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Allocate the mersenne twister used by the random number generators on the heap instead of on the stack since they tend to keep a lot of state (i.e. about 5k) around.
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@ -364,19 +364,23 @@ template <> class UniformRandomGenerator<float> {
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public:
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static const bool PacketAccess = true;
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UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
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UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic), m_generator(new std::mt19937()) {
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if (!deterministic) {
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m_generator.seed(get_random_seed());
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m_generator->seed(get_random_seed());
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}
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}
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UniformRandomGenerator(const UniformRandomGenerator<float>& other) {
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m_generator.seed(other(0) * UINT_MAX);
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m_generator = new std::mt19937();
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m_generator->seed(other(0) * UINT_MAX);
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m_deterministic = other.m_deterministic;
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}
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~UniformRandomGenerator() {
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delete m_generator;
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}
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template<typename Index>
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float operator()(Index) const {
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return m_distribution(m_generator);
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return m_distribution(*m_generator);
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}
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template<typename Index, typename PacketType>
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PacketType packetOp(Index i) const {
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@ -393,7 +397,7 @@ template <> class UniformRandomGenerator<float> {
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// Make sure m_deterministic comes first to match the layout of the cpu
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// version of the code.
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bool m_deterministic;
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mutable std::mt19937 m_generator;
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mutable std::mt19937* m_generator;
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mutable std::uniform_real_distribution<float> m_distribution;
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};
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@ -401,19 +405,23 @@ template <> class UniformRandomGenerator<double> {
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public:
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static const bool PacketAccess = true;
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UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic) {
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UniformRandomGenerator(bool deterministic = true) : m_deterministic(deterministic), m_generator(new std::mt19937()) {
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if (!deterministic) {
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m_generator.seed(get_random_seed());
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m_generator->seed(get_random_seed());
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}
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}
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UniformRandomGenerator(const UniformRandomGenerator<double>& other) {
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m_generator.seed(other(0) * UINT_MAX);
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m_generator = new std::mt19937();
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m_generator->seed(other(0) * UINT_MAX);
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m_deterministic = other.m_deterministic;
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}
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~UniformRandomGenerator() {
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delete m_generator;
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}
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template<typename Index>
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double operator()(Index) const {
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return m_distribution(m_generator);
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return m_distribution(*m_generator);
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}
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template<typename Index, typename PacketType>
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PacketType packetOp(Index i) const {
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@ -430,7 +438,7 @@ template <> class UniformRandomGenerator<double> {
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// Make sure m_deterministic comes first to match the layout of the cpu
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// version of the code.
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bool m_deterministic;
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mutable std::mt19937 m_generator;
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mutable std::mt19937* m_generator;
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mutable std::uniform_real_distribution<double> m_distribution;
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};
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#endif
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@ -571,34 +579,39 @@ template <typename T> class NormalRandomGenerator {
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public:
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static const bool PacketAccess = true;
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NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic), m_distribution(0, 1) {
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NormalRandomGenerator(bool deterministic = true) : m_deterministic(deterministic), m_distribution(0, 1), m_generator(new std::mt19937()) {
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if (!deterministic) {
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m_generator.seed(get_random_seed());
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m_generator->seed(get_random_seed());
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}
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}
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NormalRandomGenerator(const NormalRandomGenerator& other)
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: m_deterministic(other.m_deterministic), m_distribution(other.m_distribution) {
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m_generator.seed(other(0) * UINT_MAX);
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: m_deterministic(other.m_deterministic), m_distribution(other.m_distribution), m_generator(new std::mt19937()) {
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m_generator->seed(other(0) * UINT_MAX);
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}
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~NormalRandomGenerator() {
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delete m_generator;
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}
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template<typename Index>
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T operator()(Index) const {
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return m_distribution(m_generator);
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return m_distribution(*m_generator);
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}
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template<typename Index, typename PacketType>
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PacketType packetOp(Index) const {
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const int packetSize = internal::unpacket_traits<PacketType>::size;
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EIGEN_ALIGN_MAX T values[packetSize];
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for (int i = 0; i < packetSize; ++i) {
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values[i] = m_distribution(m_generator);
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values[i] = m_distribution(*m_generator);
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}
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return internal::pload<PacketType>(values);
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}
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private:
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// No assignment
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NormalRandomGenerator& operator = (const NormalRandomGenerator&);
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bool m_deterministic;
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mutable std::normal_distribution<T> m_distribution;
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mutable std::mt19937 m_generator;
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mutable std::mt19937* m_generator;
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};
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#elif defined (EIGEN_USE_GPU) && defined(__CUDACC__) && defined(__CUDA_ARCH__)
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