[prng_gpu.git] / prng_gpu.tex

\documentclass{article}
\usepackage[utf8]{inputenc}
\usepackage[T1]{fontenc}
\usepackage{fullpage}
\usepackage{fancybox}
\usepackage{amsmath}
\usepackage{amscd}
\usepackage{moreverb}
\usepackage{commath}
\usepackage{algorithm2e}
\usepackage{listings}
\usepackage[standard]{ntheorem}

% Pour mathds : les ensembles IR, IN, etc.
\usepackage{dsfont}

% Pour avoir des intervalles d'entiers
\usepackage{stmaryrd}

\usepackage{graphicx}
% Pour faire des sous-figures dans les figures
\usepackage{subfigure}

\usepackage{color}

\newtheorem{notation}{Notation}

\newcommand{\X}{\mathcal{X}}
\newcommand{\Go}{G_{f_0}}
\newcommand{\B}{\mathds{B}}
\newcommand{\N}{\mathds{N}}
\newcommand{\BN}{\mathds{B}^\mathsf{N}}
\let\sur=\overline

\newcommand{\alert}[1]{\begin{color}{blue}\textit{#1}\end{color}}

\title{Efficient generation of pseudo random numbers based on chaotic iterations on GPU}
\begin{document}

\author{Jacques M. Bahi, Rapha\"{e}l Couturier, and Christophe Guyeux\thanks{Authors in alphabetic order}}

\maketitle

\begin{abstract}
This is the abstract
\end{abstract}

\section{Introduction}

Interet des itérations chaotiques pour générer des nombre alea\\
Interet de générer des nombres alea sur GPU
\alert{RC, un petit state-of-the-art sur les PRNGs sur GPU ?}
...


\section{Basic Recalls}
\label{section:BASIC RECALLS}
This section is devoted to basic definitions and terminologies in the fields of topological chaos and chaotic iterations.
\subsection{Devaney's chaotic dynamical systems}

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: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.


Consider a topological space $(\mathcal{X},\tau)$ and a continuous function $f : \mathcal{X} \rightarrow \mathcal{X}$.

\begin{definition}
$f$ 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 $f^k(U) \cap V \neq \varnothing$.
\end{definition}

\begin{definition}
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 $Per(f).$
\end{definition}

\begin{definition}
$f$ 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).
\end{definition}


\begin{definition}
$f$ is said to be \emph{chaotic} on $(\mathcal{X},\tau)$ if $f$ is regular and topologically transitive.
\end{definition}

The chaos property is strongly linked to the notion of ``sensitivity'', defined on a metric space $(\mathcal{X},d)$ by:

\begin{definition}
\label{sensitivity} $f$ has \emph{sensitive dependence on initial conditions}
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 $.

$\delta$ is called the \emph{constant of sensitivity} of $f$.
\end{definition}

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.



\subsection{Chaotic iterations}
\label{sec:chaotic iterations}


Let us consider  a \emph{system} with a finite  number $\mathsf{N} \in
\mathds{N}^*$ of elements  (or \emph{cells}), so that each  cell has a
Boolean  \emph{state}. Having $\mathsf{N}$ Boolean values for these
 cells  leads to the definition of a particular \emph{state  of the
system}. A sequence which  elements belong to $\llbracket 1;\mathsf{N}
\rrbracket $ is called a \emph{strategy}. The set of all strategies is
denoted by $\mathbb{S}.$

\begin{definition}
\label{Def:chaotic iterations}
The      set       $\mathds{B}$      denoting      $\{0,1\}$,      let
$f:\mathds{B}^{\mathsf{N}}\longrightarrow  \mathds{B}^{\mathsf{N}}$ be
a  function  and  $S\in  \mathbb{S}$  be  a  strategy.  The  so-called
\emph{chaotic      iterations}     are     defined      by     $x^0\in
\mathds{B}^{\mathsf{N}}$ and
$$
\forall    n\in     \mathds{N}^{\ast     },    \forall     i\in
\llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
\begin{array}{ll}
  x_i^{n-1} &  \text{ if  }S^n\neq i \\
  \left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
\end{array}\right.
$$
\end{definition}

In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
\textquotedblleft  iterated\textquotedblright .  Note  that in  a more
general  formulation,  $S^n$  can   be  a  subset  of  components  and
$\left(f(x^{n-1})\right)_{S^{n}}$      can     be      replaced     by
$\left(f(x^{k})\right)_{S^{n}}$, where  $k<n$, describing for example,
delays  transmission~\cite{Robert1986,guyeux10}.  Finally,  let us  remark that
the term  ``chaotic'', in  the name of  these iterations,  has \emph{a
priori} no link with the mathematical theory of chaos, recalled above.


