[Feature] replace dgl PRNG with pcg32 (#4807)

* replace dgl PRNG with pcg32

* remove pcg submodule, add a simple implementation

* replace pcg32 with std::mt19937_64

* fix include order

* change RandomEngine to pcg32

* Remove custom pcg32 implementation, use the submodule provided by the original author.

* minor bug

* move include for linting

* include pcg for tests too
Co-authored-by: Hongzhi (Steve), Chen <chenhongzhi.nkcs@gmail.com>

CMakeLists.txt

@@ -335,6 +335,7 @@ if(BUILD_CPP_TEST)
   include_directories("third_party/dmlc-core/include")
   include_directories("third_party/phmap")
   include_directories("third_party/libxsmm/include")
+  include_directories("third_party/pcg/include")
   file(GLOB_RECURSE TEST_SRC_FILES ${PROJECT_SOURCE_DIR}/tests/cpp/*.cc)
   add_executable(runUnitTests ${TEST_SRC_FILES})
   target_link_libraries(runUnitTests gtest gtest_main)

include/dgl/random.h

@@ -15,6 +15,8 @@
 #include <thread>
 #include <vector>
 
+#include <pcg_random.hpp>
+
 namespace dgl {
 
 namespace {
@@ -47,7 +49,9 @@ class RandomEngine {
   }
 
   /** @brief Constructor with given seed */
-  explicit RandomEngine(uint32_t seed) { SetSeed(seed); }
+  explicit RandomEngine(uint64_t seed, uint64_t stream = GetThreadId()) {
+    SetSeed(seed, stream);
+  }
 
   /** @brief Get the thread-local random number generator instance */
   static RandomEngine* ThreadLocal() {
@@ -57,9 +61,8 @@ class RandomEngine {
   /**
    * @brief Set the seed of this random number generator
    */
-  void SetSeed(uint32_t seed) {
-    std::seed_seq seq{seed, GetThreadId()};
-    rng_.seed(seq);
+  void SetSeed(uint64_t seed, uint64_t stream = GetThreadId()) {
+    rng_.seed(seed, stream);
   }
 
   /**
@@ -249,7 +252,7 @@ class RandomEngine {
   }
 
  private:
-  std::default_random_engine rng_;
+  pcg32 rng_;
 };
 
 };  // namespace dgl

src/array/cpu/labor_pick.h

-/*!
+/**
  *   Copyright (c) 2022, NVIDIA Corporation
  *   Copyright (c) 2022, GT-TDAlab (Muhammed Fatih Balin & Umit V. Catalyurek)
  *   All rights reserved.
@@ -15,8 +15,8 @@
  *   See the License for the specific language governing permissions and
  *   limitations under the License.
  *
- * \file array/cpu/labor_pick.h
- * \brief Template implementation for layerwise pick operators.
+ * @file array/cpu/labor_pick.h
+ * @brief Template implementation for layerwise pick operators.
  */
 
 #ifndef DGL_ARRAY_CPU_LABOR_PICK_H_
@@ -37,7 +37,6 @@
 #include <string>
 #include <utility>
 #include <vector>
-#include <pcg_random.hpp>
 
 namespace dgl {
 namespace aten {