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| /******************************************************************************* | ||
| * Copyright 2024 Intel Corporation | ||
| * | ||
| * Licensed under the Apache License, Version 2.0 (the "License"); | ||
| * you may not use this file except in compliance with the License. | ||
| * You may obtain a copy of the License at | ||
| * | ||
| * http://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, | ||
| * software distributed under the License is distributed on an "AS IS" BASIS, | ||
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. | ||
| * See the License for the specific language governing permissions | ||
| * and limitations under the License. | ||
| * | ||
| * | ||
| * SPDX-License-Identifier: Apache-2.0 | ||
| *******************************************************************************/ | ||
|
|
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| #ifndef _MKL_RNG_DEVICE_GAMMA_IMPL_HPP_ | ||
| #define _MKL_RNG_DEVICE_GAMMA_IMPL_HPP_ | ||
|
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| #include "vm_wrappers.hpp" | ||
|
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| namespace oneapi::mkl::rng::device::detail { | ||
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| enum class gamma_algorithm { Exponential = 0, Vaduva, EPD_Transform, Marsaglia }; | ||
|
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| // 1/3 | ||
| template <typename DataType> | ||
| inline DataType gamma_c1() { | ||
| if constexpr (std::is_same_v<DataType, double>) | ||
| return 0x1.5555555555555p-2; | ||
| else | ||
| return 0x1.555556p-2f; | ||
| } | ||
|
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| // 0.0331 | ||
| template <typename DataType> | ||
| inline DataType gamma_c2() { | ||
| if constexpr (std::is_same_v<DataType, double>) | ||
| return 0x1.0f27bb2fec56dp-5; | ||
| else | ||
| return 0x1.0f27bcp-5f; | ||
| } | ||
|
|
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| // 0.6 | ||
| template <typename DataType> | ||
| inline DataType gamma_c06() { | ||
| if constexpr (std::is_same_v<DataType, double>) | ||
| return 0x1.3333333333333p-1; | ||
| else | ||
| return 0x1.333334p-1f; | ||
| } | ||
|
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| template <typename RealType, typename Method> | ||
| class distribution_base<oneapi::mkl::rng::device::gamma<RealType, Method>> { | ||
| public: | ||
| struct param_type { | ||
| param_type(RealType alpha, RealType a, RealType beta) : alpha_(alpha), a_(a), beta_(beta) {} | ||
| RealType alpha_; | ||
| RealType a_; | ||
| RealType beta_; | ||
| }; | ||
|
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| distribution_base(RealType alpha, RealType a, RealType beta) | ||
| : alpha_(alpha), | ||
| a_(a), | ||
| beta_(beta), | ||
| count_(0) { | ||
| set_algorithm(); | ||
| #ifndef __SYCL_DEVICE_ONLY__ | ||
| if (alpha <= RealType(0.0)) { | ||
| throw oneapi::mkl::invalid_argument("rng", "gamma", "alpha <= 0"); | ||
| } | ||
| else if (beta <= RealType(0.0)) { | ||
| throw oneapi::mkl::invalid_argument("rng", "gamma", "beta <= 0"); | ||
| } | ||
| #endif | ||
| } | ||
|
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| RealType alpha() const { | ||
| return alpha_; | ||
| } | ||
|
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| RealType a() const { | ||
| return a_; | ||
| } | ||
|
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| RealType beta() const { | ||