Let us now recall how to define a suitable metric space where chaotic iterations are continuous. For further explanations, see, e.g., \cite{guyeux10}.

Let $\delta $ be the \emph{discrete Boolean metric}, $\delta (x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function:
\begin{equation*}
\begin{array}{lrll}
F_{f}: & \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}} &
\longrightarrow & \mathds{B}^{\mathsf{N}} \\
& (k,E) & \longmapsto & \left( E_{j}.\delta (k,j)+f(E)_{k}.\overline{\delta
(k,j)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket},%
\end{array}%
\end{equation*}%
\noindent where + and . are the Boolean addition and product operations.
Consider the phase space:
\begin{equation*}
\mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
\mathds{B}^\mathsf{N},
\end{equation*}
\noindent and the map defined on $\mathcal{X}$:
\begin{equation}
G_f\left(S,E\right) = \left(\sigma(S), F_f(i(S),E)\right), \label{Gf}
\end{equation}
\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:
\begin{equation*}
\left\{
\begin{array}{l}
X^0 \in \mathcal{X} \\
X^{k+1}=G_{f}(X^k).%
\end{array}%
\right.
\end{equation*}%

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. 

To study this claim, a new distance between two points $X = (S,E), Y = (\check{S},\check{E})\in
\mathcal{X}$ has been introduced in \cite{guyeux10} as follows:
\begin{equation*}
d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
\end{equation*}
\noindent where
\begin{equation*}
\left\{
\begin{array}{lll}
\displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
}\delta (E_{k},\check{E}_{k})}, \\
\displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
\sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
\end{array}%
\right.
\end{equation*}


This new distance has been introduced to satisfy the following requirements.
\begin{itemize}
\item When the number of different cells between two systems is increasing, then their distance should increase too.
\item In addition, if two systems present the same cells and their respective strategies start with the same terms, then the distance between these two points must be small because the evolution of the two systems will be the same for a while. Indeed, the two dynamical systems start with the same initial condition, use the same update function, and as strategies are the same for a while, then components that are updated are the same too.
\end{itemize}
The distance presented above follows these recommendations. Indeed, if the floor value $\lfloor d(X,Y)\rfloor $ is equal to $n$, then the systems $E, \check{E}$ differ in $n$ cells. In addition, $d(X,Y) - \lfloor d(X,Y) \rfloor $ is a measure of the differences between strategies $S$ and $\check{S}$. More precisely, this floating part is less than $10^{-k}$ if and only if the first $k$ terms of the two strategies are equal. Moreover, if the $k^{th}$ digit is nonzero, then the $k^{th}$ terms of the two strategies are different.

Finally, it has been established in \cite{guyeux10} that,

\begin{proposition}
Let $f$ be a map from $\mathds{B}^n$ to itself. Then $G_{f}$ is continuous in the metric space $(\mathcal{X},d)$.
\end{proposition}

The chaotic property of $G_f$ has been firstly established for the vectorial Boolean negation \cite{guyeux10}. To obtain a characterization, we have secondly introduced the notion of asynchronous iteration graph recalled bellow.

Let $f$ be a map from $\mathds{B}^n$ to itself. The
{\emph{asynchronous iteration graph}} associated with $f$ is the
directed graph $\Gamma(f)$ defined by: the set of vertices is
$\mathds{B}^n$; for all $x\in\mathds{B}^n$ and $i\in \llbracket1;n\rrbracket$,
the graph $\Gamma(f)$ contains an arc from $x$ to $F_f(i,x)$. 
The relation between $\Gamma(f)$ and $G_f$ is clear: there exists a
path from $x$ to $x'$ in $\Gamma(f)$ if and only if there exists a
strategy $s$ such that the parallel iteration of $G_f$ from the
initial point $(s,x)$ reaches the point $x'$.

