Merge pull request #13838 from rkern/sfc64

ENH: SFC64 BitGenerator

11 files changed, 2296 insertions, 5 deletions

diff --git a/numpy/random/__init__.py b/numpy/random/__init__.py
index 0e7c4e7b2..6543161f2 100644
--- a/numpy/random/__init__.py
+++ b/numpy/random/__init__.py
@@ -100,6 +100,7 @@ BitGenerator Streams that work with Generator
 MT19937
 PCG64
 Philox
+SFC64
 ============================================= ===
 
 ============================================= ===
@@ -171,10 +172,11 @@ from .bit_generator import SeedSequence
 from .mt19937 import MT19937
 from .pcg64 import PCG64
 from .philox import Philox
+from .sfc64 import SFC64
 from .mtrand import RandomState
 
 __all__ += ['Generator', 'RandomState', 'SeedSequence', 'MT19937',
-            'Philox', 'PCG64']
+            'Philox', 'PCG64', 'SFC64']
 
 
 def __RandomState_ctor():
diff --git a/numpy/random/_pickle.py b/numpy/random/_pickle.py
index 92da47040..d20a91ced 100644
--- a/numpy/random/_pickle.py
+++ b/numpy/random/_pickle.py
@@ -1,6 +1,7 @@
 from .mtrand import RandomState
 from .philox import Philox
 from .pcg64 import PCG64
+from .sfc64 import SFC64
 
 from .generator import Generator
 from .mt19937 import MT19937
@@ -8,6 +9,7 @@ from .mt19937 import MT19937
 BitGenerators = {'MT19937': MT19937,
                  'PCG64': PCG64,
                  'Philox': Philox,
+                 'SFC64': SFC64,
                  }
 
