1 \documentclass{article}
2 \usepackage[utf8]{inputenc}
3 \usepackage[T1]{fontenc}
10 \usepackage{algorithm2e}
11 \usepackage[standard]{ntheorem}
13 % Pour mathds : les ensembles IR, IN, etc.
16 % Pour avoir des intervalles d'entiers
20 % Pour faire des sous-figures dans les figures
21 \usepackage{subfigure}
25 \newtheorem{notation}{Notation}
27 \newcommand{\X}{\mathcal{X}}
28 \newcommand{\Go}{G_{f_0}}
29 \newcommand{\B}{\mathds{B}}
30 \newcommand{\N}{\mathds{N}}
31 \newcommand{\BN}{\mathds{B}^\mathsf{N}}
34 \newcommand{\alert}[1]{\begin{color}{blue}\textit{#1}\end{color}}
36 \title{Efficient generation of pseudo random numbers based on chaotic iterations on GPU}
39 \author{Jacques M. Bahi, Rapha\"{e}l Couturier, and Christophe Guyeux\thanks{Authors in alphabetic order}}
47 \section{Introduction}
49 Interet des itérations chaotiques pour générer des nombre alea\\
50 Interet de générer des nombres alea sur GPU
53 % >>>>>>>>>>>>>>>>>>>>>> Basic recalls <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
54 \section{Basic Recalls}
55 \label{section:BASIC RECALLS}
56 This section is devoted to basic definitions and terminologies in the fields of topological chaos and chaotic iterations.
57 \subsection{Devaney's chaotic dynamical systems}
59 In the sequel $S^{n}$ denotes the $n^{th}$ term of a sequence $S$ and $V_{i}$ denotes the $i^{th}$ component of a vector $V$. $f^{k}=f\circ ...\circ f$ denotes the $k^{th}$ composition of a function $f$. Finally, the following notation is used: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
62 Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f : \mathcal{X} \rightarrow \mathcal{X}$.
65 $f$ is said to be \emph{topologically transitive} if, for any pair of open sets $U,V \subset \mathcal{X}$, there exists $k>0$ such that $f^k(U) \cap V \neq \varnothing$.
69 An element $x$ is a \emph{periodic point} for $f$ of period $n\in \mathds{N}^*$ if $f^{n}(x)=x$.% The set of periodic points of $f$ is denoted $Per(f).$
73 $f$ is said to be \emph{regular} on $(\mathcal{X}, \tau)$ if the set of periodic points for $f$ is dense in $\mathcal{X}$: for any point $x$ in $\mathcal{X}$, any neighborhood of $x$ contains at least one periodic point (without necessarily the same period).
78 $f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and topologically transitive.
81 The chaos property is strongly linked to the notion of ``sensitivity'', defined on a metric space $(\mathcal{X},d)$ by:
84 \label{sensitivity} $f$ has \emph{sensitive dependence on initial conditions}
85 if there exists $\delta >0$ such that, for any $x\in \mathcal{X}$ and any neighborhood $V$ of $x$, there exist $y\in V$ and $n > 0$ such that $d\left(f^{n}(x), f^{n}(y)\right) >\delta $.
87 $\delta$ is called the \emph{constant of sensitivity} of $f$.
90 Indeed, Banks \emph{et al.} have proven in~\cite{Banks92} that when $f$ is chaotic and $(\mathcal{X}, d)$ is a metric space, then $f$ has the property of sensitive dependence on initial conditions (this property was formerly an element of the definition of chaos). To sum up, quoting Devaney in~\cite{Devaney}, a chaotic dynamical system ``is unpredictable because of the sensitive dependence on initial conditions. It cannot be broken down or simplified into two subsystems which do not interact because of topological transitivity. And in the midst of this random behavior, we nevertheless have an element of regularity''. Fundamentally different behaviors are consequently possible and occur in an unpredictable way.
