X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/prng_gpu.git/blobdiff_plain/77973c61177ccd9f68459a2095c29d48d11af26f..4bdc449d7d1ab2508a4f72db158e0130f61fe2ef:/prng_gpu.tex

diff --git a/prng_gpu.tex b/prng_gpu.tex
index e177e24..73bc958 100644
--- a/prng_gpu.tex
+++ b/prng_gpu.tex
@@ -4,8 +4,33 @@
 \usepackage{fullpage}
 \usepackage{fancybox}
 \usepackage{amsmath}
+\usepackage{amscd}
 \usepackage{moreverb}
 \usepackage{commath}
+\usepackage[standard]{ntheorem}
+
+% Pour mathds : les ensembles IR, IN, etc.
+\usepackage{dsfont}
+
+% Pour avoir des intervalles d'entiers
+\usepackage{stmaryrd}
+
+\usepackage{graphicx}
+% Pour faire des sous-figures dans les figures
+\usepackage{subfigure}
+
+\usepackage{color}
+
+\newtheorem{notation}{Notation}
+
+\newcommand{\X}{\mathcal{X}}
+\newcommand{\Go}{G_{f_0}}
+\newcommand{\B}{\mathds{B}}
+\newcommand{\N}{\mathds{N}}
+\newcommand{\BN}{\mathds{B}^\mathsf{N}}
+\let\sur=\overline
+
+\newcommand{\alert}[1]{\begin{color}{blue}\textit{#1}\end{color}}
 
 \title{Efficient generation of pseudo random numbers based on chaotic iterations on GPU}
 \begin{document}
@@ -25,6 +50,306 @@ Interet de générer des nombres alea sur GPU
 
 Présentation des itérations chaotiques
 
+\section{blabla}
+
+\subsection{The phase space is an interval of the real line}
+
+\subsubsection{Toward a topological semiconjugacy}
+
+In what follows, our intention is to establish, by using a topological semiconjugacy, that chaotic iterations over $\mathcal{X}$ can be described as iterations on a real interval. To do so, we must firstly introduce some notations and terminologies. 
+
+Let $\mathcal{S}_\mathsf{N}$ be the set of sequences belonging into $\llbracket 1; \mathsf{N}\rrbracket$ and $\mathcal{X}_{\mathsf{N}} = \mathcal{S}_\mathsf{N} \times \B^\mathsf{N}$.
+
+
+\begin{definition}
+The function $\varphi: \mathcal{S}_{10} \times\mathds{B}^{10} \rightarrow \big[ 0, 2^{10} \big[$ is defined by:
+$$
+\begin{array}{cccl}
+\varphi: & \mathcal{X}_{10} = \mathcal{S}_{10} \times\mathds{B}^{10}& \longrightarrow & \big[ 0, 2^{10} \big[ \\
+ & (S,E) = \left((S^0, S^1, \hdots ); (E_0, \hdots, E_9)\right) & \longmapsto & \varphi \left((S,E)\right)
+\end{array}
+$$
+\noindent where $\varphi\left((S,E)\right)$ is the real number:
+\begin{itemize}
+\item whose integral part $e$ is $\displaystyle{\sum_{k=0}^9 2^{9-k} E_k}$, that is, the binary digits of $e$ are $E_0 ~ E_1 ~ \hdots ~ E_9$.
+\item whose decimal part $s$ is equal to $s = 0,S^0~ S^1~ S^2~ \hdots = \sum_{k=1}^{+\infty} 10^{-k} S^{k-1}.$ 
+\end{itemize}
+\end{definition}
+
+
+
+$\varphi$ realizes the association between a point of $\mathcal{X}_{10}$ and a real number into $\big[ 0, 2^{10} \big[$. We must now translate the chaotic iterations $\Go$ on this real interval. To do so, two intermediate functions over $\big[ 0, 2^{10} \big[$ must be introduced:
+
+
+\begin{definition}
+\label{def:e et s}
+Let $x \in \big[ 0, 2^{10} \big[$ and:
+\begin{itemize}
+\item $e_0, \hdots, e_9$ the binary digits of the integral part of $x$: $\displaystyle{\lfloor x \rfloor = \sum_{k=0}^{9} 2^{9-k} e_k}$.
