X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/prng_gpu.git/blobdiff_plain/3a4d92d48d8e34ab9e636f7eb092235bcfa0215d..f8b9c6eb41cd165ad2c65d1a4571a41fdcd26ff5:/prng_gpu.tex?ds=inline diff --git a/prng_gpu.tex b/prng_gpu.tex index 41e628a..1129a07 100644 --- a/prng_gpu.tex +++ b/prng_gpu.tex @@ -39,11 +39,19 @@ on GPU} \begin{document} \author{Jacques M. Bahi, Rapha\"{e}l Couturier, and Christophe -Guyeux\thanks{Authors in alphabetic order}} +Guyeux, Pierre-Cyrille Heam\thanks{Authors in alphabetic order}} \maketitle \begin{abstract} +In this paper we present a new pseudo-random numbers generator (PRNG) on +graphics processing units (GPU). This PRNG is based on chaotic iterations. it +is proven to be chaotic in the Devanay's formulation. We propose an efficient +implementation for GPU which succeeds to the {\it BigCrush}, the hardest +batteries of test of TestU01. Experimentations show that this PRNG can generate +about 20 billions of random numbers per second on Tesla C1060 and NVidia GTX280 +cards. + \end{abstract} @@ -51,7 +59,7 @@ Guyeux\thanks{Authors in alphabetic order}} Random numbers are used in many scientific applications and simulations. On finite state machines, as computers, it is not possible to generate random -numbers but only pseudo-random numbers. In practice, a good pseudo-random number +numbers but only pseudo-random numbers. In practice, a good pseudo-random numbers generator (PRNG) needs to verify some features to be used by scientists. It is important to be able to generate pseudo-random numbers efficiently, the generation needs to be reproducible and a PRNG needs to satisfy many usual @@ -63,7 +71,7 @@ Concerning the chaotic properties, Devaney~\cite{Devaney} proposed a common mathematical formulation of chaotic dynamical systems. In a previous work~\cite{bgw09:ip} we have proposed a new familly of chaotic -PRNG based on chaotic iterations (IC). We have proven that these PRNGs are +PRNG based on chaotic iterations. We have proven that these PRNGs are chaotic in the Devaney's sense. In this paper we propose a faster version which is also proven to be chaotic. @@ -71,26 +79,38 @@ Although graphics processing units (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 pseudo-random numbers inside a GPU when a scientific application runs in a GPU. That is why we -also provide an efficient PRNG for GPU respecting based on IC. +also provide an efficient PRNG for GPU respecting based on IC. Such devices +allows us to generated almost 20 billions of random numbers per second. +In order to establish that our PRNGs are chaotic according to the Devaney's +formulation, we extend what we have proposed in~\cite{guyeux10}. +The rest of this paper is organised as follows. In Section~\ref{section:related + works} we review some GPU implementions of PRNG. Section~\ref{section:BASIC + RECALLS} gives some basic recalls on Devanay's formation of chaos and chaotic +iterations. In Section~\ref{sec:pseudo-random} the proof of chaos of our PRNGs +is studied. Section~\ref{sec:efficient prng} presents an efficient +implementation of our chaotic PRNG on a CPU. Section~\ref{sec:efficient prng + gpu} describes the GPU implementation of our chaotic PRNG. In +Section~\ref{sec:experiments} some experimentations are presented. + Finally, we give a conclusion and some perspectives. -Interet des itérations chaotiques pour générer des nombre alea\\ -Interet de générer des nombres alea sur GPU \section{Related works on GPU based PRNGs} - +\label{section:related works} In the litterature many authors have work on defining GPU based PRNGs. We do not want to be exhaustive and we just give the most significant works from our point -of view. +of view. When authors mention the number of random numbers generated per second +we mention it. We consider that a million numbers per second corresponds to +1MSample/s and than a billion numbers per second corresponds to 1GSample/s. In \cite{Pang:2008:cec}, the authors define a PRNG based on cellular automata which does not require high precision integer arithmetics nor bitwise operations. There is no mention of statistical tests nor proof that this PRNG is -chaotic. Concerning the speed of generation, they can generate about 3200000 -random numbers per seconds on a GeForce 7800 GTX GPU (which is quite old now). +chaotic. Concerning the speed of generation, they can generate about +3.2MSample/s on a GeForce 7800 GTX GPU (which is quite old now). In \cite{ZRKB10}, the authors propose different versions of efficient GPU PRNGs based on Lagged Fibonacci, Hybrid Taus or Hybrid Taus. They have used these @@ -99,6 +119,24 @@ GPU. Performance of the GPU versions are far better than those obtained with a CPU and these PRNGs succeed to pass the {\it BigCrush} test of TestU01. There is no mention that their PRNGs have chaos mathematical properties. + +Authors of~\cite{conf/fpga/ThomasHL09} have studied the implementation of some +PRNGs on diferrent computing architectures: CPU, field-programmable gate array +(FPGA), GPU and massively parallel processor. This study is interesting because +it shows the performance of the same PRNGs on different architeture. For +example, the FPGA is globally the fastest architecture and it is also the +efficient one because it provides the fastest number of generated random numbers +per joule. Concerning the GPU, authors can generate betweend 11 and 16GSample/s +with a GTX 280 GPU. The drawback of this work is that those PRNGs only succeed +the {\it Crush} test which is easier than the {\it Big Crush} test. + +Cuda has developped a library for the generation of random numbers called +Curand~\cite{curand11}. Several PRNGs are implemented: +Xorwow~\cite{Marsaglia2003} and some variants of Sobol. Some tests report that +the fastest version provides 15GSample/s on the new Fermi C2050 card. Their +PRNGs fail to succeed the whole tests of TestU01 on only one test. +\newline +\newline To the best of our knowledge no GPU implementation have been proven to have chaotic properties. \section{Basic Recalls} @@ -326,7 +364,7 @@ $\mathds{B}^\mathsf{N}$ represents the memory of the computer whereas $\llbracke \rrbracket^{\mathds{N}}$ is its input stream (the seeds, for instance). \section{Application to Pseudo-Randomness} - +\label{sec:pseudo-random} \subsection{A First Pseudo-Random Number Generator} We have proposed in~\cite{bgw09:ip} a new family of generators that receives @@ -376,7 +414,7 @@ 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 +\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, @@ -696,6 +734,7 @@ have $d((S,E),(\tilde S,E))<\epsilon$. \section{Efficient PRNG based on Chaotic Iterations} +\label{sec:efficient prng} In order to implement efficiently a PRNG based on chaotic iterations it is possible to improve previous works [ref]. One solution consists in considering @@ -722,29 +761,7 @@ x \oplus S^i&=&1&1&0&1&1&1&0&0&0&1&1&1&0&1&0&1\\ \end{array} $$ -%% \begin{figure}[htbp] -%% \begin{center} -%% \fbox{ -%% \begin{minipage}{14cm} -%% unsigned int CIprng() \{\\ -%% static unsigned int x = 123123123;\\ -%% unsigned long t1 = xorshift();\\ -%% unsigned long t2 = xor128();\\ -%% unsigned long t3 = xorwow();\\ -%% x = x\textasciicircum (unsigned int)t1;\\ -%% x = x\textasciicircum (unsigned int)(t2$>>$32);\\ -%% x = x\textasciicircum (unsigned int)(t3$>>$32);\\ -%% x = x\textasciicircum (unsigned int)t2;\\ -%% x = x\textasciicircum (unsigned int)(t1$>>$32);\\ -%% x = x\textasciicircum (unsigned int)t3;\\ -%% return x;\\ -%% \} -%% \end{minipage} -%% } -%% \end{center} -%% \caption{sequential Chaotic Iteration PRNG} -%% \label{algo:seqCIprng} -%% \end{figure} + @@ -782,7 +799,8 @@ variable \texttt{t}. So to produce a random number realizes 6 xor operations with 6 32-bits numbers produced by 3 64-bits PRNG. This version successes the BigCrush of the TestU01 battery~\cite{LEcuyerS07}. -\section{Efficient prng based on chaotic iterations on GPU} +\section{Efficient PRNGs based on chaotic iterations on GPU} +\label{sec:efficient prng gpu} In order to benefit from computing power of GPU, a program needs to define independent blocks of threads which can be computed simultaneously. In general, @@ -790,8 +808,8 @@ the larger the number of threads is, the more local memory is used and the less branching instructions are used (if, while, ...), the better performance is obtained on GPU. So with algorithm \ref{algo:seqCIprng} presented in the previous section, it is possible to build a similar program which computes PRNG -on GPU. In the CUDA [ref] environment, threads have a local identificator, -called \texttt{ThreadIdx} relative to the block containing them. +on GPU. In the CUDA~\cite{Nvid10} environment, threads have a local +identificator, called \texttt{ThreadIdx} relative to the block containing them. \subsection{Naive version for GPU} @@ -801,14 +819,14 @@ The principe consists in assigning the computation of a PRNG as in sequential to each thread of the GPU. Of course, it is essential that the three xor-like PRNGs used for our computation have different parameters. So we chose them randomly with another PRNG. As the initialisation is performed by the CPU, we -have chosen to use the ISAAC PRNG [ref] to initalize all the parameters for the -GPU version of our PRNG. The implementation of the three xor-like PRNGs is -straightforward as soon as their parameters have been allocated in the GPU -memory. Each xor-like PRNGs used works with an internal number $x$ which keeps -the last generated random numbers. Other internal variables are also used by the -xor-like PRNGs. More precisely, the implementation of the xor128, the xorshift -and the xorwow respectively require 4, 5 and 6 unsigned long as internal -variables. +have chosen to use the ISAAC PRNG~\cite{Jenkins96} to initalize all the +parameters for the GPU version of our PRNG. The implementation of the three +xor-like PRNGs is straightforward as soon as their parameters have been +allocated in the GPU memory. Each xor-like PRNGs used works with an internal +number $x$ which keeps the last generated random numbers. Other internal +variables are also used by the xor-like PRNGs. More precisely, the +implementation of the xor128, the xorshift and the xorwow respectively require +4, 5 and 6 unsigned long as internal variables. \begin{algorithm} @@ -843,6 +861,9 @@ and random number of our PRNG is equals to $100,000\times ((4+5+6)\times All the tests performed to pass the BigCrush of TestU01 succeeded. Different number of threads, called \texttt{NumThreads} in our algorithm, have been tested upto $10$ millions. +\newline +\newline +{\bf QUESTION : on laisse cette remarque, je suis mitigé !!!} \begin{remark} Algorithm~\ref{algo:gpu_kernel} has the advantage to manipulate independent @@ -868,7 +889,7 @@ which represent the indexes of the other threads for which the results are used by the current thread. In the algorithm, we consider that a 64-bits xor-like PRNG is used, that is why both 32-bits parts are used. -This version also succeed to the BigCrush batteries of tests. +This version also succeeds to the {\it BigCrush} batteries of tests. \begin{algorithm} @@ -879,17 +900,15 @@ tab1, tab2: Arrays containing permutations of size permutation\_size\;} \KwOut{NewNb: array containing random numbers in global memory} \If{threadId is concerned} { - retrieve data from InternalVarXorLikeArray[threadId] in local variables\; + retrieve data from InternalVarXorLikeArray[threadId] in local variables including shared memory and x\; offset = threadIdx\%permutation\_size\; o1 = threadIdx-offset+tab1[offset]\; o2 = threadIdx-offset+tab2[offset]\; \For{i=1 to n} { t=xor-like()\; - shared\_mem[threadId]=(unsigned int)t\; - x = x $\oplus$ (unsigned int) t\; - x = x $\oplus$ (unsigned int) (t>>32)\; - x = x $\oplus$ shared[o1]\; - x = x $\oplus$ shared[o2]\; + t=t$\oplus$shmem[o1]$\oplus$shmem[o2]\; + shared\_mem[threadId]=t\; + x = x $\oplus$ t\; store the new PRNG in NewNb[NumThreads*threadId+i]\; } @@ -903,9 +922,9 @@ version} \subsection{Theoretical Evaluation of the Improved Version} -A run of Algorithm~\ref{algo:gpu_kernel2} consists in four operations having +A run of Algorithm~\ref{algo:gpu_kernel2} consists in three operations having the form of Equation~\ref{equation Oplus}, which is equivalent to the iterative -system of Eq.