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+\usepackage{multirow}
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-\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
+\title{Efficient and Cryptographically Secure Generation of Chaotic Pseudorandom Numbers on GPU}
+\begin{document}
+\author{Jacques M. Bahi, Rapha\"{e}l Couturier, Christophe
+Guyeux, and Pierre-Cyrille Héam\thanks{Authors in alphabetic order}}
+
+
+\IEEEcompsoctitleabstractindextext{
\begin{abstract}
-This is the abstract
+In this paper we present a new pseudorandom number generator (PRNG) on
+graphics processing units (GPU). This PRNG is based on the so-called chaotic iterations. It
+is firstly proven to be chaotic according to the Devaney's formulation. We thus propose an efficient
+implementation for GPU that successfully passes the {\it BigCrush} tests, deemed to be the hardest
+battery of tests in TestU01. Experiments show that this PRNG can generate
+about 20 billion of random numbers per second on Tesla C1060 and NVidia GTX280
+cards.
+It is then established that, under reasonable assumptions, the proposed PRNG can be cryptographically
+secure.
+A chaotic version of the Blum-Goldwasser asymmetric key encryption scheme is finally proposed.
+
+
\end{abstract}
+}
+
+\maketitle
+
+\IEEEdisplaynotcompsoctitleabstractindextext
+\IEEEpeerreviewmaketitle
+
\section{Introduction}
-Interet des itérations chaotiques pour générer des nombre alea\\
-Interet de générer des nombres alea sur GPU
-...
+Randomness is of importance in many fields such as scientific simulations or cryptography.
+``Random numbers'' can mainly be generated either by a deterministic and reproducible algorithm
+called a pseudorandom number generator (PRNG), or by a physical non-deterministic
+process having all the characteristics of a random noise, called a truly random number
+generator (TRNG).
+In this paper, we focus on reproducible generators, useful for instance in
+Monte-Carlo based simulators or in several cryptographic schemes.
+These domains need PRNGs that are statistically irreproachable.
+In some fields such as in numerical simulations, speed is a strong requirement
+that is usually attained by using parallel architectures. In that case,
+a recurrent problem is that a deflation of the statistical qualities is often
+reported, when the parallelization of a good PRNG is realized.
+This is why ad-hoc PRNGs for each possible architecture must be found to
+achieve both speed and randomness.
+On the other side, speed is not the main requirement in cryptography: the great
+need is to define \emph{secure} generators able to withstand malicious
+attacks. Roughly speaking, an attacker should not be able in practice to make
+the distinction between numbers obtained with the secure generator and a true random
+sequence. However, in an equivalent formulation, he or she should not be
+able (in practice) to predict the next bit of the generator, having the knowledge of all the
+binary digits that have been already released. ``Being able in practice'' refers here
+to the possibility to achieve this attack in polynomial time, and to the exponential growth
+of the difficulty of this challenge when the size of the parameters of the PRNG increases.
+
+
+Finally, a small part of the community working in this domain focuses on a
+third requirement, that is to define chaotic generators.
+The main idea is to take benefits from a chaotic dynamical system to obtain a
+generator that is unpredictable, disordered, sensible to its seed, or in other word chaotic.
+Their desire is to map a given chaotic dynamics into a sequence that seems random
+and unassailable due to chaos.
+However, the chaotic maps used as a pattern are defined in the real line
+whereas computers deal with finite precision numbers.
+This distortion leads to a deflation of both chaotic properties and speed.
+Furthermore, authors of such chaotic generators often claim their PRNG
+as secure due to their chaos properties, but there is no obvious relation
+between chaos and security as it is understood in cryptography.
+This is why the use of chaos for PRNG still remains marginal and disputable.
+
+The authors' opinion is that topological properties of disorder, as they are
+properly defined in the mathematical theory of chaos, can reinforce the quality
+of a PRNG. But they are not substitutable for security or statistical perfection.
+Indeed, to the authors' mind, such properties can be useful in the two following situations. On the
+one hand, a post-treatment based on a chaotic dynamical system can be applied
+to a PRNG statistically deflective, in order to improve its statistical
+properties. Such an improvement can be found, for instance, in~\cite{bgw09:ip,bcgr11:ip}.
+On the other hand, chaos can be added to a fast, statistically perfect PRNG and/or a
+cryptographically secure one, in case where chaos can be of interest,
+\emph{only if these last properties are not lost during
+the proposed post-treatment}. Such an assumption is behind this research work.
+It leads to the attempts to define a
+family of PRNGs that are chaotic while being fast and statistically perfect,
+or cryptographically secure.
+Let us finish this paragraph by noticing that, in this paper,
+statistical perfection refers to the ability to pass the whole
+{\it BigCrush} battery of tests, which is widely considered as the most
+stringent statistical evaluation of a sequence claimed as random.
+This battery can be found in the well-known TestU01 package~\cite{LEcuyerS07}.
+More precisely, each time we performed a test on a PRNG, we ran it
+twice in order to observe if all $p-$values are inside [0.01, 0.99]. In
+fact, we observed that few $p-$values (less than ten) are sometimes
+outside this interval but inside [0.001, 0.999], so that is why a
+second run allows us to confirm that the values outside are not for
+the same test. With this approach all our PRNGs pass the {\it
+ BigCrush} successfully and all $p-$values are at least once inside
+[0.01, 0.99].
+Chaos, for its part, refers to the well-established definition of a
+chaotic dynamical system proposed by Devaney~\cite{Devaney}.
+
+In a previous work~\cite{bgw09:ip,guyeux10} we have proposed a post-treatment on PRNGs making them behave
+as a chaotic dynamical system. Such a post-treatment leads to a new category of
+PRNGs. We have shown that proofs of Devaney's chaos can be established for this
+family, and that the sequence obtained after this post-treatment can pass the
+NIST~\cite{Nist10}, DieHARD~\cite{Marsaglia1996}, and TestU01~\cite{LEcuyerS07} batteries of tests, even if the inputted generators
+cannot.
+The proposition of this paper is to improve widely the speed of the formerly
+proposed generator, without any lack of chaos or statistical properties.
+In particular, a version of this PRNG on graphics processing units (GPU)
+is proposed.
+Although GPU was initially designed to accelerate
+the manipulation of images, they are nowadays commonly used in many scientific
+applications. Therefore, it is important to be able to generate pseudorandom
+numbers inside a GPU when a scientific application runs in it. This remark
+motivates our proposal of a chaotic and statistically perfect PRNG for GPU.
+Such device
+allows us to generate almost 20 billion of pseudorandom numbers per second.
+Furthermore, we show that the proposed post-treatment preserves the
+cryptographical security of the inputted PRNG, when this last has such a
+property.
+Last, but not least, we propose a rewriting of the Blum-Goldwasser asymmetric
+key encryption protocol by using the proposed method.
+
+
+{\bf Main contributions.} In this paper a new PRNG using chaotic iteration
+is defined. From a theoretical point of view, it is proven that it has fine
+topological chaotic properties and that it is cryptographically secured (when
+the initial PRNG is also cryptographically secured). From a practical point of
+view, experiments point out a very good statistical behavior. An optimized
+original implementation of this PRNG is also proposed and experimented.
+Pseudorandom numbers are generated at a rate of 20GSamples/s, which is faster
+than in~\cite{conf/fpga/ThomasHL09,Marsaglia2003} (and with a better
+statistical behavior). Experiments are also provided using BBS as the initial
+random generator. The generation speed is significantly weaker.
+Note also that an original qualitative comparison between topological chaotic
+properties and statistical test is also proposed.
+
+
+
+
+The remainder of this paper is organized as follows. In Section~\ref{section:related
+ works} we review some GPU implementations of PRNGs. Section~\ref{section:BASIC
+ RECALLS} gives some basic recalls on the well-known Devaney's formulation of chaos,
+ and on an iteration process called ``chaotic
+iterations'' on which the post-treatment is based.
+The proposed PRNG and its proof of chaos are given in Section~\ref{sec:pseudorandom}.
+
+Section~\ref{The generation of pseudorandom sequence} illustrates the statistical
+improvement related to the chaotic iteration based post-treatment, for
+our previously released PRNGs and a new efficient
+implementation on CPU.
+
+ Section~\ref{sec:efficient PRNG
+ gpu} describes and evaluates theoretically the GPU implementation.
+Such generators are experimented in
+Section~\ref{sec:experiments}.
+We show in Section~\ref{sec:security analysis} that, if the inputted
+generator is cryptographically secure, then it is the case too for the
+generator provided by the post-treatment.
+A practical
+security evaluation is also outlined in Section~\ref{sec:Practicak evaluation}.
+Such a proof leads to the proposition of a cryptographically secure and
+chaotic generator on GPU based on the famous Blum Blum Shub
+in Section~\ref{sec:CSGPU} and to an improvement of the
+Blum-Goldwasser protocol in Sect.~\ref{Blum-Goldwasser}.
+This research work ends by a conclusion section, in which the contribution is
+summarized and intended future work is presented.
+
+
+
+
+\section{Related work on GPU based PRNGs}
+\label{section:related works}
+
+Numerous research works on defining GPU based PRNGs have already been proposed in the
+literature, so that exhaustivity is impossible.
+This is why authors of this document only give reference to the most significant attempts
+in this domain, from their subjective point of view.
+The quantity of pseudorandom numbers generated per second is mentioned here
+only when the information is given in the related work.
+A million numbers per second will be simply written as
+1MSample/s whereas a billion numbers per second is 1GSample/s.
+
+In \cite{Pang:2008:cec} a PRNG based on cellular automata is defined
+with no requirement to an high precision integer arithmetic or to any bitwise
+operations. Authors can generate about
+3.2MSamples/s on a GeForce 7800 GTX GPU, which is quite an old card now.
+However, there is neither a mention of statistical tests nor any proof of
+chaos or cryptography in this document.
+
+In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs
+based on Lagged Fibonacci or Hybrid Taus. They have used these
+PRNGs for Langevin simulations of biomolecules fully implemented on
+GPU. Performances of the GPU versions are far better than those obtained with a
+CPU, and these PRNGs succeed to pass the {\it BigCrush} battery of TestU01.
+However the evaluations of the proposed PRNGs are only statistical ones.
+
+
+Authors of~\cite{conf/fpga/ThomasHL09} have studied the implementation of some
+PRNGs on different computing architectures: CPU, field-programmable gate array
+(FPGA), massively parallel processors, and GPU. This study is of interest, because
+the performance of the same PRNGs on different architectures are compared.
+FPGA appears as the fastest and the most
+efficient architecture, providing the fastest number of generated pseudorandom numbers
+per joule.
+However, we notice that authors can ``only'' generate between 11 and 16GSamples/s
+with a GTX 280 GPU, which should be compared with
+the results presented in this document.
+We can remark too that the PRNGs proposed in~\cite{conf/fpga/ThomasHL09} are only
+able to pass the {\it Crush} battery, which is far easier than the {\it Big Crush} one.
+
+Lastly, Cuda has developed a library for the generation of pseudorandom numbers called
+Curand~\cite{curand11}. Several PRNGs are implemented, among
+other things
+Xorwow~\cite{Marsaglia2003} and some variants of Sobol. The tests reported show that
+their fastest version provides 15GSamples/s on the new Fermi C2050 card.
+But their PRNGs cannot pass the whole TestU01 battery (only one test is failed).
+\newline
+\newline
+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.
-% >>>>>>>>>>>>>>>>>>>>>> Basic recalls <<<<<<<<<<<<<<<<<<<<<<<<<<<<<<
\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: $\llbracket1;N\rrbracket=\{1,2,\hdots,N\}$.
+This section is devoted to basic definitions and terminologies in the fields of
+topological chaos and chaotic iterations. We assume the reader is familiar
+with basic notions on topology (see for instance~\cite{Devaney}).
+
+\subsection{Devaney's Chaotic Dynamical Systems}
+\label{subsec:Devaney}
+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 $V$. $f^{k}=f\circ ...\circ f$
+is for 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 $f : \mathcal{X} \rightarrow \mathcal{X}$.
+
+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 $f^k(U) \cap V \neq \varnothing$.
+The function $f$ 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 $Per(f).$
+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).
+$f$ 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.
+\begin{definition}[Devaney's formulation of chaos~\cite{Devaney}]
+The function $f$ 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:
+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 $.
