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43 \title{Efficient and Cryptographically Secure Generation of Chaotic Pseudorandom Numbers on GPU}
46 \author{Jacques M. Bahi, Rapha\"{e}l Couturier, Christophe
47 Guyeux, and Pierre-Cyrille Héam\thanks{Authors in alphabetic order}}
50 \IEEEcompsoctitleabstractindextext{
52 In this paper we present a new pseudorandom number generator (PRNG) on
53 graphics processing units (GPU). This PRNG is based on the so-called chaotic iterations. It
54 is firstly proven to be chaotic according to the Devaney's formulation. We thus propose an efficient
55 implementation for GPU that successfully passes the {\it BigCrush} tests, deemed to be the hardest
56 battery of tests in TestU01. Experiments show that this PRNG can generate
57 about 20 billion of random numbers per second on Tesla C1060 and NVidia GTX280
59 It is then established that, under reasonable assumptions, the proposed PRNG can be cryptographically
61 A chaotic version of the Blum-Goldwasser asymmetric key encryption scheme is finally proposed.
69 \IEEEdisplaynotcompsoctitleabstractindextext
70 \IEEEpeerreviewmaketitle
73 \section{Introduction}
75 Randomness is of importance in many fields such as scientific simulations or cryptography.
76 ``Random numbers'' can mainly be generated either by a deterministic and reproducible algorithm
77 called a pseudorandom number generator (PRNG), or by a physical non-deterministic
78 process having all the characteristics of a random noise, called a truly random number
80 In this paper, we focus on reproducible generators, useful for instance in
81 Monte-Carlo based simulators or in several cryptographic schemes.
82 These domains need PRNGs that are statistically irreproachable.
83 In some fields such as in numerical simulations, speed is a strong requirement
84 that is usually attained by using parallel architectures. In that case,
85 a recurrent problem is that a deflation of the statistical qualities is often
86 reported, when the parallelization of a good PRNG is realized.
87 This is why ad-hoc PRNGs for each possible architecture must be found to
88 achieve both speed and randomness.
89 On the other side, speed is not the main requirement in cryptography: the great
90 need is to define \emph{secure} generators able to withstand malicious
91 attacks. Roughly speaking, an attacker should not be able in practice to make
92 the distinction between numbers obtained with the secure generator and a true random
93 sequence. \begin{color}{red} Or, in an equivalent formulation, he or she should not be
94 able (in practice) to predict the next bit of the generator, having the knowledge of all the
95 binary digits that have been already released. ``Being able in practice'' refers here
96 to the possibility to achieve this attack in polynomial time, and to the exponential growth
97 of the difficulty of this challenge when the size of the parameters of the PRNG increases.
100 Finally, a small part of the community working in this domain focuses on a
101 third requirement, that is to define chaotic generators.
102 The main idea is to take benefits from a chaotic dynamical system to obtain a
103 generator that is unpredictable, disordered, sensible to its seed, or in other word chaotic.
104 Their desire is to map a given chaotic dynamics into a sequence that seems random
105 and unassailable due to chaos.
106 However, the chaotic maps used as a pattern are defined in the real line
107 whereas computers deal with finite precision numbers.
108 This distortion leads to a deflation of both chaotic properties and speed.
109 Furthermore, authors of such chaotic generators often claim their PRNG
110 as secure due to their chaos properties, but there is no obvious relation
111 between chaos and security as it is understood in cryptography.
112 This is why the use of chaos for PRNG still remains marginal and disputable.
114 The authors' opinion is that topological properties of disorder, as they are
115 properly defined in the mathematical theory of chaos, can reinforce the quality
116 of a PRNG. But they are not substitutable for security or statistical perfection.
117 Indeed, to the authors' mind, such properties can be useful in the two following situations. On the
118 one hand, a post-treatment based on a chaotic dynamical system can be applied
119 to a PRNG statistically deflective, in order to improve its statistical
120 properties. Such an improvement can be found, for instance, in~\cite{bgw09:ip,bcgr11:ip}.
121 On the other hand, chaos can be added to a fast, statistically perfect PRNG and/or a
122 cryptographically secure one, in case where chaos can be of interest,
123 \emph{only if these last properties are not lost during
124 the proposed post-treatment}. Such an assumption is behind this research work.
125 It leads to the attempts to define a
126 family of PRNGs that are chaotic while being fast and statistically perfect,
127 or cryptographically secure.
128 Let us finish this paragraph by noticing that, in this paper,
129 statistical perfection refers to the ability to pass the whole
130 {\it BigCrush} battery of tests, which is widely considered as the most
131 stringent statistical evaluation of a sequence claimed as random.
132 This battery can be found in the well-known TestU01 package~\cite{LEcuyerS07}.
134 More precisely, each time we performed a test on a PRNG, we ran it
135 twice in order to observe if all $p-$values are inside [0.01, 0.99]. In
136 fact, we observed that few $p-$values (less than ten) are sometimes
137 outside this interval but inside [0.001, 0.999], so that is why a
138 second run allows us to confirm that the values outside are not for
139 the same test. With this approach all our PRNGs pass the {\it
140 BigCrush} successfully and all $p-$values are at least once inside
143 Chaos, for its part, refers to the well-established definition of a
144 chaotic dynamical system proposed by Devaney~\cite{Devaney}.
146 In a previous work~\cite{bgw09:ip,guyeux10} we have proposed a post-treatment on PRNGs making them behave
147 as a chaotic dynamical system. Such a post-treatment leads to a new category of
148 PRNGs. We have shown that proofs of Devaney's chaos can be established for this
149 family, and that the sequence obtained after this post-treatment can pass the
150 NIST~\cite{Nist10}, DieHARD~\cite{Marsaglia1996}, and TestU01~\cite{LEcuyerS07} batteries of tests, even if the inputted generators
152 The proposition of this paper is to improve widely the speed of the formerly
153 proposed generator, without any lack of chaos or statistical properties.
154 In particular, a version of this PRNG on graphics processing units (GPU)
156 Although GPU was initially designed to accelerate
157 the manipulation of images, they are nowadays commonly used in many scientific
158 applications. Therefore, it is important to be able to generate pseudorandom
159 numbers inside a GPU when a scientific application runs in it. This remark
160 motivates our proposal of a chaotic and statistically perfect PRNG for GPU.
162 allows us to generate almost 20 billion of pseudorandom numbers per second.
163 Furthermore, we show that the proposed post-treatment preserves the
164 cryptographical security of the inputted PRNG, when this last has such a
166 Last, but not least, we propose a rewriting of the Blum-Goldwasser asymmetric
167 key encryption protocol by using the proposed method.
169 The remainder of this paper is organized as follows. In Section~\ref{section:related
170 works} we review some GPU implementations of PRNGs. Section~\ref{section:BASIC
171 RECALLS} gives some basic recalls on the well-known Devaney's formulation of chaos,
172 and on an iteration process called ``chaotic
173 iterations'' on which the post-treatment is based.
174 The proposed PRNG and its proof of chaos are given in Section~\ref{sec:pseudorandom}.
176 Section~\ref{The generation of pseudorandom sequence} illustrates the statistical
177 improvement related to the chaotic iteration based post-treatment, for
178 our previously released PRNGs and a new efficient
179 implementation on CPU.
181 Section~\ref{sec:efficient PRNG
182 gpu} describes and evaluates theoretically the GPU implementation.
183 Such generators are experimented in
184 Section~\ref{sec:experiments}.
185 We show in Section~\ref{sec:security analysis} that, if the inputted
186 generator is cryptographically secure, then it is the case too for the
187 generator provided by the post-treatment.
188 Such a proof leads to the proposition of a cryptographically secure and
189 chaotic generator on GPU based on the famous Blum Blum Shub
190 in Section~\ref{sec:CSGPU}, \begin{color}{red} to a practical
191 security evaluation in Section~\ref{sec:Practicak evaluation}, \end{color} and to an improvement of the
192 Blum-Goldwasser protocol in Sect.~\ref{Blum-Goldwasser}.
193 This research work ends by a conclusion section, in which the contribution is
194 summarized and intended future work is presented.
199 \section{Related work on GPU based PRNGs}
200 \label{section:related works}
202 Numerous research works on defining GPU based PRNGs have already been proposed in the
203 literature, so that exhaustivity is impossible.
204 This is why authors of this document only give reference to the most significant attempts
205 in this domain, from their subjective point of view.
206 The quantity of pseudorandom numbers generated per second is mentioned here
207 only when the information is given in the related work.
208 A million numbers per second will be simply written as
209 1MSample/s whereas a billion numbers per second is 1GSample/s.
211 In \cite{Pang:2008:cec} a PRNG based on cellular automata is defined
212 with no requirement to an high precision integer arithmetic or to any bitwise
213 operations. Authors can generate about
214 3.2MSamples/s on a GeForce 7800 GTX GPU, which is quite an old card now.
215 However, there is neither a mention of statistical tests nor any proof of
216 chaos or cryptography in this document.
218 In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs
219 based on Lagged Fibonacci or Hybrid Taus. They have used these
220 PRNGs for Langevin simulations of biomolecules fully implemented on
221 GPU. Performances of the GPU versions are far better than those obtained with a
222 CPU, and these PRNGs succeed to pass the {\it BigCrush} battery of TestU01.
223 However the evaluations of the proposed PRNGs are only statistical ones.
226 Authors of~\cite{conf/fpga/ThomasHL09} have studied the implementation of some
227 PRNGs on different computing architectures: CPU, field-programmable gate array
228 (FPGA), massively parallel processors, and GPU. This study is of interest, because
229 the performance of the same PRNGs on different architectures are compared.
230 FPGA appears as the fastest and the most
231 efficient architecture, providing the fastest number of generated pseudorandom numbers
233 However, we notice that authors can ``only'' generate between 11 and 16GSamples/s
234 with a GTX 280 GPU, which should be compared with
235 the results presented in this document.
236 We can remark too that the PRNGs proposed in~\cite{conf/fpga/ThomasHL09} are only
237 able to pass the {\it Crush} battery, which is far easier than the {\it Big Crush} one.
239 Lastly, Cuda has developed a library for the generation of pseudorandom numbers called
240 Curand~\cite{curand11}. Several PRNGs are implemented, among
242 Xorwow~\cite{Marsaglia2003} and some variants of Sobol. The tests reported show that
243 their fastest version provides 15GSamples/s on the new Fermi C2050 card.
244 But their PRNGs cannot pass the whole TestU01 battery (only one test is failed).
247 We can finally remark that, to the best of our knowledge, no GPU implementation has been proven to be chaotic, and the cryptographically secure property has surprisingly never been considered.
249 \section{Basic Recalls}
250 \label{section:BASIC RECALLS}
252 This section is devoted to basic definitions and terminologies in the fields of
253 topological chaos and chaotic iterations. We assume the reader is familiar
254 with basic notions on topology (see for instance~\cite{Devaney}).
257 \subsection{Devaney's Chaotic Dynamical Systems}
258 \label{subsec:Devaney}
259 In the sequel $S^{n}$ denotes the $n^{th}$ term of a sequence $S$ and $V_{i}$
260 denotes the $i^{th}$ component of a vector $V$. $f^{k}=f\circ ...\circ f$
261 is for the $k^{th}$ composition of a function $f$. Finally, the following
262 notation is used: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
265 Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f :
266 \mathcal{X} \rightarrow \mathcal{X}$.
