oneapi::mkl::rng::skip

oneMKL - Data Parallel C++ Developer Reference

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ID 772045

Date 3/31/2021

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oneapi::mkl::rng::skip_ahead

Proceeds the state of the engine using the skip-ahead method. The oneapi::mkl::rng::skip_ahead function supports the following interfaces to apply the skip-ahead method:

Common interface
Interface with a partitioned number of skipped elements

Description
API

Description

The oneapi::mkl::rng::skip_ahead function skips a given number of elements in a random sequence provided by engine. This feature is particularly useful in distributing random numbers from original engine across different computational nodes. If the largest number of random numbers used by a computational node is num_to_skip, then the original random sequence may be split by oneapi::mkl::rng::skip_ahead into non-overlapping blocks of num_to_skip size so that each block corresponds to the respective computational node. The number of computational nodes is unlimited. This method is known as the block-splitting method or as the skip-ahead method (see the following figure).

Block-Splitting Method

Block-Splitting Method

The skip-ahead method is supported only for those basic generators that allow skipping elements by the skip-ahead method, which is more efficient than simply generating them by generator with subsequent manual skipping. See VS Notes for details.

Please note that for quasi-random basic generators the skip-ahead method works with components of quasi-random vectors rather than with whole quasi-random vectors. Therefore, to skip NS quasi-random vectors, set the num_to_skip parameter equal to the num_to_skip *dim, where dim is the dimension of the quasi-random vector.

When the number of skipped elements is greater than 2⁶³ the interface with the partitioned number of skipped elements is used.

Prior calls to the function represent the number of skipped elements with the list of size n as shown below:

num_to_skip[0]+ num_to_skip[1]*2⁶⁴+ num_to_skip[2]* 2¹²⁸+ … +num_to_skip[n-1]*2^64*(n-1) ;

When the number of skipped elements is less than 2⁶³ both interfaces can be used.

The following code illustrates how to initialize three independent streams using the oneapi::mkl::rng::skip_ahead function:

Code for Block-Splitting Method

   ...
   // Creating 3 identical engines
   oneapi::mkl::rng::mcg31m1 engine_1(queue, seed);
   oneapi::mkl::rng::mcg31m1 engine_2(engine_1);
   oneapi::mkl::rng::mcg31m1 engine_3(engine_2);


   // Skipping ahead by 7 elements the 2nd engine
   oneapi::mkl::rng::skip_ahead(engine_2, 7);


   // Skipping ahead by 14 elements the 3nd engine
   oneapi::mkl::rng::skip_ahead(engine_3, 14);
   ...

Code for Block-Splitting Method with Partitioned Number of Elements

   // Creating first engine
   oneapi::mkl::rng::mrg32k3a engine_1(queue, seed);


   // To skip 2^64 elements in the random stream number of skipped elements should be
   /represented as num_to_skip = 2^64 = 0 + 1 * 2^64
   std::initializer_list<std::uint64_t> num_to_skip = {0, 1};




   // Creating the 2nd engine based on 1st. Skipping by 2^64
   oneapi::mkl::rng::mrg32k3a engine_2(engine_1);
   oneapi::mkl::rng::skip_ahead(engine_2, num_to_skip);


   // Creating the 3rd engine based on 2nd. Skipping by 2^64
   oneapi::mkl::rng::mrg32k3a engine_3(engine_2);
   oneapi::mkl::rng::skip_ahead(engine_3, num_to_skip);
   ...

API

Syntax

Common Interface

template<typename Engine>
  void skip_ahead (Engine& engine, std::uint64_t num_to_skip)

Interface with Partitioned Number of Skipped Elements

template<typename Engine>
  void skip_ahead (Engine& engine,   std::initializer_list<std::uint64_t> num_to_skip)

Include Files

oneapi/mkl/rng.hpp

Input Parameters

Common Interface

Name	Type	Description
engine	`Engine`	Object of engine class, which supports the block-splitting method.
num_to_skip	`std::uint64_t`	Number of skipped elements.

Interface with Partitioned Number of Skipped Elements

Name	Type	Description
engine	`Engine`	Object of engine class, which supports the block-splitting method.
num_to_skip	`std::initializer_list<std::uint64_t>`	Partitioned number of skipped elements.

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oneapi::mkl::rng::skip_ahead

Description

API