Fix get/setRNGState for gaussian state.

Fixes torch#8

Author: timharley

lib/TH/THRandom.c

@@ -14,6 +14,12 @@ THGenerator* THGenerator_new()
   return self;
 }
 
+THGenerator* THGenerator_copy(THGenerator *self, THGenerator *from)
+{
+    memcpy(self, from, sizeof(THGenerator));
+    return self;
+}
+
 void THGenerator_free(THGenerator *self)
 {
   THFree(self);
@@ -89,6 +95,12 @@ unsigned long THRandom_seed(THGenerator *_generator)
 void THRandom_manualSeed(THGenerator *_generator, unsigned long the_seed_)
 {
   int j;
+
+  /* This ensures reseeding resets all of the state (i.e. state for Gaussian numbers) */
+  THGenerator *blank = THGenerator_new();
+  THGenerator_copy(_generator, blank);
+  THGenerator_free(blank);
+
   _generator->the_initial_seed = the_seed_;
   _generator->state[0] = _generator->the_initial_seed & 0xffffffffUL;
   for(j = 1; j < n; j++)

lib/TH/THRandom.h

@@ -5,6 +5,7 @@
 
 #define _MERSENNE_STATE_N 624
 #define _MERSENNE_STATE_M 397
+/* A THGenerator contains all the state required for a single random number stream */
 typedef struct THGenerator {
   /* The initial seed. */
   unsigned long the_initial_seed;
@@ -23,10 +24,9 @@ typedef struct THGenerator {
 
 #define torch_Generator "torch.Generator"
 
-/* Create a new random number generator stream */
+/* Manipulate THGenerator objects */
 TH_API THGenerator * THGenerator_new();
-
-/* Free a random number generator stream */
+TH_API THGenerator * THGenerator_copy(THGenerator *self, THGenerator *from);
 TH_API void THGenerator_free(THGenerator *gen);
 
 /* Initializes the random number generator with the current time (granularity: seconds) and returns the seed. */

lib/TH/generic/THTensorRandom.c

@@ -210,33 +210,24 @@ TH_API void THTensor_(multinomial)(THLongTensor *self, THGenerator *_generator,
 
 #endif
 
-#if defined(TH_REAL_IS_LONG)
+#if defined(TH_REAL_IS_BYTE)
 TH_API void THTensor_(getRNGState)(THGenerator *_generator, THTensor *self)
 {
-  unsigned long *data;
-  long *offset;
-  long *left;
-
-  THTensor_(resize1d)(self,626);
-  data = (unsigned long *)THTensor_(data)(self);
-  offset = (long *)data+624;
-  left = (long *)data+625;
-
-  THRandom_getState(_generator, data, offset, left);
+  static const size_t size = sizeof(THGenerator);
+  THGenerator *state;
+  THTensor_(resize1d)(self, size);
+  state = (THGenerator *)THTensor_(data)(self);
+  THGenerator_copy(state, _generator);
 }
 
 TH_API void THTensor_(setRNGState)(THGenerator *_generator, THTensor *self)
 {
-  unsigned long *data;
-  long *offset;
-  long *left;
-
-  THArgCheck(THTensor_(nElement)(self) == 626, 1, "state should have 626 elements");
-  data = (unsigned long *)THTensor_(data)(self);
-  offset = (long *)(data+624);
-  left = (long *)(data+625);
-
-  THRandom_setState(_generator, data, *offset, *left);
+  static const size_t size = sizeof(THGenerator);
+  THGenerator *state;
+  THArgCheck(THTensor_(nElement)(self) == size, 1, "RNG state is wrong size");
+  THArgCheck(THTensor_(isContiguous)(self), 1, "RNG state needs to be contiguous");
+  state = (THGenerator *)THTensor_(data)(self);
+  THGenerator_copy(_generator, state);
 }
 #endif
 

lib/TH/generic/THTensorRandom.h

@@ -15,7 +15,7 @@ TH_API void THTensor_(logNormal)(THTensor *self, THGenerator *_generator, double
 TH_API void THTensor_(multinomial)(THLongTensor *self, THGenerator *_generator, THTensor *prob_dist, int n_sample, int with_replacement);
 #endif
 
-#if defined(TH_REAL_IS_LONG)
+#if defined(TH_REAL_IS_BYTE)
 TH_API void THTensor_(getRNGState)(THGenerator *_generator, THTensor *self);
 TH_API void THTensor_(setRNGState)(THGenerator *_generator, THTensor *self);
 #endif

random.lua

@@ -26,15 +26,15 @@ interface:wrap('manualSeed',
                 {name="long"}})
 
 interface:wrap('getRNGState',
-                'THLongTensor_getRNGState',
+                'THByteTensor_getRNGState',
                 {{name='Generator', default=true},
-                 {name='LongTensor',default=true,returned=true,method={default='nil'}}
+                 {name='ByteTensor',default=true,returned=true,method={default='nil'}}
                  })
 
 interface:wrap('setRNGState',
-                'THLongTensor_setRNGState',
+                'THByteTensor_setRNGState',
                 {{name='Generator', default=true},
-                 {name='LongTensor',default=true,returned=true,method={default='nil'}}
+                 {name='ByteTensor',default=true,returned=true,method={default='nil'}}
                  })
 
 interface:register("random__")

test/test.lua

@@ -1105,6 +1105,20 @@ function torchtest.RNGState()
    mytester:assertTensorEq(before, after, 1e-16, 'getRNGState/setRNGState not generating same sequence')
 end
 
+function torchtest.testBoxMullerState()
+    torch.manualSeed(123)
+    local odd_number = 101
+    local seeded = torch.randn(odd_number)
+    local state = torch.getRNGState()
+    local midstream = torch.randn(odd_number)
+    torch.setRNGState(state)
+    local repeat_midstream = torch.randn(odd_number)
+    torch.manualSeed(123)
+    local reseeded = torch.randn(odd_number)
+    mytester:assertTensorEq(midstream, repeat_midstream, 1e-16, 'getRNGState/setRNGState not generating same sequence of normally distributed numbers')
+    mytester:assertTensorEq(seeded, reseeded, 1e-16, 'repeated calls to manualSeed not generating same sequence of normally distributed numbers')
+end
+
 function torchtest.testCholesky()
     local x = torch.rand(10,10)
     local A = torch.mm(x, x:t())