+\label{sensitivity} The function $f$ 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 $f$.
+The constant $\delta$ 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.
+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}
+\subsection{Chaotic Iterations}
\label{sec:chaotic iterations}
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 $\mathbb{S}.$
+denoted by $\llbracket 1, \mathsf{N} \rrbracket^\mathds{N}.$
\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
+a function and $S\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ be a ``strategy''. The so-called
\emph{chaotic iterations} are defined by $x^0\in
\mathds{B}^{\mathsf{N}}$ and
-$$
+\begin{equation}
\forall n\in \mathds{N}^{\ast }, \forall i\in
\llbracket1;\mathsf{N}\rrbracket ,x_i^n=\left\{
\begin{array}{ll}
x_i^{n-1} & \text{ if }S^n\neq i \\
\left(f(x^{n-1})\right)_{S^n} & \text{ if }S^n=i.
\end{array}\right.
-$$
+\end{equation}
\end{definition}
In other words, at the $n^{th}$ iteration, only the $S^{n}-$th cell is
$\left(f(x^{k})\right)_{S^{n}}$, 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.
+priori} no link with the mathematical theory of chaos, presented 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 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:
+Let $\delta $ be the \emph{discrete Boolean metric}, $\delta
+(x,y)=0\Leftrightarrow x=y.$ Given a function $f$, define the function
+$F_{f}: \llbracket1;\mathsf{N}\rrbracket\times \mathds{B}^{\mathsf{N}}
+\longrightarrow \mathds{B}^{\mathsf{N}}$
\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},%
+& (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*}
+\begin{equation}
\mathcal{X} = \llbracket 1 ; \mathsf{N} \rrbracket^\mathds{N} \times
\mathds{B}^\mathsf{N},
-\end{equation*}
+\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*}
+\noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
+(S^{n})_{n\in \mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow (S^{n+1})_{n\in
+\mathds{N}}\in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}$ and $i$ is the \emph{initial function}
+$i:(S^{n})_{n\in \mathds{N}} \in \llbracket 1, \mathsf{N} \rrbracket^\mathds{N}\longrightarrow S^{0}\in \llbracket
+1;\mathsf{N}\rrbracket$. Then the chaotic iterations proposed in
+Definition \ref{Def: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
+\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*}
+\begin{equation}
d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
-\end{equation*}
+\end{equation}
\noindent where
-\begin{equation*}
+\begin{equation}
\left\{
\begin{array}{lll}
\displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
\sum_{k=1}^{\infty }\dfrac{|S^k-\check{S}^k|}{10^{k}}}.%
\end{array}%
\right.
-\end{equation*}
+\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.
+\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, both dynamical systems start with the same initial condition,
+use the same update function, and as strategies are the same for a while, furthermore
+updated components are the same as well.
\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.
+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 ($d_e$ is indeed the Hamming distance). 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.
+The impact of this choice for a distance will be investigated at the end of the document.
Finally, it has been established in \cite{guyeux10} that,
\begin{proposition}
-$G_{f}$ must be continuous in the metric
-space $(\mathcal{X},d)$.
+Let $f$ be a map from $\mathds{B}^\mathsf{N}$ 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 introduced the notion of asynchronous iteration graph recalled bellow.
+The chaotic property of $G_f$ has been firstly established for the vectorial
+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
+introduced the notion of asynchronous iteration graph recalled bellow.
-Let $f$ be a map from $\mathds{B}^n$ to itself. The
+Let $f$ be a map from $\mathds{B}^\mathsf{N}$ 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 $i\in \llbracket1;n\rrbracket$,
+$\mathds{B}^\mathsf{N}$; for all $x\in\mathds{B}^\mathsf{N}$ and
+$i\in \llbracket1;\mathsf{N}\rrbracket$,
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,
+We have then proven in \cite{bcgr11:ip} 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)
+Let $f:\mathds{B}^\mathsf{N}\to\mathds{B}^\mathsf{N}$. $G_f$ is chaotic (according to Devaney)
if and only if $\Gamma(f)$ is strongly connected.
\end{theorem}
+Finally, we have established in \cite{bcgr11:ip} 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 by
+ $
+ M_{ij} = \frac{1}{n}\check{M}_{ij}$ %\textrm{
+ if $i \neq j$ and
+ $M_{ii} = 1 - \frac{1}{n} \sum\limits_{j=1, j\neq i}^n \check{M}_{ij}$ otherwise.
+
+ 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}
+
+These results of chaos and uniform distribution have led us to study the possibility of building a
+pseudorandom number generator (PRNG) based on the chaotic iterations.
+As $G_f$, defined on the domain $\llbracket 1 ; \mathsf{N} \rrbracket^{\mathds{N}}
+\times \mathds{B}^\mathsf{N}$, is built from Boolean networks $f : \mathds{B}^\mathsf{N}
+\rightarrow \mathds{B}^\mathsf{N}$, we can preserve the theoretical properties on $G_f$
+during implementations (due to the discrete nature of $f$). Indeed, it is as if
+$\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracket 1 ; \mathsf{N}
+\rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance, in PRNG, or a physical noise in TRNG).
+Let us finally remark that the vectorial negation satisfies the hypotheses of both theorems above.
+\section{Application to Pseudorandomness}
+\label{sec:pseudorandom}
-\section{Application to Pseudo-Randomness}
+\subsection{A First Pseudorandom Number Generator}
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.
+leading thus to a new PRNG that
+should improve the statistical properties of each
+generator taken alone.
+Furthermore, the generator obtained in this way possesses various chaos properties that none of the generators used as present input.
+
+
\begin{algorithm}[h!]
-%\begin{scriptsize}
-\KwIn{a function $f$, an iteration number $b$, an initial configuration $x^0$ ($n$ bits)}
+\begin{small}
+\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{$i=0,\dots,k-1$}
+$k\leftarrow b + PRNG_1(b)$\;
+\For{$i=0,\dots,k$}
{
-$s\leftarrow{\textit{XORshift}(n)}$\;
+$s\leftarrow{PRNG_2(n)}$\;
$x\leftarrow{F_f(s,x)}$\;
}
return $x$\;
-%\end{scriptsize}
-\caption{PRNG with chaotic functions}
+\end{small}
+\caption{An arbitrary round of $Old~ CI~ PRNG_f(PRNG_1,PRNG_2)$}
\label{CI Algorithm}
\end{algorithm}
+
+
+
+This generator is synthesized in Algorithm~\ref{CI Algorithm}.
+It takes as input: a Boolean function $f$ satisfying Theorem~\ref{Th:Caractérisation des IC chaotiques};
+an integer $b$, ensuring that the number of executed iterations
+between two outputs 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
+inputted generators $PRNG_i(k), i=1,2$,
+ which must return integers
+uniformly distributed
+into $\llbracket 1 ; k \rrbracket$.
+For instance, these PRNGs can be the \textit{XORshift}~\cite{Marsaglia2003},
+being a category of very fast PRNGs designed by George Marsaglia
+that repeatedly uses the transform of exclusive or (XOR, $\oplus$) on a number
+with a bit shifted version of it. Such a PRNG, which has a period of
+$2^{32}-1=4.29\times10^9$, is summed up in Algorithm~\ref{XORshift}.
+This XORshift, or any other reasonable PRNG, is used
+in our own generator to compute both the number of iterations between two
+outputs (provided by $PRNG_1$) and the strategy elements ($PRNG_2$).
+
+%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.
+
+
\begin{algorithm}[h!]
-\SetAlgoLined
+\begin{small}
\KwIn{the internal configuration $z$ (a 32-bit word)}
\KwOut{$y$ (a 32-bit word)}
$z\leftarrow{z\oplus{(z\ll13)}}$\;
$z\leftarrow{z\oplus{(z\ll5)}}$\;
$y\leftarrow{z}$\;
return $y$\;
-\medskip
+\end{small}
\caption{An arbitrary round of \textit{XORshift} algorithm}
\label{XORshift}
\end{algorithm}
+\subsection{A ``New CI PRNG''}
+
+In order to make the Old CI PRNG usable in practice, we have proposed
+an adapted version of the chaotic iteration based generator in~\cite{bg10:ip}.
+In this ``New CI PRNG'', we prevent a given bit from changing twice between two outputs.
+This new generator is designed by the following process.
+
+First of all, some chaotic iterations have to be done to generate a sequence
+$\left(x^n\right)_{n\in\mathds{N}} \in \left(\mathds{B}^{32}\right)^\mathds{N}$
+of Boolean vectors, which are the successive states of the iterated system.
+Some of these vectors will be randomly extracted and our pseudorandom bit
+flow will be constituted by their components. Such chaotic iterations are
+realized as follows. Initial state $x^0 \in \mathds{B}^{32}$ is a Boolean
+vector taken as a seed and chaotic strategy $\left(S^n\right)_{n\in\mathds{N}}\in
+\llbracket 1, 32 \rrbracket^\mathds{N}$ is
+an \emph{irregular decimation} of $PRNG_2$ sequence, as described in
+Algorithm~\ref{Chaotic iteration1}.
+
+Then, at each iteration, only the $S^n$-th component of state $x^n$ is
+updated, as follows: $x_i^n = x_i^{n-1}$ if $i \neq S^n$, else $x_i^n = \overline{x_i^{n-1}}$.
+Such a procedure is equivalent to achieving chaotic iterations with
+the Boolean vectorial negation $f_0$ and some well-chosen strategies.
+Finally, some $x^n$ are selected
+by a sequence $m^n$ as the pseudorandom bit sequence of our generator.
+$(m^n)_{n \in \mathds{N}} \in \mathcal{M}^\mathds{N}$ is computed from $PRNG_1$, where $\mathcal{M}\subset \mathds{N}^*$ is a finite nonempty set of integers.
+
+The basic design procedure of the New CI generator is summarized in Algorithm~\ref{Chaotic iteration1}.
+The internal state is $x$, the output state is $r$. $a$ and $b$ are those computed by the two input
+PRNGs. Lastly, the value $g(a)$ is an integer defined as in Eq.~\ref{Formula}.
+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
+goal (other candidates and more information can be found in ~\cite{bg10:ip}).
+\begin{equation}
+\label{Formula}
+m^n = g(y^n)=
+\left\{
+\begin{array}{l}
+0 \text{ if }0 \leqslant{y^n}<{C^0_{32}},\\
+1 \text{ if }{C^0_{32}} \leqslant{y^n}<\sum_{i=0}^1{C^i_{32}},\\
+2 \text{ if }\sum_{i=0}^1{C^i_{32}} \leqslant{y^n}<\sum_{i=0}^2{C^i_{32}},\\
+\vdots~~~~~ ~~\vdots~~~ ~~~~\\
+N \text{ if }\sum_{i=0}^{N-1}{C^i_{32}}\leqslant{y^n}<1.\\
+\end{array}
+\right.
+\end{equation}
+\begin{algorithm}
+\textbf{Input:} the internal state $x$ (32 bits)\\
+\textbf{Output:} a state $r$ of 32 bits
+\begin{algorithmic}[1]
+\FOR{$i=0,\dots,N$}
+{
+\STATE$d_i\leftarrow{0}$\;
+}
+\ENDFOR
+\STATE$a\leftarrow{PRNG_1()}$\;
+\STATE$k\leftarrow{g(a)}$\;
+\WHILE{$i=0,\dots,k$}
+
+\STATE$b\leftarrow{PRNG_2()~mod~\mathsf{N}}$\;
+\STATE$S\leftarrow{b}$\;
+ \IF{$d_S=0$}
+ {
+\STATE $x_S\leftarrow{ \overline{x_S}}$\;
+\STATE $d_S\leftarrow{1}$\;
+
+ }
+ \ELSIF{$d_S=1$}
+ {
+\STATE $k\leftarrow{ k+1}$\;
+ }\ENDIF
+\ENDWHILE\\
+\STATE $r\leftarrow{x}$\;
+\STATE return $r$\;
+\medskip
+\caption{An arbitrary round of the new CI generator}
+\label{Chaotic iteration1}
+\end{algorithmic}
+\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.