269 The function $f$ is said to be \emph{topologically transitive} if, for any pair of open sets
270 $U,V \subset \mathcal{X}$, there exists $k>0$ such that $f^k(U) \cap V \neq
275 An element $x$ is a \emph{periodic point} for $f$ of period $n\in \mathds{N}^*$
276 if $f^{n}(x)=x$.% The set of periodic points of $f$ is denoted $Per(f).$
280 $f$ is said to be \emph{regular} on $(\mathcal{X}, \tau)$ if the set of periodic
281 points for $f$ is dense in $\mathcal{X}$: for any point $x$ in $\mathcal{X}$,
282 any neighborhood of $x$ contains at least one periodic point (without
283 necessarily the same period).
287 \begin{definition}[Devaney's formulation of chaos~\cite{Devaney}]
288 The function $f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and
289 topologically transitive.
292 The chaos property is strongly linked to the notion of ``sensitivity'', defined
293 on a metric space $(\mathcal{X},d)$ by:
296 \label{sensitivity} The function $f$ has \emph{sensitive dependence on initial conditions}
297 if there exists $\delta >0$ such that, for any $x\in \mathcal{X}$ and any
298 neighborhood $V$ of $x$, there exist $y\in V$ and $n > 0$ such that
299 $d\left(f^{n}(x), f^{n}(y)\right) >\delta $.
301 The constant $\delta$ is called the \emph{constant of sensitivity} of $f$.
304 Indeed, Banks \emph{et al.} have proven in~\cite{Banks92} that when $f$ is
305 chaotic and $(\mathcal{X}, d)$ is a metric space, then $f$ has the property of
306 sensitive dependence on initial conditions (this property was formerly an
307 element of the definition of chaos). To sum up, quoting Devaney
308 in~\cite{Devaney}, a chaotic dynamical system ``is unpredictable because of the
309 sensitive dependence on initial conditions. It cannot be broken down or
310 simplified into two subsystems which do not interact because of topological
311 transitivity. And in the midst of this random behavior, we nevertheless have an
312 element of regularity''. Fundamentally different behaviors are consequently
313 possible and occur in an unpredictable way.
317 \subsection{Chaotic Iterations}
318 \label{sec:chaotic iterations}
321 Let us consider a \emph{system} with a finite number $\mathsf{N} \in
322 \mathds{N}^*$ of elements (or \emph{cells}), so that each cell has a
323 Boolean \emph{state}. Having $\mathsf{N}$ Boolean values for these
324 cells leads to the definition of a particular \emph{state of the
325 system}. A sequence which elements belong to $\llbracket 1;\mathsf{N}
326 \rrbracket $ is called a \emph{strategy}. The set of all strategies is
327 denoted by $\llbracket 1, \mathsf{N} \rrbracket^\mathds{N}.$
330 \label{Def:chaotic iterations}
331 The set $\mathds{B}$ denoting $\{0,1\}$, let
332 $f:\mathds{B}^{\mathsf{N}}\longrightarrow \mathds{B}^{\mathsf{N}}$ be
333 a function and $S\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ be a ``strategy''. The so-called
334 \emph{chaotic iterations} are defined by $x^0\in
335 \mathds{B}^{\mathsf{N}}$ and
337 \forall n\in \mathds{N}^{\ast }, \forall i\in
338 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
340 x_i^{n-1} & \text{ if }S^n\neq i \\
341 \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
346 In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
347 \textquotedblleft iterated\textquotedblright . Note that in a more
348 general formulation, $S^n$ can be a subset of components and
349 $\left(f(x^{n-1})\right)_{S^{n}}$ can be replaced by
350 $\left(f(x^{k})\right)_{S^{n}}$, where $k<n$, describing for example,
351 delays transmission~\cite{Robert1986,guyeux10}. Finally, let us remark that
352 the term ``chaotic'', in the name of these iterations, has \emph{a
353 priori} no link with the mathematical theory of chaos, presented above.
356 Let us now recall how to define a suitable metric space where chaotic iterations
357 are continuous. For further explanations, see, e.g., \cite{guyeux10}.
359 Let $\delta $ be the \emph{discrete Boolean metric}, $\delta
360 (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function
361 $F_{f}: \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}}
362 \longrightarrow \mathds{B}^{\mathsf{N}}$
365 & (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+ f(E)_{k}.\overline{\delta
366 (k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket}%
369 \noindent where + and . are the Boolean addition and product operations.
370 Consider the phase space:
372 \mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
373 \mathds{B}^\mathsf{N},
375 \noindent and the map defined on $\mathcal{X}$:
377 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
379 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
380 (S^{n})_{n\in \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow (S^{n+1})_{n\in
381 \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ and $i$ is the \emph{initial function}
382 $i:(S^{n})_{n\in \mathds{N}} \in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow S^{0}\in \llbracket
383 1;\mathsf{N}\rrbracket$. Then the chaotic iterations proposed in
384 Definition \ref{Def:chaotic iterations} can be described by the following iterations:
388 X^0 \in \mathcal{X} \\
394 With this formulation, a shift function appears as a component of chaotic
395 iterations. The shift function is a famous example of a chaotic
396 map~\cite{Devaney} but its presence is not sufficient enough to claim $G_f$ as
398 To study this claim, a new distance between two points $X = (S,E), Y =
399 (\check{S},\check{E})\in
400 \mathcal{X}$ has been introduced in \cite{guyeux10} as follows:
402 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
408 \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
409 }\delta (E_{k},\check{E}_{k})}, \\
410 \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
411 \sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
417 This new distance has been introduced to satisfy the following requirements.
419 \item When the number of different cells between two systems is increasing, then
420 their distance should increase too.
421 \item In addition, if two systems present the same cells and their respective
422 strategies start with the same terms, then the distance between these two points
423 must be small because the evolution of the two systems will be the same for a
424 while. Indeed, both dynamical systems start with the same initial condition,
425 use the same update function, and as strategies are the same for a while, furthermore
426 updated components are the same as well.
428 The distance presented above follows these recommendations. Indeed, if the floor
429 value $\lfloor d(X,Y)\rfloor $ is equal to $n$, then the systems $E, \check{E}$
430 differ in $n$ cells ($d_e$ is indeed the Hamming distance). In addition, $d(X,Y) - \lfloor d(X,Y) \rfloor $ is a
431 measure of the differences between strategies $S$ and $\check{S}$. More
432 precisely, this floating part is less than $10^{-k}$ if and only if the first
433 $k$ terms of the two strategies are equal. Moreover, if the $k^{th}$ digit is
434 nonzero, then the $k^{th}$ terms of the two strategies are different.
435 The impact of this choice for a distance will be investigated at the end of the document.
437 Finally, it has been established in \cite{guyeux10} that,
440 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. Then $G_{f}$ is continuous in
441 the metric space $(\mathcal{X},d)$.
444 The chaotic property of $G_f$ has been firstly established for the vectorial
445 Boolean negation $f_0(x_1,\hdots, x_\mathsf{N}) = (\overline{x_1},\hdots, \overline{x_\mathsf{N}})$ \cite{guyeux10}. To obtain a characterization, we have secondly
446 introduced the notion of asynchronous iteration graph recalled bellow.
448 Let $f$ be a map from $\mathds{B}^\mathsf{N}$ to itself. The
449 {\emph{asynchronous iteration graph}} associated with $f$ is the
450 directed graph $\Gamma(f)$ defined by: the set of vertices is
451 $\mathds{B}^\mathsf{N}$; for all $x\in\mathds{B}^\mathsf{N}$ and
452 $i\in \llbracket1;\mathsf{N}\rrbracket$,
453 the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$.
454 The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
455 path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
456 strategy $s$ such that the parallel iteration of $G_f$ from the
457 initial point $(s,x)$ reaches the point $x'$.
458 We have then proven in \cite{bcgr11:ip} that,
462 \label{Th:Caractérisation des IC chaotiques}
463 Let $f:\mathds{B}^\mathsf{N}\to\mathds{B}^\mathsf{N}$. $G_f$ is chaotic (according to Devaney)
464 if and only if $\Gamma(f)$ is strongly connected.
467 Finally, we have established in \cite{bcgr11:ip} that,
469 Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
470 iteration graph, $\check{M}$ its adjacency
472 a $n\times n$ matrix defined by
474 M_{ij} = \frac{1}{n}\check{M}_{ij}$ %\textrm{
476 $M_{ii} = 1 - \frac{1}{n} \sum\limits_{j=1, j\neq i}^n \check{M}_{ij}$ otherwise.
478 If $\Gamma(f)$ is strongly connected, then
479 the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows
480 a law that tends to the uniform distribution
481 if and only if $M$ is a double stochastic matrix.
485 These results of chaos and uniform distribution have led us to study the possibility of building a
486 pseudorandom number generator (PRNG) based on the chaotic iterations.
487 As $G_f$, defined on the domain $\llbracket 1 ; \mathsf{N} \rrbracket^{\mathds{N}}
488 \times \mathds{B}^\mathsf{N}$, is built from Boolean networks $f : \mathds{B}^\mathsf{N}
489 \rightarrow \mathds{B}^\mathsf{N}$, we can preserve the theoretical properties on $G_f$
490 during implementations (due to the discrete nature of $f$). Indeed, it is as if
491 $\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracket 1 ; \mathsf{N}
492 \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance, in PRNG, or a physical noise in TRNG).
493 Let us finally remark that the vectorial negation satisfies the hypotheses of both theorems above.
495 \section{Application to Pseudorandomness}
496 \label{sec:pseudorandom}
498 \subsection{A First Pseudorandom Number Generator}
500 We have proposed in~\cite{bgw09:ip} a new family of generators that receives
501 two PRNGs as inputs. These two generators are mixed with chaotic iterations,
502 leading thus to a new PRNG that
504 should improve the statistical properties of each
505 generator taken alone.
506 Furthermore, the generator obtained by this way possesses various chaos properties that none of the generators used as input
511 \begin{algorithm}[h!]
513 \KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$
515 \KwOut{a configuration $x$ ($n$ bits)}
517 $k\leftarrow b + PRNG_1(b)$\;
520 $s\leftarrow{PRNG_2(n)}$\;
521 $x\leftarrow{F_f(s,x)}$\;
525 \caption{An arbitrary round of $Old~ CI~ PRNG_f(PRNG_1,PRNG_2)$}
532 This generator is synthesized in Algorithm~\ref{CI Algorithm}.
533 It takes as input: a Boolean function $f$ satisfying Theorem~\ref{Th:Caractérisation des IC chaotiques};
534 an integer $b$, ensuring that the number of executed iterations
535 between two outputs is at least $b$
536 and at most $2b+1$; and an initial configuration $x^0$.
537 It returns the new generated configuration $x$. Internally, it embeds two
538 inputted generators $PRNG_i(k), i=1,2$,
539 which must return integers
540 uniformly distributed
541 into $\llbracket 1 ; k \rrbracket$.
542 For instance, these PRNGs can be the \textit{XORshift}~\cite{Marsaglia2003},
543 being a category of very fast PRNGs designed by George Marsaglia
544 that repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number
545 with a bit shifted version of it. Such a PRNG, which has a period of
546 $2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}.
547 This XORshift, or any other reasonable PRNG, is used
548 in our own generator to compute both the number of iterations between two
549 outputs (provided by $PRNG_1$) and the strategy elements ($PRNG_2$).
