LUMIERA.clone/tests/library/random-concurrent-test.cpp
Ichthyostega a0336685dc Library: investigate glitches when drawing concurrently
Further investigation shows that the ''data type used for computation'' plays a crucial role.
The (recommended) 64bit mersenne twister uses the full value range of the working data type,
which on a typical 64bit system is also `uint64_t`. In this case, values corrupted by concurrency
go unnoticed. This can be **verified empirically** : the distribution
of shifts from the theoretical mean value is in the expected low range < 2‰

However, when using the 32bit mersenne engine, the working data type is still uint64_t.
In this case a **significant number of glitches** can be shown empricially.
When drawing 1 Million values, in 80% of all runs at least one glitch and up to 5 glitches
can happen, and the mean values are **significantly skewed**
2024-11-16 13:30:22 +01:00

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3.7 KiB
C++

/*
RandomConcurrent(Test) - investigate concurrent random number generation
Copyright (C) Lumiera.org
2024, Hermann Vosseler <Ichthyostega@web.de>
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as
published by the Free Software Foundation; either version 2 of
the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
* *****************************************************/
/** @file random-concurrent-test.cpp
** unit test \ref RandomConcurrent_test
*/
#include "lib/test/run.hpp"
#include "lib/sync-barrier.hpp"
#include "lib/random.hpp"
#include "lib/thread.hpp"
#include "lib/sync.hpp"
#include "lib/util.hpp"
#include "lib/scoped-collection.hpp"
#include "lib/test/microbenchmark.hpp"
#include "lib/test/diagnostic-output.hpp"
#include <deque>
#include <tuple>
//#include <array>
//using util::isLimited;
//using std::array;
using std::tuple;
using std::deque;
namespace lib {
namespace test {
namespace {
const uint NUM_THREADS = 8;
const uint NUM_REPEATS = 10;
const uint NUM_INVOKES = 1'000'000;
}
/******************************************************************//**
* @test demonstrate simple access to random number generation,
* as well as the setup of controlled random number sequences.
* @see random.hpp
*/
class RandomConcurrent_test : public Test
{
virtual void
run (Arg)
{
seedRand();
investigate_concurrentAccess();
}
/** @test examine behaviour of PRNG under concurrency stress */
void
investigate_concurrentAccess()
{
struct Results
: deque<tuple<double,uint>>
, Sync<>
{
void
post (double err, uint fails)
{
Lock sync(this);
emplace_back (err, fails);
}
};
Results results;
using Engine = std::mt19937;
// using Engine = std::mt19937_64;
Engine ranGen{defaultGen.u64()};
const uint N = NUM_INVOKES;
auto expect = (Engine::max() - Engine::min()) / 2;
auto drawRandom = [&]()
{
uint fail{0};
double avg{0.0};
for (uint i=0; i<N; ++i)
{
auto r = ranGen();
if (r < Engine::min() or r > Engine::max())
++fail;
avg += 1.0/N * (r % Engine::max());
}
auto error = avg/expect - 1;
results.post (error, fail);
};
auto [dur,sum] = threadBenchmark<NUM_THREADS> (drawRandom, NUM_REPEATS);
for (auto res : results)
SHOW_EXPR(res);
SHOW_EXPR(sum)
SHOW_EXPR(dur/NUM_INVOKES)
}
};
LAUNCHER (RandomConcurrent_test, "unit common");
}} // namespace lib::test