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- """RNG imitiating torch cuda randn on CPU. You are welcome.
- Usage:
- ```
- g = Generator(seed=0)
- print(g.randn(shape=(3, 4)))
- ```
- Expected output:
- ```
- [[-0.92466259 -0.42534415 -2.6438457 0.14518388]
- [-0.12086647 -0.57972564 -0.62285122 -0.32838709]
- [-1.07454231 -0.36314407 -1.67105067 2.26550497]]
- ```
- """
- import numpy as np
- philox_m = [0xD2511F53, 0xCD9E8D57]
- philox_w = [0x9E3779B9, 0xBB67AE85]
- two_pow32_inv = np.array([2.3283064e-10], dtype=np.float32)
- two_pow32_inv_2pi = np.array([2.3283064e-10 * 6.2831855], dtype=np.float32)
- def uint32(x):
- """Converts (N,) np.uint64 array into (2, N) np.unit32 array."""
- return x.view(np.uint32).reshape(-1, 2).transpose(1, 0)
- def philox4_round(counter, key):
- """A single round of the Philox 4x32 random number generator."""
- v1 = uint32(counter[0].astype(np.uint64) * philox_m[0])
- v2 = uint32(counter[2].astype(np.uint64) * philox_m[1])
- counter[0] = v2[1] ^ counter[1] ^ key[0]
- counter[1] = v2[0]
- counter[2] = v1[1] ^ counter[3] ^ key[1]
- counter[3] = v1[0]
- def philox4_32(counter, key, rounds=10):
- """Generates 32-bit random numbers using the Philox 4x32 random number generator.
- Parameters:
- counter (numpy.ndarray): A 4xN array of 32-bit integers representing the counter values (offset into generation).
- key (numpy.ndarray): A 2xN array of 32-bit integers representing the key values (seed).
- rounds (int): The number of rounds to perform.
- Returns:
- numpy.ndarray: A 4xN array of 32-bit integers containing the generated random numbers.
- """
- for _ in range(rounds - 1):
- philox4_round(counter, key)
- key[0] = key[0] + philox_w[0]
- key[1] = key[1] + philox_w[1]
- philox4_round(counter, key)
- return counter
- def box_muller(x, y):
- """Returns just the first out of two numbers generated by Box–Muller transform algorithm."""
- u = x * two_pow32_inv + two_pow32_inv / 2
- v = y * two_pow32_inv_2pi + two_pow32_inv_2pi / 2
- s = np.sqrt(-2.0 * np.log(u))
- r1 = s * np.sin(v)
- return r1.astype(np.float32)
- class Generator:
- """RNG that produces same outputs as torch.randn(..., device='cuda') on CPU"""
- def __init__(self, seed):
- self.seed = seed
- self.offset = 0
- def randn(self, shape):
- """Generate a sequence of n standard normal random variables using the Philox 4x32 random number generator and the Box-Muller transform."""
- n = 1
- for x in shape:
- n *= x
- counter = np.zeros((4, n), dtype=np.uint32)
- counter[0] = self.offset
- counter[2] = np.arange(n, dtype=np.uint32) # up to 2^32 numbers can be generated - if you want more you'd need to spill into counter[3]
- self.offset += 1
- key = np.empty(n, dtype=np.uint64)
- key.fill(self.seed)
- key = uint32(key)
- g = philox4_32(counter, key)
- return box_muller(g[0], g[1]).reshape(shape) # discard g[2] and g[3]
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