We have finally proven in \cite{FCT11} that,


\begin{theorem}
\label{Th:Caractérisation   des   IC   chaotiques}  
Let $f:\mathds{B}^n\to\mathds{B}^n$. $G_f$ is chaotic  (according to  Devaney) 
if and only if $\Gamma(f)$ is strongly connected.
\end{theorem}

This result of chaos has lead us to study the possibility to build a pseudo-random number generator (PRNG) based on the chaotic iterations. 
As $G_f$, defined on the domain   $\llbracket 1 ;  n \rrbracket^{\mathds{N}}  \times \mathds{B}^n$, is build from Boolean networks $f : \mathds{B}^n \rightarrow \mathds{B}^n$, we can preserve the theoretical properties on $G_f$ during implementations (due to the discrete nature of $f$). It is as if $\mathds{B}^n$ represents the memory of the computer whereas $\llbracket 1 ;  n \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance).

\section{Application to Pseudo-Randomness}

We have proposed in~\cite{bgw09:ip} a new family of generators that receives 
two PRNGs as inputs. These two generators are mixed with chaotic iterations, 
leading thus to a new PRNG that improves the statistical properties of each
generator taken alone. Furthermore, our generator 
possesses various chaos properties
that none of the generators used as input present.

\begin{algorithm}[h!]
%\begin{scriptsize}
\KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$ ($n$ bits)}
\KwOut{a configuration $x$ ($n$ bits)}
$x\leftarrow x^0$\;
$k\leftarrow b + \textit{XORshift}(b+1)$\;
\For{$i=0,\dots,k-1$}
{
$s\leftarrow{\textit{XORshift}(n)}$\;
$x\leftarrow{F_f(s,x)}$\;
}
return $x$\;
%\end{scriptsize}
\caption{PRNG with chaotic functions}
\label{CI Algorithm}
\end{algorithm}

\begin{algorithm}[h!]
%\SetAlgoLined                        %%RAPH: cette ligne provoque une erreur chez moi
\KwIn{the internal configuration $z$ (a 32-bit word)}
\KwOut{$y$ (a 32-bit word)}
$z\leftarrow{z\oplus{(z\ll13)}}$\;
$z\leftarrow{z\oplus{(z\gg17)}}$\;
$z\leftarrow{z\oplus{(z\ll5)}}$\;
$y\leftarrow{z}$\;
return $y$\;
\medskip
\caption{An arbitrary round of \textit{XORshift} algorithm}
\label{XORshift}
\end{algorithm}





This generator is synthesized in Algorithm~\ref{CI Algorithm}.
It takes as input: a function $f$;
an integer $b$, ensuring that the number of executed iterations is at least $b$ and at most $2b+1$; and an initial configuration $x^0$.
It returns the new generated configuration $x$.  Internally, it embeds two
\textit{XORshift}$(k)$ PRNGs \cite{Marsaglia2003} that returns integers uniformly distributed
into $\llbracket 1 ; k \rrbracket$.
\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.


We have proven in \cite{FCT11} that,

\begin{theorem}
  Let $f: \mathds{B}^{n} \rightarrow \mathds{B}^{n}$, $\Gamma(f)$ its
  iteration graph, $\check{M}$ its adjacency
  matrix and $M$ a $n\times n$ matrix defined as in the previous lemma.
  If $\Gamma(f)$ is strongly connected, then 
  the output of the PRNG detailed in Algorithm~\ref{CI Algorithm} follows 
  a law that tends to the uniform distribution 
  if and only if $M$ is a double stochastic matrix.
\end{theorem} 



\alert{Mettre encore un peu de blabla sur le PRNG, puis enchaîner en disant que, ok, on peut préserver le chaos quand on passe sur machine, mais que le chaos dont il s'agit a été prouvé pour une distance bizarroïde sur un espace non moins hémoroïde, d'où ce qui suit}



\section{The relativity of disorder}
\label{sec:de la relativité du désordre}

\subsection{Impact of the topology's finenesse}

Let us firstly introduce the following notations.

\begin{notation}
$\mathcal{X}_\tau$ 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).
\end{notation}



\begin{theorem}
\label{Th:chaos et finesse}
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 $\tau'$.

If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then $(\mathcal{X}_\tau,f)$ is chaotic too.
\end{theorem}

\begin{proof}
Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.

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.

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 $V$.

Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$.

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.
\end{proof}

\subsection{A given system can always be claimed as chaotic}

Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point. Then this function is chaotic (in a certain way):

\begin{theorem}
Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having at least a fixed point.
Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete) topology on $\X$.
\end{theorem}


\begin{proof}
$f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus \{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq \varnothing$.
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.