| return beta_; | ||
| } | ||
|
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| std::size_t count_rejected_numbers() const { | ||
| return count_; | ||
| } | ||
|
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| param_type param() const { | ||
| return param_type(alpha_, a_, beta_); | ||
| } | ||
|
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| void param(const param_type& pt) { | ||
| #ifndef __SYCL_DEVICE_ONLY__ | ||
| if (pt.alpha_ <= RealType(0.0)) { | ||
| throw oneapi::mkl::invalid_argument("rng", "gamma", "alpha <= 0"); | ||
| } | ||
| else if (pt.beta_ <= RealType(0.0)) { | ||
| throw oneapi::mkl::invalid_argument("rng", "gamma", "beta <= 0"); | ||
| } | ||
| #endif | ||
| alpha_ = pt.alpha_; | ||
| a_ = pt.a_; | ||
| beta_ = pt.beta_; | ||
| set_algorithm(); | ||
| } | ||
|
|
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| protected: | ||
| void set_algorithm() { | ||
| if (alpha_ <= RealType(1.0)) { | ||
| if (alpha_ == RealType(1.0)) { | ||
| algorithm_ = gamma_algorithm::Exponential; | ||
| } | ||
| else if (alpha_ > gamma_c06<RealType>()) { | ||
| algorithm_ = gamma_algorithm::Vaduva; | ||
| } | ||
| else { | ||
| algorithm_ = gamma_algorithm::EPD_Transform; | ||
| } | ||
| } | ||
| else { | ||
| algorithm_ = gamma_algorithm::Marsaglia; | ||
| } | ||
| } | ||
|
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| template <typename T, int vecSize> | ||
| inline std::pair<T, T> gauss_BM2_for_Marsaglia(const sycl::vec<T, vecSize>& vec) { | ||
| T tmp, sin, cos, gauss_1, gauss_2; | ||
| tmp = ln_wrapper(vec[0]); | ||
| tmp = sqrt_wrapper(T(-2.0) * tmp); | ||
| sin = sincospi_wrapper(T(2) * vec[2], cos); | ||
| gauss_1 = (tmp * sin); | ||
| gauss_2 = (tmp * cos); | ||
| return { gauss_1, gauss_2 }; | ||
| } | ||
|
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| template <std::int32_t n, typename T, typename EngineType> | ||
| T acc_rej_kernel(T& z, EngineType& engine) { | ||
| RealType flC, flD; | ||
| if (algorithm_ == gamma_algorithm::Vaduva) { | ||
| flC = RealType(1.0) / alpha_; | ||
| flD = (RealType(1.0) - alpha_) * | ||
| exp_wrapper(ln_wrapper(alpha_) * alpha_ / (RealType(1.0) - alpha_)); | ||
| } | ||
| else if (algorithm_ == gamma_algorithm::EPD_Transform) { | ||
| flC = RealType(1.0) / alpha_; | ||
| flD = (RealType(1.0) - alpha_); | ||
| } | ||
| else if (algorithm_ == gamma_algorithm::Marsaglia) { | ||
| flD = alpha_ - gamma_c1<RealType>(); | ||
| flC = sqrt_wrapper(RealType(1.0) / (RealType(9.0) * alpha_ - RealType(3.0))); | ||
| } | ||
|
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| count_ = 0; | ||
| RealType z1, z2, z3, z4; | ||
| for (int i = 0; i < n; i++) { | ||
| while (1) { // looping until satisfied | ||
| if (!flag_) { | ||
| z1 = engine.generate_single(RealType(0), RealType(1)); | ||
| z2 = engine.generate_single(RealType(0), RealType(1)); | ||
| } | ||
|
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| if (algorithm_ == gamma_algorithm::Vaduva) { | ||
| z1 = -ln_wrapper(z1); | ||
| z2 = -ln_wrapper(z2); | ||
| z[i] = powr_wrapper(z1, flC); | ||
| if (z1 + z2 >= z[i] + flD) { | ||
| break; | ||
| } | ||
| } | ||
| if (algorithm_ == gamma_algorithm::EPD_Transform) { | ||
| z2 = -ln_wrapper(z2); | ||
| if (z1 <= flD) { | ||
| z[i] = powr_wrapper(z1, flC); | ||
| if (z[i] <= z2) { | ||
| break; | ||
| } | ||
| } | ||
| else { | ||