+\item $(s^k)_{k\in \mathds{N}}$ the digits of $x$, where the chosen decimal decomposition of $x$ is the one that does not have an infinite number of 9: 
+$\displaystyle{x = \lfloor x \rfloor + \sum_{k=0}^{+\infty} s^k 10^{-k-1}}$.
+\end{itemize}
+$e$ and $s$ are thus defined as follows:
+$$
+\begin{array}{cccl}
+e: & \big[ 0, 2^{10} \big[ & \longrightarrow & \mathds{B}^{10} \\
+ & x & \longmapsto & (e_0, \hdots, e_9)
+\end{array}
+$$
+\noindent and
+$$
+\begin{array}{cccl}
+s: & \big[ 0, 2^{10} \big[ & \longrightarrow & \llbracket 0, 9 \rrbracket^{\mathds{N}} \\
+ & x & \longmapsto & (s^k)_{k \in \mathds{N}}
+\end{array}
+$$
+\end{definition}
+
+We are now able to define the function $g$, whose goal is to translate the chaotic iterations $\Go$ on an interval of $\mathds{R}$.
+
+\begin{definition}
+$g:\big[ 0, 2^{10} \big[ \longrightarrow \big[ 0, 2^{10} \big[$ is defined by:
+$$
+\begin{array}{cccl}
+g: & \big[ 0, 2^{10} \big[ & \longrightarrow & \big[ 0, 2^{10} \big[ \\
+& \\
+ & x & \longmapsto & g(x)
+\end{array}
+$$
+\noindent where g(x) is the real number of $\big[ 0, 2^{10} \big[$ defined bellow:
+\begin{itemize}
+\item its integral part has a binary decomposition equal to $e_0', \hdots, e_9'$, with:
+$$
+e_i' = \left\{
+\begin{array}{ll}
+e(x)_i & \textrm{ if } i \neq s^0\\
+e(x)_i + 1 \textrm{ (mod 2)} & \textrm{ if } i = s^0\\
+\end{array}
+\right.
+$$
+\item whose decimal part is $s(x)^1, s(x)^2, \hdots$
+\end{itemize}
+\end{definition}
+
+\bigskip
+
+
+In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k +  \sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then: $$g(x) = \displaystyle{\sum_{k=0}^{9} 2^{9-k} (e_k + \delta(k,s^0) \textrm{ (mod 2)}) +  \sum_{k=0}^{+\infty} s^{k+1} 10^{-k-1}}.$$
+
+\subsubsection{Defining a metric on $\big[ 0, 2^{10} \big[$}
+
+Numerous metrics can be defined on the set $\big[ 0, 2^{10} \big[$, the most usual one being the Euclidian distance recalled bellow:
+
+\begin{notation}
+\index{distance!euclidienne}
+$\Delta$ is the Euclidian distance on $\big[ 0, 2^{10} \big[$, that is, $\Delta(x,y) = |y-x|^2$.
+\end{notation}
+
+\medskip
+
+This Euclidian distance does not reproduce exactly the notion of proximity induced by our first distance $d$ on $\X$. Indeed $d$ is finer than $\Delta$. This is the reason why we have to introduce the following metric:
+
+
+
+\begin{definition}
+Let $x,y \in \big[ 0, 2^{10} \big[$.
+$D$ denotes the function from $\big[ 0, 2^{10} \big[^2$ to $\mathds{R}^+$ defined by: $D(x,y) = D_e\left(e(x),e(y)\right) + D_s\left(s(x),s(y)\right)$, where:
+\begin{center}
+$\displaystyle{D_e(E,\check{E}) = \sum_{k=0}^\mathsf{9} \delta (E_k, \check{E}_k)}$, ~~and~ $\displaystyle{D_s(S,\check{S}) = \sum_{k = 1}^\infty \dfrac{|S^k-\check{S}^k|}{10^k}}$.
+\end{center}
+\end{definition}
+
+\begin{proposition}
+$D$ is a distance on $\big[ 0, 2^{10} \big[$.
+\end{proposition}
+
+\begin{proof}
+The three axioms defining a distance must be checked.
+\begin{itemize}
+\item $D \geqslant 0$, because everything is positive in its definition. If $D(x,y)=0$, then $D_e(x,y)=0$, so the integral parts of $x$ and $y$ are equal (they have the same binary decomposition). Additionally, $D_s(x,y) = 0$, then $\forall k \in \mathds{N}^*, s(x)^k = s(y)^k$. In other words, $x$ and $y$ have the same $k-$th decimal digit, $\forall k \in \mathds{N}^*$. And so $x=y$.