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.
\end{proof}




\subsection{A given system can always be claimed as non-chaotic}

\begin{theorem}
Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$.
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.
\end{theorem}

\begin{proof}
Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty}, f\right)$ is both transitive and regular.

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 $f$.

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 $\exists y \in \mathcal{X}, y \notin I_x$.

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 $y \notin I_x \Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$.
\end{proof}






\section{Chaos on the order topology}

\subsection{The phase space is an interval of the real line}

\subsubsection{Toward a topological semiconjugacy}

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. 

Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} \times \B^\mathsf{N}$.


\begin{definition}
The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[ 0, 2^{10} \big[$ is defined by:
$$
\begin{array}{cccl}
\varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}& \longrightarrow & \big[ 0, 2^{10} \big[ \\
 & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto & \varphi \left((S,E)\right)
\end{array}
$$
\noindent where $\varphi\left((S,E)\right)$ is the real number:
\begin{itemize}
\item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
\item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots = \sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$ 
\end{itemize}
\end{definition}



$\varphi$ 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:


\begin{definition}
\label{def:e et s}
Let $x \in \big[ 0, 2^{10} \big[$ and:
\begin{itemize}
\item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$: $\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
\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: 
$\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
\end{itemize}
$e$ and $s$ are thus defined as follows:
$$
\begin{array}{cccl}
e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
 & x & \longmapsto & (e_0, \hdots, e_9)
\end{array}
$$
\noindent and
$$
\begin{array}{cccl}
s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9 \rrbracket^{\mathds{N}} \\
 & x & \longmapsto & (s^k)_{k \in \mathds{N}}
\end{array}
$$
\end{definition}

We are now able to define the function $g$, whose goal is to translate the chaotic iterations $\Go$ on an interval of $\mathds{R}$.

\begin{definition}
$g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
$$
\begin{array}{cccl}
g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
& \\
 & x & \longmapsto & g(x)
\end{array}
$$
\noindent where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
\begin{itemize}
\item its integral part has a binary decomposition equal to $e_0', \hdots, e_9'$, with:
$$
e_i' = \left\{
\begin{array}{ll}
e(x)_i & \textrm{ if } i \neq s^0\\
e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
\end{array}
\right.
$$
\item whose decimal part is $s(x)^1, s(x)^2, \hdots$
\end{itemize}
\end{definition}

\bigskip


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: $$g(x) = \displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) +  \sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.$$

\subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}

Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most usual one being the Euclidian distance recalled bellow:

\begin{notation}
\index{distance!euclidienne}
$\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is, $\Delta(x,y) = |y-x|^2$.
\end{notation}

\medskip

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:



\begin{definition}
Let $x,y \in \big[ 0, 2^{10} \big[$.
$D$ 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:
\begin{center}
$\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k, \check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty \dfrac{|S^k-\check{S}^k|}{10^k}}$.
\end{center}
\end{definition}

\begin{proposition}
$D$ is a distance on $\big[ 0, 2^{10} \big[$.
\end{proposition}

\begin{proof}
The three axioms defining a distance must be checked.
\begin{itemize}
\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 $x=y$.
\item $D(x,y)=D(y,x)$.
\item Finally, the triangular inequality is obtained due to the fact that both $\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
\end{itemize}
\end{proof}


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''.
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.


\begin{figure}[t]
\begin{center}
  \subfigure[Function $x \to dist(x;1,234) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
  \subfigure[Function $x \to dist(x;3) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
\end{center}
\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
\label{fig:comparaison de distances}
\end{figure}




\subsubsection{The semiconjugacy}

It is now possible to define a topological semiconjugacy between $\mathcal{X}$ and an interval of $\mathds{R}$:

\begin{theorem}
Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on $\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
\begin{equation*}
\begin{CD}
\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>> \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
    @V{\varphi}VV                    @VV{\varphi}V\\
\left( ~\big[ 0, 2^{10} \big[, D~\right)  @>>g> \left(~\big[ 0, 2^{10} \big[, D~\right)
\end{CD}
\end{equation*}
\end{theorem}

\begin{proof}
$\varphi$ has been constructed in order to be continuous and onto.
\end{proof}

In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} \big[$.






