Saving and Restoring States of CLHEP Random Engines and Distributions

We have added new (as of late 2004) methods to the CLHEP Random classes allowing more convenient and natural saving and restoring of engines and distributions. Some inconvenient features of the original methods are:
The saveStatus and restoreStatus methods are based on a named file, so that each distribution saved must be placed in its own file.
Since opening the file is left to the restoreStatusmethod, there can be no user-controlled flexibility in how to deal with trouble (such as file not found) in opening that file.
Each distribution saves the state of the engine it is using. If several distributions share a single instance of an engine, then this wastes I/O time and space on multiple copies of the same data.


The usual idiom for saving data would be to write to an ostream and read
from an istream.  
It is assumed that users know how to construct an fstream
(ofstream or ifstream) to work with a file, and 
using these 
fstreams as ostreams and istreams.

We are adding methods that stick to this idiom, which 
greatly helps matters.  (In fact, 
the first two of these inconveniences are immediately resolved, 
and the structure is right for dealing with the third.)


  Use Cases 
  Added Methods 
  How the Use Cases Can Be Coded



 Use Cases 

 

Each of these motivating use cases are based on the following theme:
An experiment wishes, when running a simulation job in "debuggable" mode, 
to capture before each event enough information that a subsequent job can 
restart at an arbitrary critical event and get the same results (or
more typically, exhibit the same problem for investigation).
The states of all random engines evolve across events, so this state information
must be saved with each event (and restored for the critical event).



Although there have been occasional requests for methods to let a job
restore a "generic" engine or distribution (that is, to start using an engine
without knowing at compile time which type of engine will have been saved),
these added methods do not provide that capability.  
In general, 
we make the assumption that the restoring user knows the classes which have
been saved.  If the restore does not match the save, this will be indicated
in the usual ways; in the Random package, this includes output to 
cerr 
and setting the state of the restoring istream to "bad."


 One static distribution 

The user employs one static distribution, calling (say) 
RandGauss::shoot().
She wishes to save/restore the full state (including underlying engine)
of just that distribution. 
This is completely analogous to doing 
RandGauss::saveState("filename"),
but it is desired that this state be added to a file rather than
placed in its own file.

 One instance of a distribution 

The user has an instance of a distribution, which uses some instance 
of an engine.  She wishes to save/restore its full state, including that of 
the underlying engine.

 Some distributions sharing various engines 

The user has several instances of a distributions of various types, 
(and/or uses the shoot() 
method of several static distributions)
and one or more instances of engines of various types.  
To conserve I/O space, she wishes to separately save each engine and
the non-engine-dependant state of each distribution.
Since she knows which engines are used by which distributions, she will 
be able to restore the full states of all the distributions after restoring
individual engine and distribution states.  

 All the static distributions 

A multi-module program written by a collaboration makes extensive use
of the shoot() 
method of various static distributions.  
They wish to make a single call to save/restore the states of all the
static distributions in the CLHEP Randoms package.  This method needs to
take care of making sure that states of shared engines are saved only once,
and that all needed engine instances are saved.

Since most or all 
the static distributions will be sharing one instance of an engines,
and since the (non-engine) state of a distribution itself is miniscule,
the "wasted" cost of saving the unused static distributions is acceptable.

(For this method to work, either the program has never modified the types of
endgines underlying the various static distributions, or if these have been
modified, the restoring program must know how to set up the matching engine
type for each static distribution.)


 Added Methods in CLHEP Random 


 

There are two types of save and restore activities on a distribution,
just as there are two modes of using a distribution to generate a random 
variate, depending on whether you want the static distribution or an instance
of the distribution.  
For the generation activity, the methods are 
Class::shoot() 
to use the static distribution, and 
instance.fire() to use
an instance.  

For these added methods which deal with saving and restoring to 
an fstream, the static methods all take the stream as an argument, 
while the
instance methods use the 
ostream <<  whatever 
or
istream >>   whatever 
syntax.

As in the case of variate generation, all the methods dealing with just an 
engine are based on an instance.

 Static methods in the distribution classes 

Each distribution has six new static methods, 
which override static methods of the same names in the 
HepRandom
class:

  
static ostream& saveFullState   (ostream& os) const;
static ostream& restoreFullState(ostream& os);



Saves (or restores) the state of the distribution,
including the engine used when shoot() 
is invoked and any
additional cached data, such as the second gaussian in the Box-Mueller
method used by RandGauss.


  
static ostream& saveDistState   (ostream& os) const;
static ostream& restoreDistState(ostream& os);



Saves (or restores) the static state of the distribution,
including cached data used in the course of the 
shoot() method, 
so that if the engine used is also restored,
the full state will have been replicated.


  
static ostream& saveStaticRandomStates (ostream& os) const;



Determines the identity of each engine used as 
theEngine 
in the static shoot()
method of one or more of the distributions.
Save the state of each of those engines (but in the case of a shared engine,
only one copy of the state is saved).  Then saves the static state of each 
distribution, attached to an identification of which saved engine is used
by shoot() for that distribution.


  
static ostream& restoreStaticRandomStates(ostream& os);



Restores each engine used as theEngine 
in the static shoot() 
method of one or more of the distributions.
Uses the information about which distribution uses which engine, 
attached to the additional distribution state of each distribution, 
to restore every distribution 
so the state is replicated for ayn call to 
 shoot()  for any of the
CLHEP Random distributions.