+\item $D(x,y)=D(y,x)$.
+\item Finally, the triangular inequality is obtained due to the fact that both $\delta$ and $\Delta(x,y)=|x-y|$ satisfy it.
+\end{itemize}
+\end{proof}
+
+
+The convergence of sequences according to $D$ is not the same than the usual convergence related to the Euclidian metric. For instance, if $x^n \to x$ according to $D$, then necessarily the integral part of each $x^n$ is equal to the integral part of $x$ (at least after a given threshold), and the decimal part of $x^n$ corresponds to the one of $x$ ``as far as required''.
+To illustrate this fact, a comparison between $D$ and the Euclidian distance is given Figure \ref{fig:comparaison de distances}. These illustrations show that $D$ is richer and more refined than the Euclidian distance, and thus is more precise.
+
+
+\begin{figure}[t]
+\begin{center}
+  \subfigure[Function $x \to dist(x;1,234) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien.pdf}}\quad
+  \subfigure[Function $x \to dist(x;3) $ on the interval $(0;5)$.]{\includegraphics[scale=.35]{DvsEuclidien2.pdf}}
+\end{center}
+\caption{Comparison between $D$ (in blue) and the Euclidian distane (in green).}
+\label{fig:comparaison de distances}
+\end{figure}
+
+
+
+
+\subsubsection{The semiconjugacy}
+
+It is now possible to define a topological semiconjugacy between $\mathcal{X}$ and an interval of $\mathds{R}$:
+
+\begin{theorem}
+Chaotic iterations on the phase space $\mathcal{X}$ are simple iterations on $\mathds{R}$, which is illustrated by the semiconjugacy of the diagram bellow:
+\begin{equation*}
+\begin{CD}
+\left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right) @>G_{f_0}>> \left(~\mathcal{S}_{10} \times\mathds{B}^{10}, d~\right)\\
+    @V{\varphi}VV                    @VV{\varphi}V\\
+\left( ~\big[ 0, 2^{10} \big[, D~\right)  @>>g> \left(~\big[ 0, 2^{10} \big[, D~\right)
+\end{CD}
+\end{equation*}
+\end{theorem}
+
+\begin{proof}
+$\varphi$ has been constructed in order to be continuous and onto.
+\end{proof}
+
+In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} \big[$.
+
+
+
+
+
+
+\subsection{Study of the chaotic iterations described as a real function}
+
+
+\begin{figure}[t]
+\begin{center}
+  \subfigure[ICs on the interval $(0,9;1)$.]{\includegraphics[scale=.35]{ICs09a1.pdf}}\quad
+  \subfigure[ICs on the interval $(0,7;1)$.]{\includegraphics[scale=.35]{ICs07a95.pdf}}\\
+  \subfigure[ICs on the interval $(0,5;1)$.]{\includegraphics[scale=.35]{ICs05a1.pdf}}\quad
+  \subfigure[ICs on the interval $(0;1)$]{\includegraphics[scale=.35]{ICs0a1.pdf}}
+\end{center}
+\caption{Representation of the chaotic iterations.}
+\label{fig:ICs}
+\end{figure}
+
+
+
+
+\begin{figure}[t]
+\begin{center}
+  \subfigure[ICs on the interval $(510;514)$.]{\includegraphics[scale=.35]{ICs510a514.pdf}}\quad
+  \subfigure[ICs on the interval $(1000;1008)$]{\includegraphics[scale=.35]{ICs1000a1008.pdf}}
+\end{center}
+\caption{ICs on small intervals.}
+\label{fig:ICs2}
+\end{figure}
+
+\begin{figure}[t]
+\begin{center}
+  \subfigure[ICs on the interval $(0;16)$.]{\includegraphics[scale=.3]{ICs0a16.pdf}}\quad
+  \subfigure[ICs on the interval  $(40;70)$.]{\includegraphics[scale=.45]{ICs40a70.pdf}}\quad
+\end{center}
+\caption{General aspect of the chaotic iterations.}
+\label{fig:ICs3}
+\end{figure}
+
+
+We have written a Python program to represent the chaotic iterations with the vectorial negation on the real line $\mathds{R}$. Various representations of these CIs are given in Figures \ref{fig:ICs}, \ref{fig:ICs2} and \ref{fig:ICs3}. It can be remarked that the function $g$ is a piecewise linear function: it is linear on each interval having the form $\left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ and its slope is equal to 10. Let us justify these claims:
+
+\begin{proposition}
+\label{Prop:derivabilite des ICs}
+Chaotic iterations $g$ defined on $\mathds{R}$ have derivatives of all orders on $\big[ 0, 2^{10} \big[$, except on the 10241 points in $I$ defined by $\left\{ \dfrac{n}{10} ~\big/~ n \in \llbracket 0;2^{10}\times 10\rrbracket \right\}$.