\subsection{Study of the chaotic iterations described as a real function}


\begin{figure}[t]
\begin{center}
  \subfigure[ICs on the interval $(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
  \subfigure[ICs on the interval $(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
  \subfigure[ICs on the interval $(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
  \subfigure[ICs on the interval $(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
\end{center}
\caption{Representation of the chaotic iterations.}
\label{fig:ICs}
\end{figure}




\begin{figure}[t]
\begin{center}
  \subfigure[ICs on the interval $(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
  \subfigure[ICs on the interval $(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
\end{center}
\caption{ICs on small intervals.}
\label{fig:ICs2}
\end{figure}

\begin{figure}[t]
\begin{center}
  \subfigure[ICs on the interval $(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
  \subfigure[ICs on the interval  $(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
\end{center}
\caption{General aspect of the chaotic iterations.}
\label{fig:ICs3}
\end{figure}


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:

\begin{proposition}
\label{Prop:derivabilite des ICs}
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 $\left\{ \dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.

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: $\forall x \notin I, g'(x)=10$.
\end{proposition}


\begin{proof}
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 $x$:
\begin{itemize}
\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 $e+(-1)^{s^0}\times 2^{10-s^0}$).
\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 $10\times y - s^0$.
\end{itemize}
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 $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
\end{proof}

\begin{remark}
Finally, chaotic iterations are elements of the large family of functions that are both chaotic and piecewise linear (like the tent map).
\end{remark}



\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}

The two propositions bellow allow to compare our two distances on $\big[ 0, 2^\mathsf{N} \big[$:

\begin{proposition}
Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, D~\right)$ is not continuous. 
\end{proposition}

\begin{proof}
The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is such that:
\begin{itemize}
\item $\Delta (x^n,2) \to 0.$
\item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
\end{itemize}

The sequential characterization of the continuity concludes the demonstration.
\end{proof}



A contrario:

\begin{proposition}
Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction. 
\end{proposition}

\begin{proof}
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 $x$. 

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.
\end{proof}

The conclusion of these propositions is that the proposed metric is more precise than the Euclidian distance, that is:

\begin{corollary}
$D$ is finer than the Euclidian distance $\Delta$.
\end{corollary}

This corollary can be reformulated as follows:

\begin{itemize}
\item The topology produced by $\Delta$ is a subset of the topology produced by $D$.
\item $D$ has more open sets than $\Delta$.
\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 $\tau_\Delta$.
\end{itemize}


\subsection{Chaos of the chaotic iterations on $\mathds{R}$}
\label{chpt:Chaos des itérations chaotiques sur R}



\subsubsection{Chaos according to Devaney}

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:
\begin{itemize}
\item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10} \big[_D\right)$ are semiconjugate by $\varphi$,
\item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic according to Devaney, because the semiconjugacy preserve this character.
\item But the topology generated by $D$ is finer than the topology generated by the Euclidian distance $\Delta$ -- which is the order topology.
\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 $\mathds{R}$.
\end{itemize}

This result can be formulated as follows.

\begin{theorem}
\label{th:IC et topologie de l'ordre}
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.
\end{theorem}

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.
 



\section{Efficient prng based on chaotic iterations}

In  order to  implement efficiently  a PRNG  based on  chaotic iterations  it is
possible to improve  previous works [ref]. One solution  consists in considering
that the  strategy used contains all the  bits for which the  negation is
achieved out. Then in order to apply  the negation on these bits we can simply
apply the  xor operator between  the current number  and the strategy. In
order to obtain the strategy we also use a classical PRNG.

Here  is an  example with  16-bits numbers  showing how  the bitwise  operations are
applied.  Suppose  that $x$ and the  strategy $S^i$ are defined  in binary mode.
Then the following table shows the result of $x$ xor $S^i$.
$$
\begin{array}{|cc|cccccccccccccccc|}
\hline
x      &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
\hline
S^i      &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
\hline
x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
\hline

