[oneMath][RNG] Add PCG64 DXSM generator to Device API #621
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aelizaro
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Apr 23, 2025
| - Description | ||
| * - `pcg64_dxsm()`_ | ||
| - Default constructor | ||
| * - `pcg64_dxsm(std::uint64_t seed, std::uint64_t offset = 0)`_ |
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a question about constructors: how big pcg64_dxsm state is? Two questions:
- whether initial seed should be 32 or 64 bits (other oneMKL engines may have different once)
- do we need initializer_list versions at all? (e.g. mcg59 https://github.com/uxlfoundation/oneAPI-spec/blob/main/source/elements/oneMath/source/domains/rng/device_api/device-rng-mcg59.rst has only 64-bit uint state, thus it doesn't need to have extra constructors).
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The state of the engine has 128 bits. This way initializer_list is needed to fully occupy the state. Same applies to offset as period is 2^128.
About the seed, I suggest to keep it 64 bits, as it will populate half of the state.
aelizaro
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Apr 24, 2025
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The PCG is a family of random number generators based on linear congruential generator (LCG). The algorithm applies permutation function to improve statistical properties of LCG.
PCG64 DXSM uses
double xorshift multiplyoutput function and has a period of 2^128.Added new page for the engine, modified bibliography and engines overview.