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Add GPU markers to fisher f dist
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Add SYCL testing of fisher f dist

Add CUDA fisher f dist testing

Add NVRTC fisher f dist testing

Add GPU support to gamma dist

Add SYCL testing of gamma dist

Add CUDA gamma dist testing

Add NVRTC gamma dist testing

Reduce number of threads per block since it can crash CI

Add GPU support to the geometric dist

Add SYCL testing of geometric dist

Add cuda::std::tie

Add GPU support to inv_discrete_quantile

Add CUDA testing of geometric dist

Add NVRTC testing of geometric dist

Add SYCL testing of inverse_chi_squared dist

Adjust tol

Add NVRTC inverse chi squared dist testing

Add CUDA inverse chi squared dist testing

Add GPU support to inverse gamma dist

Add SYCL testing to inverse gamma dist

Add NVRTC testing of inverse gamma dist

Add CUDA testing of inverse gamma dist
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@mborland
mborland committed Sep 4, 2024
1 parent ab57b20 commit d01893d
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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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