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rocrand_discrete.h

1 // Copyright (c) 2017-2023 Advanced Micro Devices, Inc. All rights reserved.

2 //

3 // Permission is hereby granted, free of charge, to any person obtaining a copy

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20 

21 #ifndef ROCRAND_DISCRETE_H_

22 #define ROCRAND_DISCRETE_H_

23 

24 #ifndef FQUALIFIERS

25 #define FQUALIFIERS __forceinline__ __device__

26 #endif // FQUALIFIERS

27 

28 #include <math.h>

29 

30 #include "rocrand/rocrand_lfsr113.h"

31 #include "rocrand/rocrand_mrg31k3p.h"

32 #include "rocrand/rocrand_mrg32k3a.h"

33 #include "rocrand/rocrand_mtgp32.h"

34 #include "rocrand/rocrand_philox4x32_10.h"

35 #include "rocrand/rocrand_scrambled_sobol32.h"

36 #include "rocrand/rocrand_scrambled_sobol64.h"

37 #include "rocrand/rocrand_sobol32.h"

38 #include "rocrand/rocrand_sobol64.h"

39 #include "rocrand/rocrand_threefry2x32_20.h"

40 #include "rocrand/rocrand_threefry2x64_20.h"

41 #include "rocrand/rocrand_threefry4x32_20.h"

42 #include "rocrand/rocrand_threefry4x64_20.h"

43 #include "rocrand/rocrand_xorwow.h"

44 

45 #include "rocrand/rocrand_discrete_types.h"

46 #include "rocrand/rocrand_normal.h"

47 #include "rocrand/rocrand_uniform.h"

48 

49 // Alias method

50 //

51 // Walker, A. J.

52 // An Efficient Method for Generating Discrete Random Variables with General Distributions, 1977

53 //

54 // Vose M. D.

55 // A Linear Algorithm For Generating Random Numbers With a Given Distribution, 1991

56 

57 namespace rocrand_device {

58 namespace detail {

59 

60 FQUALIFIERS unsigned int discrete_alias(const double x,

61  const unsigned int size,

62  const unsigned int offset,

63  const unsigned int* __restrict__ alias,

64  const double* __restrict__ probability)

65 {

66  // Calculate value using Alias table

67 

68  // x is [0, 1)

69  const double nx = size * x;

70  const double fnx = floor(nx);

71  const double y = nx - fnx;

72  const unsigned int i = static_cast<unsigned int>(fnx);

73  return offset + (y < probability[i] ? i : alias[i]);

74 }

75 

76 FQUALIFIERS unsigned int discrete_alias(const double x, const rocrand_discrete_distribution_st& dis)

77 {

78  return discrete_alias(x, dis.size, dis.offset, dis.alias, dis.probability);

79 }

80 

81 FQUALIFIERS

82 unsigned int discrete_alias(const unsigned int r, const rocrand_discrete_distribution_st& dis)

83 {

84  constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;

85  const double x = r * inv_double_32;

86  return discrete_alias(x, dis);

87 }

88 

89 // To prevent ambiguity compile error when compiler is facing the type "unsigned long"!!!

90 FQUALIFIERS unsigned int discrete_alias(const unsigned long r,

91  const rocrand_discrete_distribution_st& dis)

92 {

93  constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;

94  const double x = r * inv_double_32;

95  return discrete_alias(x, dis);

96 }

97 

98 FQUALIFIERS unsigned int discrete_alias(const unsigned long long int r,

99  const rocrand_discrete_distribution_st& dis)

100 {

101  constexpr double inv_double_64 = ROCRAND_2POW64_INV_DOUBLE;

102  const double x = r * inv_double_64;

103  return discrete_alias(x, dis);

104 }

105 

106 FQUALIFIERS unsigned int discrete_cdf(const double x,

107  const unsigned int size,

108  const unsigned int offset,

109  const double* __restrict__ cdf)

110 {

111  // Calculate value using binary search in CDF

112 

113  unsigned int min = 0;

114  unsigned int max = size - 1;

115  do

116  {

117  const unsigned int center = (min + max) / 2;

118  const double p = cdf[center];

119  if(x > p)

120  {

121  min = center + 1;

122  }

123  else

124  {

125  max = center;

126  }

127  }

128  while(min != max);

129 

130  return offset + min;

131 }

132 

133 FQUALIFIERS unsigned int discrete_cdf(const double x, const rocrand_discrete_distribution_st& dis)

134 {

135  return discrete_cdf(x, dis.size, dis.offset, dis.cdf);

136 }

137 

138 FQUALIFIERS

139 unsigned int discrete_cdf(const unsigned int r, const rocrand_discrete_distribution_st& dis)

140 {

141  constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;

142  const double x = r * inv_double_32;

143  return discrete_cdf(x, dis);

144 }

145 

146 // To prevent ambiguity compile error when compiler is facing the type "unsigned long"!!!

