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random.cpp
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/*******************************************************
* Copyright (c) 2014, ArrayFire
* All rights reserved.
*
* This file is distributed under 3-clause BSD license.
* The complete license agreement can be obtained at:
* http://arrayfire.com/licenses/BSD-3-Clause
********************************************************/
#include <arrayfire.h>
#include <gtest/gtest.h>
#include <testHelpers.hpp>
#include <af/data.h>
#include <af/dim4.hpp>
#include <af/traits.hpp>
#include <iostream>
#include <string>
#include <vector>
using af::array;
using af::cdouble;
using af::cfloat;
using af::dim4;
using af::dtype;
using af::dtype_traits;
using std::cout;
using std::endl;
using std::string;
using std::vector;
template<typename T>
class Random : public ::testing::Test {
public:
virtual void SetUp() {}
};
// create a list of types to be tested
typedef ::testing::Types<float, cfloat, double, cdouble, int, unsigned, intl,
uintl, unsigned char>
TestTypes;
// register the type list
TYPED_TEST_CASE(Random, TestTypes);
template<typename T>
class Random_norm : public ::testing::Test {
public:
virtual void SetUp() {}
};
template<typename T>
class RandomEngine : public ::testing::Test {
public:
virtual void SetUp() {}
};
template<typename T>
class RandomEngineSeed : public ::testing::Test {
public:
virtual void SetUp() {}
};
template<typename T>
class RandomSeed : public ::testing::Test {
public:
virtual void SetUp() {}
};
// create a list of types to be tested
typedef ::testing::Types<float, cfloat, double, cdouble> TestTypesNorm;
// register the type list
TYPED_TEST_CASE(Random_norm, TestTypesNorm);
// create a list of types to be tested
typedef ::testing::Types<float, double> TestTypesEngine;
// register the type list
TYPED_TEST_CASE(RandomEngine, TestTypesEngine);
typedef ::testing::Types<unsigned> TestTypesEngineSeed;
// register the type list
TYPED_TEST_CASE(RandomEngineSeed, TestTypesEngineSeed);
// create a list of types to be tested
typedef ::testing::Types<unsigned> TestTypesSeed;
// register the type list
TYPED_TEST_CASE(RandomSeed, TestTypesSeed);
template<typename T>
void randuTest(dim4 &dims) {
SUPPORTED_TYPE_CHECK(T);
af_array outArray = 0;
ASSERT_SUCCESS(af_randu(&outArray, dims.ndims(), dims.get(),
(af_dtype)dtype_traits<T>::af_type));
ASSERT_EQ(af_sync(-1), AF_SUCCESS);
if (outArray != 0) af_release_array(outArray);
}
template<typename T>
void randnTest(dim4 &dims) {
SUPPORTED_TYPE_CHECK(T);
af_array outArray = 0;
ASSERT_SUCCESS(af_randn(&outArray, dims.ndims(), dims.get(),
(af_dtype)dtype_traits<T>::af_type));
ASSERT_EQ(af_sync(-1), AF_SUCCESS);
if (outArray != 0) af_release_array(outArray);
}
#define RAND(d0, d1, d2, d3) \
TYPED_TEST(Random, randu_##d0##_##d1##_##d2##_##d3) { \
dim4 dims(d0, d1, d2, d3); \
randuTest<TypeParam>(dims); \
} \
TYPED_TEST(Random_norm, randn_##d0##_##d1##_##d2##_##d3) { \
dim4 dims(d0, d1, d2, d3); \
randnTest<TypeParam>(dims); \
}
RAND(1024, 1024, 1, 1);
RAND(512, 512, 1, 1);
RAND(256, 256, 1, 1);
RAND(128, 128, 1, 1);