+
+Furthermore, on each interval of the form $\left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$, $g$ is a linear function, having a slope equal to 10: $\forall x \notin I, g'(x)=10$.
+\end{proposition}
+
+
+\begin{proof}
+Let $I_n = \left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, with $n \in \llbracket 0;2^{10}\times 10 \rrbracket$. All the points of $I_n$ have the same integral prat $e$ and the same decimal part $s^0$: on the set $I_n$,  functions $e(x)$ and $x \mapsto s(x)^0$ of Definition \ref{def:e et s} only depend on $n$. So all the images $g(x)$ of these points $x$:
+\begin{itemize}
+\item Have the same integral part, which is $e$, except probably the bit number $s^0$. In other words, this integer has approximately the same binary decomposition than $e$, the sole exception being the digit $s^0$ (this number is then either $e+2^{10-s^0}$ or $e-2^{10-s^0}$, depending on the parity of $s^0$, \emph{i.e.}, it is equal to $e+(-1)^{s^0}\times 2^{10-s^0}$).
+\item A shift to the left has been applied to the decimal part $y$, losing by doing so the common first digit $s^0$. In other words, $y$ has been mapped into $10\times y - s^0$.
+\end{itemize}
+To sum up, the action of $g$ on the points of $I$ is as follows: first, make a multiplication by 10, and second, add the same constant to each term, which is $\dfrac{1}{10}\left(e+(-1)^{s^0}\times 2^{10-s^0}\right)-s^0$.
+\end{proof}
+
+\begin{remark}
+Finally, chaotic iterations are elements of the large family of functions that are both chaotic and piecewise linear (like the tent map).
+\end{remark}
+
+
+
+\subsection{Comparison of the two metrics on $\big[ 0, 2^\mathsf{N} \big[$}
+
+The two propositions bellow allow to compare our two distances on $\big[ 0, 2^\mathsf{N} \big[$:
+
+\begin{proposition}
+Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,\Delta~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, D~\right)$ is not continuous. 
+\end{proposition}
+
+\begin{proof}
+The sequence $x^n = 1,999\hdots 999$ constituted by $n$ 9 as decimal part, is such that:
+\begin{itemize}
+\item $\Delta (x^n,2) \to 0.$
+\item But $D(x^n,2) \geqslant 1$, then $D(x^n,2)$ does not converge to 0.
+\end{itemize}
+
+The sequential characterization of the continuity concludes the demonstration.
+\end{proof}
+
+
+
+A contrario:
+
+\begin{proposition}
+Id: $\left(~\big[ 0, 2^\mathsf{N} \big[,D~\right) \to \left(~\big[ 0, 2^\mathsf{N} \big[, \Delta ~\right)$ is a continuous fonction. 
+\end{proposition}
+
+\begin{proof}
+If $D(x^n,x) \to 0$, then $D_e(x^n,x) = 0$ at least for $n$ larger than a given threshold, because $D_e$ only returns integers. So, after this threshold, the integral parts of all the $x^n$ are equal to the integral part of $x$. 
+
+Additionally, $D_s(x^n, x) \to 0$, then $\forall k \in \mathds{N}^*, \exists N_k \in \mathds{N}, n \geqslant N_k \Rightarrow D_s(x^n,x) \leqslant 10^{-k}$. This means that for all $k$, an index $N_k$ can be found such that, $\forall n \geqslant N_k$, all the $x^n$ have the same $k$ firsts digits, which are the digits of $x$. We can deduce the convergence $\Delta(x^n,x) \to 0$, and thus the result.