551 %This former generator has successively passed various batteries of statistical tests, as the NIST~\cite{bcgr11:ip}, DieHARD~\cite{Marsaglia1996}, and TestU01~\cite{LEcuyerS07} ones.
554 \begin{algorithm}[h!]
556 \KwIn{the internal configuration $z$ (a 32-bit word)}
557 \KwOut{$y$ (a 32-bit word)}
558 $z\leftarrow{z\oplus{(z\ll13)}}$\;
559 $z\leftarrow{z\oplus{(z\gg17)}}$\;
560 $z\leftarrow{z\oplus{(z\ll5)}}$\;
564 \caption{An arbitrary round of \textit{XORshift} algorithm}
569 \subsection{A ``New CI PRNG''}
571 In order to make the Old CI PRNG usable in practice, we have proposed
572 an adapted version of the chaotic iteration based generator in~\cite{bg10:ip}.
573 In this ``New CI PRNG'', we prevent from changing twice a given
574 bit between two outputs.
575 This new generator is designed by the following process.
577 First of all, some chaotic iterations have to be done to generate a sequence
578 $\left(x^n\right)_{n\in\mathds{N}} \in \left(\mathds{B}^{32}\right)^\mathds{N}$
579 of Boolean vectors, which are the successive states of the iterated system.
580 Some of these vectors will be randomly extracted and our pseudorandom bit
581 flow will be constituted by their components. Such chaotic iterations are
582 realized as follows. Initial state $x^0 \in \mathds{B}^{32}$ is a Boolean
583 vector taken as a seed and chaotic strategy $\left(S^n\right)_{n\in\mathds{N}}\in
584 \llbracket 1, 32 \rrbracket^\mathds{N}$ is
585 an \emph{irregular decimation} of $PRNG_2$ sequence, as described in
586 Algorithm~\ref{Chaotic iteration1}.
588 Then, at each iteration, only the $S^n$-th component of state $x^n$ is
589 updated, as follows: $x_i^n = x_i^{n-1}$ if $i \neq S^n$, else $x_i^n = \overline{x_i^{n-1}}$.
590 Such a procedure is equivalent to achieve chaotic iterations with
591 the Boolean vectorial negation $f_0$ and some well-chosen strategies.
592 Finally, some $x^n$ are selected
593 by a sequence $m^n$ as the pseudorandom bit sequence of our generator.
594 $(m^n)_{n \in \mathds{N}} \in \mathcal{M}^\mathds{N}$ is computed from $PRNG_1$, where $\mathcal{M}\subset \mathds{N}^*$ is a finite nonempty set of integers.
596 The basic design procedure of the New CI generator is summarized in Algorithm~\ref{Chaotic iteration1}.
597 The internal state is $x$, the output state is $r$. $a$ and $b$ are those computed by the two input
598 PRNGs. Lastly, the value $g(a)$ is an integer defined as in Eq.~\ref{Formula}.
599 This function must be chosen such that the outputs of the resulted PRNG are uniform in $\llbracket 0, 2^\mathsf{N}-1 \rrbracket$. Function of \eqref{Formula} achieves this
600 goal (other candidates and more information can be found in ~\cite{bg10:ip}).
607 0 \text{ if }0 \leqslant{y^n}<{C^0_{32}},\\
608 1 \text{ if }{C^0_{32}} \leqslant{y^n}<\sum_{i=0}^1{C^i_{32}},\\
609 2 \text{ if }\sum_{i=0}^1{C^i_{32}} \leqslant{y^n}<\sum_{i=0}^2{C^i_{32}},\\
610 \vdots~~~~~ ~~\vdots~~~ ~~~~\\
611 N \text{ if }\sum_{i=0}^{N-1}{C^i_{32}}\leqslant{y^n}<1.\\
617 \textbf{Input:} the internal state $x$ (32 bits)\\
618 \textbf{Output:} a state $r$ of 32 bits
619 \begin{algorithmic}[1]
622 \STATE$d_i\leftarrow{0}$\;
625 \STATE$a\leftarrow{PRNG_1()}$\;
626 \STATE$k\leftarrow{g(a)}$\;
627 \WHILE{$i=0,\dots,k$}
629 \STATE$b\leftarrow{PRNG_2()~mod~\mathsf{N}}$\;
630 \STATE$S\leftarrow{b}$\;
633 \STATE $x_S\leftarrow{ \overline{x_S}}$\;
634 \STATE $d_S\leftarrow{1}$\;
639 \STATE $k\leftarrow{ k+1}$\;
642 \STATE $r\leftarrow{x}$\;
645 \caption{An arbitrary round of the new CI generator}
646 \label{Chaotic iteration1}
651 \subsection{Improving the Speed of the Former Generator}
653 Instead of updating only one cell at each iteration,\begin{color}{red} we now propose to choose a
654 subset of components and to update them together, for speed improvements. Such a proposition leads\end{color}
655 to a kind of merger of the two sequences used in Algorithms
656 \ref{CI Algorithm} and \ref{Chaotic iteration1}. When the updating function is the vectorial negation,
657 this algorithm can be rewritten as follows:
662 x^0 \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket, S \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket^\mathds{N} \\
663 \forall n \in \mathds{N}^*, x^n = x^{n-1} \oplus S^n,
666 \label{equation Oplus}
668 where $\oplus$ is for the bitwise exclusive or between two integers.
669 This rewriting can be understood as follows. The $n-$th term $S^n$ of the
670 sequence $S$, which is an integer of $\mathsf{N}$ binary digits, presents
671 the list of cells to update in the state $x^n$ of the system (represented
672 as an integer having $\mathsf{N}$ bits too). More precisely, the $k-$th
673 component of this state (a binary digit) changes if and only if the $k-$th
674 digit in the binary decomposition of $S^n$ is 1.
676 The single basic component presented in Eq.~\ref{equation Oplus} is of
677 ordinary use as a good elementary brick in various PRNGs. It corresponds
678 to the following discrete dynamical system in chaotic iterations:
681 \forall n\in \mathds{N}^{\ast }, \forall i\in
682 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
684 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
685 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
689 where $f$ is the vectorial negation and $\forall n \in \mathds{N}$,
690 $\mathcal{S}^n \subset \llbracket 1, \mathsf{N} \rrbracket$ is such that
691 $k \in \mathcal{S}^n$ if and only if the $k-$th digit in the binary
692 decomposition of $S^n$ is 1. Such chaotic iterations are more general
693 than the ones presented in Definition \ref{Def:chaotic iterations} because, instead of updating only one term at each iteration,
694 we select a subset of components to change.
697 Obviously, replacing the previous CI PRNG Algorithms by
698 Equation~\ref{equation Oplus}, which is possible when the iteration function is
699 the vectorial negation, leads to a speed improvement
700 (the resulting generator will be referred as ``Xor CI PRNG''
703 of chaos obtained in~\cite{bg10:ij} have been established
704 only for chaotic iterations of the form presented in Definition
705 \ref{Def:chaotic iterations}. The question is now to determine whether the
706 use of more general chaotic iterations to generate pseudorandom numbers
707 faster, does not deflate their topological chaos properties.
709 \subsection{Proofs of Chaos of the General Formulation of the Chaotic Iterations}
711 Let us consider the discrete dynamical systems in chaotic iterations having
712 the general form: $\forall n\in \mathds{N}^{\ast }$, $ \forall i\in
713 \llbracket1;\mathsf{N}\rrbracket $,
718 x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
719 \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
724 In other words, at the $n^{th}$ iteration, only the cells whose id is
725 contained into the set $S^{n}$ are iterated.
727 Let us now rewrite these general chaotic iterations as usual discrete dynamical
728 system of the form $X^{n+1}=f(X^n)$ on an ad hoc metric space. Such a formulation
729 is required in order to study the topological behavior of the system.
731 Let us introduce the following function:
734 \chi: & \llbracket 1; \mathsf{N} \rrbracket \times \mathcal{P}\left(\llbracket 1; \mathsf{N} \rrbracket\right) & \longrightarrow & \mathds{B}\\
735 & (i,X) & \longmapsto & \left\{ \begin{array}{ll} 0 & \textrm{if }i \notin X, \\ 1 & \textrm{if }i \in X, \end{array}\right.
738 where $\mathcal{P}\left(X\right)$ is for the powerset of the set $X$, that is, $Y \in \mathcal{P}\left(X\right) \Longleftrightarrow Y \subset X$.
740 Given a function $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, define the function:
741 $F_{f}: \mathcal{P}\left(\llbracket1;\mathsf{N}\rrbracket \right) \times \mathds{B}^{\mathsf{N}}
742 \longrightarrow \mathds{B}^{\mathsf{N}}$
745 (P,E) & \longmapsto & \left( E_{j}.\chi (j,P)+f(E)_{j}.\overline{\chi(j,P)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket}%
748 where + and . are the Boolean addition and product operations, and $\overline{x}$
749 is the negation of the Boolean $x$.
750 Consider the phase space:
752 \mathcal{X} = \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N} \times
753 \mathds{B}^\mathsf{N},
755 \noindent and the map defined on $\mathcal{X}$:
757 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), %\label{Gf} %%RAPH, j'ai viré ce label qui existe déjà avant...
759 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
760 (S^{n})_{n\in \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow (S^{n+1})_{n\in
761 \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}$ and $i$ is the \emph{initial function}
762 $i:(S^{n})_{n\in \mathds{N}} \in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow S^{0}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)$.
763 Then the general chaotic iterations defined in Equation \ref{general CIs} can
764 be described by the following discrete dynamical system:
768 X^0 \in \mathcal{X} \\
774 Once more, a shift function appears as a component of these general chaotic
777 To study the Devaney's chaos property, a distance between two points
778 $X = (S,E), Y = (\check{S},\check{E})$ of $\mathcal{X}$ must be defined.
781 d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
784 \noindent where $ \displaystyle{d_{e}(E,\check{E})} = \displaystyle{\sum_{k=1}^{\mathsf{N}%
785 }\delta (E_{k},\check{E}_{k})}$ is once more the Hamming distance, and
786 $ \displaystyle{d_{s}(S,\check{S})} = \displaystyle{\dfrac{9}{\mathsf{N}}%
787 \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}$,
788 %%RAPH : ici, j'ai supprimé tous les sauts à la ligne
791 %% \begin{array}{lll}
792 %% \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
793 %% }\delta (E_{k},\check{E}_{k})} \textrm{ is once more the Hamming distance}, \\
794 %% \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
795 %% \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}.%
799 where $|X|$ is the cardinality of a set $X$ and $A\Delta B$ is for the symmetric difference, defined for sets A, B as
800 $A\,\Delta\,B = (A \setminus B) \cup (B \setminus A)$.
804 The function $d$ defined in Eq.~\ref{nouveau d} is a metric on $\mathcal{X}$.
808 $d_e$ is the Hamming distance. We will prove that $d_s$ is a distance
809 too, thus $d$, as being the sum of two distances, will also be a distance.
811 \item Obviously, $d_s(S,\check{S})\geqslant 0$, and if $S=\check{S}$, then
812 $d_s(S,\check{S})=0$. Conversely, if $d_s(S,\check{S})=0$, then
813 $\forall k \in \mathds{N}, |S^k\Delta {S}^k|=0$, and so $\forall k, S^k=\check{S}^k$.
814 \item $d_s$ is symmetric
815 ($d_s(S,\check{S})=d_s(\check{S},S)$) due to the commutative property
816 of the symmetric difference.
