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source: downloads/boost_1_34_1/libs/random/random_speed.cpp @ 45

Last change on this file since 45 was 29, checked in by landauf, 16 years ago

updated boost from 1_33_1 to 1_34_1

File size: 10.1 KB
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[29]1/* boost random_speed.cpp performance measurements
2 *
3 * Copyright Jens Maurer 2000
4 * Distributed under the Boost Software License, Version 1.0. (See
5 * accompanying file LICENSE_1_0.txt or copy at
6 * http://www.boost.org/LICENSE_1_0.txt)
7 *
8 * $Id: random_speed.cpp,v 1.13 2004/07/27 03:43:34 dgregor Exp $
9 */
10
11#include <iostream>
12#include <cstdlib>
13#include <string>
14#include <boost/config.hpp>
15#include <boost/random.hpp>
16#include <boost/progress.hpp>
17#include <boost/shared_ptr.hpp>
18
19/*
20 * Configuration Section
21 */
22
23// define if your C library supports the non-standard drand48 family
24#undef HAVE_DRAND48
25
26// define if you have the original mt19937int.c (with commented out main())
27#undef HAVE_MT19937INT_C
28
29// set to your CPU frequency in MHz
30static const double cpu_frequency = 200 * 1e6;
31
32/*
33 * End of Configuration Section
34 */
35
36/*
37 * General portability note:
38 * MSVC mis-compiles explicit function template instantiations.
39 * For example, f<A>() and f<B>() are both compiled to call f<A>().
40 * BCC is unable to implicitly convert a "const char *" to a std::string
41 * when using explicit function template instantiations.
42 *
43 * Therefore, avoid explicit function template instantiations.
44 */
45
46// provides a run-time configurable linear congruential generator, just
47// for comparison
48template<class IntType>
49class linear_congruential
50{
51public:
52  typedef IntType result_type;
53
54  BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
55
56  linear_congruential(IntType x0, IntType a, IntType c, IntType m)
57    : _x(x0), _a(a), _c(c), _m(m) { }
58  // compiler-generated copy ctor and assignment operator are fine
59  void seed(IntType x0, IntType a, IntType c, IntType m)
60    { _x = x0; _a = a; _c = c; _m = m; }
61  void seed(IntType x0) { _x = x0; }
62  result_type operator()() { _x = (_a*_x+_c) % _m; return _x; }
63  result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _c == 0 ? 1 : 0; }
64  result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return _m -1; }
65
66private:
67  IntType _x, _a, _c, _m;
68};
69
70
71// simplest "random" number generator possible, to check on overhead
72class counting
73{
74public:
75  typedef int result_type;
76
77  BOOST_STATIC_CONSTANT(bool, has_fixed_range = false);
78
79  counting() : _x(0) { }
80  result_type operator()() { return ++_x; }
81  result_type min BOOST_PREVENT_MACRO_SUBSTITUTION () const { return 1; }
82  result_type max BOOST_PREVENT_MACRO_SUBSTITUTION () const { return (std::numeric_limits<result_type>::max)(); }
83
84private:
85  int _x;
86};
87
88
89// decoration of variate_generator to make it runtime-exchangeable
90// for speed comparison
91template<class Ret>
92class RandomGenBase
93{
94public:
95  virtual Ret operator()() = 0;
96  virtual ~RandomGenBase() { }
97};
98
99template<class URNG, class Dist, class Ret = typename Dist::result_type>
100class DynamicRandomGenerator
101  : public RandomGenBase<Ret>
102{
103public:
104  DynamicRandomGenerator(URNG& urng, const Dist& d) : _rng(urng, d) { }
105  Ret operator()() { return _rng(); }
106private:
107  boost::variate_generator<URNG&, Dist> _rng;
108};
109
110template<class Ret>
111class GenericRandomGenerator
112{
113public:
114  typedef Ret result_type;
115
116  GenericRandomGenerator() { };
117  void set(boost::shared_ptr<RandomGenBase<Ret> > p) { _p = p; }
118  // takes over ownership
119  void set(RandomGenBase<Ret> * p) { _p.reset(p); }
120  Ret operator()() { return (*_p)(); }
121private:
122  boost::shared_ptr<RandomGenBase<Ret> > _p;