~\ref{eq:generalIC}. That is, four iterations of the general chaotic +system of Eq.~\ref{eq:generalIC}. That is, three iterations of the general chaotic iterations are realized between two stored values of the PRNG. 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 @@ -924,559 +943,724 @@ 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} +\section{A cryptographically secure prng for GPU} + +It is possible to build a cryptographically secure prng based on the previous +algorithm (algorithm~\ref{algo:gpu_kernel2}). It simply consists in replacing +the {\it xor-like} algorithm by another cryptographically secure prng. In +practice, we suggest to use the BBS algorithm~\cite{BBS} which takes the form: +$$x_{n+1}=x_n^2~ mod~ M$$ where M is the product of the prime numbers. Those +prime numbers need to be congruent to 3 modulus 4. In practice, this PRNG is +known to be slow and not efficient for the generation of random numbers. For +current GPU cards, the modulus operation is the most time consuming +operation. 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 +less than $2^{32}$ and the number $M$ need to be less than $2^{16}$. So in +pratice we can choose prime number 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 undistinguishing is less or equals to +$log_2(log_2(x_n))$). -Different experiments have been performed in order to measure the generation -speed. -\begin{figure}[t] +\section{Experiments} +\label{sec:experiments} + +Different experiments have been performed in order to measure the generation +speed. We have used a computer equiped with Tesla C1060 NVidia GPU card and an +Intel Xeon E5530 cadenced at 2.40 GHz for our experiments and we have used +another one equipped with a less performant CPU and a GeForce GTX 280. Both +cards have 240 cores. + +In Figure~\ref{fig:time_gpu} we compare the number of random numbers generated +per second. The xor-like prng is a xor64 described in~\cite{Marsaglia2003}. In +order to obtain the optimal performance we remove the storage of random numbers +in the GPU memory. This step is time consuming and slows down the random number +generation. Moreover, if you are interested by applications that consume random +numbers directly when they are generated, their storage is completely +useless. In this figure we can see that when the number of threads is greater +than approximately 30,000 upto 5 millions the number of random numbers generated +per second is almost constant. With the naive version, it is between 2.5 and +3GSample/s. With the optimized version, it is approximately equals to +20GSample/s. Finally we can remark that both GPU cards are quite similar. In +practice, the Tesla C1060 has more memory than the GTX 280 and this memory +should be of better quality. + +\begin{figure}[htbp] \begin{center} \includegraphics[scale=.7]{curve_time_gpu.pdf} \end{center} \caption{Number of random numbers generated per second} -\label{fig:time_naive_gpu} +\label{fig:time_gpu} \end{figure} -First of all we have compared the time to generate X random numbers with both -the CPU version and the GPU version. +In comparison, Listing~\ref{algo:seqCIprng} allows us to generate about +138MSample/s with only one core of the Xeon E5530. -Faire une courbe du nombre de random en fonction du nombre de threads, -éventuellement en fonction du nombres de threads par bloc. -\section{The relativity of disorder} -\label{sec:de la relativité du désordre} -In the next two sections, we investigate the impact of the choices that have -lead to the definitions of measures in Sections \ref{sec:chaotic iterations} and \ref{deuxième def}. +%% \section{Cryptanalysis of the Proposed PRNG} -\subsection{Impact of the topology's finenesse} -Let us firstly introduce the following notations. +%% Mettre ici la preuve de PCH -\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} +%\section{The relativity of disorder} +%\label{sec:de la relativité du désordre} +%In the next two sections, we investigate the impact of the choices that have +%lead to the definitions of measures in Sections \ref{sec:chaotic iterations} and \ref{deuxième def}. +%\subsection{Impact of the topology's finenesse} -\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'$. +%Let us firstly introduce the following notations. -If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then -$(\mathcal{X}_\tau,f)$ is chaotic too. -\end{theorem} +%\begin{notation} +%$\mathcal{X}_\tau$ will denote the topological space +%$\left(\mathcal{X},\tau\right)$, whereas $\mathcal{V}_\tau (x)$ will be the set +%of all the neighborhoods of $x$ when considering the topology $\tau$ (or simply +%$\mathcal{V} (x)$, if there is no ambiguity). +%\end{notation} -\begin{proof} -Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$. -Let $\omega_1, \omega_2$ two open sets of $\tau$. Then $\omega_1, \omega_2 \in -\tau'$, becaus $\tau'$ is finer than $\tau$. As $f$ is $\tau'-$transitive, we -can deduce that $\exists n \in \mathds{N}, \omega_1 \cap f^{(n)}(\omega_2) = -\varnothing$. Consequently, $f$ is $\tau-$transitive. -Let us now consider the regularity of $(\mathcal{X}_\tau,f)$, \emph{i.e.