94 \subsection{Chaotic iterations}
95 \label{sec:chaotic iterations}
98 Let us consider a \emph{system} with a finite number $\mathsf{N} \in
99 \mathds{N}^*$ of elements (or \emph{cells}), so that each cell has a
100 Boolean \emph{state}. Having $\mathsf{N}$ Boolean values for these
101 cells leads to the definition of a particular \emph{state of the
102 system}. A sequence which elements belong to $\llbracket 1;\mathsf{N}
103 \rrbracket $ is called a \emph{strategy}. The set of all strategies is
104 denoted by $\mathbb{S}.$
107 \label{Def:chaotic iterations}
108 The set $\mathds{B}$ denoting $\{0,1\}$, let
109 $f:\mathds{B}^{\mathsf{N}}\longrightarrow \mathds{B}^{\mathsf{N}}$ be
110 a function and $S\in \mathbb{S}$ be a strategy. The so-called
111 \emph{chaotic iterations} are defined by $x^0\in
112 \mathds{B}^{\mathsf{N}}$ and
114 \forall n\in \mathds{N}^{\ast }, \forall i\in
115 \llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
117 x_i^{n-1} & \text{ if }S^n\neq i \\
118 \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
123 In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
124 \textquotedblleft iterated\textquotedblright . Note that in a more
125 general formulation, $S^n$ can be a subset of components and
126 $\left(f(x^{n-1})\right)_{S^{n}}$ can be replaced by
127 $\left(f(x^{k})\right)_{S^{n}}$, where $k<n$, describing for example,
128 delays transmission~\cite{Robert1986,guyeux10}. Finally, let us remark that
129 the term ``chaotic'', in the name of these iterations, has \emph{a
130 priori} no link with the mathematical theory of chaos, recalled above.
133 Let us now recall how to define a suitable metric space where chaotic iterations are continuous. For further explanations, see, e.g., \cite{guyeux10}.
135 Let $\delta $ be the \emph{discrete Boolean metric}, $\delta (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function:
138 F_{f}: & \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}} &
139 \longrightarrow & \mathds{B}^{\mathsf{N}} \\
140 & (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+f(E)_{k}.\overline{\delta
141 (k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
144 \noindent where + and . are the Boolean addition and product operations.
145 Consider the phase space:
147 \mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
148 \mathds{B}^\mathsf{N},
150 \noindent and the map defined on $\mathcal{X}$:
152 G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
154 \noindent where $\sigma$ is the \emph{shift} function defined by $\sigma (S^{n})_{n\in \mathds{N}}\in \mathbb{S}\longrightarrow (S^{n+1})_{n\in \mathds{N}}\in \mathbb{S}$ and $i$ is the \emph{initial function} $i:(S^{n})_{n\in \mathds{N}} \in \mathbb{S}\longrightarrow S^{0}\in \llbracket 1;\mathsf{N}\rrbracket$. Then the chaotic iterations defined in (\ref{sec:chaotic iterations}) can be described by the following iterations:
158 X^0 \in \mathcal{X} \\
164 With this formulation, a shift function appears as a component of chaotic iterations. The shift function is a famous example of a chaotic map~\cite{Devaney} but its presence is not sufficient enough to claim $G_f$ as chaotic.
166 Let $f$ be a map from $\mathds{B}^n$ to itself. The
167 {\emph{asynchronous iteration graph}} associated with $f$ is the
168 directed graph $\Gamma(f)$ defined by: the set of vertices is
169 $\mathds{B}^n$; for all $x\in\mathds{B}^n$ and $i\in \llbracket1;n\rrbracket$,
170 the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$.
171 The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
172 path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
173 strategy $s$ such that the parallel iteration of $G_f$ from the
174 initial point $(s,x)$ reaches the point $x'$.
176 We have proven in \cite{FCT11} that,
180 \label{Th:Caractérisation des IC chaotiques}
181 Let $f:\mathds{B}^n\to\mathds{B}^n$. $G_f$ is chaotic (according to Devaney)
182 if and only if $\Gamma(f)$ is strongly connected.