The user could implement this last pair in terms of 
theEngine 
and engine and distribution save/restore methods,
but it would be awkward, so we have put this combination into 
the library.  


 Instance methods in the distribution classes  

  
ostream& operator << (ostream& os, const HepRandom & distribution);
istream& operator >> (ostream& os,       HepRandom & distribution);



Saves (or restores) the state of this instance of the distribution,
including cached data used in the course of the 
fire() method, 
so that if the engine used is also restored,
the full state will have been replicated.

  
  
RandomEngine * HepRandom::engine();



Provides a pointer to engine underlying this instance of distribution.
This is needed to save the full state of this instance of distribution.

  
Conventionally, when saving the full state of a distribution, one should
follow the order used by the methods for static distributions, which save the
engine and then the remainder of the distribution state.
 
 Instance methods in the engine classes  

One added method of engine is provided, as a tool for future implementation 
of "generic engine" capability:
  
string RandomEngine::name();



Provides a string identifying the engine type.


Methods for I/O of engine states to streams are already present.  
Though not "additional methods," this are listed here because they
are logically on the same footing as the distribution I/O methods, 
and will appear in the section describing how to code the use cases.

  
ostream& operator << (ostream& os, const RandomEngine & engine);
istream& operator >> (ostream& os,       RandomEngine & engine);



Saves (or restores) the state of the engine, including an identifying string
to help catch mismatches where erroneous code tries to use an engine state 
as the state of a different kind of engine.



 Caveat concerning RandEngine 

We do not supply the additional save/restore capability 
in the case of an engine based on system random generator engine whose 
internal state is not controllable by the
Random package, such as 
RandEngine.
In such a case, it is unclear whether it is possible to modfy the engine state
to accomplish the restore functionality.


 How the Use Cases Can Be Coded 

 

 One static distribution 

The "saving job" does:

 
  e = new DualRand(24681357);   // illustrating that the engine need not 
  RandGauss::setTheEngine (e);  // be the default engine for RandGauss
  ofstream fs(filename);      // or pass an ofstream already in use
  codeUsingRandGaussManyTimes();
 
  RandGauss::saveFullState(fs);




The "restoring job" does:

 
  e = new DualRand();   
  RandGauss::setTheEngine (e);  
  ifstream file(filename);      // or pass an ifstream already in use
 
  RandGauss::restoreFullState(fs);  





 One instance of a distribution 

The "saving job" does:

 
  e = new DualRand(24681357);   
  RandGauss g(e);               // normal distribution, based on engine e;  
  ofstream fs(filename);        
  codeUsing_g_ManyTimes();
 
  fs << g.engine() << g;




The "restoring job" does:

 
  e = new DualRand();   
  RandGauss g(e);
  ifstream fs(filename);      
 
  fs >> g.engine() >> g; 




 Some distributions sharing various engines 

The "saving job" does:

 
  e1 = new DualRand(24681357);  
  e2 = new MTwistEngine(135797531); 
  RandGauss g(e1);
  RandFlat  f(e1); 
  RandBit   b(e2);                
  ofstream fs(filename);        
  codeUsing_g_f_and_b();
 
  fs << e1 << e2 << g << f << b;




The "restoring job" does:

 
  e = new DualRand();   
  RandGauss g(e);
  ifstream fs(filename);      
 
  fs >> e1 >> e2 >> g >> f >> b;




To save and restore successfully in the general case, 
you must know not only which types of 
engines underlie the various distributions, but also which distributions 
share an engine.

 All the static distributions 

The "saving job" does:

 
  e = new DualRand(24681357);   // illustrating that the some distributions 
  RandGauss::setTheEngine (e);  // need not use the default engine
  ofstream fs(filename);        
  codeUsingVariousDistributions();
 
  saveStaticRandomStates(fs);




The "restoring job" does:

 
  e = new DualRand();   
  RandGauss::setTheEngine (e);  
  ifstream file(filename);      
 
  restoreStaticRandomStates(fs);












Author: Mark Fischler


Last modified: December 1, 2004