Distribution of Random Streams for Simulation Practitioners

International audienceThere is an increasing interest in the distribution of parallel random number streamsin the high-performance computing community particularly, with the manycore shift. Even ifwe have at our disposal statistically sound random number generators according to the latestand thorough testing libraries, their parallelization can still be a delicate problem. Indeed, aset of recent publications shows it still has to be mastered by the scientific community. Withthe arrival of multi-core and manycore processor architectures on the scientist desktop, modelerswho are non-specialists in parallelizing stochastic simulations need help and advice in distributingrigorously their experimental plans and replications according to the state of the art in pseudo-random numbers parallelization techniques. In this paper, we discuss the different partitioningtechniques currently in use to provide independent streams with their corresponding software. Inaddition to the classical approaches in use to parallelize stochastic simulations on regular processors,this paper also presents recent advances in pseudo-random number generation for general-purposegraphical processing units. The state of the art given in this paper is written for simulationpractitioners

How to Correctly Deal With Pseudorandom Numbers in Manycore Environments - Application to GPU programming with Shoverand

International audienceStochastic simulations are often sensitive to the source of randomness that character-izes the statistical quality of their results. Consequently, we need highly reliable Random Number Generators (RNGs) to feed such applications. Recent developments try to shrink the computa-tion time by relying more and more General Purpose Graphics Processing Units (GP-GPUs) to speed-up stochastic simulations. Such devices bring new parallelization possibilities, but they also introduce new programming difficulties. Since RNGs are at the base of any stochastic simulation, they also need to be ported to GP-GPU. There is still a lack of well-designed implementations of quality-proven RNGs on GP-GPU platforms. In this paper, we introduce ShoveRand, a frame-work defining common rules to generate random numbers uniformly on GP-GPU. Our framework is designed to cope with any GPU-enabled development platform and to expose a straightfor-ward interface to users. We also provide an existing RNG implementation with this framework to demonstrate its efficiency in both development and ease of use

Pseudo-Random Streams for Distributed and Parallel Stochastic Simulations on GP-GPU

International audienceRandom number generation is a key element of stochastic simulations. It has been widely studied for sequential applications purposes, enabling us to reliably use pseudo-random numbers in this case. Unfortunately, we cannot be so enthusiastic when dealing with parallel stochastic simulations. Many applications still neglect random stream parallelization, leading to potentially biased results. In particular parallel execution platforms, such as Graphics Processing Units (GPUs), add their constraints to those of Pseudo-Random Number Generators (PRNGs) used in parallel. This results in a situation where potential biases can be combined with performance drops when parallelization of random streams has not been carried out rigorously. Here, we propose criteria guiding the design of good GPU-enabled PRNGs. We enhance our comments with a study of the techniques aiming to parallelize random streams correctly, in the context of GPU-enabled stochastic simulations

The use of primitives in the calculation of radiative view factors

Compilations of radiative view factors (often in closed analytical form) are readily available in the open literature for commonly encountered geometries. For more complex three-dimensional (3D) scenarios, however, the effort required to solve the requisite multi-dimensional integrations needed to estimate a required view factor can be daunting to say the least. In such cases, a combination of finite element methods (where the geometry in question is sub-divided into a large number of uniform, often triangular, elements) and Monte Carlo Ray Tracing (MC-RT) has been developed, although frequently the software implementation is suitable only for a limited set of geometrical scenarios. Driven initially by a need to calculate the radiative heat transfer occurring within an operational fibre-drawing furnace, this research set out to examine options whereby MC-RT could be used to cost-effectively calculate any generic 3D radiative view factor using current vectorisation technologies