+\subsection{Improving the Speed of the Former Generator}
+Instead of updating only one cell at each iteration, we now propose to choose a
+subset of components and to update them together, for speed improvement. Such a proposition leads
+to a kind of merger of the two sequences used in Algorithms
+\ref{CI Algorithm} and \ref{Chaotic iteration1}. When the updating function is the vectorial negation,
+this algorithm can be rewritten as follows:
-We have proven in \cite{FCT11} that,
+\begin{equation}
+\left\{
+\begin{array}{l}
+x^0 \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket, S \in \llbracket 0, 2^\mathsf{N}-1 \rrbracket^\mathds{N} \\
+\forall n \in \mathds{N}^*, x^n = x^{n-1} \oplus S^n,
+\end{array}
+\right.
+\label{equation Oplus}
+\end{equation}
+where $\oplus$ is for the bitwise exclusive or between two integers.
+This rewriting can be understood as follows. The $n-$th term $S^n$ of the
+sequence $S$, which is an integer of $\mathsf{N}$ binary digits, presents
+the list of cells to update in the state $x^n$ of the system (represented
+as an integer having $\mathsf{N}$ bits too). More precisely, the $k-$th
+component of this state (a binary digit) changes if and only if the $k-$th
+digit in the binary decomposition of $S^n$ is 1.
+
+The single basic component presented in Eq.~\ref{equation Oplus} is of
+ordinary use as a good elementary brick in various PRNGs. It corresponds
+to the following discrete dynamical system in chaotic iterations:
-\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}
+\begin{equation}
+\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 } i \notin \mathcal{S}^n \\
+ \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
+\end{array}\right.
+\label{eq:generalIC}
+\end{equation}
+where $f$ is the vectorial negation and $\forall n \in \mathds{N}$,
+$\mathcal{S}^n \subset \llbracket 1, \mathsf{N} \rrbracket$ is such that
+$k \in \mathcal{S}^n$ if and only if the $k-$th digit in the binary
+decomposition of $S^n$ is 1. Such chaotic iterations are more general
+than the ones presented in Definition \ref{Def:chaotic iterations} because, instead of updating only one term at each iteration,
+we select a subset of components to change.
+
+
+Obviously, replacing the previous CI PRNG Algorithms by
+Equation~\ref{equation Oplus}, which is possible when the iteration function is
+the vectorial negation, leads to a speed improvement
+(the resulting generator will be referred as ``Xor CI PRNG''
+in what follows).
+However, proofs
+of chaos obtained in~\cite{bg10:ij} have been established
+only for chaotic iterations of the form presented in Definition
+\ref{Def:chaotic iterations}. The question is now to determine whether the
+use of more general chaotic iterations to generate pseudorandom numbers
+faster, does not deflate their topological chaos properties.
+
+\subsection{Proofs of Chaos of the General Formulation of the Chaotic Iterations}
+\label{deuxième def}
+Let us consider the discrete dynamical systems in chaotic iterations having
+the general form: $\forall n\in \mathds{N}^{\ast }$, $ \forall i\in
+\llbracket1;\mathsf{N}\rrbracket $,
+\begin{equation}
+ x_i^n=\left\{
+\begin{array}{ll}
+ x_i^{n-1} & \text{ if } i \notin \mathcal{S}^n \\
+ \left(f(x^{n-1})\right)_{S^n} & \text{ if }i \in \mathcal{S}^n.
+\end{array}\right.
+\label{general CIs}
+\end{equation}
-\section{The relativity of disorder}
-\label{sec:de la relativité du désordre}
+In other words, at the $n^{th}$ iteration, only the cells whose id is
+contained into the set $S^{n}$ are iterated.
-\subsection{Impact of the topology's finenesse}
+Let us now rewrite these general chaotic iterations as usual discrete dynamical
+system of the form $X^{n+1}=f(X^n)$ on an ad hoc metric space. Such a formulation
+is required in order to study the topological behavior of the system.
-Let us firstly introduce the following notations.
+Let us introduce the following function:
+\begin{equation}
+\begin{array}{cccc}
+ \chi: & \llbracket 1; \mathsf{N} \rrbracket \times \mathcal{P}\left(\llbracket 1; \mathsf{N} \rrbracket\right) & \longrightarrow & \mathds{B}\\
+ & (i,X) & \longmapsto & \left\{ \begin{array}{ll} 0 & \textrm{if }i \notin X, \\ 1 & \textrm{if }i \in X, \end{array}\right.
+\end{array}
+\end{equation}
+where $\mathcal{P}\left(X\right)$ is for the powerset of the set $X$, that is, $Y \in \mathcal{P}\left(X\right) \Longleftrightarrow Y \subset X$.
-\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}
+Given a function $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, define the function:
+$F_{f}: \mathcal{P}\left(\llbracket1;\mathsf{N}\rrbracket \right) \times \mathds{B}^{\mathsf{N}}
+\longrightarrow \mathds{B}^{\mathsf{N}}$
+\begin{equation*}
+\begin{array}{rll}
+ (P,E) & \longmapsto & \left( E_{j}.\chi (j,P)+f(E)_{j}.\overline{\chi(j,P)}\right) _{j\in \llbracket1;\mathsf{N}\rrbracket}%
+\end{array}%
+\end{equation*}%
+where + and . are the Boolean addition and product operations, and $\overline{x}$
+is the negation of the Boolean $x$.
+Consider the phase space:
+\begin{equation}
+\mathcal{X} = \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\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} %%RAPH, j'ai viré ce label qui existe déjà avant...
+\end{equation}
+\noindent where $\sigma$ is the \emph{shift} function defined by $\sigma
+(S^{n})_{n\in \mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow (S^{n+1})_{n\in
+\mathds{N}}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}$ and $i$ is the \emph{initial function}
+$i:(S^{n})_{n\in \mathds{N}} \in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)^\mathds{N}\longrightarrow S^{0}\in \mathcal{P}\left(\llbracket 1 ; \mathsf{N} \rrbracket\right)$.
+Then the general chaotic iterations defined in Equation \ref{general CIs} can
+be described by the following discrete dynamical system:
+\begin{equation}
+\left\{
+\begin{array}{l}
+X^0 \in \mathcal{X} \\
+X^{k+1}=G_{f}(X^k).%
+\end{array}%
+\right.
+\end{equation}%
+Once more, a shift function appears as a component of these general chaotic
+iterations.
+To study the Devaney's chaos property, a distance between two points
+$X = (S,E), Y = (\check{S},\check{E})$ of $\mathcal{X}$ must be defined.
+Let us introduce:
+\begin{equation}
+d(X,Y)=d_{e}(E,\check{E})+d_{s}(S,\check{S}),
+\label{nouveau d}
+\end{equation}
+\noindent where $ \displaystyle{d_{e}(E,\check{E})} = \displaystyle{\sum_{k=1}^{\mathsf{N}%
+ }\delta (E_{k},\check{E}_{k})}$ is once more the Hamming distance, and
+$ \displaystyle{d_{s}(S,\check{S})} = \displaystyle{\dfrac{9}{\mathsf{N}}%
+ \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}$,
+%%RAPH : ici, j'ai supprimé tous les sauts à la ligne
+%% \begin{equation}
+%% \left\{
+%% \begin{array}{lll}
+%% \displaystyle{d_{e}(E,\check{E})} & = & \displaystyle{\sum_{k=1}^{\mathsf{N}%
+%% }\delta (E_{k},\check{E}_{k})} \textrm{ is once more the Hamming distance}, \\
+%% \displaystyle{d_{s}(S,\check{S})} & = & \displaystyle{\dfrac{9}{\mathsf{N}}%
+%% \sum_{k=1}^{\infty }\dfrac{|S^k\Delta {S}^k|}{10^{k}}}.%
+%% \end{array}%
+%% \right.
+%% \end{equation}
+where $|X|$ is the cardinality of a set $X$ and $A\Delta B$ is for the symmetric difference, defined for sets A, B as
+$A\,\Delta\,B = (A \setminus B) \cup (B \setminus A)$.
-\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{proposition}
+The function $d$ defined in Eq.~\ref{nouveau d} is a metric on $\mathcal{X}$.
+\end{proposition}
\begin{proof}
-Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$.
+ $d_e$ is the Hamming distance. We will prove that $d_s$ is a distance
+too, thus $d$, as being the sum of two distances, will also be a distance.
+ \begin{itemize}
+\item Obviously, $d_s(S,\check{S})\geqslant 0$, and if $S=\check{S}$, then
+$d_s(S,\check{S})=0$. Conversely, if $d_s(S,\check{S})=0$, then
+$\forall k \in \mathds{N}, |S^k\Delta {S}^k|=0$, and so $\forall k, S^k=\check{S}^k$.
+ \item $d_s$ is symmetric
+($d_s(S,\check{S})=d_s(\check{S},S)$) due to the commutative property
+of the symmetric difference.
+\item Finally, $|S \Delta S''| = |(S \Delta \varnothing) \Delta S''|= |S \Delta (S'\Delta S') \Delta S''|= |(S \Delta S') \Delta (S' \Delta S'')|\leqslant |S \Delta S'| + |S' \Delta S''|$,
+and so for all subsets $S,S',$ and $S''$ of $\llbracket 1, \mathsf{N} \rrbracket$,
+we have $d_s(S,S'') \leqslant d_e(S,S')+d_s(S',S'')$, and the triangle
+inequality is obtained.
+ \end{itemize}
+\end{proof}
-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 $V$.
+Before being able to study the topological behavior of the general
+chaotic iterations, we must first establish that:
+
+\begin{proposition}
+ For all $f:\mathds{B}^\mathsf{N} \longrightarrow \mathds{B}^\mathsf{N} $, the function $G_f$ is continuous on
+$\left( \mathcal{X},d\right)$.
+\end{proposition}
-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.
+\begin{proof}
+We use the sequential continuity.
+Let $(S^n,E^n)_{n\in \mathds{N}}$ be a sequence of the phase space $%
+\mathcal{X}$, which converges to $(S,E)$. We will prove that $\left(
+G_{f}(S^n,E^n)\right) _{n\in \mathds{N}}$ converges to $\left(
+G_{f}(S,E)\right) $. Let us remark that for all $n$, $S^n$ is a strategy,
+thus, we consider a sequence of strategies (\emph{i.e.}, a sequence of
+sequences).\newline
+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
+to 0. But $d_{e}(E^n,E)$ is an integer, so $\exists n_{0}\in \mathds{N},$ $%
+d_{e}(E^n,E)=0$ for any $n\geqslant n_{0}$.\newline
+In other words, there exists a threshold $n_{0}\in \mathds{N}$ after which no
+cell will change its state:
+$\exists n_{0}\in \mathds{N},n\geqslant n_{0}\Rightarrow E^n = E.$
+
+In addition, $d_{s}(S^n,S)\longrightarrow 0,$ so $\exists n_{1}\in %
+\mathds{N},d_{s}(S^n,S)<10^{-1}$ for all indexes greater than or equal to $%
+n_{1}$. This means that for $n\geqslant n_{1}$, all the $S^n$ have the same
+first term, which is $S^0$: $\forall n\geqslant n_{1},S_0^n=S_0.$
+
+Thus, after the $max(n_{0},n_{1})^{th}$ term, states of $E^n$ and $E$ are
+identical and strategies $S^n$ and $S$ start with the same first term.\newline
+Consequently, states of $G_{f}(S^n,E^n)$ and $G_{f}(S,E)$ are equal,
+so, after the $max(n_0, n_1)^{th}$ term, the distance $d$ between these two points is strictly less than 1.\newline
+\noindent We now prove that the distance between $\left(
+G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is convergent to
+0. Let $\varepsilon >0$. \medskip
+\begin{itemize}
+\item If $\varepsilon \geqslant 1$, we see that the distance
+between $\left( G_{f}(S^n,E^n)\right) $ and $\left( G_{f}(S,E)\right) $ is
+strictly less than 1 after the $max(n_{0},n_{1})^{th}$ term (same state).
+\medskip
+\item If $\varepsilon <1$, then $\exists k\in \mathds{N},10^{-k}\geqslant
+\varepsilon > 10^{-(k+1)}$. But $d_{s}(S^n,S)$ converges to 0, so
+\begin{equation*}
+\exists n_{2}\in \mathds{N},\forall n\geqslant
+n_{2},d_{s}(S^n,S)<10^{-(k+2)},
+\end{equation*}%
+thus after $n_{2}$, the $k+2$ first terms of $S^n$ and $S$ are equal.