817 \item Finally, $|S \Delta S''| = |(S \Delta \varnothing) \Delta S''|= |S \Delta (S'\Delta S') \Delta S''|= |(S \Delta S') \Delta (S' \Delta S'')|\leqslant |S \Delta S'| + |S' \Delta S''|$,
818 and so for all subsets $S,S',$ and $S''$ of $\llbracket 1, \mathsf{N} \rrbracket$,
819 we have $d_s(S,S'') \leqslant d_e(S,S')+d_s(S',S'')$, and the triangle
820 inequality is obtained.
825 Before being able to study the topological behavior of the general
826 chaotic iterations, we must first establish that:
829 For all $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, the function $G_f$ is continuous on
830 $\left( \mathcal{X},d\right)$.
835 We use the sequential continuity.
836 Let $(S^n,E^n)_{n\in \mathds{N}}$ be a sequence of the phase space $%
837 \mathcal{X}$, which converges to $(S,E)$. We will prove that $\left(
838 G_{f}(S^n,E^n)\right) _{n\in \mathds{N}}$ converges to $\left(
839 G_{f}(S,E)\right) $. Let us remark that for all $n$, $S^n$ is a strategy,
840 thus, we consider a sequence of strategies (\emph{i.e.}, a sequence of
842 As $d((S^n,E^n);(S,E))$ converges to 0, each distance $d_{e}(E^n,E)$ and $d_{s}(S^n,S)$ converges
843 to 0. But $d_{e}(E^n,E)$ is an integer, so $\exists n_{0}\in \mathds{N},$ $%
844 d_{e}(E^n,E)=0$ for any $n\geqslant n_{0}$.\newline
845 In other words, there exists a threshold $n_{0}\in \mathds{N}$ after which no
846 cell will change its state:
847 $\exists n_{0}\in \mathds{N},n\geqslant n_{0}\Rightarrow E^n = E.$
849 In addition, $d_{s}(S^n,S)\longrightarrow 0,$ so $\exists n_{1}\in %
850 \mathds{N},d_{s}(S^n,S)<10^{-1}$ for all indexes greater than or equal to $%
851 n_{1}$. This means that for $n\geqslant n_{1}$, all the $S^n$ have the same
852 first term, which is $S^0$: $\forall n\geqslant n_{1},S_0^n=S_0.$
854 Thus, after the $max(n_{0},n_{1})^{th}$ term, states of $E^n$ and $E$ are
855 identical and strategies $S^n$ and $S$ start with the same first term.\newline
856 Consequently, states of $G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are equal,
857 so, after the $max(n_0, n_1)^{th}$ term, the distance $d$ between these two points is strictly less than 1.\newline
858 \noindent We now prove that the distance between $\left(
859 G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is convergent to
860 0. Let $\varepsilon >0$. \medskip
862 \item If $\varepsilon \geqslant 1$, we see that the distance
863 between $\left( G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is
864 strictly less than 1 after the $max(n_{0},n_{1})^{th}$ term (same state).
866 \item If $\varepsilon <1$, then $\exists k\in \mathds{N},10^{-k}\geqslant
867 \varepsilon > 10^{-(k+1)}$. But $d_{s}(S^n,S)$ converges to 0, so
869 \exists n_{2}\in \mathds{N},\forall n\geqslant
870 n_{2},d_{s}(S^n,S)<10^{-(k+2)},
872 thus after $n_{2}$, the $k+2$ first terms of $S^n$ and $S$ are equal.
874 \noindent As a consequence, the $k+1$ first entries of the strategies of $%
875 G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are the same ($G_{f}$ is a shift of strategies) and due to the definition of $d_{s}$, the floating part of
876 the distance between $(S^n,E^n)$ and $(S,E)$ is strictly less than $%
877 10^{-(k+1)}\leqslant \varepsilon $.
880 %%RAPH : ici j'ai rajouté une ligne
882 \forall \varepsilon >0,$ $\exists N_{0}=max(n_{0},n_{1},n_{2})\in \mathds{N}
883 ,$ $\forall n\geqslant N_{0},$
884 $ d\left( G_{f}(S^n,E^n);G_{f}(S,E)\right)
885 \leqslant \varepsilon .
887 $G_{f}$ is consequently continuous.
891 It is now possible to study the topological behavior of the general chaotic
892 iterations. We will prove that,
895 \label{t:chaos des general}
896 The general chaotic iterations defined on Equation~\ref{general CIs} satisfy
897 the Devaney's property of chaos.
900 Let us firstly prove the following lemma.
902 \begin{lemma}[Strong transitivity]
904 For all couples $X,Y \in \mathcal{X}$ and any neighborhood $V$ of $X$, we can
905 find $n \in \mathds{N}^*$ and $X' \in V$ such that $G^n(X')=Y$.
909 Let $X=(S,E)$, $\varepsilon>0$, and $k_0 = \lfloor log_{10}(\varepsilon)+1 \rfloor$.
910 Any point $X'=(S',E')$ such that $E'=E$ and $\forall k \leqslant k_0, S'^k=S^k$,
911 are in the open ball $\mathcal{B}\left(X,\varepsilon\right)$. Let us define
912 $\check{X} = \left(\check{S},\check{E}\right)$, where $\check{X}= G^{k_0}(X)$.
913 We denote by $s\subset \llbracket 1; \mathsf{N} \rrbracket$ the set of coordinates
914 that are different between $\check{E}$ and the state of $Y$. Thus each point $X'$ of
915 the form $(S',E')$ where $E'=E$ and $S'$ starts with
916 $(S^0, S^1, \hdots, S^{k_0},s,\hdots)$, verifies the following properties:
918 \item $X'$ is in $\mathcal{B}\left(X,\varepsilon\right)$,
919 \item the state of $G_f^{k_0+1}(X')$ is the state of $Y$.
921 Finally the point $\left(\left(S^0, S^1, \hdots, S^{k_0},s,s^0, s^1, \hdots\right); E\right)$,
922 where $(s^0,s^1, \hdots)$ is the strategy of $Y$, satisfies the properties
923 claimed in the lemma.
926 We can now prove the Theorem~\ref{t:chaos des general}.
928 \begin{proof}[Theorem~\ref{t:chaos des general}]
929 Firstly, strong transitivity implies transitivity.
931 Let $(S,E) \in\mathcal{X}$ and $\varepsilon >0$. To
932 prove that $G_f$ is regular, it is sufficient to prove that
933 there exists a strategy $\tilde S$ such that the distance between
934 $(\tilde S,E)$ and $(S,E)$ is less than $\varepsilon$, and such that
935 $(\tilde S,E)$ is a periodic point.
937 Let $t_1=\lfloor-\log_{10}(\varepsilon)\rfloor$, and let $E'$ be the
938 configuration that we obtain from $(S,E)$ after $t_1$ iterations of
939 $G_f$. As $G_f$ is strongly transitive, there exists a strategy $S'$
940 and $t_2\in\mathds{N}$ such
941 that $E$ is reached from $(S',E')$ after $t_2$ iterations of $G_f$.
943 Consider the strategy $\tilde S$ that alternates the first $t_1$ terms
944 of $S$ and the first $t_2$ terms of $S'$:
945 %%RAPH : j'ai coupé la ligne en 2
947 S=(S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,$$$$\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots).$$ It
948 is clear that $(\tilde S,E)$ is obtained from $(\tilde S,E)$ after
949 $t_1+t_2$ iterations of $G_f$. So $(\tilde S,E)$ is a periodic
950 point. Since $\tilde S_t=S_t$ for $t<t_1$, by the choice of $t_1$, we
951 have $d((S,E),(\tilde S,E))<\epsilon$.
956 \section{Statistical Improvements Using Chaotic Iterations}
958 \label{The generation of pseudorandom sequence}
961 Let us now explain why we are reasonable grounds to believe that chaos
962 can improve statistical properties.
963 We will show in this section that chaotic properties as defined in the
964 mathematical theory of chaos are related to some statistical tests that can be found
965 in the NIST battery. Furthermore, we will check that, when mixing defective PRNGs with
966 chaotic iterations, the new generator presents better statistical properties
967 (this section summarizes and extends the work of~\cite{bfg12a:ip}).
971 \subsection{Qualitative relations between topological properties and statistical tests}
974 There are various relations between topological properties that describe an unpredictable behavior for a discrete
975 dynamical system on the one
976 hand, and statistical tests to check the randomness of a numerical sequence
977 on the other hand. These two mathematical disciplines follow a similar
978 objective in case of a recurrent sequence (to characterize an intrinsically complicated behavior for a
979 recurrent sequence), with two different but complementary approaches.
980 It is true that these illustrative links give only qualitative arguments,
981 and proofs should be provided later to make such arguments irrefutable. However
982 they give a first understanding of the reason why we think that chaotic properties should tend
983 to improve the statistical quality of PRNGs.
985 Let us now list some of these relations between topological properties defined in the mathematical
986 theory of chaos and tests embedded into the NIST battery. Such relations need to be further
987 investigated, but they presently give a first illustration of a trend to search similar properties in the
988 two following fields: mathematical chaos and statistics.
992 \item \textbf{Regularity}. As stated in Section~\ref{subsec:Devaney}, a chaotic dynamical system must
993 have an element of regularity. Depending on the chosen definition of chaos, this element can be the existence of
994 a dense orbit, the density of periodic points, etc. The key idea is that a dynamical system with no periodicity
995 is not as chaotic as a system having periodic orbits: in the first situation, we can predict something and gain a
996 knowledge about the behavior of the system, that is, it never enter into a loop. A similar importance for regularity is emphasized in
997 the two following tests~\cite{Nist10}:
999 \item \textbf{Non-overlapping Template Matching Test}. Detect generators that produce too many occurrences of a given non-periodic (aperiodic) pattern.
1000 \item \textbf{Discrete Fourier Transform (Spectral) Test}. Detect periodic features (i.e., repetitive patterns that are near each other) in the tested sequence that would indicate a deviation from the assumption of randomness.
1003 \item \textbf{Transitivity}. This topological property introduced previously states that the dynamical system is intrinsically complicated: it cannot be simplified into
1004 two subsystems that do not interact, as we can find in any neighborhood of any point another point whose orbit visits the whole phase space.
1005 This focus on the places visited by orbits of the dynamical system takes various nonequivalent formulations in the mathematical theory
1006 of chaos, namely: transitivity, strong transitivity, total transitivity, topological mixing, and so on~\cite{bg10:ij}. A similar attention
1007 is brought on stated visited during a random walk in the two tests below~\cite{Nist10}:
1009 \item \textbf{Random Excursions Variant Test}. Detect deviations from the expected number of visits to various states in the random walk.
1010 \item \textbf{Random Excursions Test}. Determine if the number of visits to a particular state within a cycle deviates from what one would expect for a random sequence.
1013 \item \textbf{Chaos according to Li and Yorke}. Two points of the phase space $(x,y)$ define a couple of Li-Yorke when $\limsup_{n \rightarrow +\infty} d(f^{(n)}(x), f^{(n)}(y))>0$ et $\liminf_{n \rightarrow +\infty} d(f^{(n)}(x), f^{(n)}(y))=0$, meaning that their orbits always oscillates as the iterations pass. When a system is compact and contains an uncountable set of such points, it is claimed as chaotic according
1014 to Li-Yorke~\cite{Li75,Ruette2001}. This property is related to the following test~\cite{Nist10}.