 
diff --git a/numpy/random/setup.py b/numpy/random/setup.py
index 978fb727c..3bfeeaca1 100644
--- a/numpy/random/setup.py
+++ b/numpy/random/setup.py
@@ -88,7 +88,7 @@ def configuration(parent_package='', top_path=None):
                              depends=['%s.pyx' % gen],
                              define_macros=defs,
                              )
-    for gen in ['philox', 'pcg64']:
+    for gen in ['philox', 'pcg64', 'sfc64']:
         # gen.pyx, src/gen/gen.c
         _defs = defs + PCG64_DEFS if gen == 'pcg64' else defs
         config.add_extension(gen,
diff --git a/numpy/random/sfc64.pyx b/numpy/random/sfc64.pyx
new file mode 100644
index 000000000..2c3ec4767
--- /dev/null
+++ b/numpy/random/sfc64.pyx
@@ -0,0 +1,132 @@
+import numpy as np
+cimport numpy as np
+
+from .common cimport *
+from .bit_generator cimport BitGenerator
+
+__all__ = ['SFC64']
+
+cdef extern from "src/sfc64/sfc64.h":
+    struct s_sfc64_state:
+        uint64_t s[4]
+        int has_uint32
+        uint32_t uinteger
+
+    ctypedef s_sfc64_state sfc64_state
+    uint64_t sfc64_next64(sfc64_state *state)  nogil
+    uint32_t sfc64_next32(sfc64_state *state)  nogil
+    void sfc64_set_seed(sfc64_state *state, uint64_t *seed)
+    void sfc64_get_state(sfc64_state *state, uint64_t *state_arr, int *has_uint32, uint32_t *uinteger)
+    void sfc64_set_state(sfc64_state *state, uint64_t *state_arr, int has_uint32, uint32_t uinteger)
+
+
+cdef uint64_t sfc64_uint64(void* st) nogil:
+    return sfc64_next64(<sfc64_state *>st)
+
+cdef uint32_t sfc64_uint32(void *st) nogil:
+    return sfc64_next32(<sfc64_state *> st)
+
+cdef double sfc64_double(void* st) nogil:
+    return uint64_to_double(sfc64_next64(<sfc64_state *>st))
+
+
+cdef class SFC64(BitGenerator):
+    """
+    SFC64(seed_seq=None)
+
+    BitGenerator for Chris Doty-Humphrey's Small Fast Chaotic PRNG.
+
+    Parameters
+    ----------
+    seed_seq : {None, ISeedSequence, int, array_like[ints]}, optional
+        A SeedSequence to initialize the BitGenerator. If None, one will be
+        created. If an int or array_like[ints], it will be used as the entropy
+        for creating a SeedSequence.
+
+    Notes
+    -----
+    ``SFC64`` is a 256-bit implementation of Chris Doty-Humphrey's Small Fast
+    Chaotic PRNG ([1]_). ``SFC64`` has a few different cycles that one might be
+    on, depending on the seed; the expected period will be about
+    :math:`2^{255}` ([2]_). ``SFC64`` incorporates a 64-bit counter which means
+    that the absolute minimum cycle length is :math:`2^{64}` and that distinct
+    seeds will not run into each other for at least :math:`2**{64}` iterations.
+
+    ``SFC64`` provides a capsule containing function pointers that produce
+    doubles, and unsigned 32 and 64- bit integers. These are not
+    directly consumable in Python and must be consumed by a ``Generator``
+    or similar object that supports low-level access.
+
+    **Compatibility Guarantee**
+
+    ``SFC64`` makes a guarantee that a fixed seed will always produce the same
+    random integer stream.
+
+    References
+    ----------
+    .. [1] "PractRand"
+            http://pracrand.sourceforge.net/RNG_engines.txt
+    .. [2] "Random Invertible Mapping Statistics",
+            http://www.pcg-random.org/posts/random-invertible-mapping-statistics.html
+    """
+
+    cdef sfc64_state rng_state
+
+    def __init__(self, seed_seq=None):
+        BitGenerator.__init__(self, seed_seq)
+        self._bitgen.state = <void *>&self.rng_state
+        self._bitgen.next_uint64 = &sfc64_uint64
+        self._bitgen.next_uint32 = &sfc64_uint32
+        self._bitgen.next_double = &sfc64_double
+        self._bitgen.next_raw = &sfc64_uint64
+        # Seed the _bitgen
+        val = self._seed_seq.generate_state(3, np.uint64)
+        sfc64_set_seed(&self.rng_state, <uint64_t*>np.PyArray_DATA(val))
+        self._reset_state_variables()
+
+    cdef _reset_state_variables(self):
+        self.rng_state.has_uint32 = 0
+        self.rng_state.uinteger = 0
+
+    @property
+    def state(self):
+        """
+        Get or set the PRNG state
+
+        Returns
+        -------
+        state : dict
+            Dictionary containing the information required to describe the
+            state of the PRNG
+        """
+        cdef np.ndarray state_vec
+        cdef int has_uint32
+        cdef uint32_t uinteger
+
+        state_vec = <np.ndarray>np.empty(4, dtype=np.uint64)
+        sfc64_get_state(&self.rng_state,
+                        <uint64_t *>np.PyArray_DATA(state_vec),
+                        &has_uint32, &uinteger)
+        return {'bit_generator': self.__class__.__name__,
+                'state': {'state': state_vec},
+                'has_uint32': has_uint32,
+                'uinteger': uinteger}
+
+    @state.setter
+    def state(self, value):
+        cdef np.ndarray state_vec
+        cdef int has_uint32
+        cdef uint32_t uinteger
+        if not isinstance(value, dict):
+            raise TypeError('state must be a dict')
+        bitgen = value.get('bit_generator', '')