188 \section{Application to Pseudo-Randomness}
190 We have proposed in~\cite{bgw09:ip} a new family of generators that receives
191 two PRNGs as inputs. These two generators are mixed with chaotic iterations,
192 leading thus to a new PRNG that improves the statistical properties of each
193 generator taken alone. Furthermore, our generator
194 possesses various chaos properties
195 that none of the generators used as input present.
197 \begin{algorithm}[h!]
199 \KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$ ($n$ bits)}
200 \KwOut{a configuration $x$ ($n$ bits)}
202 $k\leftarrow b + \textit{XORshift}(b+1)$\;
203 \For{$i=0,\dots,k-1$}
205 $s\leftarrow{\textit{XORshift}(n)}$\;
206 $x\leftarrow{F_f(s,x)}$\;
210 \caption{PRNG with chaotic functions}
214 \begin{algorithm}[h!]
216 \KwIn{the internal configuration $z$ (a 32-bit word)}
217 \KwOut{$y$ (a 32-bit word)}
218 $z\leftarrow{z\oplus{(z\ll13)}}$\;
219 $z\leftarrow{z\oplus{(z\gg17)}}$\;
220 $z\leftarrow{z\oplus{(z\ll5)}}$\;
224 \caption{An arbitrary round of \textit{XORshift} algorithm}
232 This generator is synthesized in Algorithm~\ref{CI Algorithm}.
233 It takes as input: a function $f$;
234 an integer $b$, ensuring that the number of executed iterations is at least $b$ and at most $2b+1$; and an initial configuration $x^0$.
235 It returns the new generated configuration $x$. Internally, it embeds two
236 \textit{XORshift}$(k)$ PRNGs \cite{Marsaglia2003} that returns integers uniformly distributed
237 into $\llbracket 1 ; k \rrbracket$.
238 \textit{XORshift} is a category of very fast PRNGs designed by George Marsaglia, which repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number with a bit shifted version of it. This PRNG, which has a period of $2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}. It is used in our PRNG to compute the strategy length and the strategy elements.
241 We have proven in \cite{FCT11} that,
244 Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
245 iteration graph, $\check{M}$ its adjacency
246 matrix and $M$ a $n\times n$ matrix defined as in the previous lemma.
247 If $\Gamma(f)$ is strongly connected, then
248 the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows
249 a law that tends to the uniform distribution
250 if and only if $M$ is a double stochastic matrix.
254 \section{The relativity of disorder}
255 \label{sec:de la relativité du désordre}
257 \subsection{Impact of the topology's finenesse}
259 Let us firstly introduce the following notations.
262 $\mathcal{X}_\tau$ will denote the topological space $\left(\mathcal{X},\tau\right)$, whereas $\mathcal{V}_\tau (x)$ will be the set of all the neighborhoods of $x$ when considering the topology $\tau$ (or simply $\mathcal{V} (x)$, if there is no ambiguity).
268 \label{Th:chaos et finesse}
269 Let $\mathcal{X}$ a set and $\tau, \tau'$ two topologies on $\mathcal{X}$ s.t. $\tau'$ is finer than $\tau$. Let $f:\mathcal{X} \to \mathcal{X}$, continuous both for $\tau$ and $\tau'$.
271 If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then $(\mathcal{X}_\tau,f)$ is chaotic too.
275 Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.
277 Let $\omega_1, \omega_2$ two open sets of $\tau$. Then $\omega_1, \omega_2 \in \tau'$, becaus $\tau'$ is finer than $\tau$. As $f$ is $\tau'-$transitive, we can deduce that $\exists n \in \mathds{N}, \omega_1 \cap f^{(n)}(\omega_2) = \varnothing$. Consequently, $f$ is $\tau-$transitive.
279 Let us now consider the regularity of $(\mathcal{X}_\tau,f)$, \emph{i.e.}, for all $x \in \mathcal{X}$, and for all $\tau-$neighborhood $V$ of $x$, there is a periodic point for $f$ into $V$.
281 Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$.
