From: Christophe Guyeux Date: Wed, 7 Sep 2011 18:58:16 +0000 (+0200) Subject: Fin de l'import initial de la fin de la théorie qui se finit à la fin de la fin X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/prng_gpu.git/commitdiff_plain/cc60d282e05dc7a348f70d66ebfb2173e0a82a79?ds=sidebyside Fin de l'import initial de la fin de la théorie qui se finit à la fin de la fin --- diff --git a/prng_gpu.tex b/prng_gpu.tex index 65c2f41..307f55d 100644 --- a/prng_gpu.tex +++ b/prng_gpu.tex @@ -19,6 +19,8 @@ % Pour faire des sous-figures dans les figures \usepackage{subfigure} +\usepackage{color} + \newtheorem{notation}{Notation} \newcommand{\X}{\mathcal{X}} @@ -28,6 +30,7 @@ \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} @@ -47,11 +50,11 @@ 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} -\section{The phase space is an interval of the real line} - -\subsection{Toward a topological semiconjugacy} +\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. @@ -133,7 +136,7 @@ $$ In other words, if $x = \displaystyle{\sum_{k=0}^{9} 2^{9-k} e_k + \sum_{k=0}^{+\infty} s^{k} ~10^{-k-1}}$, then: $$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}}.$$ -\subsection{Defining a metric on $\big[ 0, 2^{10} \big[$} +\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: @@ -186,7 +189,7 @@ To illustrate this fact, a comparison between $D$ and the Euclidian distance is -\subsection{The semiconjugacy} +\subsubsection{The semiconjugacy} It is now possible to define a topological semiconjugacy between $\mathcal{X}$ and an interval of $\mathds{R}$: @@ -210,6 +213,143 @@ In other words, $\mathcal{X}$ is approximately equal to $\big[ 0, 2^\mathsf{N} \ + + +\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 \alert{affine par morceaux}: it is linear on each interval having the form $\left[ \dfrac{n}{10}, \dfrac{n+1}{10}\right[$, $n \in \llbracket 0;2^{10}\times 10 \rrbracket$ \alert{and its line has a pent equal to 10}. Let us justify these claims: + +\begin{proposition} +\label{Prop:derivabilite des ICs} +Chaotic iterations $g$ defined on $\mathds{R}$ are \alert{infiniment dérivables} 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 $n \in \llbracket 0;2^{10}\times 10 \rrbracket$, the function $g$ is \emph{affine}. \alert{It is a line of pent 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 \alert{chaotiques linéaires par morceaux}, like the tent map, the \alert{doublement de l'angle}, \emph{etc.} +\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 \alert{précise} 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 \alert{topology of order}, 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 \alert{topology of order}. +\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 \alert{topology of order} 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 \alert{topology of order}. +\end{theorem} + +Indeed this result is \alert{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\\