+\end{proof}
+
+The conclusion of these propositions is that the proposed metric is more precise than the Euclidian distance, that is:
+
+\begin{corollary}
+$D$ is finer than the Euclidian distance $\Delta$.
+\end{corollary}
+
+This corollary can be reformulated as follows:
+
+\begin{itemize}
+\item The topology produced by $\Delta$ is a subset of the topology produced by $D$.
+\item $D$ has more open sets than $\Delta$.
+\item It is harder to converge for the topology $\tau_D$ inherited by $D$, than to converge with the one inherited by $\Delta$, which is denoted here by $\tau_\Delta$.
+\end{itemize}
+
+
+\subsection{Chaos of the chaotic iterations on $\mathds{R}$}
+\label{chpt:Chaos des itérations chaotiques sur R}
+
+
+
+\subsubsection{Chaos according to Devaney}
+
+We have recalled previously that the chaotic iterations $\left(\Go, \mathcal{X}_d\right)$ are chaotic according to the formulation of Devaney. We can deduce that they are chaotic on $\mathds{R}$ too, when considering the order topology, because:
+\begin{itemize}
+\item $\left(\Go, \mathcal{X}_d\right)$ and $\left(g, \big[ 0, 2^{10} \big[_D\right)$ are semiconjugate by $\varphi$,
+\item Then $\left(g, \big[ 0, 2^{10} \big[_D\right)$ is a system chaotic according to Devaney, because the semiconjugacy preserve this character.
+\item But the topology generated by $D$ is finer than the topology generated by the Euclidian distance $\Delta$ -- which is the order topology.
+\item According to Theorem \ref{Th:chaos et finesse}, we can deduce that the chaotic iterations $g$ are indeed chaotic, as defined by Devaney, for the order topology on $\mathds{R}$.
+\end{itemize}
+
+This result can be formulated as follows.
+
+\begin{theorem}
+\label{th:IC et topologie de l'ordre}
+The chaotic iterations $g$ on $\mathds{R}$ are chaotic according to the Devaney's formulation, when $\mathds{R}$ has his usual topology, which is the order topology.
+\end{theorem}
+
+Indeed this result is weaker than the theorem establishing the chaos for the finer topology $d$. However the Theorem \ref{th:IC et topologie de l'ordre} still remains important. Indeed, we have studied in our previous works a set different from the usual set of study ($\mathcal{X}$ instead of $\mathds{R}$), in order to be as close as possible from the computer: the properties of disorder proved theoretically will then be preserved when computing. However, we could wonder whether this change does not lead to a disorder of a lower quality. In other words, have we replaced a situation of a good disorder lost when computing, to another situation of a disorder preserved but of bad quality. Theorem \ref{th:IC et topologie de l'ordre} prove exactly the contrary.
+ 
+
+
+
 \section{Efficient prng based on chaotic iterations}
 
 On parle du séquentiel avec des nombres 64 bits\\
@@ -47,12 +372,12 @@ unsigned int CIprng() \{\\
   unsigned long t1 = xorshift();\\
   unsigned long t2 = xor128();\\
   unsigned long t3 = xorwow();\\
-  x = x\^\ (unsigned int)t1;\\
-  x = x\^\ (unsigned int)(t2$>>$32);\\
-  x = x\^\ (unsigned int)(t3$>>$32);\\
-  x = x\^\ (unsigned int)t2;\\
-  x = x\^\ (unsigned int)(t1$>>$32);\\
-  x = x\^\ (unsigned int)t3;\\
+  x = x\textasciicircum (unsigned int)t1;\\
+  x = x\textasciicircum (unsigned int)(t2$>>$32);\\
+  x = x\textasciicircum (unsigned int)(t3$>>$32);\\
+  x = x\textasciicircum (unsigned int)t2;\\
+  x = x\textasciicircum (unsigned int)(t1$>>$32);\\
+  x = x\textasciicircum (unsigned int)t3;\\
   return x;\\
 \}
 \end{minipage}
@@ -63,12 +388,14 @@ unsigned int CIprng() \{\\
 \end{figure}
 
 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
+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)}
+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 bits most significants bits of the variable \texttt{t}.
+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{Efficient prng based on chaotic iterations on GPU}
 
@@ -80,7 +407,6 @@ 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{Lyapunov}
 
 \section{Conclusion}
 \bibliographystyle{plain}