\hline
 \end{array}
$$

%% \begin{figure}[htbp]
%% \begin{center}
%% \fbox{
%% \begin{minipage}{14cm}
%% unsigned int CIprng() \{\\
%%   static unsigned int x = 123123123;\\
%%   unsigned long t1 = xorshift();\\
%%   unsigned long t2 = xor128();\\
%%   unsigned long t3 = xorwow();\\
%%   x = x\textasciicircum (unsigned int)t1;\\
%%   x = x\textasciicircum (unsigned int)(t2$>>$32);\\
%%   x = x\textasciicircum (unsigned int)(t3$>>$32);\\
%%   x = x\textasciicircum (unsigned int)t2;\\
%%   x = x\textasciicircum (unsigned int)(t1$>>$32);\\
%%   x = x\textasciicircum (unsigned int)t3;\\
%%   return x;\\
%% \}
%% \end{minipage}
%% }
%% \end{center}
%% \caption{sequential Chaotic Iteration PRNG}
%% \label{algo:seqCIprng}
%% \end{figure}



\lstset{language=C,caption={C code of the sequential chaotic iterations based PRNG},label=algo:seqCIprng}
\begin{lstlisting}
unsigned int CIprng() {
  static unsigned int x = 123123123;
  unsigned long t1 = xorshift();
  unsigned long t2 = xor128();
  unsigned long t3 = xorwow();
  x = x^(unsigned int)t1;
  x = x^(unsigned int)(t2>>32);
  x = x^(unsigned int)(t3>>32);
  x = x^(unsigned int)t2;
  x = x^(unsigned int)(t1>>32);
  x = x^(unsigned int)t3;
  return x;
}
\end{lstlisting}





In listing~\ref{algo:seqCIprng}  a sequential version of  our chaotic iterations
based   PRNG    is   presented.   The    xor   operator   is    represented   by
\textasciicircum.  This   function  uses  three  classical   64-bits  PRNG:  the
\texttt{xorshift},  the   \texttt{xor128}  and  the   \texttt{xorwow}.   In  the
following,  we call  them  xor-like  PRNGSs.  These  three  PRNGs are  presented
in~\cite{Marsaglia2003}.  As each  xor-like PRNG used works with  64-bits and as
our PRNG works  with 32-bits, the use of \texttt{(unsigned  int)} selects the 32
least significant bits whereas  \texttt{(unsigned int)(t3$>>$32)} selects the 32
most  significants bits  of the  variable \texttt{t}.   So to  produce  a random
number realizes  6 xor operations with  6 32-bits numbers produced  by 3 64-bits
PRNG.  This version successes the  BigCrush of the TestU01 battery [P.  L’ecuyer
  and R. Simard. Testu01].

\section{Efficient prng based on chaotic iterations on GPU}

In  order to benefit  from computing  power of  GPU, a  program needs  to define
independent blocks of threads which  can be computed simultaneously. In general,
the larger the number of threads is,  the more local memory is used and the less
branching  instructions are  used (if,  while, ...),  the better  performance is
obtained  on  GPU.  So  with  algorithm  \ref{algo:seqCIprng}  presented in  the
previous section, it is possible to  build a similar program which computes PRNG
on  GPU. In  the CUDA  [ref] environment,  threads have  a  local identificator,
called \texttt{ThreadIdx} relative to the block containing them.


\subsection{Naive version for GPU}

From the CPU version, it is possible  to obtain a quite similar version for GPU.
The principe consists in assigning the computation of a PRNG as in sequential to
each thread  of the  GPU.  Of course,  it is  essential that the  three xor-like
PRNGs  used for  our computation  have different  parameters. So  we  chose them
randomly with  another PRNG. As the  initialisation is performed by  the CPU, we
have chosen to use the ISAAC PRNG  [ref] to initalize all the parameters for the
GPU version  of our  PRNG.  The  implementation of the  three xor-like  PRNGs is
straightforward  as soon  as their  parameters have  been allocated  in  the GPU
memory. Each xor-like  PRNGs used works with an internal  number $x$ which keeps
the last generated random numbers. Other internal variables are also used by the
xor-like PRNGs. More  precisely, the implementation of the  xor128, the xorshift
and  the xorwow  respectively  require 4,  5  and 6  unsigned  long as  internal
variables.

\begin{algorithm}

\KwIn{InternalVarXorLikeArray: array with internal variables of the 3 xor-like PRNGs in global memory\;
NumThreads: Number of threads\;}
\KwOut{NewNb: array containing random numbers in global memory}
\If{threadIdx is concerned by the computation} {
  retrieve data from InternalVarXorLikeArray[threadIdx] in local variables\;
  \For{i=1 to n} {
    compute a new PRNG as in Listing\ref{algo:seqCIprng}\;
    store the new PRNG in NewNb[NumThreads*threadIdx+i]\;
  }
  store internal variables in InternalVarXorLikeArray[threadIdx]\;
}