283 But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in \mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is proven.
286 \subsection{A given system can always be claimed as chaotic}
288 Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point. Then this function is chaotic (in a certain way):
291 Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having at least a fixed point.
292 Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete) topology on $\X$.
297 $f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus \{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq \varnothing$.
298 As $\tau_0 = \left\{ \varnothing, \X \right\}$, this is equivalent to look for an integer $n$ s.t. $f^{(n)}\left( \X \right) \cap \X \neq \varnothing$. For instance, $n=0$ is appropriate.
300 Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V = \mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is regular, and the result is established.
306 \subsection{A given system can always be claimed as non-chaotic}
309 Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$.
310 If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic (for the Devaney's formulation), where $\tau_\infty$ is the discrete topology.
314 Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty}, f\right)$ is both transitive and regular.
316 Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty}, f\right)$ is regular. Then $x$ must be a periodic point of $f$.
318 Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in \mathcal{X}, y \notin I_x$.
320 As $\left(\X_{\tau_\infty}, f\right)$ must be transitive, for all open nonempty sets $A$ and $B$, an integer $n$ must satisfy $f^{(n)}(A) \cap B \neq \varnothing$. However $\{x\}$ and $\{y\}$ are open sets and $y \notin I_x \Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$.
328 \section{Chaos on the order topology}
330 \subsection{The phase space is an interval of the real line}
332 \subsubsection{Toward a topological semiconjugacy}
334 In what follows, our intention is to establish, by using a topological semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as iterations on a real interval. To do so, we must firstly introduce some notations and terminologies.
336 Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} \times \B^\mathsf{N}$.
340 The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[ 0, 2^{10} \big[$ is defined by:
343 \varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}& \longrightarrow & \big[ 0, 2^{10} \big[ \\
344 & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto & \varphi \left((S,E)\right)
347 \noindent where $\varphi\left((S,E)\right)$ is the real number:
349 \item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
350 \item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots = \sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$
356 $\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic iterations $\Go$ on this real interval. To do so, two intermediate functions over $\big[ 0, 2^{10} \big[$ must be introduced:
361 Let $x \in \big[ 0, 2^{10} \big[$ and:
363 \item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$: $\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
364 \item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal decomposition of $x$ is the one that does not have an infinite number of 9:
365 $\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
367 $e$ and $s$ are thus defined as follows:
370 e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
371 & x & \longmapsto & (e_0, \hdots, e_9)
377 s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9 \rrbracket^{\mathds{N}} \\
378 & x & \longmapsto & (s^k)_{k \in \mathds{N}}
383 We are now able to define the function $g$, whose goal is to translate the chaotic iterations $\Go$ on an interval of $\mathds{R}$.
386 $g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
389 g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
391 & x & \longmapsto & g(x)
394 \noindent where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
396 \item its integral part has a binary decomposition equal to $e_0', \hdots, e_9'$, with:
400 e(x)_i & \textrm{ if } i \neq s^0\\
401 e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
405 \item whose decimal part is $s(x)^1, s(x)^2, \hdots$
412 In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k + \sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then: $$g(x) = \displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) + \sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.$$
414 \subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}
416 Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most usual one being the Euclidian distance recalled bellow:
419 \index{distance!euclidienne}
420 $\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is, $\Delta(x,y) = |y-x|^2$.
425 This Euclidian distance does not reproduce exactly the notion of proximity induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$. This is the reason why we have to introduce the following metric:
430 Let $x,y \in \big[ 0, 2^{10} \big[$.
431 $D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$ defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$, where:
433 $\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k, \check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty \dfrac{|S^k-\check{S}^k|}{10^k}}$.
438 $D$ is a distance on $\big[ 0, 2^{10} \big[$.
442 The three axioms defining a distance must be checked.
444 \item $D \geqslant 0$, because everything is positive in its definition. If $D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal (they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then $\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$.
445 \item $D(x,y)=D(y,x)$.
