Merge pull request #50 from adomasbaliuka/adomas_towards_threadlocal

Improve thread-safety

src/rbeta.c

@@ -49,9 +49,9 @@ double rbeta(double aa, double bb)
     int qsame;
     /* FIXME:  Keep Globals (properly) for threading */
     /* Uses these GLOBALS to save time when many rv's are generated : */
-    static double beta, gamma, delta, k1, k2;
-    static double olda = -1.0;
-    static double oldb = -1.0;
+    _Thread_local static double beta, gamma, delta, k1, k2;
+    _Thread_local static double olda = -1.0;
+    _Thread_local static double oldb = -1.0;
 
     /* Test if we need new "initializing" */
     qsame = (olda == aa) && (oldb == bb);

src/rbinom.c

@@ -46,12 +46,12 @@ double rbinom(double nin, double pp)
 {
     /* FIXME: These should become THREAD_specific globals : */
 
-    static double c, fm, npq, p1, p2, p3, p4, qn;
-    static double xl, xll, xlr, xm, xr;
+    _Thread_local static double c, fm, npq, p1, p2, p3, p4, qn;
+    _Thread_local static double xl, xll, xlr, xm, xr;
 
-    static double psave = -1.0;
-    static int nsave = -1;
-    static int m;
+    _Thread_local static double psave = -1.0;
+    _Thread_local static int nsave = -1;
+    _Thread_local static int m;
 
     double f, f1, f2, u, v, w, w2, x, x1, x2, z, z2;
     double p, q, np, g, r, al, alv, amaxp, ffm, ynorm;

src/rgamma.c

@@ -78,11 +78,11 @@ double rgamma(double a, double scale)
     const static double a6 = -0.1367177;
     const static double a7 = 0.1233795;
 
-    /* State variables [FIXME for threading!] :*/
-    static double aa = 0.;
-    static double aaa = 0.;
-    static double s, s2, d;    /* no. 1 (step 1) */
-    static double q0, b, si, c;/* no. 2 (step 4) */
+    /* State variables :*/
+    _Thread_local static double aa = 0.;
+    _Thread_local static double aaa = 0.;
+    _Thread_local static double s, s2, d;    /* no. 1 (step 1) */
+    _Thread_local static double q0, b, si, c;/* no. 2 (step 4) */
 
     double e, p, q, r, t, u, v, w, x, ret_val;
 

src/rhyper.c

@@ -88,16 +88,15 @@ double rhyper(double nn1in, double nn2in, double kkin)
     int ix; // return value (coerced to double at the very end)
     Rboolean setup1, setup2;
 
-    /* These should become 'thread_local globals' : */
-    static int ks = -1, n1s = -1, n2s = -1;
-    static int m, minjx, maxjx;
-    static int k, n1, n2; // <- not allowing larger integer par
-    static double N;
+    _Thread_local static int ks = -1, n1s = -1, n2s = -1;
+    _Thread_local static int m, minjx, maxjx;
+    _Thread_local static int k, n1, n2; // <- not allowing larger integer par
+    _Thread_local static double N;
 
     // II :
-    static double w;
+    _Thread_local static double w;
     // III:
-    static double a, d, s, xl, xr, kl, kr, lamdl, lamdr, p1, p2, p3;
+    _Thread_local static double a, d, s, xl, xr, kl, kr, lamdl, lamdr, p1, p2, p3;
 
     /* check parameter validity */
 

src/rpois.c

@@ -60,12 +60,12 @@ double rpois(double mu)
     };
 
     /* These are static --- persistent between calls for same mu : */
-    static int l, m;
+    _Thread_local static int l, m;
 
-    static double b1, b2, c, c0, c1, c2, c3;
-    static double pp[36], p0, p, q, s, d, omega;
-    static double big_l;/* integer "w/o overflow" */
-    static double muprev = 0., muprev2 = 0.;/*, muold	 = 0.*/
+    _Thread_local static double b1, b2, c, c0, c1, c2, c3;
+    _Thread_local static double pp[36], p0, p, q, s, d, omega;
+    _Thread_local static double big_l;/* integer "w/o overflow" */
+    _Thread_local static double muprev = 0., muprev2 = 0.;/*, muold	 = 0.*/
 