123};
124
125
126// start implementation of measuring timing
127
128void show_elapsed(double end, int iter, const std::string & name)
129{
130  double usec = end/iter*1e6;
131  double cycles = usec * cpu_frequency/1e6;
132  std::cout << name << ": " 
133            << usec*1e3 << " nsec/loop = " 
134            << cycles << " CPU cycles"
135            << std::endl;
136}
137
138#if 0
139template<class RNG>
140void timing(RNG & rng, int iter, const std::string& name)
141{
142  // make sure we're not optimizing too much
143  volatile typename RNG::result_type tmp;
144  boost::timer t;
145  for(int i = 0; i < iter; i++)
146    tmp = rng();
147  show_elapsed(t.elapsed(), iter, name);
148}
149#endif
150
151// overload for using a copy, allows more concise invocation
152template<class RNG>
153void timing(RNG rng, int iter, const std::string& name)
154{
155  // make sure we're not optimizing too much
156  volatile typename RNG::result_type tmp;
157  boost::timer t;
158  for(int i = 0; i < iter; i++)
159    tmp = rng();
160  show_elapsed(t.elapsed(), iter, name);
161}
162
163template<class RNG>
164void timing_sphere(RNG rng, int iter, const std::string & name)
165{
166  boost::timer t;
167  for(int i = 0; i < iter; i++) {
168    // the special return value convention of uniform_on_sphere saves 20% CPU
169    const std::vector<double> & tmp = rng();
170    (void) tmp[0];
171  }
172  show_elapsed(t.elapsed(), iter, name);
173}
174
175template<class RNG>
176void run(int iter, const std::string & name, const RNG &)
177{
178  std::cout << (RNG::has_fixed_range ? "fixed-range " : "");
179  // BCC has trouble with string autoconversion for explicit specializations
180  timing(RNG(), iter, std::string(name));
181}
182
183#ifdef HAVE_DRAND48
184// requires non-standard C library support for srand48/lrand48
185void run(int iter, const std::string & name, int)
186{
187  std::srand48(1);
188  timing(&std::lrand48, iter, name);
189}
190#endif
191
192#ifdef HAVE_MT19937INT_C  // requires the original mt19937int.c
193extern "C" void sgenrand(unsigned long);
194extern "C" unsigned long genrand();
195
196void run(int iter, const std::string & name, float)
197{
198  sgenrand(4357);
199  timing(genrand, iter, name, 0u);
200}
201#endif
202
203template<class PRNG, class Dist>
204inline boost::variate_generator<PRNG&, Dist> make_gen(PRNG & rng, Dist d)
205{
206  return boost::variate_generator<PRNG&, Dist>(rng, d);
207}
208
209template<class Gen>
210void distrib(int iter, const std::string & name, const Gen &)
211{
212  Gen gen;
213
214  timing(make_gen(gen, boost::uniform_int<>(-2, 4)),
215         iter, name + " uniform_int");
216
217  timing(make_gen(gen, boost::geometric_distribution<>(0.5)),
218         iter, name + " geometric");
219
220  timing(make_gen(gen, boost::binomial_distribution<int>(4, 0.8)),
221         iter, name + " binomial");
222
223  timing(make_gen(gen, boost::poisson_distribution<>(1)),
224         iter, name + " poisson");
225
226
227  timing(make_gen(gen, boost::uniform_real<>(-5.3, 4.8)),
228         iter, name + " uniform_real");
229
230  timing(make_gen(gen, boost::triangle_distribution<>(1, 2, 7)),
231         iter, name + " triangle");
232
233  timing(make_gen(gen, boost::exponential_distribution<>(3)),
234         iter, name + " exponential");
235
236  timing(make_gen(gen, boost::normal_distribution<>()),
237                  iter, name + " normal polar");
238
239  timing(make_gen(gen, boost::lognormal_distribution<>()),
240         iter, name + " lognormal");
241
242  timing(make_gen(gen, boost::cauchy_distribution<>()),
243         iter, name + " cauchy");
244
245  timing(make_gen(gen, boost::cauchy_distribution<>()),
246         iter, name + " gamma");
247
248  timing_sphere(make_gen(gen, boost::uniform_on_sphere<>(3)),
249                iter/10, name + " uniform_on_sphere");
250}
251
252
253template<class URNG, class Dist>
