1 files changed, 102 insertions, 0 deletions
diff --git a/modules/rng_philox.py b/modules/rng_philox.py
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+"""RNG imitiating torch cuda randn on CPU. You are welcome.
+
+Usage:
+
+```
+g = Generator(seed=0)
+print(g.randn(shape=(3, 4)))
+```
+
+Expected output:
+```
+[[-0.92466259 -0.42534415 -2.6438457   0.14518388]
+ [-0.12086647 -0.57972564 -0.62285122 -0.32838709]
+ [-1.07454231 -0.36314407 -1.67105067  2.26550497]]
+```
+"""
+
+import numpy as np
+
+philox_m = [0xD2511F53, 0xCD9E8D57]
+philox_w = [0x9E3779B9, 0xBB67AE85]
+
+two_pow32_inv = np.array([2.3283064e-10], dtype=np.float32)
+two_pow32_inv_2pi = np.array([2.3283064e-10 * 6.2831855], dtype=np.float32)
+
+
+def uint32(x):
+    """Converts (N,) np.uint64 array into (2, N) np.unit32 array."""
+    return x.view(np.uint32).reshape(-1, 2).transpose(1, 0)
+
+
+def philox4_round(counter, key):
+    """A single round of the Philox 4x32 random number generator."""
+
+    v1 = uint32(counter[0].astype(np.uint64) * philox_m[0])
+    v2 = uint32(counter[2].astype(np.uint64) * philox_m[1])
+
+    counter[0] = v2[1] ^ counter[1] ^ key[0]
+    counter[1] = v2[0]
+    counter[2] = v1[1] ^ counter[3] ^ key[1]
+    counter[3] = v1[0]
+
+
+def philox4_32(counter, key, rounds=10):
+    """Generates 32-bit random numbers using the Philox 4x32 random number generator.
+
+    Parameters:
+        counter (numpy.ndarray): A 4xN array of 32-bit integers representing the counter values (offset into generation).
+        key (numpy.ndarray): A 2xN array of 32-bit integers representing the key values (seed).
+        rounds (int): The number of rounds to perform.
+
+    Returns:
+        numpy.ndarray: A 4xN array of 32-bit integers containing the generated random numbers.
+    """
+
+    for _ in range(rounds - 1):
+        philox4_round(counter, key)
+
+        key[0] = key[0] + philox_w[0]
+        key[1] = key[1] + philox_w[1]
+
+    philox4_round(counter, key)
+    return counter
+
+
+def box_muller(x, y):
+    """Returns just the first out of two numbers generated by Box–Muller transform algorithm."""
+    u = x * two_pow32_inv + two_pow32_inv / 2
+    v = y * two_pow32_inv_2pi + two_pow32_inv_2pi / 2
+
+    s = np.sqrt(-2.0 * np.log(u))
+
+    r1 = s * np.sin(v)
+    return r1.astype(np.float32)
+
+
+class Generator:
+    """RNG that produces same outputs as torch.randn(..., device='cuda') on CPU"""
+
+    def __init__(self, seed):
+        self.seed = seed
+        self.offset = 0
+
+    def randn(self, shape):
+        """Generate a sequence of n standard normal random variables using the Philox 4x32 random number generator and the Box-Muller transform."""
+
+        n = 1
+        for x in shape:
+            n *= x
+
+        counter = np.zeros((4, n), dtype=np.uint32)
+        counter[0] = self.offset
+        counter[2] = np.arange(n, dtype=np.uint32)  # up to 2^32 numbers can be generated - if you want more you'd need to spill into counter[3]
+        self.offset += 1
+
+        key = np.empty(n, dtype=np.uint64)
+        key.fill(self.seed)
+        key = uint32(key)
+
+        g = philox4_32(counter, key)
+
+        return box_muller(g[0], g[1]).reshape(shape)  # discard g[2] and g[3]