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Merge pull request #1192 from boostorg/gpu_batch_9
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GPU Batch 9
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@mborland
mborland authored Sep 6, 2024
2 parents 41f07b0 + d01893d commit 54c229b
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Showing 163 changed files with 9,449 additions and 324 deletions.
71 changes: 39 additions & 32 deletions include/boost/math/distributions/detail/inv_discrete_quantile.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -6,7 +6,11 @@
#ifndef BOOST_MATH_DISTRIBUTIONS_DETAIL_INV_DISCRETE_QUANTILE
#define BOOST_MATH_DISTRIBUTIONS_DETAIL_INV_DISCRETE_QUANTILE

#include <algorithm>
#include <boost/math/tools/config.hpp>
#include <boost/math/tools/cstdint.hpp>
#include <boost/math/tools/precision.hpp>
#include <boost/math/tools/toms748_solve.hpp>
#include <boost/math/tools/tuple.hpp>

namespace boost{ namespace math{ namespace detail{

Expand All @@ -19,10 +23,10 @@ struct distribution_quantile_finder
typedef typename Dist::value_type value_type;
typedef typename Dist::policy_type policy_type;

distribution_quantile_finder(const Dist d, value_type p, bool c)
BOOST_MATH_GPU_ENABLED distribution_quantile_finder(const Dist d, value_type p, bool c)
: dist(d), target(p), comp(c) {}

value_type operator()(value_type const& x)
BOOST_MATH_GPU_ENABLED value_type operator()(value_type const& x)
{
return comp ? value_type(target - cdf(complement(dist, x))) : value_type(cdf(dist, x) - target);
}
Expand All @@ -42,24 +46,24 @@ struct distribution_quantile_finder
// in the root no longer being bracketed.
//
template <class Real, class Tol>
void adjust_bounds(Real& /* a */, Real& /* b */, Tol const& /* tol */){}
BOOST_MATH_GPU_ENABLED void adjust_bounds(Real& /* a */, Real& /* b */, Tol const& /* tol */){}

template <class Real>
void adjust_bounds(Real& /* a */, Real& b, tools::equal_floor const& /* tol */)
BOOST_MATH_GPU_ENABLED void adjust_bounds(Real& /* a */, Real& b, tools::equal_floor const& /* tol */)
{
BOOST_MATH_STD_USING
b -= tools::epsilon<Real>() * b;
}

template <class Real>
void adjust_bounds(Real& a, Real& /* b */, tools::equal_ceil const& /* tol */)
BOOST_MATH_GPU_ENABLED void adjust_bounds(Real& a, Real& /* b */, tools::equal_ceil const& /* tol */)
{
BOOST_MATH_STD_USING
a += tools::epsilon<Real>() * a;
}

template <class Real>
void adjust_bounds(Real& a, Real& b, tools::equal_nearest_integer const& /* tol */)
BOOST_MATH_GPU_ENABLED void adjust_bounds(Real& a, Real& b, tools::equal_nearest_integer const& /* tol */)
{
BOOST_MATH_STD_USING
a += tools::epsilon<Real>() * a;
Expand All @@ -69,7 +73,7 @@ void adjust_bounds(Real& a, Real& b, tools::equal_nearest_integer const& /* tol
// This is where all the work is done:
//
template <class Dist, class Tolerance>
typename Dist::value_type
BOOST_MATH_GPU_ENABLED typename Dist::value_type
do_inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -78,7 +82,7 @@ typename Dist::value_type
const typename Dist::value_type& multiplier,
typename Dist::value_type adder,
const Tolerance& tol,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
typedef typename Dist::value_type value_type;
typedef typename Dist::policy_type policy_type;
Expand All @@ -100,7 +104,7 @@ typename Dist::value_type
guess = min_bound;

value_type fa = f(guess);
std::uintmax_t count = max_iter - 1;
boost::math::uintmax_t count = max_iter - 1;
value_type fb(fa), a(guess), b =0; // Compiler warning C4701: potentially uninitialized local variable 'b' used