+        if bitgen != self.__class__.__name__:
+            raise ValueError('state must be for a {0} '
+                             'RNG'.format(self.__class__.__name__))
+        state_vec = <np.ndarray>np.empty(4, dtype=np.uint64)
+        state_vec[:] = value['state']['state']
+        has_uint32 = value['has_uint32']
+        uinteger = value['uinteger']
+        sfc64_set_state(&self.rng_state,
+                        <uint64_t *>np.PyArray_DATA(state_vec),
+                        has_uint32, uinteger)
diff --git a/numpy/random/src/sfc64/LICENSE.md b/numpy/random/src/sfc64/LICENSE.md
new file mode 100644
index 000000000..21dd604af
--- /dev/null
+++ b/numpy/random/src/sfc64/LICENSE.md
@@ -0,0 +1,27 @@
+# SFC64
+
+## The MIT License
+
+Adapted from a C++ implementation of Chris Doty-Humphrey's SFC PRNG.
+
+https://gist.github.com/imneme/f1f7821f07cf76504a97f6537c818083
+
+Copyright (c) 2018 Melissa E. O'Neill
+
+Permission is hereby granted, free of charge, to any person obtaining a
+copy of this software and associated documentation files (the "Software"),
+to deal in the Software without restriction, including without limitation
+the rights to use, copy, modify, merge, publish, distribute, sublicense,
+and/or sell copies of the Software, and to permit persons to whom the
+Software is furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
+FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
+DEALINGS IN THE SOFTWARE.
diff --git a/numpy/random/src/sfc64/sfc64.c b/numpy/random/src/sfc64/sfc64.c
new file mode 100644
index 000000000..5546fff08
--- /dev/null
+++ b/numpy/random/src/sfc64/sfc64.c
@@ -0,0 +1,39 @@
+#include "sfc64.h"
+
+extern void sfc64_set_seed(sfc64_state *state, uint64_t *seed) {
+  /* Conservatively stick with the original formula. With SeedSequence, it
+   * might be fine to just set the state with 4 uint64s and be done.
+   */
+  int i;
+
+  state->s[0] = seed[0];
+  state->s[1] = seed[1];
+  state->s[2] = seed[2];
+  state->s[3] = 1;
+
+  for (i=0; i<12; i++) {
+    (void)sfc64_next(state->s);
+  }
+}
+
+extern void sfc64_get_state(sfc64_state *state, uint64_t *state_arr, int *has_uint32,
+                            uint32_t *uinteger) {
+  int i;
+
+  for (i=0; i<4; i++) {
+    state_arr[i] = state->s[i];
+  }
+  has_uint32[0] = state->has_uint32;
+  uinteger[0] = state->uinteger;
+}
+
+extern void sfc64_set_state(sfc64_state *state, uint64_t *state_arr, int has_uint32,
+                            uint32_t uinteger) {
+  int i;
+
+  for (i=0; i<4; i++) {
+    state->s[i] = state_arr[i];
+  }
+  state->has_uint32 = has_uint32;
+  state->uinteger = uinteger;
+}
diff --git a/numpy/random/src/sfc64/sfc64.h b/numpy/random/src/sfc64/sfc64.h
new file mode 100644
index 000000000..6674ae69c
--- /dev/null
+++ b/numpy/random/src/sfc64/sfc64.h
@@ -0,0 +1,60 @@
+#ifndef _RANDOMDGEN__SFC64_H_
+#define _RANDOMDGEN__SFC64_H_
+
+#include <inttypes.h>
+#ifdef _WIN32
+#include <stdlib.h>
+#endif
+#include "numpy/npy_common.h"
+
+typedef struct s_sfc64_state {
+  uint64_t s[4];
+  int has_uint32;
+  uint32_t uinteger;
+} sfc64_state;
+
+
+static NPY_INLINE uint64_t rotl(const uint64_t value, unsigned int rot) {
+#ifdef _WIN32
+  return _rotl64(value, rot);
+#else
+  return (value << rot) | (value >> ((-rot) & 63));
+#endif
+}
+
+static NPY_INLINE uint64_t sfc64_next(uint64_t *s) {
+  const uint64_t tmp = s[0] + s[1] + s[3]++;
+
+  s[0] = s[1] ^ (s[1] >> 11);
+  s[1] = s[2] + (s[2] << 3);
+  s[2] = rotl(s[2], 24) + tmp;
+
+  return tmp;
+}
+
+
+static NPY_INLINE uint64_t sfc64_next64(sfc64_state *state) {
+  return sfc64_next(&state->s[0]);
+}
+
+static NPY_INLINE uint32_t sfc64_next32(sfc64_state *state) {
+  uint64_t next;
+  if (state->has_uint32) {
+    state->has_uint32 = 0;
+    return state->uinteger;
+  }
+  next = sfc64_next(&state->s[0]);
+  state->has_uint32 = 1;
+  state->uinteger = (uint32_t)(next >> 32);
+  return (uint32_t)(next & 0xffffffff);
+}
+
+void sfc64_set_seed(sfc64_state *state, uint64_t *seed);
+
+void sfc64_get_state(sfc64_state *state, uint64_t *state_arr, int *has_uint32,
+                     uint32_t *uinteger);
+
+void sfc64_set_state(sfc64_state *state, uint64_t *state_arr, int has_uint32,
+                     uint32_t uinteger);
+
+#endif
diff --git a/numpy/random/tests/data/sfc64-testset-1.csv b/numpy/random/tests/data/sfc64-testset-1.csv
new file mode 100644
index 000000000..4fffe6959
--- /dev/null
+++ b/numpy/random/tests/data/sfc64-testset-1.csv
@@ -0,0 +1,1001 @@
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diff --git a/numpy/random/tests/data/sfc64-testset-2.csv b/numpy/random/tests/data/sfc64-testset-2.csv
new file mode 100644
index 000000000..70aebd5d5
--- /dev/null
+++ b/numpy/random/tests/data/sfc64-testset-2.csv
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diff --git a/numpy/random/tests/test_direct.py b/numpy/random/tests/test_direct.py
index 38d21062b..1e824fbcc 100644
--- a/numpy/random/tests/test_direct.py
+++ b/numpy/random/tests/test_direct.py
@@ -7,7 +7,7 @@ from numpy.testing import (assert_equal, assert_allclose, assert_array_equal,
 import pytest
 
