"""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]