RAND(64, 64, 1, 1);
RAND(32, 32, 1, 1);
RAND(16, 16, 1, 1);
RAND(8, 8, 1, 1);
RAND(4, 4, 1, 1);
RAND(2, 2, 2, 2);
RAND(1, 1, 1, 1);
RAND(256, 16, 4, 2);
RAND(32, 16, 8, 4);
RAND(2, 4, 16, 256);
RAND(4, 8, 16, 32);
RAND(10, 10, 10, 10);
RAND(1920, 1080, 1, 1);
RAND(1280, 720, 1, 1);
RAND(640, 480, 1, 1);
RAND(215, 24, 6, 5);
RAND(132, 64, 23, 2);
RAND(15, 35, 50, 3);
RAND(77, 43, 8, 1);
RAND(123, 45, 6, 7);
RAND(345, 28, 9, 1);
RAND(79, 68, 12, 6);
RAND(45, 1, 1, 1);
template<typename T>
void randuArgsTest() {
SUPPORTED_TYPE_CHECK(T);
dim_t ndims = 4;
dim_t dims[] = {1, 2, 3, 0};
af_array outArray = 0;
ASSERT_EQ(AF_ERR_SIZE, af_randu(&outArray, ndims, dims,
(af_dtype)dtype_traits<char>::af_type));
ASSERT_EQ(af_sync(-1), AF_SUCCESS);
if (outArray != 0) af_release_array(outArray);
}
TYPED_TEST(Random, InvalidArgs) { randuArgsTest<TypeParam>(); }
template<typename T>
void randuDimsTest() {
SUPPORTED_TYPE_CHECK(T);
dim4 dims(1, 65535 * 32, 1, 1);
array large_rand = randu(dims, (af_dtype)dtype_traits<T>::af_type);
ASSERT_EQ(large_rand.dims()[1], 65535 * 32);
dims = dim4(1, 1, 65535 * 32, 1);
large_rand = randu(dims, (af_dtype)dtype_traits<T>::af_type);
ASSERT_EQ(large_rand.dims()[2], 65535 * 32);
dims = dim4(1, 1, 1, 65535 * 32);
large_rand = randu(dims, (af_dtype)dtype_traits<T>::af_type);
ASSERT_EQ(large_rand.dims()[3], 65535 * 32);
}
TYPED_TEST(Random, InvalidDims) { randuDimsTest<TypeParam>(); }
////////////////////////////////////// CPP /////////////////////////////////////
//
using af::allTrue;
using af::constant;
using af::getDefaultRandomEngine;
using af::getSeed;
using af::mean;
using af::randomEngine;
using af::randomEngineType;
using af::randu;
using af::setDefaultRandomEngineType;
using af::setSeed;
using af::stdev;
using af::sum;
TEST(RandomEngine, Default) {
// Using default Random engine will cause segfaults
// without setting one. This test should be before
// setting it to test if default engine setup is working
// as expected, otherwise the test will fail.
randomEngine engine = getDefaultRandomEngine();
}
TEST(Random, CPP) {
// TEST will fail if exception is thrown, which are thrown
// when only wrong inputs are thrown on bad access happens
dim4 dims(1, 2, 3, 1);
array out1 = randu(dims);
array out2 = randn(dims);
setDefaultRandomEngineType(AF_RANDOM_ENGINE_PHILOX);
array out3 = randu(dims);
array out4 = randn(dims);
setDefaultRandomEngineType(AF_RANDOM_ENGINE_THREEFRY);
array out5 = randu(dims);
array out6 = randn(dims);
setDefaultRandomEngineType(AF_RANDOM_ENGINE_MERSENNE);
array out7 = randu(dims);
array out8 = randn(dims);
af::sync();
}
template<typename T>
void testSetSeed(const uintl seed0, const uintl seed1) {
SUPPORTED_TYPE_CHECK(T);
uintl orig_seed = getSeed();
const int num = 1024 * 1024;
dtype ty = (dtype)dtype_traits<T>::af_type;
setSeed(seed0);
array in0 = randu(num, ty);
setSeed(seed1);
array in1 = randu(num, ty);
setSeed(seed0);
array in2 = randu(num, ty);
array in3 = randu(num, ty);
vector<T> h_in0(num);
vector<T> h_in1(num);
vector<T> h_in2(num);
vector<T> h_in3(num);
in0.host((void *)&h_in0[0]);
in1.host((void *)&h_in1[0]);
in2.host((void *)&h_in2[0]);