254inline boost::shared_ptr<DynamicRandomGenerator<URNG, Dist> >
255make_dynamic(URNG & rng, const Dist& d)
256{
257  typedef DynamicRandomGenerator<URNG, Dist> type;
258  return boost::shared_ptr<type>(new type(rng, d));
259}
260
261template<class Gen>
262void distrib_runtime(int iter, const std::string & n, const Gen &)
263{
264  std::string name = n + " virtual function ";
265  Gen gen;
266
267  GenericRandomGenerator<int> g_int;
268
269  g_int.set(make_dynamic(gen, boost::uniform_int<>(-2,4)));
270  timing(g_int, iter, name + "uniform_int");
271
272  g_int.set(make_dynamic(gen, boost::geometric_distribution<>(0.5)));
273  timing(g_int, iter, name + "geometric");
274
275  g_int.set(make_dynamic(gen,  boost::binomial_distribution<>(4, 0.8)));
276  timing(g_int, iter, name + "binomial");
277
278  g_int.set(make_dynamic(gen, boost::poisson_distribution<>(1)));
279  timing(g_int, iter, name + "poisson");
280
281  GenericRandomGenerator<double> g;
282
283  g.set(make_dynamic(gen, boost::uniform_real<>(-5.3, 4.8)));
284  timing(g, iter, name + "uniform_real");
285
286  g.set(make_dynamic(gen, boost::triangle_distribution<>(1, 2, 7)));
287  timing(g, iter, name + "triangle");
288
289  g.set(make_dynamic(gen, boost::exponential_distribution<>(3)));
290  timing(g, iter, name + "exponential");
291
292  g.set(make_dynamic(gen, boost::normal_distribution<>()));
293  timing(g, iter, name + "normal polar");
294
295  g.set(make_dynamic(gen, boost::lognormal_distribution<>()));
296  timing(g, iter, name + "lognormal");
297
298  g.set(make_dynamic(gen, boost::cauchy_distribution<>()));
299  timing(g, iter, name + "cauchy");
300
301  g.set(make_dynamic(gen, boost::gamma_distribution<>(0.4)));
302  timing(g, iter, name + "gamma");
303}
304
305
306int main(int argc, char*argv[])
307{
308  if(argc != 2) {
309    std::cerr << "usage: " << argv[0] << " iterations" << std::endl;
310    return 1;
311  }
312
313  // okay, it's ugly, but it's only used here
314  int iter =
315#ifndef BOOST_NO_STDC_NAMESPACE
316    std::
317#endif
318    atoi(argv[1]);
319
320#if !defined(BOOST_NO_INT64_T) && \
321    !defined(BOOST_NO_INCLASS_MEMBER_INITIALIZATION)
322  run(iter, "rand48", boost::rand48());
323  linear_congruential<boost::uint64_t>
324    lcg48(boost::uint64_t(1)<<16 | 0x330e,
325          boost::uint64_t(0xDEECE66DUL) | (boost::uint64_t(0x5) << 32), 0xB,
326          boost::uint64_t(1)<<48);
327  timing(lcg48, iter, "lrand48 run-time");
328#endif
329
330#ifdef HAVE_DRAND48
331  // requires non-standard C library support for srand48/lrand48
332  run(iter, "lrand48", 0);   // coded for lrand48()
333#endif
334
335  run(iter, "minstd_rand", boost::minstd_rand());
336  run(iter, "ecuyer combined", boost::ecuyer1988());
337  run(iter, "kreutzer1986", boost::kreutzer1986());
338
339  run(iter, "hellekalek1995 (inversive)", boost::hellekalek1995());
340
341  run(iter, "mt11213b", boost::mt11213b());
342  run(iter, "mt19937", boost::mt19937());
343
344  run(iter, "subtract_with_carry", boost::random::ranlux_base());
345  run(iter, "subtract_with_carry_01", boost::random::ranlux_base_01());
346  run(iter, "ranlux3", boost::ranlux3());
347  run(iter, "ranlux4", boost::ranlux4());
348  run(iter, "ranlux3_01", boost::ranlux3_01());
349  run(iter, "ranlux4_01", boost::ranlux4_01());
350  run(iter, "counting", counting());
351
352#ifdef HAVE_MT19937INT_C
353  // requires the original mt19937int.c
354  run<float>(iter, "mt19937 original");   // coded for sgenrand()/genrand()
355#endif
356
357  distrib(iter, "counting", counting());
358  distrib_runtime(iter, "counting", counting());
359
360  distrib(iter, "minstd_rand", boost::minstd_rand());
361
362  distrib(iter, "kreutzer1986", boost::kreutzer1986());
363
364  distrib(iter, "mt19937", boost::mt19937());
365  distrib_runtime(iter, "mt19937", boost::mt19937());
366}
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