}, for -all $x \in \mathcal{X}$, and for all $\tau-$neighborhood $V$ of $x$, there is a -periodic point for $f$ into $V$. +%\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'$. -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$. +%If $(\mathcal{X}_{\tau'},f)$ is chaotic according to Devaney, then +%$(\mathcal{X}_\tau,f)$ is chaotic too. +%\end{theorem} -But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in -\mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a -periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is -proven. -\end{proof} +%\begin{proof} +%Let us firstly establish the transitivity of $(\mathcal{X}_\tau,f)$. -\subsection{A given system can always be claimed as chaotic} +%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 $f$ an iteration function on $\mathcal{X}$ having at least a fixed point. -Then this function is chaotic (in a certain way): +%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$. -\begin{theorem} -Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having -at least a fixed point. -Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete) -topology on $\X$. -\end{theorem} +%Let $x \in \mathcal{X}$ and $V \in \mathcal{V}_\tau (x)$ a $\tau-$neighborhood +%of $x$. By definition, $\exists \omega \in \tau, x \in \omega \subset V$. +%But $\tau \subset \tau'$, so $\omega \in \tau'$, and then $V \in +%\mathcal{V}_{\tau'} (x)$. As $(\mathcal{X}_{\tau'},f)$ is regular, there is a +%periodic point for $f$ into $V$, and the regularity of $(\mathcal{X}_\tau,f)$ is +%proven. +%\end{proof} -\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. +%\subsection{A given system can always be claimed as chaotic} -Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V = -\mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is -regular, and the result is established. -\end{proof} +%Let $f$ an iteration function on $\mathcal{X}$ having at least a fixed point. +%Then this function is chaotic (in a certain way): +%\begin{theorem} +%Let $\mathcal{X}$ a nonempty set and $f: \mathcal{X} \to \X$ a function having +%at least a fixed point. +%Then $f$ is $\tau_0-$chaotic, where $\tau_0$ is the trivial (indiscrete) +%topology on $\X$. +%\end{theorem} +%\begin{proof} +%$f$ is transitive when $\forall \omega, \omega' \in \tau_0 \setminus +%\{\varnothing\}, \exists n \in \mathds{N}, f^{(n)}(\omega) \cap \omega' \neq +%\varnothing$. +%As $\tau_0 = \left\{ \varnothing, \X \right\}$, this is equivalent to look for +%an integer $n$ s.t. $f^{(n)}\left( \X \right) \cap \X \neq \varnothing$. For +%instance, $n=0$ is appropriate. -\subsection{A given system can always be claimed as non-chaotic} +%Let us now consider $x \in \X$ and $V \in \mathcal{V}_{\tau_0} (x)$. Then $V = +%\mathcal{X}$, so $V$ has at least a fixed point for $f$. Consequently $f$ is +%regular, and the result is established. +%\end{proof} -\begin{theorem} -Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$. -If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic -(for the Devaney's formulation), where $\tau_\infty$ is the discrete topology. -\end{theorem} -\begin{proof} -Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty}, -f\right)$ is both transitive and regular. -Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must -contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty}, -f\right)$ is regular. Then $x$ must be a periodic point of $f$. -Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite -because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in -\mathcal{X}, y \notin I_x$. +%\subsection{A given system can always be claimed as non-chaotic} -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} +%\begin{theorem} +%Let $\mathcal{X}$ be a set and $f: \mathcal{X} \to \X$. +%If $\X$ is infinite, then $\left( \X_{\tau_\infty}, f\right)$ is not chaotic +%(for the Devaney's formulation), where $\tau_\infty$ is the discrete topology. +%\end{theorem} +%\begin{proof} +%Let us prove it by contradiction, assuming that $\left(\X_{\tau_\infty}, +%f\right)$ is both transitive and regular. +%Let $x \in \X$ and $\{x\}$ one of its neighborhood. This neighborhood must +%contain a periodic point for $f$, if we want that $\left(\X_{\tau_\infty}, +%f\right)$ is regular. Then $x$ must be a periodic point of $f$. +%Let $I_x = \left\{ f^{(n)}(x), n \in \mathds{N}\right\}$. This set is finite +%because $x$ is periodic, and $\mathcal{X}$ is infinite, then $\exists y \in +%\mathcal{X}, y \notin I_x$. + +%As $\left(\X_{\tau_\infty}, f\right)$ must be transitive, for all open nonempty +%sets $A$ and $B$, an integer $n$ must satisfy $f^{(n)}(A) \cap B \neq +%\varnothing$. However $\{x\}$ and $\{y\}$ are open sets and $y \notin I_x +%\Rightarrow \forall n, f^{(n)}\left( \{x\} \right) \cap \{y\} = \varnothing$. +%\end{proof} + + + + + + +%\section{Chaos on the order topology} +%\label{sec: chaos order topology} +%\subsection{The phase space is an interval of the real line} + +%\subsubsection{Toward a topological semiconjugacy} + +%In what follows, our intention is to establish, by using a topological +%semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as +%iterations on a real interval. To do so, we must firstly introduce some +%notations and terminologies. + +%Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket +%1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} +%\times \B^\mathsf{N}$. + + +%\begin{definition} +%The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[ +%0, 2^{10} \big[$ is defined by: +%\begin{equation} +% \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} +%\end{equation} +%where $\varphi\left((S,E)\right)$ is the real number: +%\begin{itemize} +%\item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that +%is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$. +%\item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots = +%\sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$ +%\end{itemize} +%\end{definition} + + + +%$\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a +%real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic +%iterations $\Go$ on this real interval. To do so, two intermediate functions +%over $\big[ 0, 2^{10} \big[$ must be introduced: + + +%\begin{definition} +%\label{def:e et s} +%Let $x \in \big[ 0, 2^{10} \big[$ and: +%\begin{itemize} +%\item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$: +%$\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$. +%\item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal +%decomposition of $x$ is the one that does not have an infinite number of 9: +%$\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$. +%\end{itemize} +%$e$ and $s$ are thus defined as follows: +%\begin{equation} +%\begin{array}{cccl} +%e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\ +% & x & \longmapsto & (e_0, \hdots, e_9) +%\end{array} +%\end{equation} +%and +%\begin{equation} +% \begin{array}{cccc} +%s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9 +%\rrbracket^{\mathds{N}} \\ +% & x & \longmapsto & (s^k)_{k \in \mathds{N}} +%\end{array} +%\end{equation} +%\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{equation} +%\begin{array}{cccc} +%g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\ +% & x & \longmapsto & g(x) +%\end{array} +%\end{equation} +%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: +% \begin{equation} +%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. +%\end{equation} +%\item whose decimal part is $s(x)^1, s(x)^2, \hdots$ +%\end{itemize} +%\end{definition} + +%\bigskip + + +%In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k + +%\sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then: +%\begin{equation} +%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}}. +%\end{equation} + + +%\subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$} + +%Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most +%usual one being the Euclidian distance recalled bellow: + +%\begin{notation} +%\index{distance!euclidienne} +%$\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is, +%$\Delta(x,y) = |y-x|^2$. +%\end{notation} + +%\medskip + +%This Euclidian distance does not reproduce exactly the notion of proximity +%induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$. +%This is the reason why we have to introduce the following metric: + + + +%\begin{definition} +%Let $x,y \in \big[ 0, 2^{10} \big[$. +%$D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$ +%defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$, +%where: +%\begin{center} +%$\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k, +%\check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty +%\dfrac{|S^k-\check{S}^k|}{10^k}}$. +%\end{center} +%\end{definition} + +%\begin{proposition} +%$D$ is a distance on $\big[ 0, 2^{10} \big[$. +%\end{proposition} + +%\begin{proof} +%The three axioms defining a distance must be checked. +%\begin{itemize} +%\item $D \geqslant 0$, because everything is positive in its definition. If +%$D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal +%(they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then +%$\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have +%the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$. +%\item $D(x,y)=D(y,x)$. +%\item Finally, the triangular inequality is obtained due to the fact that both +%$\delta$ and $\Delta(x,y)=|x-y|$ satisfy it. +%\end{itemize} +%\end{proof} + + +%The convergence of sequences according to $D$ is not the same than the usual +%convergence related to the Euclidian metric. For instance, if $x^n \to x$ +%according to $D$, then necessarily the integral part of each $x^n$ is equal to +%the integral part of $x$ (at least after a given threshold), and the decimal +%part of $x^n$ corresponds to the one of $x$ ``as far as required''. +%To illustrate this fact, a comparison between $D$ and the Euclidian distance is +%given Figure \ref{fig:comparaison de distances}. These illustrations show that +%$D$ is richer and more refined than the Euclidian distance, and thus is more +%precise. + + +%\begin{figure}[t] +%\begin{center} +% \subfigure[Function $x \to dist(x;1,234) $ on the interval +%$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad +% \subfigure[Function $x \to dist(x;3) $ on the interval +%$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}} +%\end{center} +%\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).} +%\label{fig:comparaison de distances} +%\end{figure} + + + + +%\subsubsection{The semiconjugacy} + +%It is now possible to define a topological semiconjugacy between $\mathcal{X}$ +%and an interval of $\mathds{R}$: + +%\begin{theorem} +%Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on +%$\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow: +%\begin{equation*} +%\begin{CD} +%\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>> +%\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\ +% @V{\varphi}VV @VV{\varphi}V\\ +%\left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[, +%D~\right) +%\end{CD} +%\end{equation*} +%\end{theorem} + +%\begin{proof} +%$\varphi$ has been constructed in order to be continuous and onto. +%\end{proof} + +%In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} +%\big[$. + + + + + + +%\subsection{Study of the chaotic iterations described as a real function} + + +%\begin{figure}[t] +%\begin{center} +% \subfigure[ICs on the interval +%$(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad +% \subfigure[ICs on the interval +%$(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\ +% \subfigure[ICs on the interval +%$(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad +% \subfigure[ICs on the interval +%$(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}} +%\end{center} +%\caption{Representation of the chaotic iterations.} +%\label{fig:ICs} +%\end{figure} + + + + +%\begin{figure}[t] +%\begin{center} +% \subfigure[ICs on the interval +%$(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad +% \subfigure[ICs on the interval +%$(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}} +%\end{center} +%\caption{ICs on small intervals.} +%\label{fig:ICs2} +%\end{figure} + +%\begin{figure}[t] +%\begin{center} +% \subfigure[ICs on the interval +%$(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad +% \subfigure[ICs on the interval +%$(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad +%\end{center} +%\caption{General aspect of the chaotic iterations.