     /* Local Vars  [initialize some for -Wall]: */
     double del, difmuk= 0., E= 0., fk= 0., fx, fy, g, px, py, t, u= 0., v, x;

src/signrank.c

@@ -38,8 +38,8 @@
 #include "nmath.h"
 #include "dpq.h"
 
-static double *w;
-static int allocated_n;
+_Thread_local static double *w;
+_Thread_local static int allocated_n;
 
 static void
 w_free(void)

src/sunif.c

@@ -20,7 +20,7 @@
 
 /* A version of Marsaglia-MultiCarry */
 
-static unsigned int I1=1234, I2=5678;
+_Thread_local static unsigned int I1=1234, I2=5678;
 
 void set_seed(unsigned int i1, unsigned int i2)
 {

src/toms708.c

@@ -1491,12 +1491,12 @@ double rexpm1(double x)
 /*            EVALUATION OF THE FUNCTION EXP(X) - 1 */
 /* ----------------------------------------------------------------------- */
 
-    static double p1 = 9.14041914819518e-10;
-    static double p2 = .0238082361044469;
-    static double q1 = -.499999999085958;
-    static double q2 = .107141568980644;
-    static double q3 = -.0119041179760821;
-    static double q4 = 5.95130811860248e-4;
+    _Thread_local static double p1 = 9.14041914819518e-10;
+    _Thread_local static double p2 = .0238082361044469;
+    _Thread_local static double q1 = -.499999999085958;
+    _Thread_local static double q2 = .107141568980644;
+    _Thread_local static double q3 = -.0119041179760821;
+    _Thread_local static double q4 = 5.95130811860248e-4;
 
     if (fabs(x) <= 0.15) {
 	return x * (((p2 * x + p1) * x + 1.) /

src/wilcox.c

@@ -47,8 +47,8 @@
 #include <R_ext/Utils.h>
 #endif
 
-static double ***w; /* to store  cwilcox(i,j,k) -> w[i][j][k] */
-static int allocated_m, allocated_n;
+_Thread_local static double ***w; /* to store  cwilcox(i,j,k) -> w[i][j][k] */
+_Thread_local static int allocated_m, allocated_n;
 
 static void
 w_free(int m, int n)

test.jl

@@ -12,3 +12,46 @@ unsafe_store!(cglobal((:exp_rand_ptr, libRmath), Ptr{Cvoid}),
     @test ccall((:dbeta, libRmath), Float64, (Float64, Float64, Float64, Int32), 0.5, 0.1, 5.0, 0) ≈ 0.014267678091051986
     @test 0 <= ccall((:rbeta, libRmath), Float64, (Float64, Float64), 0.1, 5.0) <= 1.0
 end
+
+@testset "rhyper" begin
+    # double rhyper(double nn1in, double nn2in, double kkin)
+    Nred = 30.0
+    Nblue = 40.0
+    Npulled = 5.0
+
+    hyper_samples = [
+        ccall((:rhyper, libRmath), Float64, (Float64, Float64, Float64), Nred, Nblue, Npulled)
+        for _ in 1:1_000_000
+    ]
+    expected_mean = Npulled * Nred / (Nred + Nblue)
+    sample_mean = sum(hyper_samples) / length(hyper_samples)
+    @test sample_mean ≈ expected_mean rtol = 0.01
+
+    N = (Nred + Nblue)
+    expected_variance = Npulled * Nred * (N - Nred) * (N - Npulled) / (N * N * (N - 1))
+    sample_variance = 1 / (length(hyper_samples)) * sum((hyper_samples .- sample_mean) .^ 2)
+    @test sample_variance ≈ expected_variance rtol = 0.01
+end
+
+function sample_KkC(n; N, Q)
+    K = rand([1,2,3,4,5])
+    k = ccall(
+        (:rhyper, libRmath), Float64, (Float64, Float64, Float64),
+        K, N-K, n
+    )
+    return k
+end
+
+@testset "fulll" begin
+    function f(Q)
+        objective(n) = [sample_KkC(n; N = 819_200, Q) for _ = 1:100]
+        vals = [10, 100]
+        objective.(vals)
+    end
+
+    Qs = [0.05, 0.055, 0.1, 0.2, 0.3]
+
+    Threads.@threads for i in eachindex(Qs)
+        f(Qs[i])
+    end
+end