+\end{itemize}
+\noindent As a consequence, the $k+1$ first entries of the strategies of $%
+G_{f}(S^n,E^n)$ 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
+the distance between $(S^n,E^n)$ and $(S,E)$ is strictly less than $%
+10^{-(k+1)}\leqslant \varepsilon $.
+
+In conclusion,
+%%RAPH : ici j'ai rajouté une ligne
+%%TOF : ici j'ai rajouté un commentaire
+%%TOF : ici aussi
+$
+\forall \varepsilon >0,$ $\exists N_{0}=max(n_{0},n_{1},n_{2})\in \mathds{N}
+,$ $\forall n\geqslant N_{0},$
+$ d\left( G_{f}(S^n,E^n);G_{f}(S,E)\right)
+\leqslant \varepsilon .
+$
+$G_{f}$ is consequently continuous.
\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):
+It is now possible to study the topological behavior of the general chaotic
+iterations. We will prove that,
\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 $\X$.
+\label{t:chaos des general}
+ The general chaotic iterations defined on Equation~\ref{general CIs} satisfy
+the Devaney's property of chaos.
\end{theorem}
+Let us firstly prove the following lemma.
-\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.
+\begin{lemma}[Strong transitivity]
+\label{strongTrans}
+ For all couples $X,Y \in \mathcal{X}$ and any neighborhood $V$ of $X$, we can
+find $n \in \mathds{N}^*$ and $X' \in V$ such that $G^n(X')=Y$.
+\end{lemma}
-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.
+\begin{proof}
+ Let $X=(S,E)$, $\varepsilon>0$, and $k_0 = \lfloor log_{10}(\varepsilon)+1 \rfloor$.
+Any point $X'=(S',E')$ such that $E'=E$ and $\forall k \leqslant k_0, S'^k=S^k$,
+are in the open ball $\mathcal{B}\left(X,\varepsilon\right)$. Let us define
+$\check{X} = \left(\check{S},\check{E}\right)$, where $\check{X}= G^{k_0}(X)$.
+We denote by $s\subset \llbracket 1; \mathsf{N} \rrbracket$ the set of coordinates
+that are different between $\check{E}$ and the state of $Y$. Thus each point $X'$ of
+the form $(S',E')$ where $E'=E$ and $S'$ starts with
+$(S^0, S^1, \hdots, S^{k_0},s,\hdots)$, verifies the following properties:
+\begin{itemize}
+ \item $X'$ is in $\mathcal{B}\left(X,\varepsilon\right)$,
+ \item the state of $G_f^{k_0+1}(X')$ is the state of $Y$.
+\end{itemize}
+Finally the point $\left(\left(S^0, S^1, \hdots, S^{k_0},s,s^0, s^1, \hdots\right); E\right)$,
+where $(s^0,s^1, \hdots)$ is the strategy of $Y$, satisfies the properties
+claimed in the lemma.
\end{proof}
+We can now prove the Theorem~\ref{t:chaos des general}.
+
+\begin{proof}[Theorem~\ref{t:chaos des general}]
+Firstly, strong transitivity implies transitivity.
+
+Let $(S,E) \in\mathcal{X}$ and $\varepsilon >0$. To
+prove that $G_f$ is regular, it is sufficient to prove that
+there exists a strategy $\tilde S$ such that the distance between
+$(\tilde S,E)$ and $(S,E)$ is less than $\varepsilon$, and such that
+$(\tilde S,E)$ is a periodic point.
+
+Let $t_1=\lfloor-\log_{10}(\varepsilon)\rfloor$, and let $E'$ be the
+configuration that we obtain from $(S,E)$ after $t_1$ iterations of
+$G_f$. As $G_f$ is strongly transitive, there exists a strategy $S'$
+and $t_2\in\mathds{N}$ such
+that $E$ is reached from $(S',E')$ after $t_2$ iterations of $G_f$.
+
+Consider the strategy $\tilde S$ that alternates the first $t_1$ terms
+of $S$ and the first $t_2$ terms of $S'$:
+%%RAPH : j'ai coupé la ligne en 2
+$$\tilde
+S=(S_0,\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,$$$$\dots,S_{t_1-1},S'_0,\dots,S'_{t_2-1},S_0,\dots).$$ It
+is clear that $(\tilde S,E)$ is obtained from $(\tilde S,E)$ after
+$t_1+t_2$ iterations of $G_f$. So $(\tilde S,E)$ is a periodic
+point. Since $\tilde S_t=S_t$ for $t<t_1$, by the choice of $t_1$, we
+have $d((S,E),(\tilde S,E))<\epsilon$.
+\end{proof}
+\section{Statistical Improvements Using Chaotic Iterations}
-\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}
+\label{The generation of pseudorandom sequence}
-\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 us now explain why we have reasonable ground to believe that chaos
+can improve statistical properties.
+We will show in this section that chaotic properties as defined in the
+mathematical theory of chaos are related to some statistical tests that can be found
+in the NIST battery. Furthermore, we will check that, when mixing defective PRNGs with
+chaotic iterations, the new generator presents better statistical properties
+(this section summarizes and extends the work of~\cite{bfg12a:ip}).
-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}
+\subsection{Qualitative relations between topological properties and statistical tests}
+There are various relations between topological properties that describe an unpredictable behavior for a discrete
+dynamical system on the one
+hand, and statistical tests to check the randomness of a numerical sequence
+on the other hand. These two mathematical disciplines follow a similar
+objective in case of a recurrent sequence (to characterize an intrinsically complicated behavior for a
+recurrent sequence), with two different but complementary approaches.
+It is true that the following illustrative links give only qualitative arguments,
+and proofs should be provided later to make such arguments irrefutable. However
+they give a first understanding of the reason why we think that chaotic properties should tend
+to improve the statistical quality of PRNGs.
+%
+Let us now list some of these relations between topological properties defined in the mathematical
+theory of chaos and tests embedded into the NIST battery. %Such relations need to be further
+%investigated, but they presently give a first illustration of a trend to search similar properties in the
+%two following fields: mathematical chaos and statistics.
+\begin{itemize}
+ \item \textbf{Regularity}. As stated in Section~\ref{subsec:Devaney}, a chaotic dynamical system must
+have an element of regularity. Depending on the chosen definition of chaos, this element can be the existence of
+a dense orbit, the density of periodic points, etc. The key idea is that a dynamical system with no periodicity
+is not as chaotic as a system having periodic orbits: in the first situation, we can predict something and gain a
+knowledge about the behavior of the system, that is, it never enters into a loop. A similar importance for periodicity is emphasized in
+the two following NIST tests~\cite{Nist10}:
+ \begin{itemize}
+ \item \textbf{Non-overlapping Template Matching Test}. Detect generators that produce too many occurrences of a given non-periodic (aperiodic) pattern.
+ \item \textbf{Discrete Fourier Transform (Spectral) Test}. Detect periodic features (i.e., repetitive patterns that are close one to another) in the tested sequence that would indicate a deviation from the assumption of randomness.
+ \end{itemize}
+
+\item \textbf{Transitivity}. This topological property previously introduced states that the dynamical system is intrinsically complicated: it cannot be simplified into
+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.
+This focus on the places visited by the orbits of the dynamical system takes various nonequivalent formulations in the mathematical theory
+of chaos, namely: transitivity, strong transitivity, total transitivity, topological mixing, and so on~\cite{bg10:ij}. A similar attention
+is brought on the states visited during a random walk in the two tests below~\cite{Nist10}:
+ \begin{itemize}
+ \item \textbf{Random Excursions Variant Test}. Detect deviations from the expected number of visits to various states in the random walk.
+ \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.
+ \end{itemize}
+
+\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 oscillate as the iterations pass. When a system is compact and contains an uncountable set of such points, it is claimed as chaotic according
+to Li-Yorke~\cite{Li75,Ruette2001}. A similar property is regarded in the following NIST test~\cite{Nist10}.
+ \begin{itemize}
+ \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.
+ \end{itemize}
+ \item \textbf{Topological entropy}. The desire to formulate an equivalency of the thermodynamics entropy
+has emerged both in the topological and statistical fields. Once again, a similar objective has led to two different
+rewritting of an entropy based disorder: the famous Shannon definition of entropy is approximated in the statistical approach,
+whereas topological entropy is defined as follows:
+$x,y \in \mathcal{X}$ are $\varepsilon-$\emph{separated in time $n$} if there exists $k \leqslant n$ such that $d\left(f^{(k)}(x),f^{(k)}(y)\right)>\varepsilon$. Then $(n,\varepsilon)-$separated sets are sets of points that are all $\varepsilon-$separated in time $n$, which
+leads to the definition of $s_n(\varepsilon,Y)$, being the maximal cardinality of all $(n,\varepsilon)-$separated sets. Using these notations,
+the topological entropy is defined as follows: $$h_{top}(\mathcal{X},f) = \displaystyle{\lim_{\varepsilon \rightarrow 0} \Big[ \limsup_{n \rightarrow +\infty} \dfrac{1}{n} \log s_n(\varepsilon,\mathcal{X})\Big]}.$$
+This value measures the average exponential growth of the number of distinguishable orbit segments.
+In this sense, it measures the complexity of the topological dynamical system, whereas
+the Shannon approach comes to mind when defining the following test~\cite{Nist10}:
+ \begin{itemize}
+\item \textbf{Approximate Entropy Test}. Compare the frequency of the overlapping blocks of two consecutive/adjacent lengths ($m$ and $m+1$) against the expected result for a random sequence.
+ \end{itemize}
+
+ \item \textbf{Non-linearity, complexity}. Finally, let us remark that non-linearity and complexity are
+not only sought in general to obtain chaos, but they are also required for randomness, as illustrated by the two tests below~\cite{Nist10}.
+ \begin{itemize}
+\item \textbf{Binary Matrix Rank Test}. Check for linear dependence among fixed length substrings of the original sequence.
+\item \textbf{Linear Complexity Test}. Determine whether or not the sequence is complex enough to be considered random.
+ \end{itemize}
+\end{itemize}
-\section{Chaos on the order topology}
-\subsection{The phase space is an interval of the real line}
+We have proven in our previous works~\cite{guyeux12:bc} that chaotic iterations satisfying Theorem~\ref{Th:Caractérisation des IC chaotiques} are, among other
+things, strongly transitive, topologically mixing, chaotic as defined by Li and Yorke,
+and that they have a topological entropy and an exponent of Lyapunov both equal to $ln(\mathsf{N})$,
+where $\mathsf{N}$ is the size of the iterated vector.
+These topological properties make that we are ground to believe that a generator based on chaotic
+iterations will probably be able to pass all the existing statistical batteries for pseudorandomness like
+the NIST one. The following subsections, in which we prove that defective generators have their
+statistical properties improved by chaotic iterations, show that such an assumption is true.
-\subsubsection{Toward a topological semiconjugacy}
+\subsection{Details of some Existing Generators}
-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.
+The list of defective PRNGs we will use
+as inputs for the statistical tests to come is introduced here.
-Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} \times \B^\mathsf{N}$.
+Firstly, the simple linear congruency generators (LCGs) will be used.
+They are defined by the following recurrence:
+\begin{equation}
+x^n = (ax^{n-1} + c)~mod~m,
+\label{LCG}
+\end{equation}
+where $a$, $c$, and $x^0$ must be, among other things, non-negative and inferior to
+$m$~\cite{LEcuyerS07}. In what follows, 2LCGs and 3LCGs refer to two (resp. three)
+combinations of such LCGs. For further details, see~\cite{bfg12a:ip,combined_lcg}.
+Secondly, the multiple recursive generators (MRGs) which will be used,
+are based on a linear recurrence of order
+$k$, modulo $m$~\cite{LEcuyerS07}:
+\begin{equation}
+x^n = (a^1x^{n-1}+~...~+a^kx^{n-k})~mod~m .
+\label{MRG}
+\end{equation}
+The combination of two MRGs (referred as 2MRGs) is also used in these experiments.
-\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}
+Generators based on linear recurrences with carry will be regarded too.