446 \item Finally, the triangular inequality is obtained due to the fact that both $\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
451 The convergence of sequences according to $D$ is not the same than the usual convergence related to the Euclidian metric. For instance, if $x^n \to x$ according to $D$, then necessarily the integral part of each $x^n$ is equal to the integral part of $x$ (at least after a given threshold), and the decimal part of $x^n$ corresponds to the one of $x$ ``as far as required''.
452 To illustrate this fact, a comparison between $D$ and the Euclidian distance is given Figure \ref{fig:comparaison de distances}. These illustrations show that $D$ is richer and more refined than the Euclidian distance, and thus is more precise.
457 \subfigure[Function $x \to dist(x;1,234) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
458 \subfigure[Function $x \to dist(x;3) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
460 \caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
461 \label{fig:comparaison de distances}
467 \subsubsection{The semiconjugacy}
469 It is now possible to define a topological semiconjugacy between $\mathcal{X}$ and an interval of $\mathds{R}$:
472 Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on $\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
475 \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>> \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
476 @V{\varphi}VV @VV{\varphi}V\\
477 \left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[, D~\right)
483 $\varphi$ has been constructed in order to be continuous and onto.
486 In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} \big[$.
493 \subsection{Study of the chaotic iterations described as a real function}
498 \subfigure[ICs on the interval $(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
499 \subfigure[ICs on the interval $(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
500 \subfigure[ICs on the interval $(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
501 \subfigure[ICs on the interval $(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
503 \caption{Representation of the chaotic iterations.}
512 \subfigure[ICs on the interval $(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
513 \subfigure[ICs on the interval $(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
515 \caption{ICs on small intervals.}
521 \subfigure[ICs on the interval $(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
522 \subfigure[ICs on the interval $(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
524 \caption{General aspect of the chaotic iterations.}
529 We have written a Python program to represent the chaotic iterations with the vectorial negation on the real line $\mathds{R}$. Various representations of these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}. It can be remarked that the function $g$ is a piecewise linear function: it is linear on each interval having the form $\left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its slope is equal to 10. Let us justify these claims:
532 \label{Prop:derivabilite des ICs}
533 Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on $\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{ \dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.
535 Furthermore, on each interval of the form $\left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$, $g$ is a linear function, having a slope equal to 10: $\forall x \notin I, g'(x)=10$.
540 Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral prat $e$ and the same decimal part $s^0$: on the set $I_n$, functions $e(x)$ and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all the images $g(x)$ of these points $x$:
542 \item Have the same integral part, which is $e$, except probably the bit number $s^0$. In other words, this integer has approximately the same binary decomposition than $e$, the sole exception being the digit $s^0$ (this number is then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$, \emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$).
543 \item A shift to the left has been applied to the decimal part $y$, losing by doing so the common first digit $s^0$. In other words, $y$ has been mapped into $10\times y - s^0$.
545 To sum up, the action of $g$ on the points of $I$ is as follows: first, make a multiplication by 10, and second, add the same constant to each term, which is $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
549 Finally, chaotic iterations are elements of the large family of functions that are both chaotic and piecewise linear (like the tent map).
554 \subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
556 The two propositions bellow allow to compare our two distances on $\big[ 0, 2^\mathsf{N} \big[$:
559 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, D~\right)$ is not continuous.
563 The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is such that:
565 \item $\Delta (x^n,2) \to 0.$
566 \item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
569 The sequential characterization of the continuity concludes the demonstration.
577 Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction.
581 If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given threshold, because $D_e$ only returns integers. So, after this threshold, the integral parts of all the $x^n$ are equal to the integral part of $x$.
583 Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k \in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This means that for all $k$, an index $N_k$ can be found such that, $\forall n \geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the result.
586 The conclusion of these propositions is that the proposed metric is more precise than the Euclidian distance, that is:
589 $D$ is finer than the Euclidian distance $\Delta$.
592 This corollary can be reformulated as follows:
595 \item The topology produced by $\Delta$ is a subset of the topology produced by $D$.
596 \item $D$ has more open sets than $\Delta$.