in3.host((void *)&h_in3[0]);
for (int i = 0; i < num; i++) {
// Verify if same seed produces same arrays
ASSERT_EQ(h_in0[i], h_in2[i]) << "at : " << i;
// Verify different arrays created with different seeds differ
// b8 and u9 can clash because they generate a small set of values
if (ty != b8 && ty != u8) {
ASSERT_NE(h_in0[i], h_in1[i]) << "at : " << i;
}
// Verify different arrays created one after the other with same seed
// differ b8 and u9 can clash because they generate a small set of
// values
if (ty != b8 && ty != u8) {
ASSERT_NE(h_in2[i], h_in3[i]) << "at : " << i;
}
}
setSeed(orig_seed); // Reset the seed
}
TYPED_TEST(RandomSeed, setSeed) { testSetSeed<TypeParam>(10101, 23232); }
template<typename T>
void testGetSeed(const uintl seed0, const uintl seed1) {
SUPPORTED_TYPE_CHECK(T);
uintl orig_seed = getSeed();
const int num = 1024;
dtype ty = (dtype)dtype_traits<T>::af_type;
setSeed(seed0);
array in0 = randu(num, ty);
ASSERT_EQ(getSeed(), seed0);
setSeed(seed1);
array in1 = randu(num, ty);
ASSERT_EQ(getSeed(), seed1);
setSeed(seed0);
array in2 = randu(num, ty);
ASSERT_EQ(getSeed(), seed0);
setSeed(orig_seed); // Reset the seed
}
TYPED_TEST(Random, getSeed) { testGetSeed<TypeParam>(1234, 9876); }
template<typename T>
void testRandomEngineUniform(randomEngineType type) {
SUPPORTED_TYPE_CHECK(T);
dtype ty = (dtype)dtype_traits<T>::af_type;
int elem = 16 * 1024 * 1024;
randomEngine r(type, 0);
array A = randu(elem, ty, r);
T m = mean<T>(A);
T s = stdev<T>(A);
ASSERT_NEAR(m, 0.5, 1e-3);
ASSERT_NEAR(s, 0.2887, 1e-2);
}
template<typename T>
void testRandomEngineNormal(randomEngineType type) {
SUPPORTED_TYPE_CHECK(T);
dtype ty = (dtype)dtype_traits<T>::af_type;
int elem = 16 * 1024 * 1024;
randomEngine r(type, 0);
array A = randn(elem, ty, r);
T m = mean<T>(A);
T s = stdev<T>(A);
ASSERT_NEAR(m, 0, 1e-1);
ASSERT_NEAR(s, 1, 1e-1);
}
TYPED_TEST(RandomEngine, philoxRandomEngineUniform) {
testRandomEngineUniform<TypeParam>(AF_RANDOM_ENGINE_PHILOX_4X32_10);
}
TYPED_TEST(RandomEngine, philoxRandomEngineNormal) {
testRandomEngineNormal<TypeParam>(AF_RANDOM_ENGINE_PHILOX_4X32_10);
}
TYPED_TEST(RandomEngine, threefryRandomEngineUniform) {
testRandomEngineUniform<TypeParam>(AF_RANDOM_ENGINE_THREEFRY_2X32_16);
}
TYPED_TEST(RandomEngine, threefryRandomEngineNormal) {
testRandomEngineNormal<TypeParam>(AF_RANDOM_ENGINE_THREEFRY_2X32_16);
}
TYPED_TEST(RandomEngine, mersenneRandomEngineUniform) {
testRandomEngineUniform<TypeParam>(AF_RANDOM_ENGINE_MERSENNE_GP11213);
}
TYPED_TEST(RandomEngine, mersenneRandomEngineNormal) {
testRandomEngineNormal<TypeParam>(AF_RANDOM_ENGINE_MERSENNE_GP11213);
}
template<typename T>
void testRandomEngineSeed(randomEngineType type) {
int elem = 4 * 32 * 1024;
uintl orig_seed = 0;
uintl new_seed = 1;
randomEngine e(type, orig_seed);
dtype ty = (dtype)dtype_traits<T>::af_type;
array d1 = randu(elem, ty, e);
e.setSeed(new_seed);
array d2 = randu(elem, ty, e);
e.setSeed(orig_seed);
array d3 = randu(elem, ty, e);
array d4 = randu(elem, ty, e);
vector<T> h1(elem);
vector<T> h2(elem);
vector<T> h3(elem);
vector<T> h4(elem);
d1.host((void *)h1.data());