} +%\label{fig:ICs3} +%\end{figure} + + +%We have written a Python program to represent the chaotic iterations with the +%vectorial negation on the real line $\mathds{R}$. Various representations of +%these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}. +%It can be remarked that the function $g$ is a piecewise linear function: it is +%linear on each interval having the form $\left[ \dfrac{n}{10}, +%\dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its +%slope is equal to 10. Let us justify these claims: + +%\begin{proposition} +%\label{Prop:derivabilite des ICs} +%Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on +%$\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{ +%\dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$. + +%Furthermore, on each interval of the form $\left[ \dfrac{n}{10}, +%\dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$, +%$g$ is a linear function, having a slope equal to 10: $\forall x \notin I, +%g'(x)=10$. +%\end{proposition} +%\begin{proof} +%Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket +%0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral +%prat $e$ and the same decimal part $s^0$: on the set $I_n$, functions $e(x)$ +%and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all +%the images $g(x)$ of these points $x$: +%\begin{itemize} +%\item Have the same integral part, which is $e$, except probably the bit number +%$s^0$. In other words, this integer has approximately the same binary +%decomposition than $e$, the sole exception being the digit $s^0$ (this number is +%then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$, +%\emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$). +%\item A shift to the left has been applied to the decimal part $y$, losing by +%doing so the common first digit $s^0$. In other words, $y$ has been mapped into +%$10\times y - s^0$. +%\end{itemize} +%To sum up, the action of $g$ on the points of $I$ is as follows: first, make a +%multiplication by 10, and second, add the same constant to each term, which is +%$\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$. +%\end{proof} + +%\begin{remark} +%Finally, chaotic iterations are elements of the large family of functions that +%are both chaotic and piecewise linear (like the tent map). +%\end{remark} + + + +%\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$} + +%The two propositions bellow allow to compare our two distances on $\big[ 0, +%2^\mathsf{N} \big[$: + +%\begin{proposition} +%Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0, +%2^\mathsf{N} \big[, D~\right)$ is not continuous. +%\end{proposition} + +%\begin{proof} +%The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is +%such that: +%\begin{itemize} +%\item $\Delta (x^n,2) \to 0.$ +%\item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0. +%\end{itemize} + +%The sequential characterization of the continuity concludes the demonstration. +%\end{proof} + + + +%A contrario: + +%\begin{proposition} +%Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0, +%2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction. +%\end{proposition} + +%\begin{proof} +%If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given +%threshold, because $D_e$ only returns integers. So, after this threshold, the +%integral parts of all the $x^n$ are equal to the integral part of $x$. + +%Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k +%\in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This +%means that for all $k$, an index $N_k$ can be found such that, $\forall n +%\geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the +%digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the +%result. +%\end{proof} + +%The conclusion of these propositions is that the proposed metric is more precise +%than the Euclidian distance, that is: -\section{Chaos on the order topology} +%\begin{corollary} +%$D$ is finer than the Euclidian distance $\Delta$. +%\end{corollary} -\subsection{The phase space is an interval of the real line} +%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} -\subsubsection{Toward a topological semiconjugacy} -In what follows, our intention is to establish, by using a topological -semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as -iterations on a real interval. To do so, we must firstly introduce some -notations and terminologies. +%\subsection{Chaos of the chaotic iterations on $\mathds{R}$} +%\label{chpt:Chaos des itérations chaotiques sur R} -Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket -1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} -\times \B^\mathsf{N}$. -\begin{definition} -The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[ -0, 2^{10} \big[$ is defined by: -\begin{equation} - \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} -\end{equation} -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} +%\subsubsection{Chaos according to Devaney} +%We have recalled previously that the chaotic iterations $\left(\Go, +%\mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We +%can deduce that they are chaotic on $\mathds{R}$ too, when considering the order +%topology, because: +%\begin{itemize} +%\item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10} +%\big[_D\right)$ are semiconjugate by $\varphi$, +%\item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic +%according to Devaney, because the semiconjugacy preserve this character. +%\item But the topology generated by $D$ is finer than the topology generated by +%the Euclidian distance $\Delta$ -- which is the order topology. +%\item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the +%chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order +%topology on $\mathds{R}$. +%\end{itemize} +%This result can be formulated as follows. -$\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a -real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic -iterations $\Go$ on this real interval. To do so, two intermediate functions -over $\big[ 0, 2^{10} \big[$ must be introduced: +%\begin{theorem} +%\label{th:IC et topologie de l'ordre} +%The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the +%Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the +%order topology. +%\end{theorem} +%Indeed this result is weaker than the theorem establishing the chaos for the +%finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre} +%still remains important. Indeed, we have studied in our previous works a set +%different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$), +%in order to be as close as possible from the