+This family of generators includes the add-with-carry (AWC) generator, based on the recurrence:
+\begin{equation}
+\label{AWC}
+\begin{array}{l}
+x^n = (x^{n-r} + x^{n-s} + c^{n-1})~mod~m, \\
+c^n= (x^{n-r} + x^{n-s} + c^{n-1}) / m, \end{array}\end{equation}
+the SWB generator, having the recurrence:
+\begin{equation}
+\label{SWB}
+\begin{array}{l}
+x^n = (x^{n-r} - x^{n-s} - c^{n-1})~mod~m, \\
+c^n=\left\{
+\begin{array}{l}
+1 ~~~~~\text{if}~ (x^{i-r} - x^{i-s} - c^{i-1})<0\\
+0 ~~~~~\text{else},\end{array} \right. \end{array}\end{equation}
+and the SWC generator, which is based on the following recurrence:
+\begin{equation}
+\label{SWC}
+\begin{array}{l}
+x^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ mod ~ 2^w, \\
+c^n = (a^1x^{n-1} \oplus ~...~ \oplus a^rx^{n-r} \oplus c^{n-1}) ~ / ~ 2^w. \end{array}\end{equation}
+Then the generalized feedback shift register (GFSR) generator has been implemented, that is:
+\begin{equation}
+x^n = x^{n-r} \oplus x^{n-k} .
+\label{GFSR}
+\end{equation}
-$\varphi$ 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:
+Finally, the nonlinear inversive (INV) generator~\cite{LEcuyerS07} has been studied, which is:
+\begin{equation}
+\label{INV}
+\begin{array}{l}
+x^n=\left\{
+\begin{array}{ll}
+(a^1 + a^2 / z^{n-1})~mod~m & \text{if}~ z^{n-1} \neq 0 \\
+a^1 & \text{if}~ z^{n-1} = 0 .\end{array} \right. \end{array}\end{equation}
+
+
+
+\begin{table}
+\renewcommand{\arraystretch}{1.3}
+\caption{TestU01 Statistical Test Failures}
+\label{TestU011}
+\centering
+ \begin{tabular}{lccccc}
+ \toprule
+Test name &Tests& Logistic & XORshift & ISAAC\\
+Rabbit & 38 &21 &14 &0 \\
+Alphabit & 17 &16 &9 &0 \\
+Pseudo DieHARD &126 &0 &2 &0 \\
+FIPS\_140\_2 &16 &0 &0 &0 \\
+SmallCrush &15 &4 &5 &0 \\
+Crush &144 &95 &57 &0 \\
+Big Crush &160 &125 &55 &0 \\ \hline
+Failures & &261 &146 &0 \\
+\bottomrule
+ \end{tabular}
+\end{table}
+
+
+
+\begin{table}
+\renewcommand{\arraystretch}{1.3}
+\caption{TestU01 Statistical Test Failures for Old CI algorithms ($\mathsf{N}=4$)}
+\label{TestU01 for Old CI}
+\centering
+ \begin{tabular}{lcccc}
+ \toprule
+\multirow{3}*{Test name} & \multicolumn{4}{c}{Old CI}\\
+&Logistic& XORshift& ISAAC&ISAAC \\
+&+& +& + & + \\
+&Logistic& XORshift& XORshift&ISAAC \\ \cmidrule(r){2-5}
+Rabbit &7 &2 &0 &0 \\
+Alphabit & 3 &0 &0 &0 \\
+DieHARD &0 &0 &0 &0 \\
+FIPS\_140\_2 &0 &0 &0 &0 \\
+SmallCrush &2 &0 &0 &0 \\
+Crush &47 &4 &0 &0 \\
+Big Crush &79 &3 &0 &0 \\ \hline
+Failures &138 &9 &0 &0 \\
+\bottomrule
+ \end{tabular}
+\end{table}
+
+
+
+
+
+\subsection{Statistical tests}
+\label{Security analysis}
+
+Three batteries of tests are reputed and regularly used
+to evaluate the statistical properties of newly designed pseudorandom
+number generators. These batteries are named DieHard~\cite{Marsaglia1996},
+the NIST suite~\cite{ANDREW2008}, and the most stringent one called
+TestU01~\cite{LEcuyerS07}, which encompasses the two other batteries.
+
+
+
+\label{Results and discussion}
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{NIST and DieHARD tests suite passing rates for PRNGs without CI}
+\label{NIST and DieHARD tests suite passing rate the for PRNGs without CI}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|}
+ \hline\hline
+Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
+\backslashbox{\textbf{$Tests$}} {\textbf{$PRNG$}} & LCG& MRG& AWC & SWB & SWC & GFSR & INV & LCG2& LCG3& MRG2 \\ \hline
+NIST & 11/15 & 14/15 &\textbf{15/15} & \textbf{15/15} & 14/15 & 14/15 & 14/15 & 14/15& 14/15& 14/15 \\ \hline
+DieHARD & 16/18 & 16/18 & 15/18 & 16/18 & \textbf{18/18} & 16/18 & 16/18 & 16/18& 16/18& 16/18\\ \hline
+\end{tabular}
+\end{table*}
+
+Table~\ref{NIST and DieHARD tests suite passing rate the for PRNGs without CI} shows the
+results on the two first batteries recalled above, indicating that all the PRNGs presented
+in the previous section
+cannot pass all these tests. In other words, the statistical quality of these PRNGs cannot
+fulfill the up-to-date standards presented previously. We have shown in~\cite{bfg12a:ip} that the use of chaotic
+iterations can solve this issue.
+%More precisely, to
+%illustrate the effects of chaotic iterations on these defective PRNGs, experiments have been divided in three parts~\cite{bfg12a:ip}:
+%\begin{enumerate}
+% \item \textbf{Single CIPRNG}: The PRNGs involved in CI computing are of the same category.
+% \item \textbf{Mixed CIPRNG}: Two different types of PRNGs are mixed during the chaotic iterations process.
+% \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 $\forall n\in \mathds{N}^{\ast },\forall i\in \llbracket1;\mathsf{N}\rrbracket, x_i^n=$
+%\begin{equation}
+%\begin{array}{l}
+%\left\{
+%\begin{array}{l}
+%x_i^{n-1}~~~~~\text{if}~S^n\neq i \\
+%\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}
+%\end{equation}
+%$m$ is called the \emph{functional power}.
+%\end{enumerate}
+%
+The obtained results are reproduced in Table
+\ref{NIST and DieHARD tests suite passing rate the for single CIPRNGs}.
+The scores written in boldface indicate that all the tests have been passed successfully, whereas an
+asterisk ``*'' means that the considered passing rate has been improved.
+The improvements are obvious for both the ``Old CI'' and the ``New CI'' generators.
+Concerning the ``Xor CI PRNG'', the score is less spectacular. Because of a large speed improvement, the statistics
+ are not as good as for the two other versions of these CIPRNGs.
+However 8 tests have been improved (with no deflation for the other results).
+
+
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{NIST and DieHARD tests suite passing rates for PRNGs with CI}
+\label{NIST and DieHARD tests suite passing rate the for single CIPRNGs}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|c|c|c|c|}
+ \hline
+Types of PRNGs & \multicolumn{2}{c|}{Linear PRNGs} & \multicolumn{4}{c|}{Lagged PRNGs} & \multicolumn{1}{c|}{ICG PRNGs} & \multicolumn{3}{c|}{Mixed PRNGs}\\ \hline
+\backslashbox{\textbf{$Tests$}} {\textbf{$Single~CIPRNG$}} & LCG & MRG & AWC & SWB & SWC & GFSR & INV& LCG2 & LCG3& MRG2 \\ \hline\hline
+Old CIPRNG\\ \hline \hline
+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
+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
+New CIPRNG\\ \hline \hline
+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
+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
+Xor CIPRNG\\ \hline\hline
+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
+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
+\end{tabular}
+\end{table*}
+
+
+We have then investigated in~\cite{bfg12a:ip} if it were possible to improve
+the statistical behavior of the Xor CI version by combining more than one
+$\oplus$ operation. Results are summarized in Table~\ref{threshold}, illustrating
+the progressive increasing effects of chaotic iterations, when giving time to chaos to get settled in.
+Thus rapid and perfect PRNGs, regarding the NIST and DieHARD batteries, can be obtained
+using chaotic iterations on defective generators.
+
+\begin{table*}
+\renewcommand{\arraystretch}{1.3}
+\caption{Number of $\oplus$ operations to pass the whole NIST and DieHARD batteries}
+\label{threshold}
+\centering
+ \begin{tabular}{|l||c|c|c|c|c|c|c|c|}
+ \hline
+Inputted $PRNG$ & LCG & MRG & SWC & GFSR & INV& LCG2 & LCG3 & MRG2 \\ \hline\hline
+Threshold value $m$& 19 & 7 & 2& 1 & 11& 9& 3& 4\\ \hline\hline
+\end{tabular}
+\end{table*}
+
+Finally, the TestU01 battery has been launched on three well-known generators
+(a logistic map, a simple XORshift, and the cryptographically secure ISAAC,
+see Table~\ref{TestU011}). These results can be compared with
+Table~\ref{TestU01 for Old CI}, which gives the scores obtained by the
+Old CI PRNG that has received these generators.
+The obvious improvement speaks for itself, and together with the other
+results recalled in this section, it reinforces the opinion that a strong
+correlation between topological properties and statistical behavior exists.
+
+
+The next subsection will now give a concrete original implementation of the Xor CI PRNG, the
+fastest generator in the chaotic iteration based family. In the remainder,
+this generator will be simply referred to as CIPRNG, or ``the proposed PRNG'', if this statement does not
+raise ambiguity.
+
+
+\subsection{First Efficient Implementation of a PRNG based on Chaotic Iterations}
+\label{sec:efficient PRNG}
+%
+%Based on the proof presented in the previous section, it is now possible to
+%improve the speed of the generator formerly presented in~\cite{bgw09:ip,guyeux10}.
+%The first idea is to consider
+%that the provided strategy is a pseudorandom Boolean vector obtained by a
+%given PRNG.
+%An iteration of the system is simply the bitwise exclusive or between
+%the last computed state and the current strategy.
+%Topological properties of disorder exhibited by chaotic
+%iterations can be inherited by the inputted generator, we hope by doing so to
+%obtain some statistical improvements while preserving speed.
+%
+%%RAPH : j'ai viré tout ca
+%% Let us give an example using 16-bits numbers, to clearly understand how the bitwise xor operations
+%% are
+%% done.
+%% Suppose that $x$ and the strategy $S^i$ are given as
+%% binary vectors.
+%% Table~\ref{TableExemple} shows the result of $x \oplus S^i$.
+
+%% \begin{table}
+%% \begin{scriptsize}
+%% $$
+%% \begin{array}{|cc|cccccccccccccccc|}
+%% \hline
+%% x &=&1&0&1&1&1&0&1&0&1&0&0&1&0&0&1&0\\
+%% \hline
+%% S^i &=&0&1&1&0&0&1&1&0&1&1&1&0&0&1&1&1\\
+%% \hline
+%% x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\
+%% \hline
+
+%% \hline
+%% \end{array}
+%% $$
+%% \end{scriptsize}
+%% \caption{Example of an arbitrary round of the proposed generator}
+%% \label{TableExemple}
+%% \end{table}
+
+
+
+
+\lstset{language=C,caption={C code of the sequential PRNG based on chaotic iterations},label={algo:seqCIPRNG}}
+\begin{small}
+\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}
+\end{small}
-\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}
+In Listing~\ref{algo:seqCIPRNG} a sequential version of the proposed PRNG based
+on chaotic iterations is presented. The xor operator is represented by
+\textasciicircum. This function uses three classical 64-bits PRNGs, namely the
+\texttt{xorshift}, the \texttt{xor128}, and the
+\texttt{xorwow}~\cite{Marsaglia2003}. In the following, we call them ``xor-like
+PRNGs''. As each xor-like PRNG uses 64-bits whereas our proposed generator
+works with 32-bits, we use the command \texttt{(unsigned int)}, that selects the
+32 least significant bits of a given integer, and the code \texttt{(unsigned
+ int)(t$>>$32)} in order to obtain the 32 most significant bits of \texttt{t}.
-\bigskip
+Thus producing a pseudorandom number needs 6 xor operations with 6 32-bits numbers
+that are provided by 3 64-bits PRNGs. This version successfully passes the
+stringent BigCrush battery of tests~\cite{LEcuyerS07}.
+At this point, we thus
+have defined an efficient and statistically unbiased generator. Its speed is
+directly related to the use of linear operations, but for the same reason,
+this fast generator cannot be proven as secure.
