oneapi::mkl::rng::skip_ahead
Proceeds the state of the engine using the skip-ahead method. The
oneapi::mkl::rng::skip_ahead
function supports the following interfaces to apply the skip-ahead method:- Common interface
- Interface with a partitioned number of skipped elements
Description
The
oneapi::mkl::rng::skip_ahead
function skips a given number of elements in a random sequence provided by engine. This feature is particularly useful in distributing random numbers from original engine across different computational nodes. If the largest number of random numbers used by a computational node is num_to_skip, then the original random sequence may be split by oneapi::mkl::rng::skip_ahead
into non-overlapping blocks of num_to_skip
size so that each block corresponds to the respective computational node. The number of computational nodes is unlimited. This method is known as the block-splitting method or as the skip-ahead method (see the following figure).Block-Splitting Method
Block-Splitting Method
The skip-ahead method is supported only for those basic generators that allow skipping elements by the skip-ahead method, which is more efficient than simply generating them by generator with subsequent manual skipping. See VS Notes for details.
Please note that for quasi-random basic generators the skip-ahead method works with components of quasi-random vectors rather than with whole quasi-random vectors. Therefore, to skip NS quasi-random vectors,
set the
num_to_skip
parameter equal to the num_to_skip
*dim, where dim
is the dimension of the quasi-random vector.When the number of skipped elements is greater than 2
63
the interface with the partitioned number of skipped elements is used.Prior calls to the function represent the number of skipped elements with the list of size
n
as shown below:num_to_skip
[0]+ num_to_skip
[1]*264
+
num_to_skip
[2]* 2128
+ …
+num_to_skip
[n-1]*264*(n-1)
;When the number of skipped elements is less than 2
63
both interfaces can be used.The following code illustrates how to initialize three independent streams using the
oneapi::mkl::rng::skip_ahead
function:Code for Block-Splitting Method
...
// Creating 3 identical engines
oneapi::mkl::rng::mcg31m1 engine_1(queue, seed);
oneapi::mkl::rng::mcg31m1 engine_2(engine_1);
oneapi::mkl::rng::mcg31m1 engine_3(engine_2);
// Skipping ahead by 7 elements the 2nd engine
oneapi::mkl::rng::skip_ahead(engine_2, 7);
// Skipping ahead by 14 elements the 3nd engine
oneapi::mkl::rng::skip_ahead(engine_3, 14);
...Code for Block-Splitting Method with Partitioned Number of Elements
// Creating first engine
oneapi::mkl::rng::mrg32k3a engine_1(queue, seed);
// To skip 2^64 elements in the random stream number of skipped elements should be
/represented as num_to_skip = 2^64 = 0 + 1 * 2^64
std::initializer_list<std::uint64_t> num_to_skip = {0, 1};
// Creating the 2nd engine based on 1st. Skipping by 2^64
oneapi::mkl::rng::mrg32k3a engine_2(engine_1);
oneapi::mkl::rng::skip_ahead(engine_2, num_to_skip);
// Creating the 3rd engine based on 2nd. Skipping by 2^64
oneapi::mkl::rng::mrg32k3a engine_3(engine_2);
oneapi::mkl::rng::skip_ahead(engine_3, num_to_skip);
...API
Syntax
Common Interface
template<typename Engine>
void skip_ahead (Engine& engine, std::uint64_t num_to_skip)Interface with Partitioned Number of Skipped Elements
template<typename Engine>
void skip_ahead (Engine& engine, std::initializer_list<std::uint64_t> num_to_skip)Include Files
- oneapi/mkl/rng.hpp
Input Parameters
Common Interface
Name | Type | Description |
|---|---|---|
engine | Engine | Object of engine class, which supports the block-splitting method. |
num_to_skip | std::uint64_t | Number of skipped elements. |
Interface with Partitioned Number of Skipped Elements
Name | Type | Description |
|---|---|---|
engine | Engine | Object of engine class, which supports the block-splitting method. |
num_to_skip | std::initializer_list<std::uint64_t> | Partitioned number of skipped elements. |