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Replace random(), pg_erand48(), etc with a better PRNG API and algorithm.

Browse Source 
Standardize on xoroshiro128** as our basic PRNG algorithm, eliminating
a bunch of platform dependencies as well as fundamentally-obsolete PRNG
code.  In addition, this API replacement will ease replacing the
algorithm again in future, should that become necessary.

xoroshiro128** is a few percent slower than the drand48 family,
but it can produce full-width 64-bit random values not only 48-bit,
and it should be much more trustworthy.  It's likely to be noticeably
faster than the platform's random(), depending on which platform you
are thinking about; and we can have non-global state vectors easily,
unlike with random().  It is not cryptographically strong, but neither
are the functions it replaces.

Fabien Coelho, reviewed by Dean Rasheed, Aleksander Alekseev, and myself

Discussion: https://postgr.es/m/alpine.DEB.2.22.394.2105241211230.165418@pseudo
This commit is contained in:
Tom Lane
2021-11-28 21:32:36 -05:00
parent f44ceb46ec
commit 3804539e48
50 changed files with 543 additions and 480 deletions
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52
src/backend/utils/misc/sampling.c
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@@ -37,7 +37,7 @@
*/
BlockNumber
BlockSampler_Init(BlockSampler bs, BlockNumber nblocks, int samplesize,
long randseed)
uint32 randseed)
{
bs->N = nblocks; /* measured table size */
@@ -49,7 +49,7 @@ BlockSampler_Init(BlockSampler bs, BlockNumber nblocks, int samplesize,
bs->t = 0; /* blocks scanned so far */
bs->m = 0; /* blocks selected so far */
sampler_random_init_state(randseed, bs->randstate);
sampler_random_init_state(randseed, &bs->randstate);
return Min(bs->n, bs->N);
}
@@ -98,7 +98,7 @@ BlockSampler_Next(BlockSampler bs)
* less than k, which means that we cannot fail to select enough blocks.
*----------
*/
V = sampler_random_fract(bs->randstate);
V = sampler_random_fract(&bs->randstate);
p = 1.0 - (double) k / (double) K;
while (V < p)
{
@@ -136,10 +136,11 @@ reservoir_init_selection_state(ReservoirState rs, int n)
* Reservoir sampling is not used anywhere where it would need to return
* repeatable results so we can initialize it randomly.
*/
sampler_random_init_state(random(), rs->randstate);
sampler_random_init_state(pg_prng_uint32(&pg_global_prng_state),
&rs->randstate);
/* Initial value of W (for use when Algorithm Z is first applied) */
rs->W = exp(-log(sampler_random_fract(rs->randstate)) / n);
rs->W = exp(-log(sampler_random_fract(&rs->randstate)) / n);
}
double
@@ -154,7 +155,7 @@ reservoir_get_next_S(ReservoirState rs, double t, int n)
double V,
quot;
V = sampler_random_fract(rs->randstate); /* Generate V */
V = sampler_random_fract(&rs->randstate); /* Generate V */
S = 0;
t += 1;
/* Note: "num" in Vitter's code is always equal to t - n */
@@ -186,7 +187,7 @@ reservoir_get_next_S(ReservoirState rs, double t, int n)
tmp;
/* Generate U and X */
U = sampler_random_fract(rs->randstate);
U = sampler_random_fract(&rs->randstate);
X = t * (W - 1.0);
S = floor(X); /* S is tentatively set to floor(X) */
/* Test if U <= h(S)/cg(X) in the manner of (6.3) */
@@ -215,7 +216,7 @@ reservoir_get_next_S(ReservoirState rs, double t, int n)
y *= numer / denom;
denom -= 1;
}
W = exp(-log(sampler_random_fract(rs->randstate)) / n); /* Generate W in advance */
W = exp(-log(sampler_random_fract(&rs->randstate)) / n); /* Generate W in advance */
if (exp(log(y) / n) <= (t + X) / t)
break;
}
@@ -230,24 +231,22 @@ reservoir_get_next_S(ReservoirState rs, double t, int n)
*----------
*/
void
sampler_random_init_state(long seed, SamplerRandomState randstate)
sampler_random_init_state(uint32 seed, pg_prng_state *randstate)
{
randstate[0] = 0x330e; /* same as pg_erand48, but could be anything */
randstate[1] = (unsigned short) seed;
randstate[2] = (unsigned short) (seed >> 16);
pg_prng_seed(randstate, (uint64) seed);
}
/* Select a random value R uniformly distributed in (0 - 1) */
double
sampler_random_fract(SamplerRandomState randstate)
sampler_random_fract(pg_prng_state *randstate)
{
double res;
/* pg_erand48 returns a value in [0.0 - 1.0), so we must reject 0 */
/* pg_prng_double returns a value in [0.0 - 1.0), so we must reject 0.0 */
do
{
res = pg_erand48(randstate);
} while (res == 0.0);
res = pg_prng_double(randstate);
} while (unlikely(res == 0.0));
return res;
}
@@ -261,27 +260,36 @@ sampler_random_fract(SamplerRandomState randstate)
* except that a common random state is used across all callers.
*/
static ReservoirStateData oldrs;
static bool oldrs_initialized = false;
double
anl_random_fract(void)
{
/* initialize if first time through */
if (oldrs.randstate[0] == 0)
sampler_random_init_state(random(), oldrs.randstate);
if (unlikely(!oldrs_initialized))
{
sampler_random_init_state(pg_prng_uint32(&pg_global_prng_state),
&oldrs.randstate);
oldrs_initialized = true;
}
/* and compute a random fraction */
return sampler_random_fract(oldrs.randstate);
return sampler_random_fract(&oldrs.randstate);
}
double
anl_init_selection_state(int n)
{
/* initialize if first time through */
if (oldrs.randstate[0] == 0)
sampler_random_init_state(random(), oldrs.randstate);
if (unlikely(!oldrs_initialized))
{
sampler_random_init_state(pg_prng_uint32(&pg_global_prng_state),
&oldrs.randstate);
oldrs_initialized = true;
}
/* Initial value of W (for use when Algorithm Z is first applied) */
return exp(-log(sampler_random_fract(oldrs.randstate)) / n);
return exp(-log(sampler_random_fract(&oldrs.randstate)) / n);
}
double