1016 \item \textbf{Runs Test}. To determine whether the number of runs of ones and zeros of various lengths is as expected for a random sequence. In particular, this test determines whether the oscillation between such zeros and ones is too fast or too slow.
1018 \item \textbf{Topological entropy}. Both in topological and statistical fields.
1020 \item \textbf{Approximate Entropy Test}. Compare the frequency of overlapping blocks of two consecutive/adjacent lengths (m and m+1) against the expected result for a random sequence (m is the length of each block).
1023 \item \textbf{Non-linearity, complexity}.
1025 \item \textbf{Binary Matrix Rank Test}. Check for linear dependence among fixed length substrings of the original sequence.
1026 \item \textbf{Linear Complexity Test}. Determine whether or not the sequence is complex enough to be considered random (M is the length in bits of a block).
1034 \subsection{Details of some Existing Generators}
1036 The list of defective PRNGs we will use
1037 as inputs for the statistical tests to come is introduced here.
1039 Firstly, the simple linear congruency generators (LCGs) will be used.
1040 They are defined by the following recurrence:
1042 x^n = (ax^{n-1} + c)~mod~m,
1045 where $a$, $c$, and $x^0$ must be, among other things, non-negative and less than
1046 $m$~\cite{LEcuyerS07}. In what follows, 2LCGs and 3LCGs refer as two (resp. three)
1047 combinations of such LCGs. For further details, see~\cite{bfg12a:ip,combined_lcg}.
1049 Secondly, the multiple recursive generators (MRGs) will be used, which
1050 are based on a linear recurrence of order
1051 $k$, modulo $m$~\cite{LEcuyerS07}:
1053 x^n = (a^1x^{n-1}+~...~+a^kx^{n-k})~mod~m .
1056 Combination of two MRGs (referred as 2MRGs) is also used in these experiments.
1058 Generators based on linear recurrences with carry will be regarded too.
1059 This family of generators includes the add-with-carry (AWC) generator, based on the recurrence:
1063 x^n = (x^{n-r} + x^{n-s} + c^{n-1})~mod~m, \\
1064 c^n= (x^{n-r} + x^{n-s} + c^{n-1}) / m, \end{array}\end{equation}
1065 the SWB generator, having the recurrence:
1069 x^n = (x^{n-r} - x^{n-s} - c^{n-1})~mod~m, \\
1072 1 ~~~~~\text{if}~ (x^{i-r} - x^{i-s} - c^{i-1})<0\\
1073 0 ~~~~~\text{else},\end{array} \right. \end{array}\end{equation}
1074 and the SWC generator designed by R. Couture, which is based on the following recurrence:
1078 x^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ mod ~ 2^w, \\
1079 c^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ / ~ 2^w. \end{array}\end{equation}
1081 Then the generalized feedback shift register (GFSR) generator has been implemented, that is:
1083 x^n = x^{n-r} \oplus x^{n-k} .
1088 Finally, the nonlinear inversive (INV) generator~\cite{LEcuyerS07} has been studied, which is:
1095 (a^1 + a^2 / z^{n-1})~mod~m & \text{if}~ z^{n-1} \neq 0 \\
1096 a^1 & \text{if}~ z^{n-1} = 0 .\end{array} \right. \end{array}\end{equation}
1101 \renewcommand{\arraystretch}{1.3}
1102 \caption{TestU01 Statistical Test}
1105 \begin{tabular}{lccccc}
1107 Test name &Tests& Logistic & XORshift & ISAAC\\
1108 Rabbit & 38 &21 &14 &0 \\
1109 Alphabit & 17 &16 &9 &0 \\
1110 Pseudo DieHARD &126 &0 &2 &0 \\
1111 FIPS\_140\_2 &16 &0 &0 &0 \\
1112 SmallCrush &15 &4 &5 &0 \\
1113 Crush &144 &95 &57 &0 \\
1114 Big Crush &160 &125 &55 &0 \\ \hline
1115 Failures & &261 &146 &0 \\
1123 \renewcommand{\arraystretch}{1.3}
1124 \caption{TestU01 Statistical Test for Old CI algorithms ($\mathsf{N}=4$)}
1125 \label{TestU01 for Old CI}
1127 \begin{tabular}{lcccc}
1129 \multirow{3}*{Test name} & \multicolumn{4}{c}{Old CI}\\
1130 &Logistic& XORshift& ISAAC&ISAAC \\
1132 &Logistic& XORshift& XORshift&ISAAC \\ \cmidrule(r){2-5}
1133 Rabbit &7 &2 &0 &0 \\
1134 Alphabit & 3 &0 &0 &0 \\
1135 DieHARD &0 &0 &0 &0 \\
1136 FIPS\_140\_2 &0 &0 &0 &0 \\
1137 SmallCrush &2 &0 &0 &0 \\
1138 Crush &47 &4 &0 &0 \\
1139 Big Crush &79 &3 &0 &0 \\ \hline
1140 Failures &138 &9 &0 &0 \\
1149 \subsection{Statistical tests}
1150 \label{Security analysis}
1152 Three batteries of tests are reputed and usually used
1153 to evaluate the statistical properties of newly designed pseudorandom
1154 number generators. These batteries are named DieHard~\cite{Marsaglia1996},
1155 the NIST suite~\cite{ANDREW2008}, and the most stringent one called
1156 TestU01~\cite{LEcuyerS07}, which encompasses the two other batteries.
1160 \label{Results and discussion}
1162 \renewcommand{\arraystretch}{1.3}
1163 \caption{NIST and DieHARD tests suite passing rates for PRNGs without CI}
1164 \label{NIST and DieHARD tests suite passing rate the for PRNGs without CI}
1166 \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|}
1168 Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
1169 \backslashbox{\textbf{$Tests$}} {\textbf{$PRNG$}} & LCG& MRG& AWC & SWB & SWC & GFSR & INV & LCG2& LCG3& MRG2 \\ \hline
1170 NIST & 11/15 & 14/15 &\textbf{15/15} & \textbf{15/15} & 14/15 & 14/15 & 14/15 & 14/15& 14/15& 14/15 \\ \hline
1171 DieHARD & 16/18 & 16/18 & 15/18 & 16/18 & \textbf{18/18} & 16/18 & 16/18 & 16/18& 16/18& 16/18\\ \hline
1175 Table~\ref{NIST and DieHARD tests suite passing rate the for PRNGs without CI} shows the
1176 results on the two firsts batteries recalled above, indicating that all the PRNGs presented
1177 in the previous section
1178 cannot pass all these tests. In other words, the statistical quality of these PRNGs cannot
1179 fulfill the up-to-date standards presented previously. We have shown in~\cite{bfg12a:ip} that the use of chaotic
1180 iterations can solve this issue.
1182 %illustrate the effects of chaotic iterations on these defective PRNGs, experiments have been divided in three parts~\cite{bfg12a:ip}:
1184 % \item \textbf{Single CIPRNG}: The PRNGs involved in CI computing are of the same category.
1185 % \item \textbf{Mixed CIPRNG}: Two different types of PRNGs are mixed during the chaotic iterations process.
1186 % \item \textbf{Multiple CIPRNG}: The generator is obtained by repeating the composition of the iteration function as follows: $x^0\in \mathds{B}^{\mathsf{N}}$, and $\forall n\in \mathds{N}^{\ast },\forall i\in \llbracket1;\mathsf{N}\rrbracket, x_i^n=$
1191 %x_i^{n-1}~~~~~\text{if}~S^n\neq i \\
1192 %\forall j\in \llbracket1;\mathsf{m}\rrbracket,f^m(x^{n-1})_{S^{nm+j}}~\text{if}~S^{nm+j}=i.\end{array} \right. \end{array}
1194 %$m$ is called the \emph{functional power}.
1197 The obtained results are reproduced in Table
1198 \ref{NIST and DieHARD tests suite passing rate the for single CIPRNGs}.
1199 The scores written in boldface indicate that all the tests have been passed successfully, whereas an
1200 asterisk ``*'' means that the considered passing rate has been improved.
1201 The improvements are obvious for both the ``Old CI'' and ``New CI'' generators.
1202 Concerning the ``Xor CI PRNG'', the score is less spectacular: a large speed improvement makes that statistics
1203 are not as good as for the two other versions of these CIPRNGs.
1204 However 8 tests have been improved (with no deflation for the other results).
1208 \renewcommand{\arraystretch}{1.3}
1209 \caption{NIST and DieHARD tests suite passing rates for PRNGs with CI}
1210 \label{NIST and DieHARD tests suite passing rate the for single CIPRNGs}
1212 \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|c|c|}
1214 Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
1215 \backslashbox{\textbf{$Tests$}} {\textbf{$Single~CIPRNG$}} & LCG & MRG & AWC & SWB & SWC & GFSR & INV& LCG2 & LCG3& MRG2 \\ \hline\hline
1216 Old CIPRNG\\ \hline \hline
1217 NIST & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} \\ \hline
1218 DieHARD & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} * \\ \hline
1219 New CIPRNG\\ \hline \hline
1220 NIST & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} * & \textbf{15/15} * & \textbf{15/15} \\ \hline
1221 DieHARD & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} * & \textbf{18/18} *& \textbf{18/18} *\\ \hline
1222 Xor CIPRNG\\ \hline\hline
1223 NIST & 14/15*& \textbf{15/15} * & \textbf{15/15} & \textbf{15/15} & 14/15 & \textbf{15/15} * & 14/15& \textbf{15/15} * & \textbf{15/15} *& \textbf{15/15} \\ \hline
1224 DieHARD & 16/18 & 16/18 & 17/18* & \textbf{18/18} * & \textbf{18/18} & \textbf{18/18} * & 16/18 & 16/18 & 16/18& 16/18\\ \hline
1229 We have then investigate in~\cite{bfg12a:ip} if it is possible to improve
1230 the statistical behavior of the Xor CI version by combining more than one
1231 $\oplus$ operation. Results are summarized in Table~\ref{threshold}, illustrating
1232 the progressive increasing effects of chaotic iterations, when giving time to chaos to get settled in.
1233 Thus rapid and perfect PRNGs, regarding the NIST and DieHARD batteries, can be obtained
1234 using chaotic iterations on defective generators.
1237 \renewcommand{\arraystretch}{1.3}
1238 \caption{Number of $\oplus$ operations to pass the whole NIST and DieHARD batteries}
1241 \begin{tabular}{|l||c|c|c|c|c|c|c|c|}
1243 Inputted $PRNG$ & LCG & MRG & SWC & GFSR & INV& LCG2 & LCG3 & MRG2 \\ \hline\hline
1244 Threshold value $m$& 19 & 7 & 2& 1 & 11& 9& 3& 4\\ \hline\hline
1248 Finally, the TestU01 battery has been launched on three well-known generators
1249 (a logistic map, a simple XORshift, and the cryptographically secure ISAAC,
1250 see Table~\ref{TestU011}). These results can be compared with
1251 Table~\ref{TestU01 for Old CI}, which gives the scores obtained by the
1252 Old CI PRNG that has received these generators.
1253 The obvious improvement speaks for itself, and together with the other
1254 results recalled in this section, it reinforces the opinion that a strong
1255 correlation between topological properties and statistical behavior exists.
1258 Next subsection will now give a concrete original implementation of the Xor CI PRNG, the
1259 fastest generator in the chaotic iteration based family. In the remainder,
1260 this generator will be simply referred as CIPRNG, or ``the proposed PRNG'', if this statement does not
1264 \subsection{Efficient Implementation of a PRNG based on Chaotic Iterations}
1265 \label{sec:efficient PRNG}
1267 %Based on the proof presented in the previous section, it is now possible to
1268 %improve the speed of the generator formerly presented in~\cite{bgw09:ip,guyeux10}.
