topic Getting the "status" of a random number stream in Intel® oneAPI Math Kernel Library

Getting the "status" of a random number stream

cppcoder — Wed, 23 Feb 2011 01:05:19 GMT

Hi,

I have a program that is called several times as part of a simulation. When the simulation begins, the program is called from a script with parameterINITIAL_SEED (and other parameters). My program initializes a stream with that seed:

vslNewStream( &my_vsl_stream,VSL_BRNG_MT19937, INITIAL_SEED);

Thenproduces some results involving random numbers, writes results to disk, and ends.

The next time is called, I want it to start generating numbers from the point the stream was left during the previous execution, let's call it NEXT_SEED:

vslNewStream( &my_vsl_stream,VSL_BRNG_MT19937, NEXT_SEED);

How can I get that number before finishing execution so that it can be written to a file, and then passed by the script the next time and be used as the seed of the generator?

I found a functionGetStreamStateBrng but it doesn't seem to do what I want, or maybe it does. Any clue about it?

Thanks in advance

Getting the "status" of a random number stream

Andrey_N_Intel — Wed, 23 Feb 2011 07:37:09 GMT

Hello,

You might want tocheckservice RNG functionalityfor saving/restoring random stream descriptive data to/from file

vslSaveStreamF( stream, fname );
vslLoadStreamF( &stream, fname );

Its description is available inRandom Number Generators\Service Routines Section, which isinStatistical Functions Chapter of MKL Manual.

Please, let me know if this answers your question.

Best,
Andrey

Getting the "status" of a random number stream

cppcoder — Wed, 23 Feb 2011 19:33:12 GMT

Hello,

Thanks for your answer.

The documentation only says that those functions "save /read stream descriptivedata". It doesn't say what descriptive data is that or if it saves the current state of the stream. Where can I find that info?

If the descriptive data saves also the initial SEED I passed and use it to initialize the stream, then those functions won't help me.

Thanks

Getting the "status" of a random number stream

cppcoder — Wed, 23 Feb 2011 20:56:14 GMT

OK, it seems to be working.

I'm included a sample program to test this. It first initializes a stream with SEED = 10, and produces 5 numbers and saves the info of the stream. Then initializes a second stream with that info. Then it generates another 5 numbers which are different from the initial 5. Finally, it initializes a third stream with the same SEED=10 but generates 10 numbers. The first 5 are the same as the 5 generated with the first stream, while the remaining 5 are the same as the ones generated with the second stream.

Thus, it's working as expected

Thanks a lot for your answer

#include 
#include 

#include "mkl_vsl.h"
#include "errcheck.inc" // this is included somewhere in the MKL's examples directory 

#define SEED    10
#define BRNG    VSL_BRNG_MT19937
#define METHOD  0
#define N       5*2

double r;

int main()
{
    VSLStreamStatePtr stream1, stream2, stream3;
    int i, errcode;

	////////////////////////////////////
    errcode = vslNewStream( &stream1, BRNG,  SEED );
    CheckVslError( errcode );

	errcode = vdRngUniform( METHOD, stream1, (N / 2), r, 0.0, 1.0 );
    CheckVslError( errcode );

	std::copy (r, r + (N / 2), std::ostream_iterator (std::cout, "\t"));
	std::cout << std::endl;

	errcode = vslSaveStreamF( stream1, "C:\\temp\\somefile.bin" );
    CheckVslError( errcode );

    errcode = vslDeleteStream( &stream1 );
    CheckVslError( errcode );

	////////////////////////////////////
	errcode = vslLoadStreamF( &stream2, "C:\\temp\\somefile.bin" );
	CheckVslError( errcode );

	errcode = vdRngUniform( METHOD, stream2, (N / 2), r, 0.0, 1.0 );
    CheckVslError( errcode );

	std::copy (r, r + (N / 2), std::ostream_iterator (std::cout, "\t"));
	std::cout << std::endl;

    errcode = vslDeleteStream( &stream2 );
    CheckVslError( errcode );

	////////////////////////////////////
    errcode = vslNewStream( &stream3, BRNG,  SEED );
    CheckVslError( errcode );

	errcode = vdRngUniform( METHOD, stream3, N, r, 0.0, 1.0 );
    CheckVslError( errcode );

	std::copy (r, r + N, std::ostream_iterator (std::cout, "\t"));
	std::cout << std::endl;

    errcode = vslDeleteStream( &stream3 );
    CheckVslError( errcode );
	////////////////////////////////////

    return 0;
}

Getting the "status" of a random number stream

Sergey_M_Intel2 — Thu, 24 Feb 2011 06:25:58 GMT

Hi cppcoder,

That's great that you find save/restore stream feature meeting your needs. Do you still feel that documentation for that feature needs to be improved?

Sergey

Getting the "status" of a random number stream

cppcoder — Thu, 24 Feb 2011 16:35:50 GMT

Hi Sergey,

Yes, I still do. It was not very clear from reading the documentation if it achieved what I needed. I had to try it myself to see if it did. I don't think I would have found the functions I used useful unless I have got the reply on this forum.

Thanks

Getting the "status" of a random number stream

Sergey_M_Intel2 — Fri, 25 Feb 2011 05:34:24 GMT

Hi cppcoder,

We'll take care of it and improve this part of documentation in coming releases of the MKL product.

Thank you for the feedback,
Sergey