-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 $\big[ 0, 2^{10} \big[$}
+\section{Efficient PRNGs based on Chaotic Iterations on GPU}
+\label{sec:efficient PRNG gpu}
-Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most usual one being the Euclidian distance recalled bellow:
+In order to take benefits from the computing power of GPU, a program
+needs to have independent blocks of threads that 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 the performances on GPU is.
+Obviously, having these requirements in mind, it is possible to build
+a program similar to the one presented in Listing
+\ref{algo:seqCIPRNG}, which computes pseudorandom numbers on GPU. To
+do so, we must firstly recall that in the CUDA~\cite{Nvid10}
+environment, threads have a local identifier called
+\texttt{ThreadIdx}, which is relative to the block containing
+them. Furthermore, in CUDA, parts of the code that are executed by the GPU, are
+called {\it kernels}.
-\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
+\subsection{Naive Version for GPU}
-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:
+
+It is possible to deduce from the CPU version a quite similar version adapted to GPU.
+The simple principle consists in making each thread of the GPU computing the CPU version of our PRNG.
+Of course, the three xor-like
+PRNGs used in these computations must have different parameters.
+In a given thread, these parameters are
+randomly picked from another PRNGs.
+The initialization stage is performed by the CPU.
+To do it, the ISAAC PRNG~\cite{Jenkins96} is used to set all the
+parameters embedded into each thread.
+
+The implementation of the three
+xor-like PRNGs is straightforward when their parameters have been
+allocated in the GPU memory. Each xor-like works with an internal
+number $x$ that saves the last generated pseudorandom number. Additionally, the
+implementation of the xor128, the xorshift, and the xorwow respectively require
+4, 5, and 6 unsigned long as internal variables.
+
+
+\begin{algorithm}
+\begin{small}
+\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]\;
+}
+\end{small}
+\caption{Main kernel of the GPU ``naive'' version of the PRNG based on chaotic iterations}
+\label{algo:gpu_kernel}
+\end{algorithm}
-\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}
+Algorithm~\ref{algo:gpu_kernel} presents a naive implementation of the proposed PRNG on
+GPU. Due to the available memory in the GPU and the number of threads
+used simultaneously, the number of random numbers that a thread can generate
+inside a kernel is limited (\emph{i.e.}, the variable \texttt{n} in
+algorithm~\ref{algo:gpu_kernel}). For instance, 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 all of the internals variables of both the xor-like
+PRNGs\footnote{we multiply this number by $2$ in order to count 32-bits numbers}
+and the pseudorandom numbers generated by our PRNG, is equal to $100,000\times ((4+5+6)\times
+2+(1+100))=1,310,000$ 32-bits numbers, that is, approximately $52$Mb.
-\begin{proposition}
-$D$ is a distance on $\big[ 0, 2^{10} \big[$.
-\end{proposition}
+This generator is able to pass the whole BigCrush battery of tests, for all
+the versions that have been tested depending on their number of threads
+(called \texttt{NumThreads} in our algorithm, tested up to $5$ million).
-\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}
+\begin{remark}
+The proposed algorithm has the advantage of manipulating independent
+PRNGs, so this version is easily adaptable on a cluster of computers too. The only thing
+to ensure is to use a single ISAAC PRNG. To achieve this requirement, a simple solution consists in
+using a master node for the initialization. This master node computes the initial parameters
+for all the different nodes involved 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., to use less than 3 xor-like PRNGs. The solution consists in computing only
+one xor-like PRNG by thread, saving it into the shared memory, and then to use 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 combination array that
+contains the indexes of all threads and for which a combination has been
+performed.
+
+In Algorithm~\ref{algo:gpu_kernel2}, two combination arrays are used. The
+variable \texttt{offset} is computed using the value of
+\texttt{combination\_size}. Then we can compute \texttt{o1} and \texttt{o2}
+representing the indexes of the other threads whose results are used by the
+current one. In this algorithm, we consider that a 32-bits xor-like PRNG has
+been chosen. In practice, we use the xor128 proposed in~\cite{Marsaglia2003} in
+which unsigned longs (64 bits) have been replaced by unsigned integers (32
+bits).
+
+This version can also pass the whole {\it BigCrush} battery of tests.
+
+\begin{algorithm}
+\begin{small}
+\KwIn{InternalVarXorLikeArray: array with internal variables of 1 xor-like PRNGs
+in global memory\;
+NumThreads: Number of threads\;
+array\_comb1, array\_comb2: Arrays containing combinations of size combination\_size\;}
+
+\KwOut{NewNb: array containing random numbers in global memory}
+\If{threadId is concerned} {
+ retrieve data from InternalVarXorLikeArray[threadId] in local variables including shared memory and x\;
+ offset = threadIdx\%combination\_size\;
+ o1 = threadIdx-offset+array\_comb1[offset]\;
+ o2 = threadIdx-offset+array\_comb2[offset]\;
+ \For{i=1 to n} {
+ t=xor-like()\;
+ t=t\textasciicircum shmem[o1]\textasciicircum shmem[o2]\;
+ shared\_mem[threadId]=t\;
+ x = x\textasciicircum t\;
+
+ store the new PRNG in NewNb[NumThreads*threadId+i]\;
+ }
+ store internal variables in InternalVarXorLikeArray[threadId]\;
+}
+\end{small}
+\caption{Main kernel for the chaotic iterations based PRNG GPU efficient
+version\label{IR}}
+\label{algo:gpu_kernel2}
+\end{algorithm}
-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.
+\subsection{Chaos Evaluation of the Improved Version}
+
+A run of Algorithm~\ref{algo:gpu_kernel2} consists in an operation ($x=x\oplus t$) having
+the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative
+system of Eq.~\ref{eq:generalIC}. That is, an iteration of the general chaotic
+iterations is realized between the last stored value $x$ of the thread and a strategy $t$
+(obtained by a bitwise exclusive or between a value provided by a xor-like() call
+and two values previously obtained by two other threads).
+To be certain that we are in the framework of Theorem~\ref{t:chaos des general},
+we must guarantee that this dynamical system iterates on the space
+$\mathcal{X} = \mathcal{P}\left(\llbracket 1, \mathsf{N} \rrbracket\right)^\mathds{N}\times\mathds{B}^\mathsf{N}$.
+The left term $x$ obviously belongs to $\mathds{B}^ \mathsf{N}$.
+To prevent from any flaws of chaotic properties, we must check that the right
+term (the last $t$), corresponding to the strategies, can possibly be equal to any
+integer of $\llbracket 1, \mathsf{N} \rrbracket$.
+
+Such a result is obvious, as for the xor-like(), all the
+integers belonging into its interval of definition can occur at each iteration, and thus the
+last $t$ respects the requirement. Furthermore, it is possible to
+prove by an immediate mathematical induction that, as the initial $x$
+is uniformly distributed (it is provided by a cryptographically secure PRNG),
+the two other stored values shmem[o1] and shmem[o2] are uniformly distributed too,
+(this is the induction hypothesis), and thus the next $x$ is finally uniformly distributed.
+
+Thus Algorithm~\ref{algo:gpu_kernel2} is a concrete realization of the general
+chaotic iterations presented previously, and for this reason, it satisfies the
+Devaney's formulation of a chaotic behavior.
+\section{Experiments}
+\label{sec:experiments}
+
+Different experiments have been performed in order to measure the generation
+speed. We have used a first computer equipped with a Tesla C1060 NVidia GPU card
+and an
+Intel Xeon E5530 cadenced at 2.40 GHz, and
+a second computer equipped with a smaller CPU and a GeForce GTX 280.
+All the
+cards have 240 cores.
+
+In Figure~\ref{fig:time_xorlike_gpu} we compare the quantity of pseudorandom numbers
+generated per second with various xor-like based PRNGs. In this figure, the optimized
+versions use the {\it xor64} described in~\cite{Marsaglia2003}, whereas the naive versions
+embed the three xor-like PRNGs described in Listing~\ref{algo:seqCIPRNG}. In
+order to obtain the optimal performances, the storage of pseudorandom numbers
+into the GPU memory has been removed. This step is time consuming and slows down the numbers
+generation. Moreover this storage is completely
+useless, in case of applications that consume the pseudorandom
+numbers directly after generation. We can see that when the number of threads is greater
+than approximately 30,000 and lower than 5 million, the number of pseudorandom numbers generated
+per second is almost constant. With the naive version, this value ranges from 2.5 to
+3GSamples/s. With the optimized version, it is approximately equal to
+20GSamples/s. Finally we can remark that both GPU cards are quite similar, but in
+practice, the Tesla C1060 has more memory than the GTX 280, and this memory
+should be of better quality.
+As a comparison, Listing~\ref{algo:seqCIPRNG} leads to the generation of about
+138MSample/s when using one core of the Xeon E5530.
-\begin{figure}[t]
+\begin{figure}[htbp]
\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}}
+ \includegraphics[width=\columnwidth]{curve_time_xorlike_gpu.pdf}
\end{center}
-\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
-\label{fig:comparaison de distances}
+\caption{Quantity of pseudorandom numbers generated per second with the xorlike-based PRNG}
+\label{fig:time_xorlike_gpu}
\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}
+In Figure~\ref{fig:time_bbs_gpu} we highlight the performances of the optimized
+BBS-based PRNG on GPU. On the Tesla C1060 we obtain approximately 700MSample/s
+and on the GTX 280 about 670MSample/s, which is obviously slower than the
+xorlike-based PRNG on GPU. However, we will show in the next sections that this
+new PRNG has a strong level of security, which is necessarily paid by a speed
+reduction.
-\begin{proof}
-$\varphi$ has been constructed in order to be continuous and onto.
-\end{proof}
-
-In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} \big[$.
+\begin{figure}[htbp]
+\begin{center}
+ \includegraphics[width=\columnwidth]{curve_time_bbs_gpu.pdf}
+\end{center}
+\caption{Quantity of pseudorandom numbers generated per second using the BBS-based PRNG}
+\label{fig:time_bbs_gpu}
+\end{figure}
+All these experiments allow us to conclude that it is possible to
+generate a very large quantity of pseudorandom numbers statistically perfect with the xor-like version.
+To a certain extend, it is also the case with the secure BBS-based version, the speed deflation being
+explained by the fact that the former version has ``only''
+chaotic properties and statistical perfection, whereas the latter is also cryptographically secure,
+as it is shown in the next sections.
-\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}
+\section{Security Analysis}
+This section is dedicated to the security analysis of the
+ proposed PRNGs, both from a theoretical and from a practical point of view.
+\subsection{Theoretical Proof of Security}
+\label{sec:security analysis}
-\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}
+The standard definition
+ of {\it indistinguishability} used is the classical one as defined for
+ instance in~\cite[chapter~3]{Goldreich}.
+ This property shows that predicting the future results of the PRNG
+ cannot be done in a reasonable time compared to the generation time. It is important to emphasize that this
+ is a relative notion between breaking time and the sizes of the
+ keys/seeds. Of course, if small keys or seeds are chosen, the system can
+ be broken in practice. But it also means that if the keys/seeds are large
+ enough, the system is secured.
+As a complement, an example of a concrete practical evaluation of security
+is outlined in the next subsection.
-\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}
+In this section the concatenation of two strings $u$ and $v$ is classically
+denoted by $uv$.
+In a cryptographic context, a pseudorandom generator is a deterministic
+algorithm $G$ transforming strings into strings and such that, for any
+seed $s$ of length $m$, $G(s)$ (the output of $G$ on the input $s$) has size
+$\ell_G(m)$ with $\ell_G(m)>m$.
+The notion of {\it secure} PRNGs can now be defined as follows.
+\begin{definition}
+A cryptographic PRNG $G$ is secure if for any probabilistic polynomial time
+algorithm $D$, for any positive polynomial $p$, and for all sufficiently
+large $m$'s,
+$$| \mathrm{Pr}[D(G(U_m))=1]-Pr[D(U_{\ell_G(m)})=1]|< \frac{1}{p(m)},$$
+where $U_r$ is the uniform distribution over $\{0,1\}^r$ and the
+probabilities are taken over $U_m$, $U_{\ell_G(m)}$ as well as over the
+internal coin tosses of $D$.
