[WIP] Reversible rng

Project.toml

@@ -12,6 +12,7 @@ NiLangCore = "575d3204-02a4-11ea-3f62-238caa8bf11e"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 TupleTools = "9d95972d-f1c8-5527-a6e0-b4b365fa01f6"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [compat]
 FixedPointNumbers = "0.6, 0.7, 0.8"
@@ -25,9 +26,8 @@ julia = "1.3,1.4"
 [extras]
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
-Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test", "Random", "Statistics", "Distributions", "ForwardDiff"]
+test = ["Test", "Statistics", "Distributions", "ForwardDiff"]

src/stdlib/rng.jl

@@ -0,0 +1,41 @@
+using Random
+
+export LcgRNG
+
+struct LcgRNG{T<:Integer} <: AbstractRNG
+    a::T
+    c::T
+    m::T
+    x::T
+end
+LcgRNG(; seed=42) = LcgRNG(
+    UInt(6364136223846793005),
+    UInt(1442695040888963407),
+    UInt(1)<<UInt(63),
+    UInt(seed),
+)
+
+# https://stackoverflow.com/questions/2911432/reversible-pseudo-random-sequence-generator
+# https://github.com/bobbaluba/rlcg/blob/master/include/rlcg.hpp
+@i function Base.rand(rng::LcgRNG{T}) where T
+    xnew ← zero(T)
+    @routine begin
+        anc ← zero(T)
+        anc += rng.a * rng.x
+        anc += rng.c
+    end
+    xnew += mod(anc, rng.m)
+    ~@routine
+
+    # uncompute x
+    @routine begin
+        @zeros T x_c anc1 ainv
+        ainv += gcdx(rng.a, rng.m) |> tget(2)
+        x_c += xnew - rng.c
+        anc1 += ainv * x_c
+    end
+    rng.x -= mod(anc1, rng.m)
+    ~@routine
+    SWAP(rng.x, xnew)
+    xnew → zero(T)
+end

src/stdlib/stdlib.jl

@@ -8,3 +8,4 @@ include("nnlib.jl")
 include("sparse.jl")
 include("mapreduce.jl")
 include("sorting.jl")
+include("rng.jl")

test/stdlib/rng.jl

@@ -0,0 +1,10 @@
+using Test, NiLang, Random
+
+@testset "LcgRNG" begin
+    rng = LcgRNG(; seed=42)
+    @test rng isa LcgRNG{UInt64}
+    @test rng.x == 42
+    @instr rand(rng)
+    @test rng.x != 42
+    @test check_inv(rand, (rng,))
+end

test/stdlib/stdlib.jl

@@ -5,3 +5,4 @@ include("statistics.jl")
 include("nnlib.jl")
 include("sparse.jl")
 include("mapreduce.jl")
+include("rng.jl")