 from numpy.random import (
-  Generator, MT19937, PCG64, Philox, RandomState, SeedSequence
+  Generator, MT19937, PCG64, Philox, RandomState, SeedSequence, SFC64
 )
 from numpy.random.common import interface
 
@@ -385,3 +385,18 @@ class TestMT19937(Base):
         bit_generator.state = tup
         actual = rs.integers(2 ** 16)
         assert_equal(actual, desired)
+
+
+class TestSFC64(Base):
+    @classmethod
+    def setup_class(cls):
+        cls.bit_generator = SFC64
+        cls.bits = 64
+        cls.dtype = np.uint64
+        cls.data1 = cls._read_csv(
+            join(pwd, './data/sfc64-testset-1.csv'))
+        cls.data2 = cls._read_csv(
+            join(pwd, './data/sfc64-testset-2.csv'))
+        cls.seed_error_type = (ValueError, TypeError)
+        cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
+        cls.invalid_init_values = [(-1,)]
diff --git a/numpy/random/tests/test_smoke.py b/numpy/random/tests/test_smoke.py
index c512cb26c..4263335f6 100644
--- a/numpy/random/tests/test_smoke.py
+++ b/numpy/random/tests/test_smoke.py
@@ -5,7 +5,7 @@ from functools import partial
 import numpy as np
 import pytest
 from numpy.testing import assert_equal, assert_, assert_array_equal
-from numpy.random import (Generator, MT19937, PCG64, Philox, entropy)
+from numpy.random import (Generator, MT19937, PCG64, Philox, SFC64, entropy)
 
 @pytest.fixture(scope='module',
                 params=(np.bool, np.int8, np.int16, np.int32, np.int64,
@@ -145,7 +145,7 @@ class RNG(object):
             assert_(comp_state(jumped_state, rejumped_state))
         else:
             bitgen_name = self.rg.bit_generator.__class__.__name__
-            if bitgen_name not in ('',):
+            if bitgen_name not in ('SFC64',):
                 raise AttributeError('no "jumped" in %s' % bitgen_name)
             pytest.skip('Jump is not supported by {0}'.format(bitgen_name))
 
@@ -752,6 +752,18 @@ class TestPhilox(RNG):
         cls._extra_setup()
 
 
+class TestSFC64(RNG):
+    @classmethod
+    def setup_class(cls):
+        cls.bit_generator = SFC64
+        cls.advance = None
+        cls.seed = [12345]
+        cls.rg = Generator(cls.bit_generator(*cls.seed))
+        cls.initial_state = cls.rg.bit_generator.state
+        cls.seed_vector_bits = 192
+        cls._extra_setup()
+
+
 class TestEntropy(object):
     def test_entropy(self):
         e1 = entropy.random_entropy()