147 FQUALIFIERS unsigned int discrete_cdf(const unsigned long r,

148  const rocrand_discrete_distribution_st& dis)

149 {

150  constexpr double inv_double_32 = ROCRAND_2POW32_INV_DOUBLE;

151  const double x = r * inv_double_32;

152  return discrete_cdf(x, dis);

153 }

154 

155 FQUALIFIERS unsigned int discrete_cdf(const unsigned long long int r,

156  const rocrand_discrete_distribution_st& dis)

157 {

158  constexpr double inv_double_64 = ROCRAND_2POW64_INV_DOUBLE;

159  const double x = r * inv_double_64;

160  return discrete_cdf(x, dis);

161 }

162 

163 } // end namespace detail

164 } // end namespace rocrand_device

165 

183 FQUALIFIERS

184 unsigned int rocrand_discrete(rocrand_state_philox4x32_10 * state, const rocrand_discrete_distribution discrete_distribution)

185 {

186  return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);

187 }

188 

201 FQUALIFIERS

202 uint4 rocrand_discrete4(rocrand_state_philox4x32_10 * state, const rocrand_discrete_distribution discrete_distribution)

203 {

204  const uint4 u4 = rocrand4(state);

205  return uint4 {

206  rocrand_device::detail::discrete_alias(u4.x, *discrete_distribution),

207  rocrand_device::detail::discrete_alias(u4.y, *discrete_distribution),

208  rocrand_device::detail::discrete_alias(u4.z, *discrete_distribution),

209  rocrand_device::detail::discrete_alias(u4.w, *discrete_distribution)

210  };

211 }

212 

225 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_mrg31k3p* state,

226  const rocrand_discrete_distribution discrete_distribution)

227 {

228  return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);

229 }

230 

243 FQUALIFIERS

244 unsigned int rocrand_discrete(rocrand_state_mrg32k3a * state, const rocrand_discrete_distribution discrete_distribution)

245 {

246  return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);

247 }

248 

261 FQUALIFIERS

262 unsigned int rocrand_discrete(rocrand_state_xorwow * state, const rocrand_discrete_distribution discrete_distribution)

263 {

264  return rocrand_device::detail::discrete_alias(rocrand(state), *discrete_distribution);

265 }

266 

279 FQUALIFIERS

280 unsigned int rocrand_discrete(rocrand_state_mtgp32 * state, const rocrand_discrete_distribution discrete_distribution)

281 {

282  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

283 }

284 

297 FQUALIFIERS

298 unsigned int rocrand_discrete(rocrand_state_sobol32 * state, const rocrand_discrete_distribution discrete_distribution)

299 {

300  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

301 }

302 

315 FQUALIFIERS

316 unsigned int rocrand_discrete(rocrand_state_scrambled_sobol32* state,

317  const rocrand_discrete_distribution discrete_distribution)

318 {

319  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

320 }

321 

334 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_sobol64* state,

335  const rocrand_discrete_distribution discrete_distribution)

336 {

337  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

338 }

339 

352 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_scrambled_sobol64* state,

353  const rocrand_discrete_distribution discrete_distribution)

354 {

355  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

356 }

357 

370 FQUALIFIERS

371 unsigned int rocrand_discrete(rocrand_state_lfsr113* state,

372  const rocrand_discrete_distribution discrete_distribution)

373 {

374  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

375 }

376 

389 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry2x32_20* state,

390  const rocrand_discrete_distribution discrete_distribution)

391 {

392  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

393 }

394 

407 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry2x64_20* state,

408  const rocrand_discrete_distribution discrete_distribution)

409 {

410  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

411 }

412 

425 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry4x32_20* state,

426  const rocrand_discrete_distribution discrete_distribution)

427 {

428  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

429 }

430 

443 FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_threefry4x64_20* state,

444  const rocrand_discrete_distribution discrete_distribution)

445 {

446  return rocrand_device::detail::discrete_cdf(rocrand(state), *discrete_distribution);

447 }

448  // end of group rocranddevice

450 

451 #endif // ROCRAND_DISCRETE_H_

rocrand_discrete4

FQUALIFIERS uint4 rocrand_discrete4(rocrand_state_philox4x32_10 *state, const rocrand_discrete_distribution discrete_distribution)

Returns four discrete distributed unsigned int values.

Definition: rocrand_discrete.h:202

rocrand_discrete

FQUALIFIERS unsigned int rocrand_discrete(rocrand_state_philox4x32_10 *state, const rocrand_discrete_distribution discrete_distribution)

Returns a discrete distributed unsigned int value.

Definition: rocrand_discrete.h:184

rocrand

FQUALIFIERS unsigned int rocrand(rocrand_state_lfsr113 *state)

Returns uniformly distributed random unsigned int value from [0; 2^32 - 1] range.

Definition: rocrand_lfsr113.h:253

rocrand4

FQUALIFIERS uint4 rocrand4(rocrand_state_philox4x32_10 *state)

Returns four uniformly distributed random unsigned int values from [0; 2^32 - 1] range.

Definition: rocrand_philox4x32_10.h:410

FQUALIFIERS

#define FQUALIFIERS

Shorthand for commonly used function qualifiers.

Definition: rocrand_uniform.h:31

rocrand_discrete_distribution_st

Represents a discrete probability distribution.

Definition: rocrand_discrete_types.h:26

rocrand_discrete_distribution_st::size

unsigned int size

Number of entries in the probability table.

Definition: rocrand_discrete_types.h:28

rocrand_discrete_distribution_st::alias

unsigned int * alias

Alias table.

Definition: rocrand_discrete_types.h:33

rocrand_discrete_distribution_st::cdf

double * cdf

Cumulative distribution function.

Definition: rocrand_discrete_types.h:38

rocrand_discrete_distribution_st::probability

double * probability

Probability data for the alias table.

Definition: rocrand_discrete_types.h:35

rocrand_discrete_distribution_st::offset

unsigned int offset

The distribution can be offset.

Definition: rocrand_discrete_types.h:30

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