[Haskell-cafe] Splittable random numbers
Ryan Newton
newton at mit.edu
Mon Jan 31 07:25:34 CET 2011
Hi Cafe,
I've included Gladman's efficient, portable C implementation of AES
generating random numbers now, and the hardware-accelerated version is
working too. I'm currently seeing higher throughput for even the software
based version than the builtin stdGen:
First, timing with System.Random interface:
13,051,964 random ints generated [System.Random stdGen] ~ 252
cycles/int
15,635 random ints generated [PureHaskell/reference] ~ 210,763
cycles/int
31,159 random ints generated [PureHaskell] ~ 105,757
cycles/int
2,180,488 random ints generated [Gladman inefficient] ~ 1,511
cycles/int
15,015,095 random ints generated [Gladman] ~ 219
cycles/int
That seems like a good argument for cryptographic RNGs to me!
I'm having a lot of trouble getting cabal to build/install it successfully.
You can see what I've got there now. I'd be interested to know if anyone
else can build it successfully. It should work -- but only by building the
assembly code into a .so and assuming the build directory is /opt/intel-aes
;-).
I don't have real numbers for the hardware version yet because the Westmere
machine I'm logged into is redhat 5.4 and is giving me "GLIBC_2.7 not found"
errors. You can run it for correctness purposes using an emulation tool
called sde (software development
emulator)<http://software.intel.com/en-us/articles/intel-software-development-emulator/>that's
based on dynamic binary translation.
-Ryan
P.S. Checkout command:
git clone git://github.com/rrnewton/intel-aes.git
On Sat, Jan 29, 2011 at 8:52 AM, Ryan Newton <rrnewton at gmail.com> wrote:
> perhaps performance? Is this approach less robust with a faster,
>> non-cryptographic RNG?
>>
>
> Yes, I don't understand that either. Is there a reason that using a weaker
> PRNG in this case is WORSE than using it in the non-splitting case? Is that
> why there is more of an impetus to use the cryptographic approach in this
> case?
>
> Anyway, taking for granted that the Burton approach is a useful thing to
> have implemented, I started developing a package for this stuff -- AES based
> RNG including both a haskell implementation and wrapping an AESNI-based C
> one . I haven't posted it to Hackage yet, but you can find the git
> repository here:
>
> https://github.com/rrnewton/intel-aes
>
> If you build with cabal and run the benchmark-intel-aes-rng executable, it
> will give you a breakdown like this:
>
> How many random numbers can we generate in a second on one thread?
> Cost of rdtsc (ffi call): 83
> Approx getCPUTime calls per second: 205,640
> Approx clock frequency: 3,306,891,339
> First, timing with System.Random interface:
> 193,178,901 random ints generated [constant zero gen]
> 14,530,358 random ints generated [System.Random stdGen]
> 16,346 random ints generated [BurtonGenSlow/reference]
> 32,965 random ints generated [BurtonGenSlow]
> Comparison to C's rand():
> 118,766,285 random ints generated [rand/store in C loop]
> 114,668,028 random ints generated [rand / Haskell loop]
> 114,675,116 random ints generated [rand/store Haskell]
>
> At the moment this is Haskell-only, I haven't included the wrapped Intel
> assembly code library yet. As you can see, the pure-Haskell AES based RNG
> (BurtonGenSlow) is pretty slow.
>
> Would anyone else be interested in running those RNG testing tools
> (diehard, big crush) on this to make sure it is working correctly?
>
> Also I'd be happy if anyone with a performance-oriented-eye would like to
> take a look at what's going on. Both for the sake of the serial performance
> (above) and because the parallel performance is currently *mysterious*(see below).
>
> I figure one of the main reasons for splittable RNG is deterministic
> parallel computations. Thus it's important that all threads be able to run
> the RNG efficiently. Right now, if you look at SimpleRNGBench.hs I'm just
> running the same RNG on numCapabilities threads. Yet with that simple test
> I'm running into problems, summarized thus:
>
> * I get substantial (3X) variance in program performance on consecutive
> runs.
> * I see a minor hit in performance adding -threaded, but going from -N1
> to -N4 (even with a single-thread of work) yields a big hit in performance
> and increase in variance.
> * -N4 with four actual threads of work is actually pretty good for the
> pure haskell version. All four threads on my nehalem 3.33ghz can maintain
> 93% of their throughput in the serial case. BUT the variance problem
> persists.
> * I run a busy-wait loop that measures cpu frequency... and this seems to
> get messed up in threaded mode (even with -qm -qa). I don't know why.
> * I cannot killThread a haskell thread (forkIO or forkOS) that is
> currently running a divergent FFI call (safe or unsafe). (See "time_c".)
>
> You can find the details in the DEVLOG here:
>
> https://github.com/rrnewton/intel-aes/blob/master/CHANGELOG
>
> Let me know if you have any ideas. I'm going to leave the Haskell version
> how it is and focus on wrapping the Intel asm (which has a permissive
> license).
>
> Cheers,
> -Ryan
>
> P.S. Regarding this benchmarking -- would it be appropriate to use
> Criterion for this? Or is it sufficient to measure aggregate throughput as
> I've been doing?
>
>
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