1269 %The first idea is to consider
1270 %that the provided strategy is a pseudorandom Boolean vector obtained by a
1272 %An iteration of the system is simply the bitwise exclusive or between
1273 %the last computed state and the current strategy.
1274 %Topological properties of disorder exhibited by chaotic
1275 %iterations can be inherited by the inputted generator, we hope by doing so to
1276 %obtain some statistical improvements while preserving speed.
1278 %%RAPH : j'ai viré tout ca
1279 %% Let us give an example using 16-bits numbers, to clearly understand how the bitwise xor operations
1282 %% Suppose that $x$ and the strategy $S^i$ are given as
1284 %% Table~\ref{TableExemple} shows the result of $x \oplus S^i$.
1287 %% \begin{scriptsize}
1289 %% \begin{array}{|cc|cccccccccccccccc|}
1291 %% x &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
1293 %% S^i &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
1295 %% x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
1302 %% \caption{Example of an arbitrary round of the proposed generator}
1303 %% \label{TableExemple}
1309 \lstset{language=C,caption={C code of the sequential PRNG based on chaotic iterations},label={algo:seqCIPRNG}}
1313 unsigned int CIPRNG() {
1314 static unsigned int x = 123123123;
1315 unsigned long t1 = xorshift();
1316 unsigned long t2 = xor128();
1317 unsigned long t3 = xorwow();
1318 x = x^(unsigned int)t1;
1319 x = x^(unsigned int)(t2>>32);
1320 x = x^(unsigned int)(t3>>32);
1321 x = x^(unsigned int)t2;
1322 x = x^(unsigned int)(t1>>32);
1323 x = x^(unsigned int)t3;
1331 In Listing~\ref{algo:seqCIPRNG} a sequential version of the proposed PRNG based
1332 on chaotic iterations is presented. The xor operator is represented by
1333 \textasciicircum. This function uses three classical 64-bits PRNGs, namely the
1334 \texttt{xorshift}, the \texttt{xor128}, and the
1335 \texttt{xorwow}~\cite{Marsaglia2003}. In the following, we call them ``xor-like
1336 PRNGs''. As each xor-like PRNG uses 64-bits whereas our proposed generator
1337 works with 32-bits, we use the command \texttt{(unsigned int)}, that selects the
1338 32 least significant bits of a given integer, and the code \texttt{(unsigned
1339 int)(t$>>$32)} in order to obtain the 32 most significant bits of \texttt{t}.
1341 Thus producing a pseudorandom number needs 6 xor operations with 6 32-bits numbers
1342 that are provided by 3 64-bits PRNGs. This version successfully passes the
1343 stringent BigCrush battery of tests~\cite{LEcuyerS07}.
1345 \section{Efficient PRNGs based on Chaotic Iterations on GPU}
1346 \label{sec:efficient PRNG gpu}
1348 In order to take benefits from the computing power of GPU, a program
1349 needs to have independent blocks of threads that can be computed
1350 simultaneously. In general, the larger the number of threads is, the
1351 more local memory is used, and the less branching instructions are
1352 used (if, while, ...), the better the performances on GPU is.
1353 Obviously, having these requirements in mind, it is possible to build
1354 a program similar to the one presented in Listing
1355 \ref{algo:seqCIPRNG}, which computes pseudorandom numbers on GPU. To
1356 do so, we must firstly recall that in the CUDA~\cite{Nvid10}
1357 environment, threads have a local identifier called
1358 \texttt{ThreadIdx}, which is relative to the block containing
1359 them. Furthermore, in CUDA, parts of the code that are executed by the GPU, are
1360 called {\it kernels}.
1363 \subsection{Naive Version for GPU}
1366 It is possible to deduce from the CPU version a quite similar version adapted to GPU.
1367 The simple principle consists in making each thread of the GPU computing the CPU version of our PRNG.
1368 Of course, the three xor-like
1369 PRNGs used in these computations must have different parameters.
1370 In a given thread, these parameters are
1371 randomly picked from another PRNGs.
1372 The initialization stage is performed by the CPU.
1373 To do it, the ISAAC PRNG~\cite{Jenkins96} is used to set all the
1374 parameters embedded into each thread.
1376 The implementation of the three
1377 xor-like PRNGs is straightforward when their parameters have been
1378 allocated in the GPU memory. Each xor-like works with an internal
1379 number $x$ that saves the last generated pseudorandom number. Additionally, the
1380 implementation of the xor128, the xorshift, and the xorwow respectively require
1381 4, 5, and 6 unsigned long as internal variables.
1386 \KwIn{InternalVarXorLikeArray: array with internal variables of the 3 xor-like
1387 PRNGs in global memory\;
1388 NumThreads: number of threads\;}
1389 \KwOut{NewNb: array containing random numbers in global memory}
1390 \If{threadIdx is concerned by the computation} {
1391 retrieve data from InternalVarXorLikeArray[threadIdx] in local variables\;
1393 compute a new PRNG as in Listing\ref{algo:seqCIPRNG}\;
1394 store the new PRNG in NewNb[NumThreads*threadIdx+i]\;
1396 store internal variables in InternalVarXorLikeArray[threadIdx]\;
1399 \caption{Main kernel of the GPU ``naive'' version of the PRNG based on chaotic iterations}
1400 \label{algo:gpu_kernel}
1405 Algorithm~\ref{algo:gpu_kernel} presents a naive implementation of the proposed PRNG on
1406 GPU. Due to the available memory in the GPU and the number of threads
1407 used simultaneously, the number of random numbers that a thread can generate
1408 inside a kernel is limited (\emph{i.e.}, the variable \texttt{n} in
1409 algorithm~\ref{algo:gpu_kernel}). For instance, if $100,000$ threads are used and
1410 if $n=100$\footnote{in fact, we need to add the initial seed (a 32-bits number)},
1411 then the memory required to store all of the internals variables of both the xor-like
1412 PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
1413 and the pseudorandom numbers generated by our PRNG, is equal to $100,000\times ((4+5+6)\times
1414 2+(1+100))=1,310,000$ 32-bits numbers, that is, approximately $52$Mb.
1416 This generator is able to pass the whole BigCrush battery of tests, for all
1417 the versions that have been tested depending on their number of threads
1418 (called \texttt{NumThreads} in our algorithm, tested up to $5$ million).
1421 The proposed algorithm has the advantage of manipulating independent
1422 PRNGs, so this version is easily adaptable on a cluster of computers too. The only thing
1423 to ensure is to use a single ISAAC PRNG. To achieve this requirement, a simple solution consists in
1424 using a master node for the initialization. This master node computes the initial parameters
1425 for all the different nodes involved in the computation.
1428 \subsection{Improved Version for GPU}
1430 As GPU cards using CUDA have shared memory between threads of the same block, it
1431 is possible to use this feature in order to simplify the previous algorithm,
1432 i.e., to use less than 3 xor-like PRNGs. The solution consists in computing only
1433 one xor-like PRNG by thread, saving it into the shared memory, and then to use the results
1434 of some other threads in the same block of threads. In order to define which
1435 thread uses the result of which other one, we can use a combination array that
1436 contains the indexes of all threads and for which a combination has been
1439 In Algorithm~\ref{algo:gpu_kernel2}, two combination arrays are used. The
1440 variable \texttt{offset} is computed using the value of
1441 \texttt{combination\_size}. Then we can compute \texttt{o1} and \texttt{o2}
1442 representing the indexes of the other threads whose results are used by the
1443 current one. In this algorithm, we consider that a 32-bits xor-like PRNG has
1444 been chosen. In practice, we use the xor128 proposed in~\cite{Marsaglia2003} in
1445 which unsigned longs (64 bits) have been replaced by unsigned integers (32
1448 This version can also pass the whole {\it BigCrush} battery of tests.
1452 \KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs
1454 NumThreads: Number of threads\;
1455 array\_comb1, array\_comb2: Arrays containing combinations of size combination\_size\;}
1457 \KwOut{NewNb: array containing random numbers in global memory}
1458 \If{threadId is concerned} {
1459 retrieve data from InternalVarXorLikeArray[threadId] in local variables including shared memory and x\;
1460 offset = threadIdx\%combination\_size\;
1461 o1 = threadIdx-offset+array\_comb1[offset]\;
1462 o2 = threadIdx-offset+array\_comb2[offset]\;
1465 t=t\textasciicircum shmem[o1]\textasciicircum shmem[o2]\;
1466 shared\_mem[threadId]=t\;
1467 x = x\textasciicircum t\;
1469 store the new PRNG in NewNb[NumThreads*threadId+i]\;
1471 store internal variables in InternalVarXorLikeArray[threadId]\;
1474 \caption{Main kernel for the chaotic iterations based PRNG GPU efficient
1476 \label{algo:gpu_kernel2}
1479 \subsection{Theoretical Evaluation of the Improved Version}
1481 A run of Algorithm~\ref{algo:gpu_kernel2} consists in an operation ($x=x\oplus t$) having
1482 the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative
1483 system of Eq.~\ref{eq:generalIC}. That is, an iteration of the general chaotic
1484 iterations is realized between the last stored value $x$ of the thread and a strategy $t$
1485 (obtained by a bitwise exclusive or between a value provided by a xor-like() call
1486 and two values previously obtained by two other threads).
1487 To be certain that we are in the framework of Theorem~\ref{t:chaos des general},
1488 we must guarantee that this dynamical system iterates on the space
1489 $\mathcal{X} = \mathcal{P}\left(\llbracket 1, \mathsf{N} \rrbracket\right)^\mathds{N}\times\mathds{B}^\mathsf{N}$.
1490 The left term $x$ obviously belongs to $\mathds{B}^ \mathsf{N}$.
1491 To prevent from any flaws of chaotic properties, we must check that the right
1492 term (the last $t$), corresponding to the strategies, can possibly be equal to any
1493 integer of $\llbracket 1, \mathsf{N} \rrbracket$.
1495 Such a result is obvious, as for the xor-like(), all the
1496 integers belonging into its interval of definition can occur at each iteration, and thus the
1497 last $t$ respects the requirement. Furthermore, it is possible to
1498 prove by an immediate mathematical induction that, as the initial $x$
1499 is uniformly distributed (it is provided by a cryptographically secure PRNG),
1500 the two other stored values shmem[o1] and shmem[o2] are uniformly distributed too,
1501 (this is the induction hypothesis), and thus the next $x$ is finally uniformly distributed.
1503 Thus Algorithm~\ref{algo:gpu_kernel2} is a concrete realization of the general
1504 chaotic iterations presented previously, and for this reason, it satisfies the
1505 Devaney's formulation of a chaotic behavior.
1507 \section{Experiments}
1508 \label{sec:experiments}
1510 Different experiments have been performed in order to measure the generation
1511 speed. We have used a first computer equipped with a Tesla C1060 NVidia GPU card
1513 Intel Xeon E5530 cadenced at 2.40 GHz, and
1514 a second computer equipped with a smaller CPU and a GeForce GTX 280.
1516 cards have 240 cores.
