test_rng_reproducibility.cpp File Reference

Test suite for RNG reproducibility and optimizer determinism. More...

#include <iostream>
#include <vector>
#include <cmath>
#include <iomanip>
#include <omp.h>
#include "montecarlo/rng/rng_global.hpp"
#include "montecarlo/rng/rng_factory.hpp"
#include "montecarlo/optimizers/PSO.hpp"
#include "montecarlo/optimizers/GA.hpp"

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Functions
double	rosenbrock (const std::vector< double > &x)
	Rosenbrock function benchmark.
double	run_pso_test ()
	Run PSO on Rosenbrock function and return best value found.
double	run_ga_test ()
	Run GA on Rosenbrock function and return best value found.
std::vector< double >	generate_samples (int n_samples, std::uint64_t stream_id)
int	main ()

Detailed Description

Test suite for RNG reproducibility and optimizer determinism.

Validates that:

• Random number generation is reproducible across runs with same seed
• PSO and GA optimize deterministically with seeded RNGs
• Results are consistent regardless of OpenMP thread count

Test Functions:

• Rosenbrock: f(x,y) = (1-x)² + 100(y-x²)² Optimal: (1,1) with value 0

Verification:

• Single-thread vs multi-thread consistency
• Run-to-run reproducibility with same seed
• Optimizer convergence quality

Definition in file test_rng_reproducibility.cpp.

Function Documentation

generate_samples()

std::vector< double > generate_samples	(	int	n_samples,
		std::uint64_t	stream_id
	)

Definition at line 104 of file test_rng_reproducibility.cpp.

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main()

int main

(

)

Definition at line 118 of file test_rng_reproducibility.cpp.

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rosenbrock()

double rosenbrock

(

const std::vector< double > &

x

)

Rosenbrock function benchmark.

Parameters

x	Vector of two coordinates [x0, x1]

Returns

(1-x0)² + 100(x1-x0²)²

Classic benchmark function with global minimum at (1,1) = 0. Used to test optimizer reproducibility and convergence.

Definition at line 39 of file test_rng_reproducibility.cpp.

run_ga_test()

double run_ga_test

(

)

Run GA on Rosenbrock function and return best value found.

Returns

Best objective value found by GA

Configuration:

• Population: 20 individuals
• Generations: 30
• Tournament k: 3
• Crossover rate: 0.9
• Mutation rate: 0.1
• Domain: [-5, 5] × [-5, 5]

Definition at line 85 of file test_rng_reproducibility.cpp.

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run_pso_test()

double run_pso_test

(

)

Run PSO on Rosenbrock function and return best value found.

Returns

Best objective value found by PSO

Configuration:

• Population: 20 particles
• Iterations: 30
• Inertia: 0.7
• Cognitive coeff: 1.5
• Social coeff: 1.5
• Domain: [-5, 5] × [-5, 5]

Definition at line 56 of file test_rng_reproducibility.cpp.

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