sanvedam / rocrand

RAND library for HIP programming language

rocRAND

The rocRAND project provides functions that generate pseudo-random and quasi-random numbers.

The rocRAND library is implemented in the HIP programming language and optimised for AMD's latest discrete GPUs. It is designed to run on top of AMD's Radeon Open Compute ROCm runtime, but it also works on CUDA enabled GPUs.

Prior to ROCm version 5.0, this project included the hipRAND wrapper. As of version 5.0, this has been split into a separate library.

Supported Random Number Generators

• XORWOW
• MRG31k3p
• MRG32k3a
• Mersenne Twister for Graphic Processors (MTGP32)
• Philox (4x32, 10 rounds)
• LFSR113
• Sobol32
• Scrambled Sobol32
• Sobol64
• Scrambled Sobol64

Requirements

• CMake (3.16 or later)
• C++ compiler with C++11 support
• For AMD platforms:
  • ROCm (1.7 or later)
  • HIP-clang compiler, which must be set as C++ compiler on ROCm platform.
• For CUDA platforms:
  • HIP
  • Latest CUDA SDK
• Python 3.6 or higher (HIP on Windows only, only required for install script)
• Visual Studio 2019 with clang support (HIP on Windows only)
• Strawberry Perl (HIP on Windows only)

Optional:

• GTest (required only for tests; building tests is enabled by default)
  • Use GTEST_ROOT to specify GTest location (also see FindGTest)
  • Note: If GTest is not already installed, it will be automatically downloaded and built
• Fortran compiler (required only for Fortran wrapper)
  • gfortran is recommended.
• Python 2.7+ or 3.5+ (required only for Python wrapper)

If some dependencies are missing, cmake script automatically downloads, builds and installs them. Setting DEPENDENCIES_FORCE_DOWNLOAD option ON forces script to not to use system-installed libraries, and to download all dependencies.

Build and Install

git clone https://github.com/ROCmSoftwarePlatform/rocRAND.git

# Go to rocRAND directory, create and go to build directory
cd rocRAND; mkdir build; cd build

# Configure rocRAND, setup options for your system
# Build options: BUILD_TEST (off by default), BUILD_BENCHMARK (off by default), BUILD_SHARED_LIBS (on by default)
#
# ! IMPORTANT !
# Set C++ compiler to HIP-clang. You can do it by adding 'CXX=<path-to-compiler>'
# before 'cmake' or setting cmake option 'CMAKE_CXX_COMPILER' to path to the compiler.
#
# The python interface do not work with static library.
#
[CXX=hipcc] cmake -DBUILD_BENCHMARK=ON ../. # or cmake-gui ../.

# To configure rocRAND for Nvidia platforms, 'CXX=<path-to-nvcc>', `CXX=nvcc` or omitting the flag
# entirely before 'cmake' is sufficient
[CXX=nvcc] cmake -DBUILD_BENCHMARK=ON ../. # or cmake-gui ../.
# or
cmake -DBUILD_BENCHMARK=ON ../. # or cmake-gui ../.

# Build
make -j4

# Optionally, run tests if they're enabled
ctest --output-on-failure

# Install
[sudo] make install

HIP on Windows

Initial support for HIP on Windows has been added. To install, use the provided rmake.py python script:

git clone https://github.com/ROCmSoftwarePlatform/rocRAND.git
cd rocRAND

# the -i option will install rocPRIM to C:\hipSDK by default
python rmake.py -i

# the -c option will build all clients including unit tests
python rmake.py -c

Note: Existing gtest library in the system (especially static gtest libraries built with other compilers) may cause build failure; if errors are encountered with existing gtest library or other dependencies, DEPENDENCIES_FORCE_DOWNLOAD flag can be passed to cmake, as mentioned before, to help solve the problem.

Note: To disable inline assembly optimisations in rocRAND (for both the host library and the device functions provided in rocrand_kernel.h) set cmake option ENABLE_INLINE_ASM to OFF.