+\end{definition}
-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:
+Intuitively, it means that there is no polynomial time algorithm that can
+distinguish a perfect uniform random generator from $G$ with a non negligible
+probability. An equivalent formulation of this well-known security property
+means that it is possible \emph{in practice} to predict the next bit of the
+generator, knowing all the previously produced ones. The interested reader is
+referred to~\cite[chapter~3]{Goldreich} for more information. Note that it is
+quite easily possible to change the function $\ell$ into any polynomial function
+$\ell^\prime$ satisfying $\ell^\prime(m)>m)$~\cite[Chapter 3.3]{Goldreich}.
+
+The generation schema developed in (\ref{equation Oplus}) is based on a
+pseudorandom generator. Let $H$ be a cryptographic PRNG. We may assume,
+without loss of generality, that for any string $S_0$ of size $N$, the size
+of $H(S_0)$ is $kN$, with $k>2$. It means that $\ell_H(N)=kN$.
+Let $S_1,\ldots,S_k$ be the
+strings of length $N$ such that $H(S_0)=S_1 \ldots S_k$ ($H(S_0)$ is the concatenation of
+the $S_i$'s). The cryptographic PRNG $X$ defined in (\ref{equation Oplus})
+is the algorithm mapping any string of length $2N$ $x_0S_0$ into the string
+$(x_0\oplus S_0 \oplus S_1)(x_0\oplus S_0 \oplus S_1\oplus S_2)\ldots
+(x_o\bigoplus_{i=0}^{i=k}S_i)$. One in particular has $\ell_{X}(2N)=kN=\ell_H(N)$.
+We claim now that if this PRNG is secure,
+then the new one is secure too.
\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: $\forall x \notin I, g'(x)=10$.
+\label{cryptopreuve}
+If $H$ is a secure cryptographic PRNG, then $X$ is a secure cryptographic
+PRNG too.
\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 $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
+The proposition is proven by contraposition. Assume that $X$ is not
+secure. By Definition, there exists a polynomial time probabilistic
+algorithm $D$, a positive polynomial $p$, such that for all $k_0$ there exists
+$N\geq \frac{k_0}{2}$ satisfying
+$$| \mathrm{Pr}[D(X(U_{2N}))=1]-\mathrm{Pr}[D(U_{kN}=1]|\geq \frac{1}{p(2N)}.$$
+We describe a new probabilistic algorithm $D^\prime$ on an input $w$ of size
+$kN$:
+\begin{enumerate}
+\item Decompose $w$ into $w=w_1\ldots w_{k}$, where each $w_i$ has size $N$.
+\item Pick a string $y$ of size $N$ uniformly at random.
+\item Compute $z=(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y
+ \bigoplus_{i=1}^{i=k} w_i).$
+\item Return $D(z)$.
+\end{enumerate}
+
+
+Consider for each $y\in \mathbb{B}^{kN}$ the function $\varphi_{y}$
+from $\mathbb{B}^{kN}$ into $\mathbb{B}^{kN}$ mapping $w=w_1\ldots w_k$
+(each $w_i$ has length $N$) to
+$(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y
+ \bigoplus_{i=1}^{i=k_1} w_i).$ By construction, one has for every $w$,
+\begin{equation}\label{PCH-1}
+D^\prime(w)=D(\varphi_y(w)),
+\end{equation}
+where $y$ is randomly generated.
+Moreover, for each $y$, $\varphi_{y}$ is injective: if
+$(y\oplus w_1)(y\oplus w_1\oplus w_2)\ldots (y\bigoplus_{i=1}^{i=k_1}
+w_i)=(y\oplus w_1^\prime)(y\oplus w_1^\prime\oplus w_2^\prime)\ldots
+(y\bigoplus_{i=1}^{i=k} w_i^\prime)$, then for every $1\leq j\leq k$,
+$y\bigoplus_{i=1}^{i=j} w_i^\prime=y\bigoplus_{i=1}^{i=j} w_i$. It follows,
+by a direct induction, that $w_i=w_i^\prime$. Furthermore, since $\mathbb{B}^{kN}$
+is finite, each $\varphi_y$ is bijective. Therefore, and using (\ref{PCH-1}),
+one has
+$\mathrm{Pr}[D^\prime(U_{kN})=1]=\mathrm{Pr}[D(\varphi_y(U_{kN}))=1]$ and,
+therefore,
+\begin{equation}\label{PCH-2}
+\mathrm{Pr}[D^\prime(U_{kN})=1]=\mathrm{Pr}[D(U_{kN})=1].
+\end{equation}
+
+Now, using (\ref{PCH-1}) again, one has for every $x$,
+\begin{equation}\label{PCH-3}
+D^\prime(H(x))=D(\varphi_y(H(x))),
+\end{equation}
+where $y$ is randomly generated. By construction, $\varphi_y(H(x))=X(yx)$,
+thus
+\begin{equation}%\label{PCH-3} %%RAPH : j'ai viré ce label qui existe déjà, il est 3 ligne avant
+D^\prime(H(x))=D(yx),
+\end{equation}
+where $y$ is randomly generated.
+It follows that
+
+\begin{equation}\label{PCH-4}
+\mathrm{Pr}[D^\prime(H(U_{N}))=1]=\mathrm{Pr}[D(U_{2N})=1].
+\end{equation}
+ From (\ref{PCH-2}) and (\ref{PCH-4}), one can deduce that
+there exists a polynomial time probabilistic
+algorithm $D^\prime$, a positive polynomial $p$, such that for all $k_0$ there exists
+$N\geq \frac{k_0}{2}$ satisfying
+$$| \mathrm{Pr}[D(H(U_{N}))=1]-\mathrm{Pr}[D(U_{kN}=1]|\geq \frac{1}{p(2N)},$$
+proving that $H$ is not secure, which is a contradiction.
\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{Practical Security Evaluation}
+\label{sec:Practicak evaluation}
-\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
+Pseudorandom generators based on Eq.~\eqref{equation Oplus} are thus cryptographically secure when
+they are XORed with an already cryptographically
+secure PRNG. But, as stated previously,
+such a property does not mean that, whatever the
+key size, no attacker can predict the next bit
+knowing all the previously released ones.
+However, given a key size, it is possible to
+measure in practice the minimum duration needed
+for an attacker to break a cryptographically
+secure PRNG, if we know the power of his/her
+machines. Such a concrete security evaluation
+is related to the $(T,\varepsilon)-$security
+notion, which is recalled and evaluated in what
+follows, for the sake of completeness.
-The two propositions bellow allow to compare our two distances on $\big[ 0, 2^\mathsf{N} \big[$:
+Let us firstly recall that,
+\begin{definition}
+Let $\mathcal{D} : \mathds{B}^M \longrightarrow \mathds{B}$ be a probabilistic algorithm that runs
+in time $T$.
+Let $\varepsilon > 0$.
+$\mathcal{D}$ is called a $(T,\varepsilon)-$distinguishing attack on pseudorandom
+generator $G$ if
+
+\begin{flushleft}
+$\left| Pr[\mathcal{D}(G(k)) = 1 \mid k \in_R \{0,1\}^\ell ]\right.$
+\end{flushleft}
+
+\begin{flushright}
+$ - \left. Pr[\mathcal{D}(s) = 1 \mid s \in_R \mathds{B}^M ]\right| \geqslant \varepsilon,$
+\end{flushright}
+
+\noindent where the probability is taken over the internal coin flips of $\mathcal{D}$, and the notation
+``$\in_R$'' indicates the process of selecting an element at random and uniformly over the
+corresponding set.
+\end{definition}
-\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}
+Let us recall that the running time of a probabilistic algorithm is defined to be the
+maximum of the expected number of steps needed to produce an output, maximized
+over all inputs; the expected number is averaged over all coin flips made by the algorithm~\cite{Knuth97}.
+We are now able to define the notion of cryptographically secure PRNGs:
-\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}
+\begin{definition}
+A pseudorandom generator is $(T,\varepsilon)-$secure if there exists no $(T,\varepsilon)-$distinguishing attack on this pseudorandom generator.
+\end{definition}
-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}
+Suppose now that the PRNG of Eq.~\eqref{equation Oplus} will work during
+$M=100$ time units, and that during this period,
+an attacker can realize $10^{12}$ clock cycles.
+We thus wonder whether, during the PRNG's
+lifetime, the attacker can distinguish this
+sequence from a truly random one, with a probability
+greater than $\varepsilon = 0.2$.
+We consider that $N$ has 900 bits.
-The conclusion of these propositions is that the proposed metric is more precise than the Euclidian distance, that is:
+Predicting the next generated bit knowing all the
+previously released ones by Eq.~\eqref{equation Oplus} is obviously equivalent to predicting the
+next bit in the BBS generator, which
+is cryptographically secure. More precisely, it
+is $(T,\varepsilon)-$secure: no
+$(T,\varepsilon)-$distinguishing attack can be
+successfully realized on this PRNG, if~\cite{Fischlin}
+\begin{equation}
+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)
+\label{mesureConcrete}
+\end{equation}
+where $M$ is the length of the output ($M=100$ in
+our example), and $L(N)$ is equal to
+$$
+2.8\times 10^{-3} exp \left(1.9229 \times (N ~ln~ 2)^\frac{1}{3} \times (ln(N~ln~ 2))^\frac{2}{3}\right)
+$$
+is the number of clock cycles to factor a $N-$bit
+integer.
-\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}
+A direct numerical application shows that this attacker
+cannot achieve its $(10^{12},0.2)$ distinguishing
+attack in that context.
-\subsection{Chaos of the chaotic iterations on $\mathds{R}$}
-\label{chpt:Chaos des itérations chaotiques sur R}
+\section{Cryptographical Applications}
-\subsubsection{Chaos according to Devaney}
+\subsection{A Cryptographically Secure PRNG for GPU}
+\label{sec:CSGPU}
-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:
+It is possible to build a cryptographically secure PRNG based on the previous
+algorithm (Algorithm~\ref{algo:gpu_kernel2}). Due to Proposition~\ref{cryptopreuve},
+it simply consists in replacing
+the {\it xor-like} PRNG by a cryptographically secure one.
+We have chosen the Blum Blum Shub generator~\cite{BBS} (usually denoted by BBS) having the form:
+$$x_{n+1}=x_n^2~ mod~ M$$ where $M$ is the product of two prime numbers (these
+prime numbers need to be congruent to 3 modulus 4). BBS is known to be
+very slow and only usable for cryptographic applications.
+
+
+The modulus operation is the most time consuming operation for current
+GPU cards. So in order to obtain quite reasonable performances, it is
+required to use only modulus on 32-bits integer numbers. Consequently
+$x_n^2$ need to be lesser than $2^{32}$, and thus the number $M$ must be
+lesser than $2^{16}$. So in practice we can choose prime numbers around
+256 that are congruent to 3 modulus 4. With 32-bits numbers, only the
+4 least significant bits of $x_n$ can be chosen (the maximum number of
+indistinguishable bits is lesser than or equals to
+$log_2(log_2(M))$). In other words, to generate a 32-bits number, we need to use
+8 times the BBS algorithm with possibly different combinations of $M$. This
+approach is not sufficient to be able to pass all the tests of TestU01,
+as small values of $M$ for the BBS lead to
+ small periods. So, in order to add randomness we have proceeded with
+the followings modifications.
\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 $\mathds{R}$.
+\item
+Firstly, we define 16 arrangement arrays instead of 2 (as described in
+Algorithm \ref{algo:gpu_kernel2}), but only 2 of them are used at each call of
+the PRNG kernels. In practice, the selection of combination
+arrays to be used is different for all the threads. It is determined
+by using the three last bits of two internal variables used by BBS.
+%This approach adds more randomness.
+In Algorithm~\ref{algo:bbs_gpu},
+character \& is for the bitwise AND. Thus using \&7 with a number
+gives the last 3 bits, thus providing a number between 0 and 7.
+\item
+Secondly, after the generation of the 8 BBS numbers for each thread, we
+have a 32-bits number whose period is possibly quite small. So
+to add randomness, we generate 4 more BBS numbers to
+shift the 32-bits numbers, and add up to 6 new bits. This improvement is
+described in Algorithm~\ref{algo:bbs_gpu}. In practice, the last 2 bits
+of the first new BBS number are used to make a left shift of at most
+3 bits. The last 3 bits of the second new BBS number are added to the
+strategy whatever the value of the first left shift. The third and the
+fourth new BBS numbers are used similarly to apply a new left shift
+and add 3 new bits.
