranlux48_base for a vector generation case |
template<std::int32_t N> ranlux24_vec<N> |
oneapi::dpl::discard_block_engine<ranlux24_base_vec<N>, 223, 23> ranlux24 for a vector generation case |
template<std::int32_t N> ranlux48_vec<N> |
oneapi::dpl::discard_block_engine<ranlux48_base_vec<N>, 389, 11> ranlux48 for vector generation case |
Random Number Distributions
Random number distributions process the output of random number engines in such a way that the resulting output is distributed according to a defined statistical probability density function. They are defined in the header <oneapi/dpl/random> under the oneapi::dpl:: namespace.
Distribution |
Description |
---|---|
uniform_int_distribution |
Produces integer values evenly distributed across a range |
uniform_real_distribution |
Produces real values evenly distributed across a range |
normal_distribution |
Produces real values according to the Normal (Gaussian) distribution |
exponential_distribution |
Produces real values according to the Exponential distribution |
bernoulli_distribution |
Produces bool values according to the Bernoulli distribution |
geometric_distribution |
Produces integer values according to the Geometric distribution |
weibull_distribution |
Produces real values according to the Weibull distribution |
lognormal_distribution |
Produces real values according to the Lognormal distribution |
extreme_value_distribution |
Produces real values according to the Extreme value (Gumbel) distribution |
cauchy_distribution |
Produces real values according to the Cauchy distribution |
Usage Model of oneDPL Random Number Generation Functionality
Random number generation is available for SYCL* device-side and host-side code. For example:
#include <oneapi/dpl/random> #include <sycl/sycl.hpp> #include <iostream> #include <vector> int main() { sycl::queue queue(sycl::default_selector_v); std::int64_t nsamples = 100; std::uint32_t seed = 777; std::vector<float> x(nsamples); { sycl::buffer<float, 1> x_buf(x.data(), sycl::range<1>(x.size())); queue.submit([&] (sycl::handler &cgh) { auto x_acc = x_buf.template get_access<sycl::access::mode::write>(cgh); cgh.parallel_for<class count_kernel>(sycl::range<1>(nsamples), [=](sycl::item<1> idx) { std::uint64_t offset = idx.get_linear_id(); // Create minstd_rand engine oneapi::dpl::minstd_rand engine(seed, offset); // Create float uniform_real_distribution distribution oneapi::dpl::uniform_real_distribution<float> distr; // Generate float random number auto res = distr(engine); // Store results to x_acc x_acc[idx] = res; }); }); } std::cout << "\nFirst 5 samples of minstd_rand with scalar generation" << std::endl; for(int i = 0; i < 5; i++) { std::cout << x.begin()[i] << std::endl; } std::cout << "\nLast 5 samples of minstd_rand with scalar generation" << std::endl; for(int i = 0; i < 5; i++) { std::cout << x.rbegin()[i] << std::endl; } return 0; }