Running Unit Tests

# Go to rocRAND build directory
cd rocRAND; cd build

# To run all tests
ctest

# To run unit tests
./test/<unit-test-name>

Running Benchmarks

# Go to rocRAND build directory
cd rocRAND; cd build

# To run benchmark for the host generate functions:
# The benchmarks are registered with Google Benchmark as `device_generate<engine,distribution>`, where
# engine -> xorwow, mrg31k3p, mrg32k3a, mtgp32, philox, lfsr113, 
#           sobol32, scrambled_sobol32, sobol64, scrambled_sobol64
# distribution -> uniform-uint, uniform-uchar, uniform-ushort, 
#                 uniform-half, uniform-float, uniform-double, 
#                 normal-half, normal-float, normal-double,
#                 log-normal-half, log-normal-float, log-normal-double, poisson
# Further option can be found using --help
./benchmark/benchmark_rocrand_host_api
# To run specific benchmarks:
./benchmark/benchmark_rocrand_host_api --benchmark_filter=<regex>
# For example to run benchmarks with engine sobol64:
./benchmark_rocrand_host_api --benchmark_filter="device_generate<sobol64*"
# To view all registered benchmarks:
./benchmark_rocrand_host_api --benchmark_list_tests=true
# The benchmark also supports user input:
./benchmark_rocrand_host_api --size <number> --trials <number> --offset <number> --dimensions <number> --lambda <float float float ...>

# To run benchmark for device kernel functions:
# engine -> all, xorwow, mrg31k3p, mrg32k3a, mtgp32, philox, lfsr113, 
#           sobol32, scrambled_sobol32, sobol64, scrambled_sobol64
# distribution -> all, uniform-uint, uniform-float, uniform-double, normal-float, normal-double,
#                 log-normal-float, log-normal-double, poisson, discrete-poisson, discrete-custom
# further option can be found using --help
./benchmark/benchmark_rocrand_kernel --engine <engine> --dis <distribution>

# To compare against cuRAND (cuRAND must be supported):
./benchmark/benchmark_curand_generate --engine <engine> --dis <distribution>
./benchmark/benchmark_curand_kernel --engine <engine> --dis <distribution>

Legacy benchmarks

The legacy benchmarks (before the move to using googlebenchmark) can be disabled by setting the cmake option BUILD_LEGACY_BENCHMARK to OFF. For compatibility, this settings defaults to ON when BUILD_BENCHMARK is set. The legacy benchmarks are deprecated and will be removed in a future version once all benchmarks are migrated to the new framework.

Running Statistical Tests

# Go to rocRAND build directory
cd rocRAND; cd build

# To run Pearson Chi-squared and Anderson-Darling tests, which verify
# that distribution of random number agrees with the requested distribution:
# engine -> all, xorwow, mrg31k3p, mrg32k3a, mtgp32, philox, lfsr113, 
#           sobol32, scrambled_sobol32, sobol64, scrambled_sobol64
# distribution -> all, uniform-float, uniform-double, normal-float, normal-double,
#                 log-normal-float, log-normal-double, poisson
./test/stat_test_rocrand_generate --engine <engine> --dis <distribution>

Documentation

The latest rocRAND documentation and API description can be found here.

It can also be build using the following commands

# go to rocRAND doc directory
cd rocRAND; cd doc

# run doxygen
doxygen Doxyfile

# open html/index.html

Wrappers

• C++ wrappers for host API of rocRAND and hipRAND are in files rocrand.hpp and hiprand.hpp.
• Fortran wrappers.
• Python wrappers: rocRAND and hipRAND.

Support

Bugs and feature requests can be reported through the issue tracker.

Contributions and License

Contributions of any kind are most welcome! More details are found at CONTRIBUTING and LICENSE. Please note that statistical tests link to TestU01 library distributed under GNU General Public License (GPL) version 3, thus GPL version 3 license applies to that part of the project.