\caption{main kernel for the chaotic iterations based PRNG GPU naive version}
\label{algo:gpu_kernel}
\end{algorithm}

Algorithm~\ref{algo:gpu_kernel}  presents a naive  implementation of  PRNG using
GPU.  According  to the available  memory in the  GPU and the number  of threads
used simultenaously,  the number  of random numbers  that a thread  can generate
inside   a    kernel   is   limited,   i.e.    the    variable   \texttt{n}   in
algorithm~\ref{algo:gpu_kernel}. For example, if  $100,000$ threads are used and
if $n=100$\footnote{in fact, we need to add the initial seed (a 32-bits number)}
then   the  memory   required   to  store   internals   variables  of   xor-like
PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
and  random  number of  our  PRNG  is  equals to  $100,000\times  ((4+5+6)\times
2+(1+100))=1,310,000$ 32-bits numbers, i.e. about $52$Mb.

All the  tests performed  to pass the  BigCrush of TestU01  succeeded. Different
number of threads, called \texttt{NumThreads} in our algorithm, have been tested
upto $10$ millions.

\begin{remark}
Algorithm~\ref{algo:gpu_kernel}  has  the  advantage to  manipulate  independent
PRNGs, so this version is easily usable on a cluster of computer. The only thing
to ensure is to use a single ISAAC PRNG. For this, a simple solution consists in
using a master node for the initialization which computes the initial parameters
for all the differents nodes involves in the computation.
\end{remark}

\subsection{Improved version for GPU}

As GPU cards using CUDA have shared memory between threads of the same block, it
is possible  to use this  feature in order  to simplify the  previous algorithm,
i.e. using less  than 3 xor-like PRNGs. The solution  consists in computing only
one xor-like PRNG by thread, saving  it into shared memory and using the results
of some  other threads in the  same block of  threads. In order to  define which
thread uses the result of which other  one, we can use a permutation array which
contains  the indexes  of  all threads  and  for which  a  permutation has  been
performed.  In Algorithm~\ref{algo:gpu_kernel2}, 2 permutations arrays are used.
The    variable   \texttt{offset}    is    computed   using    the   value    of
\texttt{permutation\_size}.   Then we  can compute  \texttt{o1}  and \texttt{o2}
which represent the indexes of the  other threads for which the results are used
by the  current thread. In  the algorithm, we  consider that a  64-bits xor-like
PRNG is used, that is why both 32-bits parts are used.

This version also succeed to the BigCrush batteries of tests.

\begin{algorithm}

\KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs in global memory\;
NumThreads: Number of threads\;
tab1, tab2: Arrays containing permutations of size permutation\_size\;}

\KwOut{NewNb: array containing random numbers in global memory}
\If{threadId is concerned} {
  retrieve data from InternalVarXorLikeArray[threadId] in local variables\;
  offset = threadIdx\%permutation\_size\;
  o1 = threadIdx-offset+tab1[offset]\;
  o2 = threadIdx-offset+tab2[offset]\;
  \For{i=1 to n} {
    t=xor-like()\;
    shared\_mem[threadId]=(unsigned int)t\;
    x = x $\oplus$ (unsigned int) t\;
    x = x $\oplus$ (unsigned int) (t>>32)\;
    x = x $\oplus$ shared[o1]\;
    x = x $\oplus$ shared[o2]\;

    store the new PRNG in NewNb[NumThreads*threadId+i]\;
  }
  store internal variables in InternalVarXorLikeArray[threadId]\;
}

\caption{main kernel for the chaotic iterations based PRNG GPU efficient version}
\label{algo:gpu_kernel2}
\end{algorithm}



\section{Experiments}

Differents experiments have been performed in order to measure the generation speed.
\begin{figure}[t]
\begin{center}
  \includegraphics[scale=.5]{curve_time_gpu.pdf}

\end{center}
\caption{Number of random numbers generated per second}
\label{fig:time_naive_gpu}
\end{figure}

First of all we have compared the time to generate X random numbers with both the CPU version and the GPU version. 

Faire une courbe du nombre de random en fonction du nombre de threads, éventuellement en fonction du nombres de threads par bloc.


\section{Conclusion}
\bibliographystyle{plain}
\bibliography{mabase}
\end{document}