+\item
+Finally, as we use 8 BBS numbers for each thread, the storage of these
+numbers at the end of the kernel is performed using a rotation. So,
+internal variable for BBS number 1 is stored in place 2, internal
+variable for BBS number 2 is stored in place 3, ..., and finally, internal
+variable for BBS number 8 is stored in place 1.
\end{itemize}
-This result can be formulated as follows.
+\begin{algorithm}
+\begin{small}
+\KwIn{InternalVarBBSArray: array with internal variables of the 8 BBS
+in global memory\;
+NumThreads: Number of threads\;
+array\_comb: 2D Arrays containing 16 combinations (in first dimension) of size combination\_size (in second dimension)\;
+array\_shift[4]=\{0,1,3,7\}\;
+}
-\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}
+\KwOut{NewNb: array containing random numbers in global memory}
+\If{threadId is concerned} {
+ retrieve data from InternalVarBBSArray[threadId] in local variables including shared memory and x\;
+ we consider that bbs1 ... bbs8 represent the internal states of the 8 BBS numbers\;
+ offset = threadIdx\%combination\_size\;
+ o1 = threadIdx-offset+array\_comb[bbs1\&7][offset]\;
+ o2 = threadIdx-offset+array\_comb[8+bbs2\&7][offset]\;
+ \For{i=1 to n} {
+ t$<<$=4\;
+ t|=BBS1(bbs1)\&15\;
+ ...\;
+ t$<<$=4\;
+ t|=BBS8(bbs8)\&15\;
+ \tcp{two new shifts}
+ shift=BBS3(bbs3)\&3\;
+ t$<<$=shift\;
+ t|=BBS1(bbs1)\&array\_shift[shift]\;
+ shift=BBS7(bbs7)\&3\;
+ t$<<$=shift\;
+ t|=BBS2(bbs2)\&array\_shift[shift]\;
+ t=t\textasciicircum shmem[o1]\textasciicircum shmem[o2]\;
+ shared\_mem[threadId]=t\;
+ x = x\textasciicircum t\;
+
+ store the new PRNG in NewNb[NumThreads*threadId+i]\;
+ }
+ store internal variables in InternalVarXorLikeArray[threadId] using a rotation\;
+}
+\end{small}
+\caption{main kernel for the BBS based PRNG GPU}
+\label{algo:bbs_gpu}
+\end{algorithm}
-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.
-
+In Algorithm~\ref{algo:bbs_gpu}, $n$ is for the quantity of random numbers that
+a thread has to generate. The operation t<<=4 performs a left shift of 4 bits
+on the variable $t$ and stores the result in $t$, and $BBS1(bbs1)\&15$ selects
+the last four bits of the result of $BBS1$. Thus an operation of the form
+$t<<=4; t|=BBS1(bbs1)\&15\;$ realizes in $t$ a left shift of 4 bits, and then
+puts the 4 last bits of $BBS1(bbs1)$ in the four last positions of $t$. Let us
+remark that the initialization $t$ is not a necessity as we fill it 4 bits by 4
+bits, until having obtained 32-bits. The two last new shifts are realized in
+order to enlarge the small periods of the BBS used here, to introduce a kind of
+variability. In these operations, we make twice a left shift of $t$ of \emph{at
+ most} 3 bits, represented by \texttt{shift} in the algorithm, and we put
+\emph{exactly} the \texttt{shift} last bits from a BBS into the \texttt{shift}
+last bits of $t$. For this, an array named \texttt{array\_shift}, containing the
+correspondence between the shift and the number obtained with \texttt{shift} 1
+to make the \texttt{and} operation is used. For example, with a left shift of 0,
+we make an and operation with 0, with a left shift of 3, we make an and
+operation with 7 (represented by 111 in binary mode).
+
+It should be noticed that this generator has once more the form $x^{n+1} = x^n \oplus S^n$,
+where $S^n$ is referred in this algorithm as $t$: each iteration of this
+PRNG ends with $x = x \wedge t$. This $S^n$ is only constituted
+by secure bits produced by the BBS generator, and thus, due to
+Proposition~\ref{cryptopreuve}, the resulted PRNG is
+cryptographically secure.
+
+As stated before, even if the proposed PRNG is cryptocaphically
+secure, it does not mean that such a generator
+can be used as described here when attacks are
+awaited. The problem is to determine the minimum
+time required for an attacker, with a given
+computational power, to predict under a probability
+lower than 0.5 the $n+1$th bit, knowing the $n$
+previous ones. The proposed GPU generator will be
+useful in a security context, at least in some
+situations where a secret protected by a pseudorandom
+keystream is rapidly obsolete, if this time to
+predict the next bit is large enough when compared
+to both the generation and transmission times.
+It is true that the prime numbers used in the last
+section are very small compared to up-to-date
+security recommendations. However the attacker has not
+access to each BBS, but to the output produced
+by Algorithm~\ref{algo:bbs_gpu}, which is far
+more complicated than a simple BBS. Indeed, to
+determine if this cryptographically secure PRNG
+on GPU can be useful in security context with the
+proposed parameters, or if it is only a very fast
+and statistically perfect generator on GPU, its
+$(T,\varepsilon)-$security must be determined, and
+a formulation similar to Eq.\eqref{mesureConcrete}
+must be established. Authors
+hope to achieve this difficult task in a future
+work.
+
+
+\subsection{Toward a Cryptographically Secure and Chaotic Asymmetric Cryptosystem}
+\label{Blum-Goldwasser}
+We finish this research work by giving some thoughts about the use of
+the proposed PRNG in an asymmetric cryptosystem.
+This first approach will be further investigated in a future work.
+
+\subsubsection{Recalls of the Blum-Goldwasser Probabilistic Cryptosystem}
+
+The Blum-Goldwasser cryptosystem is a cryptographically secure asymmetric key encryption algorithm
+proposed in 1984~\cite{Blum:1985:EPP:19478.19501}. The encryption algorithm
+implements a XOR-based stream cipher using the BBS PRNG, in order to generate
+the keystream. Decryption is done by obtaining the initial seed thanks to
+the final state of the BBS generator and the secret key, thus leading to the
+ reconstruction of the keystream.
+
+The key generation consists in generating two prime numbers $(p,q)$,
+randomly and independently of each other, that are
+ congruent to 3 mod 4, and to compute the modulus $N=pq$.
+The public key is $N$, whereas the secret key is the factorization $(p,q)$.
+
+
+Suppose Bob wishes to send a string $m=(m_0, \dots, m_{L-1})$ of $L$ bits to Alice:
+\begin{enumerate}
+\item Bob picks an integer $r$ randomly in the interval $\llbracket 1,N\rrbracket$ and computes $x_0 = r^2~mod~N$.
+\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 $L-1$,
+\begin{itemize}
+\item $i=0$.
+\item While $i \leqslant L-1$:
+\begin{itemize}
+\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 $x_i$,
+\item $i=i+1$,
+\item $x_i = (x_{i-1})^2~mod~N.$
+\end{itemize}
+\end{itemize}
+\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 $y=x_{0}^{2^{L}}~mod~N.$
+\end{enumerate}
+When Alice receives $\left[(c_0, \dots, c_{L-1}), y\right]$, she can recover $m$ as follows:
+\begin{enumerate}
+\item Using the secret key $(p,q)$, she computes $r_p = y^{((p+1)/4)^{L}}~mod~p$ and $r_q = y^{((q+1)/4)^{L}}~mod~q$.
+\item The initial seed can be obtained using the following procedure: $x_0=q(q^{-1}~{mod}~p)r_p + p(p^{-1}~{mod}~q)r_q~{mod}~N$.
+\item She recomputes the bit-vector $b$ by using BBS and $x_0$.
+\item Alice finally computes the plaintext by XORing the keystream with the ciphertext: $ m = c \oplus b$.
+\end{enumerate}
-\section{Efficient prng based on chaotic iterations}
-On parle du séquentiel avec des nombres 64 bits\\
+\subsubsection{Proposal of a new Asymmetric Cryptosystem Adapted from Blum-Goldwasser}
-Faire le lien avec le paragraphe précédent (je considère que la stratégie s'appelle $S^i$\\
+We propose to adapt the Blum-Goldwasser protocol as follows.
+Let $\mathsf{N} = \lfloor log(log(N)) \rfloor$ be the number of bits that can
+be obtained securely with the BBS generator using the public key $N$ of Alice.
+Alice will pick randomly $S^0$ in $\llbracket 0, 2^{\mathsf{N}-1}\rrbracket$ too, and
+her new public key will be $(S^0, N)$.
-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 $S^i$ contains all the bits for which the negation is
-achieved out. Then instead of applying the negation on these bits we can simply
-apply the xor operator between the current number and the strategy $S^i$. In
-order to obtain the strategy we also use a classical PRNG.
+To encrypt his message, Bob will compute
+%%RAPH : ici, j'ai mis un simple $
+%\begin{equation}
+$c = \left(m_0 \oplus (b_0 \oplus S^0), m_1 \oplus (b_0 \oplus b_1 \oplus S^0), \hdots, \right.$
+$ \left. m_{L-1} \oplus (b_0 \oplus b_1 \hdots \oplus b_{L-1} \oplus S^0) \right)$
+%%\end{equation}
+instead of $\left(m_0 \oplus b_0, m_1 \oplus b_1, \hdots, m_{L-1} \oplus b_{L-1} \right)$.
-\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$>>$32);\\
- x = x\textasciicircum (unsigned int)(t3$>>$32);\\
- x = x\textasciicircum (unsigned int)t2;\\
- x = x\textasciicircum (unsigned int)(t1$>>$32);\\
- x = x\textasciicircum (unsigned int)t3;\\
- return x;\\
-\}
-\end{minipage}
-}
-\end{center}
-\caption{sequential Chaotic Iteration PRNG}
-\label{algo:seqCIprng}
-\end{figure}
+The same decryption stage as in Blum-Goldwasser leads to the sequence
+$\left(m_0 \oplus S^0, m_1 \oplus S^0, \hdots, m_{L-1} \oplus S^0 \right)$.
+Thus, with a simple use of $S^0$, Alice can obtain the plaintext.
+By doing so, the proposed generator is used in place of BBS, leading to
+the inheritance of all the properties presented in this paper.
-In Figure~\ref{algo:seqCIprng} a sequential version of our chaotic iterations
-based PRNG is presented. This version uses three classical 64 bits PRNG: the
-\texttt{xorshift}, the \texttt{xor128} and the \texttt{xorwow}. These three
-PRNGs are presented in~\cite{Marsaglia2003}. As each 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}. This version
-sucesses the BigCrush of the TestU01 battery [P. L’ecuyer and
- R. Simard. Testu01].
+\section{Conclusion}
-\section{Efficient prng based on chaotic iterations on GPU}
-On parle du passage du sequentiel au GPU
+In this paper, a formerly proposed PRNG based on chaotic iterations
+has been generalized to improve its speed. It has been proven to be
+chaotic according to Devaney.
+Efficient implementations on GPU using xor-like PRNGs as input generators
+have shown that a very large quantity of pseudorandom numbers can be generated per second (about
+20Gsamples/s), and that these proposed PRNGs succeed to pass the hardest battery in TestU01,
+namely the BigCrush.
+Furthermore, we have shown that when the inputted generator is cryptographically
+secure, then it is the case too for the PRNG we propose, thus leading to
+the possibility to develop fast and secure PRNGs using the GPU architecture.
+An improvement of the Blum-Goldwasser cryptosystem, making it
+behave chaotically, has finally been proposed.
-\section{Experiments}
+In future work we plan to extend this research, building a parallel PRNG for clusters or
+grid computing. Topological properties of the various proposed generators will be investigated,
+and the use of other categories of PRNGs as input will be studied too. The improvement
+of Blum-Goldwasser will be deepened. Finally, we
+will try to enlarge the quantity of pseudorandom numbers generated per second either
+in a simulation context or in a cryptographic one.
-On passe le BigCrush\\
-On donne des temps de générations sur GPU/CPU\\
-On donne des temps de générations de nombre sur GPU puis on rappatrie sur CPU / CPU ? bof bof, on verra
-\section{Conclusion}
-\bibliographystyle{plain}
+\bibliographystyle{plain}
\bibliography{mabase}
\end{document}