computer: the properties of +%disorder proved theoretically will then be preserved when computing. However, we +%could wonder whether this change does not lead to a disorder of a lower quality. +%In other words, have we replaced a situation of a good disorder lost when +%computing, to another situation of a disorder preserved but of bad quality. +%Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary. +% -\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{equation} -\begin{array}{cccl} -e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\ - & x & \longmapsto & (e_0, \hdots, e_9) -\end{array} -\end{equation} -and -\begin{equation} - \begin{array}{cccc} -s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9 -\rrbracket^{\mathds{N}} \\ - & x & \longmapsto & (s^k)_{k \in \mathds{N}} -\end{array} -\end{equation} -\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{equation} -\begin{array}{cccc} -g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\ - & x & \longmapsto & g(x) -\end{array} -\end{equation} -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: - \begin{equation} -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. -\end{equation} -\item whose decimal part is $s(x)^1, s(x)^2, \hdots$ -\end{itemize} -\end{definition} - -\bigskip -In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k + -\sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then: -\begin{equation} -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}}. -\end{equation} - - -\subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$} - -Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most -usual one being the Euclidian distance recalled bellow: -\begin{notation} -\index{distance!euclidienne} -$\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is, -$\Delta(x,y) = |y-x|^2$. -\end{notation} +\section{Security Analysis} -\medskip -This Euclidian distance does not reproduce exactly the notion of proximity -induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$. -This is the reason why we have to introduce the following metric: +In this section the concatenation of two strings $u$ and $v$ is classically +denoted by $uv$. +In a cryptographic context, a pseudo-random generator is a deterministic +algorithm $G$ transforming strings into strings and such that, for any +seed $w$ of length $N$, $G(w)$ (the output of $G$ on the input $w$) has size +$\ell_G(N)$ with $\ell_G(N)>N$. +The notion of {\it secure} PRNGs can now be defined as follows. \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} +A cryptographic PRNG $G$ is secure if for any probabilistic polynomial time +algorithm $D$, for any positive polynomial $p$, and for all sufficiently +large $k$'s, +$$| \mathrm{Pr}[D(G(U_k))=1]-Pr[D(U_{\ell_G(k)}=1]|< \frac{1}{p(N)},$$ +where $U_r$ is the uniform distribution over $\{0,1\}^r$ and the +probabilities are taken over $U_N$, $U_{\ell_G(N)}$ as well as over the +internal coin tosses of $D$. \end{definition} -\begin{proposition} -$D$ is a distance on $\big[ 0, 2^{10} \big[$. -\end{proposition} - -\begin{proof} -The three axioms defining a distance must be checked. -\begin{itemize} -\item $D \geqslant 0$, because everything is positive in its definition. If -$D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal -(they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then -$\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have -the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$. -\item $D(x,y)=D(y,x)$. -\item Finally, the triangular inequality is obtained due to the fact that both -$\delta$ and $\Delta(x,y)=|x-y|$ satisfy it. -\end{itemize} -\end{proof} - - -The convergence of sequences according to $D$ is not the same than the usual -convergence related to the Euclidian metric. For instance, if $x^n \to x$ -according to $D$, then necessarily the integral part of each $x^n$ is equal to -the integral part of $x$ (at least after a given threshold), and the decimal -part of $x^n$ corresponds to the one of $x$ ``as far as required''. -To illustrate this fact, a comparison between $D$ and the Euclidian distance is -given Figure \ref{fig:comparaison de distances}. These illustrations show that -$D$ is richer and more refined than the Euclidian distance, and thus is more -precise. - - -\begin{figure}[t] -\begin{center} - \subfigure[Function $x \to dist(x;1,234) $ on the interval -$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad - \subfigure[Function $x \to dist(x;3) $ on the interval -$(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}} -\end{center} -\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).} -\label{fig:comparaison de distances} -\end{figure} - - - - -\subsubsection{The semiconjugacy} - -It is now possible to define a topological semiconjugacy between $\mathcal{X}$ -and an interval of $\mathds{R}$: - -\begin{theorem} -Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on -$\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow: -\begin{equation*} -\begin{CD} -\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>> -\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\ - @V{\varphi}VV @VV{\varphi}V\\ -\left( ~\big[ 0, 2^{10} \big[, D~\right) @>>g> \left(~\big[ 0, 2^{10} \big[, -D~\right) -\end{CD} -\end{equation*} -\end{theorem} - -\begin{proof} -$\varphi$ has been constructed in order to be continuous and onto. -\end{proof} - -In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} -\big[$. - - - - - - -\subsection{Study of the chaotic iterations described as a real function} - - -\begin{figure}[t] -\begin{center} - \subfigure[ICs on the interval -$(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad - \subfigure[ICs on the interval -$(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\ - \subfigure[ICs on the interval -$(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad - \subfigure[ICs on the interval -$(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}} -\end{center} -\caption{Representation of the chaotic iterations.