Pseudorandom sequence generation using binary cellular automata

Tezin basılısı İstanbul Şehir Üniversitesi Kütüphanesi'ndedir.Random numbers are an integral part of many applications from computer simulations, gaming, security protocols to the practices of applied mathematics and physics. As randomness plays more critical roles, cheap and fast generation methods are becoming a point of interest for both scientific and technological use. Cellular Automata (CA) is a class of functions which attracts attention mostly due to the potential it holds in modeling complex phenomena in nature along with its discreteness and simplicity. Several studies are available in the literature expressing its potentiality for generating randomness and presenting its advantages over commonly used random number generators. Most of the researches in the CA field focus on one-dimensional 3-input CA rules. In this study, we perform an exhaustive search over the set of 5-input CA to find out the rules with high randomness quality. As the measure of quality, the outcomes of NIST Statistical Test Suite are used. Since the set of 5-input CA rules is very large (including more than 4.2 billions of rules), they are eliminated by discarding poor-quality rules before testing. In the literature, generally entropy is used as the elimination criterion, but we preferred mutual information. The main motive behind that choice is to find out a metric for elimination which is directly computed on the truth table of the CA rule instead of the generated sequence. As the test results collected on 3- and 4-input CA indicate, all rules with very good statistical performance have zero mutual information. By exploiting this observation, we limit the set to be tested to the rules with zero mutual information. The reasons and consequences of this choice are discussed. In total, more than 248 millions of rules are tested. Among them, 120 rules show out- standing performance with all attempted neighborhood schemes. Along with these tests, one of them is subjected to a more detailed testing and test results are included. Keywords: Cellular Automata, Pseudorandom Number Generators, Randomness TestsContents Declaration of Authorship ii Abstract iii Öz iv Acknowledgments v List of Figures ix List of Tables x 1 Introduction 1 2 Random Number Sequences 4 2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Theoretical Approaches to Randomness . . . . . . . . . . . . . . . . . . . 5 2.2.1 Information Theory . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2.2 Complexity Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.2.3 Computability Theory . . . . . . . . . . . . . . . . . . . . . . . . . 6 2.3 Random Number Generator Classification . . . . . . . . . . . . . . . . . . 7 2.3.1 Physical TRNGs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.3.2 Non-Physical TRNGs . . . . . . . . . . . . . . . . . . . . . . . . . 9 2.3.3 Pseudorandom Number Generators . . . . . . . . . . . . . . . . . . 10 2.3.3.1 Generic Design of Pseudorandom Number Generators . . 10 2.3.3.2 Cryptographically Secure Pseudorandom Number Gener- ators . . . . . . . . . . . . . .11 2.3.4 Hybrid Random Number Generators . . . . . . . . . . . . . . . . . 13 2.4 A Comparison between True and Pseudo RNGs . . . . . . . . . . . . . . . 14 2.5 General Requirements on Random Number Sequences . . . . . . . . . . . 14 2.6 Evaluation Criteria of PRNGs . . . . . . . . . . . . . . . . . . . . . . . . . 16 2.7 Statistical Test Suites . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.8 NIST Test Suite . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.8.1 Hypothetical Testing . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.8.2 Tests in NIST Test Suite . . . . . . . . . . . . . . . . . . . . . . . . 20 2.8.2.1 Frequency Test . . . . . . . . . . . . . . . . . . . . . . . . 20 2.8.2.2 Block Frequency Test . . . . . . . . . . . . . . . . . . . . 20 2.8.2.3 Runs Test . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 2.8.2.4 Longest Run of Ones in a Block . . . . . . . . . . . . . . 21 2.8.2.5 Binary Matrix Rank Test . . . . . . . . . . . . . . . . . . 21 2.8.2.6 Spectral Test . . . . . . . . . . . . . . . . . . . . . . . . . 22 2.8.2.7 Non-overlapping Template Matching Test . . . . . . . . . 22 2.8.2.8 Overlapping Template Matching Test . . . . . . . . . . . 22 2.8.2.9 Universal Statistical Test . . . . . . . . . . . . . . . . . . 23 2.8.2.10 Linear Complexity Test . . . . . . . . . . . . . . . . . . . 23 2.8.2.11 Serial Test . . . . . . . . . . . . . . . . . . . . . . . . . . 24 2.8.2.12 Approximate Entropy Test . . . . . . . . . . . . . . . . . 24 2.8.2.13 Cumulative Sums Test . . . . . . . . . . . . . . . . . . . . 24 2.8.2.14 Random Excursions Test . . . . . . . . . . . . . . . . . . 24 2.8.2.15 Random Excursions Variant Test . . . . . . . . . . . . . . 25 3 Cellular Automata 26 3.1 History of Cellular Automata . . . . . . . . . . . . . . . . . . . . . . . .26 3.1.1 von Neumann’s Work . . . . . . . . . . . . . . . . . . . . . . . . . 27 3.1.2 Conway’s Life . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 3.1.3 Wolfram’s Work . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 3.2 Cellular Automata and the Definitive Parameters . . . . . . . . . . . . . . 31 3.2.1 Lattice Geometry . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 3.2.2 Cell Content . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 3.2.3 Guiding Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35 3.2.4 Neighborhood Scheme . . . . . . . . . . . . . . . . . . . . . . . . . 36 3.3 A Formal Definition of Cellular Automata . . . . . . . . . . . . . . . . . . 37 3.4 Elementary Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 3.5 Rule Families . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 3.6 Producing Randomness via Cellular Automata . . . . . . . . . . . . . . . 42 3.6.1 CA-Based PRNGs . . . . . . . . . . . . . . . . . . . . . . . . . . . 42 3.6.2 Balancedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 3.6.3 Mutual Information . . . . . . . . . . . . . . . . . . . . . . . . . . 44 3.6.4 Entropy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 4 Test Results 47 4.1 Output of a Statistical Test . . . . . . . . . . . . . . . . . . . . . . . . . . 48 4.2 Testing Strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48 4.3 Interpretation of the Test Results . . . . . . . . . . . . . . . . . . . . . . . 49 4.3.1 Rate of success over all trials . . . . . . . . . . . . . . . . . . . . . 49 4.3.2 Distribution of P-values . . . . . . . . . . . . . . . . . . . . . . . . 50 4.4 Testing over a big space of functions . . . . . . . . . . . . . . . . . . . . . 50 4.5 Our Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 4.6 Results and Observations . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 4.6.1 Change in State Width . . . . . . . . . . . . . . . . . . . . . . . . 53 4.6.2 Change in Neighborhood Scheme . . . . . . . . . . . . . . . . . . . 53 4.6.3 Entropy vs. Statistical Quality . . . . . . . . . . . . . . . . . . . . 58 4.6.4 Mutual Information vs. Statistical Quality . . . . . . . . . . . . . . 60 4.6.5 Entropy vs. Mutual Information . . . . . . . . . . . . . . . . . . . 62 4.6.6 Overall Test Results of 4- and 5-input CA . . . . . . . . . . . . . . 6 4.7 The simplest rule: 1435932310 . . . . . . . . . . . . . . . . . . . . . . . . . 68 5 Conclusion 74 A Test Results for Rule 30 and Rule 45 77 B 120 Rules with their Shortest Boolean Formulae 80 Bibliograph