if(fa == 0)
Expand Down Expand Up @@ -130,7 +134,7 @@ typename Dist::value_type
else
{
b = a;
a = (std::max)(value_type(b - 1), value_type(0));
a = BOOST_MATH_GPU_SAFE_MAX(value_type(b - 1), value_type(0));
if(a < min_bound)
a = min_bound;
fa = f(a);
Expand All @@ -153,7 +157,7 @@ typename Dist::value_type
// If we're looking for a large result, then bump "adder" up
// by a bit to increase our chances of bracketing the root:
//
//adder = (std::max)(adder, 0.001f * guess);
//adder = BOOST_MATH_GPU_SAFE_MAX(adder, 0.001f * guess);
if(fa < 0)
{
b = a + adder;
Expand All @@ -162,7 +166,7 @@ typename Dist::value_type
}
else
{
b = (std::max)(value_type(a - adder), value_type(0));
b = BOOST_MATH_GPU_SAFE_MAX(value_type(a - adder), value_type(0));
if(b < min_bound)
b = min_bound;
}
Expand All @@ -186,7 +190,7 @@ typename Dist::value_type
}
else
{
b = (std::max)(value_type(a - adder), value_type(0));
b = BOOST_MATH_GPU_SAFE_MAX(value_type(a - adder), value_type(0));
if(b < min_bound)
b = min_bound;
}
Expand All @@ -195,9 +199,8 @@ typename Dist::value_type
}
if(a > b)
{
using std::swap;
swap(a, b);
swap(fa, fb);
BOOST_MATH_GPU_SAFE_SWAP(a, b);
BOOST_MATH_GPU_SAFE_SWAP(fa, fb);
}
}
//
Expand Down Expand Up @@ -274,7 +277,7 @@ typename Dist::value_type
//
// Go ahead and find the root:
//
std::pair<value_type, value_type> r = toms748_solve(f, a, b, fa, fb, tol, count, policy_type());
boost::math::pair<value_type, value_type> r = toms748_solve(f, a, b, fa, fb, tol, count, policy_type());
max_iter += count;
if (max_iter >= policies::get_max_root_iterations<policy_type>())
{
Expand All @@ -293,7 +296,7 @@ typename Dist::value_type
// is very close 1.
//
template <class Dist>
inline typename Dist::value_type round_to_floor(const Dist& d, typename Dist::value_type result, typename Dist::value_type p, bool c)
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type round_to_floor(const Dist& d, typename Dist::value_type result, typename Dist::value_type p, bool c)
{
BOOST_MATH_STD_USING
typename Dist::value_type cc = ceil(result);
Expand Down Expand Up @@ -325,7 +328,7 @@ inline typename Dist::value_type round_to_floor(const Dist& d, typename Dist::va
#endif

template <class Dist>
inline typename Dist::value_type round_to_ceil(const Dist& d, typename Dist::value_type result, typename Dist::value_type p, bool c)
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type round_to_ceil(const Dist& d, typename Dist::value_type result, typename Dist::value_type p, bool c)
{
BOOST_MATH_STD_USING
typename Dist::value_type cc = floor(result);
Expand All @@ -339,7 +342,11 @@ inline typename Dist::value_type round_to_ceil(const Dist& d, typename Dist::val
//
while(true)
{
#ifdef BOOST_MATH_HAS_GPU_SUPPORT
cc = ceil(nextafter(result, tools::max_value<typename Dist::value_type>()));
#else
cc = ceil(float_next(result));
#endif
if(cc > support(d).second)
break;
pp = c ? cdf(complement(d, cc)) : cdf(d, cc);
Expand All @@ -362,7 +369,7 @@ inline typename Dist::value_type round_to_ceil(const Dist& d, typename Dist::val
// to an int where required.
//
template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
typename Dist::value_type p,
Expand All @@ -371,7 +378,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::real>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
if(p > 0.5)
{
Expand All @@ -393,7 +400,7 @@ inline typename Dist::value_type
}

template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -402,7 +409,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::integer_round_outwards>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
typedef typename Dist::value_type value_type;
BOOST_MATH_STD_USING
Expand Down Expand Up @@ -436,7 +443,7 @@ inline typename Dist::value_type
}

template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -445,7 +452,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::integer_round_inwards>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
typedef typename Dist::value_type value_type;
BOOST_MATH_STD_USING
Expand Down Expand Up @@ -479,7 +486,7 @@ inline typename Dist::value_type
}

template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -488,7 +495,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::integer_round_down>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
typedef typename Dist::value_type value_type;
BOOST_MATH_STD_USING
Expand All @@ -507,7 +514,7 @@ inline typename Dist::value_type
}

template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -516,7 +523,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::integer_round_up>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
BOOST_MATH_STD_USING
typename Dist::value_type pp = c ? 1 - p : p;
Expand All @@ -534,7 +541,7 @@ inline typename Dist::value_type
}

template <class Dist>
inline typename Dist::value_type
BOOST_MATH_GPU_ENABLED inline typename Dist::value_type
inverse_discrete_quantile(
const Dist& dist,
const typename Dist::value_type& p,
Expand All @@ -543,7 +550,7 @@ inline typename Dist::value_type
const typename Dist::value_type& multiplier,
const typename Dist::value_type& adder,
const policies::discrete_quantile<policies::integer_round_nearest>&,
std::uintmax_t& max_iter)
boost::math::uintmax_t& max_iter)
{
typedef typename Dist::value_type value_type;
BOOST_MATH_STD_USING
Expand Down
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