} -\label{fig:ICs} -\end{figure} - - - - -\begin{figure}[t] -\begin{center} - \subfigure[ICs on the interval -$(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad - \subfigure[ICs on the interval -$(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}} -\end{center} -\caption{ICs on small intervals.} -\label{fig:ICs2} -\end{figure} - -\begin{figure}[t] -\begin{center} - \subfigure[ICs on the interval -$(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad - \subfigure[ICs on the interval -$(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad -\end{center} -\caption{General aspect of the chaotic iterations.} -\label{fig:ICs3} -\end{figure} - - -We have written a Python program to represent the chaotic iterations with the -vectorial negation on the real line $\mathds{R}$. Various representations of -these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}. -It can be remarked that the function $g$ is a piecewise linear function: it is -linear on each interval having the form $\left[ \dfrac{n}{10}, -\dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its -slope is equal to 10. Let us justify these claims: +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. 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(N)>N)$~\cite[Chapter 3.3]{Goldreich}. + +The generation schema developed in (\ref{equation Oplus}) is based on a +pseudo-random 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)$. Particularly one 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$. +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$. -\end{proof} - -\begin{remark} -Finally, chaotic iterations are elements of the large family of functions that -are both chaotic and piecewise linear (like the tent map). -\end{remark} - - - -\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$} - -The two propositions bellow allow to compare our two distances on $\big[ 0, -2^\mathsf{N} \big[$: - -\begin{proposition} -Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0, -2^\mathsf{N} \big[, D~\right)$ is not continuous. -\end{proposition} - -\begin{proof} -The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is -such that: -\begin{itemize} -\item $\Delta (x^n,2) \to 0.$ -\item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0. -\end{itemize} - -The sequential characterization of the continuity concludes the demonstration. -\end{proof} - - - -A contrario: +The proposition is proved 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 +\begin{equation}\label{PCH-2} +\mathrm{Pr}[D^\prime(U_{kN})=1]=\mathrm{Pr}[D(\varphi_y(U_{kN}))=1]=\mathrm{Pr}[D(U_{kN})=1]. +\end{equation} -\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} +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} +D^\prime(H(x))=D(yx), +\end{equation} +where $y$ is randomly generated. +It follows that -\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. +\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 exist 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, a contradiction. \end{proof} -The conclusion of these propositions is that the proposed metric is more precise -than the Euclidian distance, that is: - -\begin{corollary} -$D$ is finer than the Euclidian distance $\Delta$. -\end{corollary} - -This corollary can be reformulated as follows: - -\begin{itemize} -\item The topology produced by $\Delta$ is a subset of the topology produced by -$D$. -\item $D$ has more open sets than $\Delta$. -\item It is harder to converge for the topology $\tau_D$ inherited by $D$, than -to converge with the one inherited by $\Delta$, which is denoted here by -$\tau_\Delta$. -\end{itemize} - - -\subsection{Chaos of the chaotic iterations on $\mathds{R}$} -\label{chpt:Chaos des itérations chaotiques sur R} -\subsubsection{Chaos according to Devaney} - -We have recalled previously that the chaotic iterations $\left(\Go, -\mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We -can deduce that they are chaotic on $\mathds{R}$ too, when considering the order -topology, because: -\begin{itemize} -\item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10} -\big[_D\right)$ are semiconjugate by $\varphi$, -\item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic -according to Devaney, because the semiconjugacy preserve this character. -\item But the topology generated by $D$ is finer than the topology generated by -the Euclidian distance $\Delta$ -- which is the order topology. -\item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the -chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order -topology on $\mathds{R}$. -\end{itemize} - -This result can be formulated as follows. - -\begin{theorem} -\label{th:IC et topologie de l'ordre} -The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the -Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the -order topology. -\end{theorem} - -Indeed this result is weaker than the theorem establishing the chaos for the -finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre} -still remains important. Indeed, we have studied in our previous works a set -different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$), -in order to be as close as possible from the computer: the properties of -disorder proved theoretically will then be preserved when computing. However, we -could wonder whether this change does not lead to a disorder of a lower quality. -In other words, have we replaced a situation of a good disorder lost when -computing, to another situation of a disorder preserved but of bad quality. -Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary. - - +\section{Conclusion} +In this paper we have presented a new class of PRNGs based on chaotic +iterations. We have proven that these PRNGs are chaotic in the sense of Devenay. +An efficient implementation on GPU allows us to generate a huge number of pseudo +random numbers per second (about 20Gsample/s). Our PRNGs succeed to pass the +hardest batteries of test (TestU01). +In future work we plan to extend our work in order to have cryptographically +secure PRNGs because in some situations this property may be important. -\section{Conclusion} \bibliographystyle{plain} \bibliography{mabase} \end{document}