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API library: /home/docs/checkouts/readthedocs.org/user_builds/advanced-micro-devices-rocrand/checkouts/docs-6.1.2/library/include/rocrand/rocrand_discrete.h Source File
API library
 // Copyright (c) 2017-2023 Advanced Micro Devices, Inc. All rights reserved.
 //
 // Permission is hereby granted, free of charge, to any person obtaining a copy
 // of this software and associated documentation files (the "Software"), to deal
 // in the Software without restriction, including without limitation the rights
 // to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 // copies of the Software, and to permit persons to whom the Software is
 // furnished to do so, subject to the following conditions:
 //
 // The above copyright notice and this permission notice shall be included in
 // all copies or substantial portions of the Software.
 //
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 // IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 // FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.  IN NO EVENT SHALL THE
 // AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 // LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 // OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
 // THE SOFTWARE.
  
 #ifndef ROCRAND_DISCRETE_H_
 #define ROCRAND_DISCRETE_H_
  
 #ifndef FQUALIFIERS
 #define FQUALIFIERS __forceinline__ __device__
 #endif // FQUALIFIERS
  
 #include <math.h>
  
 #include "rocrand/rocrand_lfsr113.h"
 #include "rocrand/rocrand_mrg31k3p.h"
 #include "rocrand/rocrand_mrg32k3a.h"
 #include "rocrand/rocrand_mtgp32.h"
 #include "rocrand/rocrand_philox4x32_10.h"
 #include "rocrand/rocrand_scrambled_sobol32.h"
 #include "rocrand/rocrand_scrambled_sobol64.h"
 #include "rocrand/rocrand_sobol32.h"
 #include "rocrand/rocrand_sobol64.h"
 #include "rocrand/rocrand_threefry2x32_20.h"
 #include "rocrand/rocrand_threefry2x64_20.h"
 #include "rocrand/rocrand_threefry4x32_20.h"
 #include "rocrand/rocrand_threefry4x64_20.h"
 #include "rocrand/rocrand_xorwow.h"
  
 #include "rocrand/rocrand_discrete_types.h"
 #include "rocrand/rocrand_normal.h"
 #include "rocrand/rocrand_uniform.h"
  
 // Alias method
 //
 // Walker, A. J.
 // An Efficient Method for Generating Discrete Random Variables with General Distributions, 1977
 //
 // Vose M. D.
 // A Linear Algorithm For Generating Random Numbers With a Given Distribution, 1991
  
 namespace rocrand_device {
 namespace detail {
  
 FQUALIFIERS unsigned int discrete_alias(const double       x,
                                         const unsigned int size,
                                         const unsigned int offset,
                                         const unsigned int* __restrict__ alias,
                                         const double* __restrict__ probability)
 {
     // Calculate value using Alias table
  
     // x is [0, 1)
     const double       nx  = size * x;
     const double       fnx = floor(nx);
     const double       y   = nx - fnx;
     const unsigned int i   = static_cast<unsigned int>(fnx);
     return offset + (y < probability[i] ? i : alias[i]);
 }
  
 FQUALIFIERS unsigned int discrete_alias(const double x, const rocrand_discrete_distribution_st& dis)
 {
     return discrete_alias(x, dis.size, dis.offset, dis.alias, dis.probability);
 }
  
 FQUALIFIERS
 unsigned int discrete_alias(const unsigned int r, const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;
     const double x = r * inv_double_32;
     return discrete_alias(x, dis);
 }
  
 // To prevent ambiguity compile error when compiler is facing the type "unsigned long"!!!
 FQUALIFIERS unsigned int discrete_alias(const unsigned long                     r,
                                         const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;
     const double x = r * inv_double_32;
     return discrete_alias(x, dis);
 }
  
 FQUALIFIERS unsigned int discrete_alias(const unsigned long long int            r,
                                         const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_64 = ROCRAND_2POW64_INV_DOUBLE;
     const double x = r * inv_double_64;
     return discrete_alias(x, dis);
 }
  
 FQUALIFIERS unsigned int discrete_cdf(const double       x,
                                       const unsigned int size,
                                       const unsigned int offset,
                                       const double* __restrict__ cdf)
 {
     // Calculate value using binary search in CDF
  
     unsigned int min = 0;
     unsigned int max = size - 1;
     do
     {
         const unsigned int center = (min + max) / 2;
         const double       p      = cdf[center];
         if(x > p)
         {
             min = center + 1;
         }
         else
         {
             max = center;
         }
     }
     while(min != max);
  
     return offset + min;
 }
  
 FQUALIFIERS unsigned int discrete_cdf(const double x, const rocrand_discrete_distribution_st& dis)
 {
     return discrete_cdf(x, dis.size, dis.offset, dis.cdf);
 }
  
 FQUALIFIERS
 unsigned int discrete_cdf(const unsigned int r, const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;
     const double x = r * inv_double_32;
     return discrete_cdf(x, dis);
 }
  
 // To prevent ambiguity compile error when compiler is facing the type "unsigned long"!!!
 FQUALIFIERS unsigned int discrete_cdf(const unsigned long                     r,
                                       const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;
     const double x = r * inv_double_32;
     return discrete_cdf(x, dis);
 }
  
 FQUALIFIERS unsigned int discrete_cdf(const unsigned long long int            r,
                                       const rocrand_discrete_distribution_st& dis)
 {
     constexpr double inv_double_64 = ROCRAND_2POW64_INV_DOUBLE;
     const double x = r * inv_double_64;
     return discrete_cdf(x, dis);
 }
  
 } // end namespace detail
 } // end namespace rocrand_device
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_philox4x32_10 * state, const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 uint4 rocrand_discrete4(rocrand_state_philox4x32_10 * state, const rocrand_discrete_distribution discrete_distribution)
 {
     const uint4 u4 = rocrand4(state);
     return uint4 {
         rocrand_device::detail::discrete_alias(u4.x, *discrete_distribution),
         rocrand_device::detail::discrete_alias(u4.y, *discrete_distribution),
         rocrand_device::detail::discrete_alias(u4.z, *discrete_distribution),
         rocrand_device::detail::discrete_alias(u4.w, *discrete_distribution)
     };
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_mrg31k3p*             state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_mrg32k3a * state, const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_xorwow * state, const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_mtgp32 * state, const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_sobol32 * state, const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_scrambled_sobol32*    state,
                               const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_sobol64*              state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_scrambled_sobol64*    state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS
 unsigned int rocrand_discrete(rocrand_state_lfsr113*              state,
                               const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry2x32_20*      state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry2x64_20*      state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry4x32_20*      state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  
 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry4x64_20*      state,
                                           const rocrand_discrete_distribution discrete_distribution)
 {
     return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);
 }
  // end of group rocranddevice
  
 #endif // ROCRAND_DISCRETE_H_