random.h

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#ifndef RANDOM_H
#define RANDOM_H
 
#if defined(RANDOM_MKL)
 
#include <mkl_vsl.h>
 
/* Use Mersenne Twister as default RNG in MKL */
#ifndef RANDOM_MKL_RNG
#define RANDOM_MKL_RNG VSL_BRNG_SFMT19937
#endif
 
typedef struct {
    VSLStreamStatePtr r;
} random_data;
 
void random_mkl_init(random_data* rdata, int seed);
double random_mkl_uniform(random_data* rdata);
double random_mkl_normal(random_data* rdata);
void random_mkl_uniform_simd(random_data* rdata, int n, double* r);
void random_mkl_normal_simd(random_data* rdata, int n, double* r);
 
#define random_init(data, seed)         random_mkl_init(data, seed)
#define random_uniform(data)            random_mkl_uniform(data)
#define random_normal(data)             random_mkl_normal(data)
#define random_uniform_simd(data, n, r) random_mkl_uniform_simd(data, n, r)
#define random_normal_simd(data, n, r)  random_mkl_normal_simd(data, n, r)
 
 
#elif defined(RANDOM_GSL)
 
#include <gsl/gsl_rng.h>
 
typedef struct {
    gsl_rng* r;
} random_data;
 
void random_gsl_init(random_data* rdata, int seed);
double random_gsl_uniform(random_data* rdata);
double random_gsl_normal(random_data* rdata);
void random_gsl_uniform_simd(random_data* rdata, int n, double* r);
void random_gsl_normal_simd(random_data* rdata, int n, double* r);
 
#define random_init(data, seed)         random_gsl_init(data, seed)
#define random_uniform(data)            random_gsl_uniform(data)
#define random_normal(data)             random_gsl_normal(data)
#define random_uniform_simd(data, n, r) random_gsl_uniform_simd(data, n, r)
#define random_normal_simd(data, n, r)  random_gsl_normal_simd(data, n, r)
 
 
#elif defined(RANDOM_LCG)
 
#include <stdint.h>
#include "offload.h"
 
typedef struct {
    uint64_t r;
} random_data;
 
/* Return the RNG state to use for logical index i.
 * - CPU: a single RNG state is used
 * - GPU: one RNG state per parallel slot/lane is used
*/
static inline random_data* random_lcg_state_at(random_data* rdata, int i) {
#ifdef GPU
    return &rdata[i];
#else
    (void)i;
    return rdata;
#endif
}
 
void random_lcg_init(random_data* rdata, uint64_t seed);
uint64_t random_lcg_integer(random_data* rdata);
DECLARE_TARGET
double random_lcg_uniform(random_data* rdata);
DECLARE_TARGET_END
double random_lcg_normal(random_data* rdata);
DECLARE_TARGET
void random_lcg_uniform_simd(random_data* rdata, int n, double* r);
DECLARE_TARGET_END
void random_lcg_normal_simd(random_data* rdata, int n, double* r);
 
#define random_init(data, seed)         random_lcg_init(data, seed)
#define random_uniform(data)            random_lcg_uniform(data)
#define random_normal(data)             random_lcg_normal(data)
#define random_uniform_simd(data, n, r) random_lcg_uniform_simd(data, n, r)
#define random_normal_simd(data, n, r)  random_lcg_normal_simd(data, n, r)
 
#else /* No RNG lib defined, use drand48 */
 
//#define _XOPEN_SOURCE 500
#include <stdlib.h>

typedef void* random_data;
 
double random_drand48_normal();
void random_drand48_uniform_simd(int n, double* r);
void random_drand48_normal_simd(int n, double* r);

#define random_init(data, seed) srand48(seed)
#define random_uniform(data) drand48()
#define random_normal(data) random_drand48_normal()
#define random_uniform_simd(data, n, r) random_drand48_uniform_simd(n, r)
#define random_normal_simd(data, n, r) random_drand48_normal_simd(n, r)
 
#endif // drand48
 
#endif