1518 In Figure~\ref{fig:time_xorlike_gpu} we compare the quantity of pseudorandom numbers
1519 generated per second with various xor-like based PRNGs. In this figure, the optimized
1520 versions use the {\it xor64} described in~\cite{Marsaglia2003}, whereas the naive versions
1521 embed the three xor-like PRNGs described in Listing~\ref{algo:seqCIPRNG}. In
1522 order to obtain the optimal performances, the storage of pseudorandom numbers
1523 into the GPU memory has been removed. This step is time consuming and slows down the numbers
1524 generation. Moreover this storage is completely
1525 useless, in case of applications that consume the pseudorandom
1526 numbers directly after generation. We can see that when the number of threads is greater
1527 than approximately 30,000 and lower than 5 million, the number of pseudorandom numbers generated
1528 per second is almost constant. With the naive version, this value ranges from 2.5 to
1529 3GSamples/s. With the optimized version, it is approximately equal to
1530 20GSamples/s. Finally we can remark that both GPU cards are quite similar, but in
1531 practice, the Tesla C1060 has more memory than the GTX 280, and this memory
1532 should be of better quality.
1533 As a comparison, Listing~\ref{algo:seqCIPRNG} leads to the generation of about
1534 138MSample/s when using one core of the Xeon E5530.
1536 \begin{figure}[htbp]
1538 \includegraphics[width=\columnwidth]{curve_time_xorlike_gpu.pdf}
1540 \caption{Quantity of pseudorandom numbers generated per second with the xorlike-based PRNG}
1541 \label{fig:time_xorlike_gpu}
1548 In Figure~\ref{fig:time_bbs_gpu} we highlight the performances of the optimized
1549 BBS-based PRNG on GPU. On the Tesla C1060 we obtain approximately 700MSample/s
1550 and on the GTX 280 about 670MSample/s, which is obviously slower than the
1551 xorlike-based PRNG on GPU. However, we will show in the next sections that this
1552 new PRNG has a strong level of security, which is necessarily paid by a speed
1555 \begin{figure}[htbp]
1557 \includegraphics[width=\columnwidth]{curve_time_bbs_gpu.pdf}
1559 \caption{Quantity of pseudorandom numbers generated per second using the BBS-based PRNG}
1560 \label{fig:time_bbs_gpu}
1563 All these experiments allow us to conclude that it is possible to
1564 generate a very large quantity of pseudorandom numbers statistically perfect with the xor-like version.
1565 To a certain extend, it is also the case with the secure BBS-based version, the speed deflation being
1566 explained by the fact that the former version has ``only''
1567 chaotic properties and statistical perfection, whereas the latter is also cryptographically secure,
1568 as it is shown in the next sections.
1576 \section{Security Analysis}
1577 \label{sec:security analysis}
1581 In this section the concatenation of two strings $u$ and $v$ is classically
1583 In a cryptographic context, a pseudorandom generator is a deterministic
1584 algorithm $G$ transforming strings into strings and such that, for any
1585 seed $s$ of length $m$, $G(s)$ (the output of $G$ on the input $s$) has size
1586 $\ell_G(m)$ with $\ell_G(m)>m$.
1587 The notion of {\it secure} PRNGs can now be defined as follows.
1590 A cryptographic PRNG $G$ is secure if for any probabilistic polynomial time
1591 algorithm $D$, for any positive polynomial $p$, and for all sufficiently
1593 $$| \mathrm{Pr}[D(G(U_m))=1]-Pr[D(U_{\ell_G(m)})=1]|< \frac{1}{p(m)},$$
1594 where $U_r$ is the uniform distribution over $\{0,1\}^r$ and the
1595 probabilities are taken over $U_m$, $U_{\ell_G(m)}$ as well as over the
1596 internal coin tosses of $D$.
1599 Intuitively, it means that there is no polynomial time algorithm that can
1600 distinguish a perfect uniform random generator from $G$ with a non
1601 negligible probability. The interested reader is referred
1602 to~\cite[chapter~3]{Goldreich} for more information. Note that it is
1603 quite easily possible to change the function $\ell$ into any polynomial
1604 function $\ell^\prime$ satisfying $\ell^\prime(m)>m)$~\cite[Chapter 3.3]{Goldreich}.
1606 The generation schema developed in (\ref{equation Oplus}) is based on a
1607 pseudorandom generator. Let $H$ be a cryptographic PRNG. We may assume,
1608 without loss of generality, that for any string $S_0$ of size $N$, the size
1609 of $H(S_0)$ is $kN$, with $k>2$. It means that $\ell_H(N)=kN$.
1610 Let $S_1,\ldots,S_k$ be the
1611 strings of length $N$ such that $H(S_0)=S_1 \ldots S_k$ ($H(S_0)$ is the concatenation of
1612 the $S_i$'s). The cryptographic PRNG $X$ defined in (\ref{equation Oplus})
1613 is the algorithm mapping any string of length $2N$ $x_0S_0$ into the string
1614 $(x_0\oplus S_0 \oplus S_1)(x_0\oplus S_0 \oplus S_1\oplus S_2)\ldots
1615 (x_o\bigoplus_{i=0}^{i=k}S_i)$. One in particular has $\ell_{X}(2N)=kN=\ell_H(N)$.
1616 We claim now that if this PRNG is secure,
1617 then the new one is secure too.
1620 \label{cryptopreuve}
1621 If $H$ is a secure cryptographic PRNG, then $X$ is a secure cryptographic
1626 The proposition is proved by contraposition. Assume that $X$ is not
1627 secure. By Definition, there exists a polynomial time probabilistic
1628 algorithm $D$, a positive polynomial $p$, such that for all $k_0$ there exists
1629 $N\geq \frac{k_0}{2}$ satisfying
1630 $$| \mathrm{Pr}[D(X(U_{2N}))=1]-\mathrm{Pr}[D(U_{kN}=1]|\geq \frac{1}{p(2N)}.$$
1631 We describe a new probabilistic algorithm $D^\prime$ on an input $w$ of size
1634 \item Decompose $w$ into $w=w_1\ldots w_{k}$, where each $w_i$ has size $N$.
1635 \item Pick a string $y$ of size $N$ uniformly at random.
1636 \item Compute $z=(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y
1637 \bigoplus_{i=1}^{i=k} w_i).$
1638 \item Return $D(z)$.
1642 Consider for each $y\in \mathbb{B}^{kN}$ the function $\varphi_{y}$
1643 from $\mathbb{B}^{kN}$ into $\mathbb{B}^{kN}$ mapping $w=w_1\ldots w_k$
1644 (each $w_i$ has length $N$) to
1645 $(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y
1646 \bigoplus_{i=1}^{i=k_1} w_i).$ By construction, one has for every $w$,
1647 \begin{equation}\label{PCH-1}
1648 D^\prime(w)=D(\varphi_y(w)),
1650 where $y$ is randomly generated.
1651 Moreover, for each $y$, $\varphi_{y}$ is injective: if
1652 $(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y\bigoplus_{i=1}^{i=k_1}
1653 w_i)=(y\oplus w_1^\prime)(y\oplus w_1^\prime\oplus w_2^\prime)\ldots
1654 (y\bigoplus_{i=1}^{i=k} w_i^\prime)$, then for every $1\leq j\leq k$,
1655 $y\bigoplus_{i=1}^{i=j} w_i^\prime=y\bigoplus_{i=1}^{i=j} w_i$. It follows,
1656 by a direct induction, that $w_i=w_i^\prime$. Furthermore, since $\mathbb{B}^{kN}$
1657 is finite, each $\varphi_y$ is bijective. Therefore, and using (\ref{PCH-1}),
1659 $\mathrm{Pr}[D^\prime(U_{kN})=1]=\mathrm{Pr}[D(\varphi_y(U_{kN}))=1]$ and,
1661 \begin{equation}\label{PCH-2}
1662 \mathrm{Pr}[D^\prime(U_{kN})=1]=\mathrm{Pr}[D(U_{kN})=1].
1665 Now, using (\ref{PCH-1}) again, one has for every $x$,
1666 \begin{equation}\label{PCH-3}
1667 D^\prime(H(x))=D(\varphi_y(H(x))),
1669 where $y$ is randomly generated. By construction, $\varphi_y(H(x))=X(yx)$,
1671 \begin{equation}%\label{PCH-3} %%RAPH : j'ai viré ce label qui existe déjà, il est 3 ligne avant
1672 D^\prime(H(x))=D(yx),
1674 where $y$ is randomly generated.
1677 \begin{equation}\label{PCH-4}
1678 \mathrm{Pr}[D^\prime(H(U_{N}))=1]=\mathrm{Pr}[D(U_{2N})=1].
1680 From (\ref{PCH-2}) and (\ref{PCH-4}), one can deduce that
1681 there exists a polynomial time probabilistic
1682 algorithm $D^\prime$, a positive polynomial $p$, such that for all $k_0$ there exists
1683 $N\geq \frac{k_0}{2}$ satisfying
1684 $$| \mathrm{Pr}[D(H(U_{N}))=1]-\mathrm{Pr}[D(U_{kN}=1]|\geq \frac{1}{p(2N)},$$
1685 proving that $H$ is not secure, which is a contradiction.
1689 \section{Cryptographical Applications}
1691 \subsection{A Cryptographically Secure PRNG for GPU}
1694 It is possible to build a cryptographically secure PRNG based on the previous
1695 algorithm (Algorithm~\ref{algo:gpu_kernel2}). Due to Proposition~\ref{cryptopreuve},
1696 it simply consists in replacing
1697 the {\it xor-like} PRNG by a cryptographically secure one.
1698 We have chosen the Blum Blum Shub generator~\cite{BBS} (usually denoted by BBS) having the form:
1699 $$x_{n+1}=x_n^2~ mod~ M$$ where $M$ is the product of two prime numbers (these
1700 prime numbers need to be congruent to 3 modulus 4). BBS is known to be
1701 very slow and only usable for cryptographic applications.
1704 The modulus operation is the most time consuming operation for current
1705 GPU cards. So in order to obtain quite reasonable performances, it is
1706 required to use only modulus on 32-bits integer numbers. Consequently
1707 $x_n^2$ need to be lesser than $2^{32}$, and thus the number $M$ must be
1708 lesser than $2^{16}$. So in practice we can choose prime numbers around
1709 256 that are congruent to 3 modulus 4. With 32-bits numbers, only the
1710 4 least significant bits of $x_n$ can be chosen (the maximum number of
1711 indistinguishable bits is lesser than or equals to
1712 $log_2(log_2(M))$). In other words, to generate a 32-bits number, we need to use
1713 8 times the BBS algorithm with possibly different combinations of $M$. This
1714 approach is not sufficient to be able to pass all the tests of TestU01,
1715 as small values of $M$ for the BBS lead to
1716 small periods. So, in order to add randomness we have proceeded with
1717 the followings modifications.
1720 Firstly, we define 16 arrangement arrays instead of 2 (as described in
1721 Algorithm \ref{algo:gpu_kernel2}), but only 2 of them are used at each call of
1722 the PRNG kernels. In practice, the selection of combination
1723 arrays to be used is different for all the threads. It is determined
1724 by using the three last bits of two internal variables used by BBS.
1725 %This approach adds more randomness.
1726 In Algorithm~\ref{algo:bbs_gpu},
1727 character \& is for the bitwise AND. Thus using \&7 with a number
1728 gives the last 3 bits, thus providing a number between 0 and 7.