d2.host((void *)h2.data());
d3.host((void *)h3.data());
d4.host((void *)h4.data());
for (int i = 0; i < elem; i++) {
ASSERT_EQ(h1[i], h3[i]) << "at : " << i;
if (ty != b8 && ty != u8) {
ASSERT_NE(h1[i], h2[i]) << "at : " << i;
ASSERT_NE(h3[i], h4[i]) << "at : " << i;
}
}
}
TYPED_TEST(RandomEngineSeed, philoxSeedUniform) {
testRandomEngineSeed<TypeParam>(AF_RANDOM_ENGINE_PHILOX_4X32_10);
}
TYPED_TEST(RandomEngineSeed, threefrySeedUniform) {
testRandomEngineSeed<TypeParam>(AF_RANDOM_ENGINE_THREEFRY_2X32_16);
}
TYPED_TEST(RandomEngineSeed, mersenneSeedUniform) {
testRandomEngineSeed<TypeParam>(AF_RANDOM_ENGINE_MERSENNE_GP11213);
}
template<typename T>
void testRandomEnginePeriod(randomEngineType type) {
SUPPORTED_TYPE_CHECK(T);
dtype ty = (dtype)dtype_traits<T>::af_type;
int elem = 1024 * 1024;
int steps = 4 * 1024;
randomEngine r(type, 0);
array first = randu(elem, ty, r);
for (int i = 0; i < steps; ++i) {
array step = randu(elem, ty, r);
bool different = !allTrue<bool>(first == step);
ASSERT_TRUE(different);
}
}
TYPED_TEST(RandomEngine, DISABLED_philoxRandomEnginePeriod) {
testRandomEnginePeriod<TypeParam>(AF_RANDOM_ENGINE_PHILOX_4X32_10);
}
TYPED_TEST(RandomEngine, DISABLED_threefryRandomEnginePeriod) {
testRandomEnginePeriod<TypeParam>(AF_RANDOM_ENGINE_THREEFRY_2X32_16);
}
TYPED_TEST(RandomEngine, DISABLED_mersenneRandomEnginePeriod) {
testRandomEnginePeriod<TypeParam>(AF_RANDOM_ENGINE_MERSENNE_GP11213);
}
template<typename T>
T chi2_statistic(array input, array expected) {
expected *= sum<T>(input) / sum<T>(expected);
array diff = input - expected;
return sum<T>((diff * diff) / expected);
}
template<typename T>
void testRandomEngineUniformChi2(randomEngineType type) {
SUPPORTED_TYPE_CHECK(T);
dtype ty = (dtype)dtype_traits<T>::af_type;
int elem = 256 * 1024 * 1024;
int steps = 32;
int bins = 100;
array total_hist = constant(0.0, bins, ty);
array expected = constant(1.0 / bins, bins, ty);
randomEngine r(type, 0);
// R> qchisq(c(5e-6, 1 - 5e-6), 99)
// [1] 48.68125 173.87456
T lower = 48.68125;
T upper = 173.87456;
bool prev_step = true;
bool prev_total = true;
for (int i = 0; i < steps; ++i) {
array step_hist = histogram(randu(elem, ty, r), bins, 0.0, 1.0);
T step_chi2 = chi2_statistic<T>(step_hist, expected);
if (!prev_step) {
EXPECT_GT(step_chi2, lower) << "at step: " << i;
EXPECT_LT(step_chi2, upper) << "at step: " << i;
}
prev_step = step_chi2 > lower && step_chi2 < upper;
total_hist += step_hist;
T total_chi2 = chi2_statistic<T>(total_hist, expected);
if (!prev_total) {
EXPECT_GT(total_chi2, lower) << "at step: " << i;
EXPECT_LT(total_chi2, upper) << "at step: " << i;
}
prev_total = total_chi2 > lower && total_chi2 < upper;
}
}
TYPED_TEST(RandomEngine, DISABLED_philoxRandomEngineUniformChi2) {
testRandomEngineUniformChi2<TypeParam>(AF_RANDOM_ENGINE_PHILOX_4X32_10);
}
TYPED_TEST(RandomEngine, DISABLED_threefryRandomEngineUniformChi2) {
testRandomEngineUniformChi2<TypeParam>(AF_RANDOM_ENGINE_THREEFRY_2X32_16);
}
TYPED_TEST(RandomEngine, DISABLED_mersenneRandomEngineUniformChi2) {
testRandomEngineUniformChi2<TypeParam>(AF_RANDOM_ENGINE_MERSENNE_GP11213);
}