597 \item It is harder to converge for the topology $\tau_D$ inherited by $D$, than to converge with the one inherited by $\Delta$, which is denoted here by $\tau_\Delta$.
601 \subsection{Chaos of the chaotic iterations on $\mathds{R}$}
602 \label{chpt:Chaos des itérations chaotiques sur R}
606 \subsubsection{Chaos according to Devaney}
608 We have recalled previously that the chaotic iterations $\left(\Go, \mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We can deduce that they are chaotic on $\mathds{R}$ too, when considering the order topology, because:
610 \item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10} \big[_D\right)$ are semiconjugate by $\varphi$,
611 \item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic according to Devaney, because the semiconjugacy preserve this character.
612 \item But the topology generated by $D$ is finer than the topology generated by the Euclidian distance $\Delta$ -- which is the order topology.
613 \item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order topology on $\mathds{R}$.
616 This result can be formulated as follows.
619 \label{th:IC et topologie de l'ordre}
620 The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the order topology.
623 Indeed this result is weaker than the theorem establishing the chaos for the finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre} still remains important. Indeed, we have studied in our previous works a set different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$), in order to be as close as possible from the computer: the properties of disorder proved theoretically will then be preserved when computing. However, we could wonder whether this change does not lead to a disorder of a lower quality. In other words, have we replaced a situation of a good disorder lost when computing, to another situation of a disorder preserved but of bad quality. Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary.
628 \section{Efficient prng based on chaotic iterations}
630 On parle du séquentiel avec des nombres 64 bits\\
632 Faire le lien avec le paragraphe précédent (je considère que la stratégie s'appelle $S^i$\\
634 In order to implement efficiently a PRNG based on chaotic iterations it is
635 possible to improve previous works [ref]. One solution consists in considering
636 that the strategy used $S^i$ contains all the bits for which the negation is
637 achieved out. Then instead of applying the negation on these bits we can simply
638 apply the xor operator between the current number and the strategy $S^i$. In
639 order to obtain the strategy we also use a classical PRNG.
644 \begin{minipage}{14cm}
645 unsigned int CIprng() \{\\
646 static unsigned int x = 123123123;\\
647 unsigned long t1 = xorshift();\\
648 unsigned long t2 = xor128();\\
649 unsigned long t3 = xorwow();\\
650 x = x\textasciicircum (unsigned int)t1;\\
651 x = x\textasciicircum (unsigned int)(t2$>>$32);\\
652 x = x\textasciicircum (unsigned int)(t3$>>$32);\\
653 x = x\textasciicircum (unsigned int)t2;\\
654 x = x\textasciicircum (unsigned int)(t1$>>$32);\\
655 x = x\textasciicircum (unsigned int)t3;\\
661 \caption{sequential Chaotic Iteration PRNG}
662 \label{algo:seqCIprng}
665 In Figure~\ref{algo:seqCIprng} a sequential version of our chaotic iterations
666 based PRNG is presented. This version uses three classical 64 bits PRNG: the
667 \texttt{xorshift}, the \texttt{xor128} and the \texttt{xorwow}. These three
668 PRNGs are presented in~\cite{Marsaglia2003}. As each PRNG used works with
669 64-bits and as our PRNG works with 32 bits, the use of \texttt{(unsigned int)}
670 selects the 32 least significant bits whereas \texttt{(unsigned int)(t3$>>$32)}
671 selects the 32 most significants bits of the variable \texttt{t}. This version
672 sucesses the BigCrush of the TestU01 battery [P. L’ecuyer and
675 \section{Efficient prng based on chaotic iterations on GPU}
677 On parle du passage du sequentiel au GPU
679 \section{Experiments}
681 On passe le BigCrush\\
682 On donne des temps de générations sur GPU/CPU\\
683 On donne des temps de générations de nombre sur GPU puis on rappatrie sur CPU / CPU ? bof bof, on verra
687 \bibliographystyle{plain}
688 \bibliography{mabase}