| z1 = -ln_wrapper((RealType(1.0) - z1) * flC); | ||
| z[i] = powr_wrapper(flD + alpha_ * z1, flC); | ||
| if (z[i] <= z2 + z1) { | ||
| break; | ||
| } | ||
| } | ||
| } | ||
| if (algorithm_ == gamma_algorithm::Marsaglia) { | ||
| RealType local_uniform_2, local_gauss; | ||
| if (!flag_) { | ||
| z3 = engine.generate_single(RealType(0), RealType(1)); | ||
| z4 = engine.generate_single(RealType(0), RealType(1)); | ||
| auto gauss = | ||
| gauss_BM2_for_Marsaglia(sycl::vec<RealType, 4>{ z1, z2, z3, z4 }); | ||
| local_uniform_2 = z2; | ||
| local_gauss = gauss.first; | ||
|
|
||
| saved_uniform_2_ = z4; | ||
| saved_gauss_ = gauss.second; | ||
| } | ||
| else { | ||
| local_uniform_2 = saved_uniform_2_; | ||
| local_gauss = saved_gauss_; | ||
| } | ||
| flag_ = !flag_; | ||
| z[i] = RealType(1.0) + flC * local_gauss; | ||
| if (z[i] > RealType(0.0)) { | ||
| z[i] = z[i] * z[i] * z[i]; | ||
| local_gauss = local_gauss * local_gauss; | ||
| if (local_uniform_2 < | ||
| RealType(1.0) - gamma_c2<RealType>() * local_gauss * local_gauss) { | ||
| z[i] = flD * z[i]; | ||
| break; | ||
| } | ||
| else { | ||
| RealType local_uniform_1 = ln_wrapper(z[i]); | ||
| local_uniform_2 = ln_wrapper(local_uniform_2); | ||
| if (local_uniform_2 < | ||
| RealType(0.5) * local_gauss + | ||
| flD * (RealType(1.0) - z[i] + local_uniform_1)) { | ||
| z[i] = flD * z[i]; | ||
| break; | ||
| } | ||
| } | ||
| } | ||
| } | ||
| ++count_; | ||
| } | ||
| } | ||
| auto res = a_ + beta_ * z; | ||
| if constexpr (std::is_same_v<Method, gamma_method::marsaglia_accurate>) { | ||
| for (std::int32_t i = 0; i < EngineType::vec_size; i++) { | ||
| if (res[i] < a_) | ||
| res[i] = a_; | ||
| } | ||
| } | ||
| return res; | ||
| } | ||
|
|
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| template <typename EngineType> | ||
| auto generate(EngineType& engine) -> | ||
| typename std::conditional<EngineType::vec_size == 1, RealType, | ||
| sycl::vec<RealType, EngineType::vec_size>>::type { | ||
| if (algorithm_ == gamma_algorithm::Exponential) { | ||
| distribution_base<oneapi::mkl::rng::device::exponential<RealType>> distr_exp(a_, beta_); | ||
| return distr_exp.generate(engine); | ||
| } | ||
| sycl::vec<RealType, EngineType::vec_size> res{}; | ||
| res = acc_rej_kernel<EngineType::vec_size>(res, engine); | ||
|
|
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| return res; | ||
| } | ||
|
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| template <typename EngineType> | ||
| RealType generate_single(EngineType& engine) { | ||
| if (algorithm_ == gamma_algorithm::Exponential) { | ||
| distribution_base<oneapi::mkl::rng::device::exponential<RealType>> distr_exp(a_, beta_); | ||
| RealType z = distr_exp.generate_single(engine); | ||
| return z; | ||
| } | ||
| sycl::vec<RealType, 1> res{}; | ||
| res = acc_rej_kernel<1>(res, engine); | ||
|
|
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| return res[0]; | ||
| } | ||
|
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| RealType alpha_; | ||
| RealType a_; | ||
| RealType beta_; | ||
| RealType saved_gauss_; | ||
| RealType saved_uniform_2_; | ||
| bool flag_ = false; | ||
| std::size_t count_; | ||
| gamma_algorithm algorithm_; | ||
| }; | ||
|
|
||
| } // namespace oneapi::mkl::rng::device::detail | ||
|
|
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| #endif // _MKL_RNG_DEVICE_GAMMA_IMPL_HPP_ |
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