1730 Secondly, after the generation of the 8 BBS numbers for each thread, we
1731 have a 32-bits number whose period is possibly quite small. So
1732 to add randomness, we generate 4 more BBS numbers to
1733 shift the 32-bits numbers, and add up to 6 new bits. This improvement is
1734 described in Algorithm~\ref{algo:bbs_gpu}. In practice, the last 2 bits
1735 of the first new BBS number are used to make a left shift of at most
1736 3 bits. The last 3 bits of the second new BBS number are added to the
1737 strategy whatever the value of the first left shift. The third and the
1738 fourth new BBS numbers are used similarly to apply a new left shift
1741 Finally, as we use 8 BBS numbers for each thread, the storage of these
1742 numbers at the end of the kernel is performed using a rotation. So,
1743 internal variable for BBS number 1 is stored in place 2, internal
1744 variable for BBS number 2 is stored in place 3, ..., and finally, internal
1745 variable for BBS number 8 is stored in place 1.
1750 \KwIn{InternalVarBBSArray: array with internal variables of the 8 BBS
1752 NumThreads: Number of threads\;
1753 array\_comb: 2D Arrays containing 16 combinations (in first dimension) of size combination\_size (in second dimension)\;
1754 array\_shift[4]=\{0,1,3,7\}\;
1757 \KwOut{NewNb: array containing random numbers in global memory}
1758 \If{threadId is concerned} {
1759 retrieve data from InternalVarBBSArray[threadId] in local variables including shared memory and x\;
1760 we consider that bbs1 ... bbs8 represent the internal states of the 8 BBS numbers\;
1761 offset = threadIdx\%combination\_size\;
1762 o1 = threadIdx-offset+array\_comb[bbs1\&7][offset]\;
1763 o2 = threadIdx-offset+array\_comb[8+bbs2\&7][offset]\;
1770 \tcp{two new shifts}
1771 shift=BBS3(bbs3)\&3\;
1773 t|=BBS1(bbs1)\&array\_shift[shift]\;
1774 shift=BBS7(bbs7)\&3\;
1776 t|=BBS2(bbs2)\&array\_shift[shift]\;
1777 t=t\textasciicircum shmem[o1]\textasciicircum shmem[o2]\;
1778 shared\_mem[threadId]=t\;
1779 x = x\textasciicircum t\;
1781 store the new PRNG in NewNb[NumThreads*threadId+i]\;
1783 store internal variables in InternalVarXorLikeArray[threadId] using a rotation\;
1786 \caption{main kernel for the BBS based PRNG GPU}
1787 \label{algo:bbs_gpu}
1790 In Algorithm~\ref{algo:bbs_gpu}, $n$ is for the quantity of random numbers that
1791 a thread has to generate. The operation t<<=4 performs a left shift of 4 bits
1792 on the variable $t$ and stores the result in $t$, and $BBS1(bbs1)\&15$ selects
1793 the last four bits of the result of $BBS1$. Thus an operation of the form
1794 $t<<=4; t|=BBS1(bbs1)\&15\;$ realizes in $t$ a left shift of 4 bits, and then
1795 puts the 4 last bits of $BBS1(bbs1)$ in the four last positions of $t$. Let us
1796 remark that the initialization $t$ is not a necessity as we fill it 4 bits by 4
1797 bits, until having obtained 32-bits. The two last new shifts are realized in
1798 order to enlarge the small periods of the BBS used here, to introduce a kind of
1799 variability. In these operations, we make twice a left shift of $t$ of \emph{at
1800 most} 3 bits, represented by \texttt{shift} in the algorithm, and we put
1801 \emph{exactly} the \texttt{shift} last bits from a BBS into the \texttt{shift}
1802 last bits of $t$. For this, an array named \texttt{array\_shift}, containing the
1803 correspondence between the shift and the number obtained with \texttt{shift} 1
1804 to make the \texttt{and} operation is used. For example, with a left shift of 0,
1805 we make an and operation with 0, with a left shift of 3, we make an and
1806 operation with 7 (represented by 111 in binary mode).
1808 It should be noticed that this generator has once more the form $x^{n+1} = x^n \oplus S^n$,
1809 where $S^n$ is referred in this algorithm as $t$: each iteration of this
1810 PRNG ends with $x = x \wedge t$. This $S^n$ is only constituted
1811 by secure bits produced by the BBS generator, and thus, due to
1812 Proposition~\ref{cryptopreuve}, the resulted PRNG is cryptographically
1818 \subsection{Practical Security Evaluation}
1819 \label{sec:Practicak evaluation}
1821 Suppose now that the PRNG will work during
1822 $M=100$ time units, and that during this period,
1823 an attacker can realize $10^{12}$ clock cycles.
1824 We thus wonder whether, during the PRNG's
1825 lifetime, the attacker can distinguish this
1826 sequence from truly random one, with a probability
1827 greater than $\varepsilon = 0.2$.
1828 We consider that $N$ has 900 bits.
1830 The random process is the BBS generator, which
1831 is cryptographically secure. More precisely, it
1832 is $(T,\varepsilon)-$secure: no
1833 $(T,\varepsilon)-$distinguishing attack can be
1834 successfully realized on this PRNG, if~\cite{Fischlin}
1836 T \leqslant \dfrac{L(N)}{6 N (log_2(N))\varepsilon^{-2}M^2}-2^7 N \varepsilon^{-2} M^2 log_2 (8 N \varepsilon^{-1}M)
1838 where $M$ is the length of the output ($M=100$ in
1839 our example), and $L(N)$ is equal to
1841 2.8\times 10^{-3} exp \left(1.9229 \times (N ~ln(2)^\frac{1}{3}) \times ln(N~ln 2)^\frac{2}{3}\right)
1843 is the number of clock cycles to factor a $N-$bit
1846 A direct numerical application shows that this attacker
1847 cannot achieve its $(10^{12},0.2)$ distinguishing
1848 attack in that context.
1852 \subsection{Toward a Cryptographically Secure and Chaotic Asymmetric Cryptosystem}
1853 \label{Blum-Goldwasser}
1854 We finish this research work by giving some thoughts about the use of
1855 the proposed PRNG in an asymmetric cryptosystem.
1856 This first approach will be further investigated in a future work.
1858 \subsubsection{Recalls of the Blum-Goldwasser Probabilistic Cryptosystem}
1860 The Blum-Goldwasser cryptosystem is a cryptographically secure asymmetric key encryption algorithm
1861 proposed in 1984~\cite{Blum:1985:EPP:19478.19501}. The encryption algorithm
1862 implements a XOR-based stream cipher using the BBS PRNG, in order to generate
1863 the keystream. Decryption is done by obtaining the initial seed thanks to
1864 the final state of the BBS generator and the secret key, thus leading to the
1865 reconstruction of the keystream.
1867 The key generation consists in generating two prime numbers $(p,q)$,
1868 randomly and independently of each other, that are
1869 congruent to 3 mod 4, and to compute the modulus $N=pq$.
1870 The public key is $N$, whereas the secret key is the factorization $(p,q)$.
1873 Suppose Bob wishes to send a string $m=(m_0, \dots, m_{L-1})$ of $L$ bits to Alice:
1875 \item Bob picks an integer $r$ randomly in the interval $\llbracket 1,N\rrbracket$ and computes $x_0 = r^2~mod~N$.
1876 \item He uses the BBS to generate the keystream of $L$ pseudorandom bits $(b_0, \dots, b_{L-1})$, as follows. For $i=0$ to $L-1$,
1879 \item While $i \leqslant L-1$:
1881 \item Set $b_i$ equal to the least-significant\footnote{As signaled previously, BBS can securely output up to $\mathsf{N} = \lfloor log(log(N)) \rfloor$ of the least-significant bits of $x_i$ during each round.} bit of $x_i$,
1883 \item $x_i = (x_{i-1})^2~mod~N.$
1886 \item The ciphertext is computed by XORing the plaintext bits $m$ with the keystream: $ c = (c_0, \dots, c_{L-1}) = m \oplus b$. This ciphertext is $[c, y]$, where $y=x_{0}^{2^{L}}~mod~N.$
1890 When Alice receives $\left[(c_0, \dots, c_{L-1}), y\right]$, she can recover $m$ as follows:
1892 \item Using the secret key $(p,q)$, she computes $r_p = y^{((p+1)/4)^{L}}~mod~p$ and $r_q = y^{((q+1)/4)^{L}}~mod~q$.
1893 \item The initial seed can be obtained using the following procedure: $x_0=q(q^{-1}~{mod}~p)r_p + p(p^{-1}~{mod}~q)r_q~{mod}~N$.
1894 \item She recomputes the bit-vector $b$ by using BBS and $x_0$.
1895 \item Alice finally computes the plaintext by XORing the keystream with the ciphertext: $ m = c \oplus b$.
1899 \subsubsection{Proposal of a new Asymmetric Cryptosystem Adapted from Blum-Goldwasser}
1901 We propose to adapt the Blum-Goldwasser protocol as follows.
1902 Let $\mathsf{N} = \lfloor log(log(N)) \rfloor$ be the number of bits that can
1903 be obtained securely with the BBS generator using the public key $N$ of Alice.
1904 Alice will pick randomly $S^0$ in $\llbracket 0, 2^{\mathsf{N}-1}\rrbracket$ too, and
1905 her new public key will be $(S^0, N)$.
1907 To encrypt his message, Bob will compute
1908 %%RAPH : ici, j'ai mis un simple $
1910 $c = \left(m_0 \oplus (b_0 \oplus S^0), m_1 \oplus (b_0 \oplus b_1 \oplus S^0), \hdots, \right.$
1911 $ \left. m_{L-1} \oplus (b_0 \oplus b_1 \hdots \oplus b_{L-1} \oplus S^0) \right)$
1913 instead of $\left(m_0 \oplus b_0, m_1 \oplus b_1, \hdots, m_{L-1} \oplus b_{L-1} \right)$.
1915 The same decryption stage as in Blum-Goldwasser leads to the sequence
1916 $\left(m_0 \oplus S^0, m_1 \oplus S^0, \hdots, m_{L-1} \oplus S^0 \right)$.
1917 Thus, with a simple use of $S^0$, Alice can obtain the plaintext.
1918 By doing so, the proposed generator is used in place of BBS, leading to
1919 the inheritance of all the properties presented in this paper.
1921 \section{Conclusion}
1924 In this paper, a formerly proposed PRNG based on chaotic iterations
1925 has been generalized to improve its speed. It has been proven to be
1926 chaotic according to Devaney.
1927 Efficient implementations on GPU using xor-like PRNGs as input generators
1928 have shown that a very large quantity of pseudorandom numbers can be generated per second (about
1929 20Gsamples/s), and that these proposed PRNGs succeed to pass the hardest battery in TestU01,
1930 namely the BigCrush.
1931 Furthermore, we have shown that when the inputted generator is cryptographically
1932 secure, then it is the case too for the PRNG we propose, thus leading to
1933 the possibility to develop fast and secure PRNGs using the GPU architecture.
1934 \begin{color}{red} An improvement of the Blum-Goldwasser cryptosystem, making it
1935 behaves chaotically, has finally been proposed. \end{color}
1937 In future work we plan to extend this research, building a parallel PRNG for clusters or
1938 grid computing. Topological properties of the various proposed generators will be investigated,
1939 and the use of other categories of PRNGs as input will be studied too. The improvement
1940 of Blum-Goldwasser will be deepened. Finally, we
1941 will try to enlarge the quantity of pseudorandom numbers generated per second either
1942 in a simulation context or in a cryptographic one.
1946 \bibliographystyle{plain}
1947 \bibliography{mabase}