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[RNG] Updated Device API #574
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731bfb1
modified headers
andreyfe1 71dddf3
changed tests and make changes for sources
andreyfe1 ecd826e
replace sycl fmin, fmax with std
andreyfe1 d54605e
add header
andreyfe1 69c923b
workaround for hipsycl
andreyfe1 e918b48
added unifrom and bernoulli test
andreyfe1 6cfaee0
make changes for exponential using hipsycl
andreyfe1 b59c371
added specialization for integer 64 types checks
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,287 @@ | ||
| /******************************************************************************* | ||
| * 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 | ||
| *******************************************************************************/ | ||
|
|
||
| #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; | ||
| } | ||
|
|
||
| // 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; | ||
| } | ||
|
|
||
| // 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; | ||
| } | ||
|
|
||
| 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_; | ||
| }; | ||
|
|
||
| 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 | ||
| } | ||
|
|
||
| RealType alpha() const { | ||
| return alpha_; | ||
| } | ||
|
|
||
| RealType a() const { | ||
| return a_; | ||
| } | ||
|
|
||
| RealType beta() const { | ||
| return beta_; | ||
| } | ||
|
|
||
| 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(); | ||
| } | ||
|
|
||
| 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; | ||
| } | ||
| } | ||
|
|
||
| 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 }; | ||
| } | ||
|
|
||
| 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))); | ||
| } | ||
|
|
||
| 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)); | ||
| } | ||
|
|
||
| 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; | ||
| } | ||
|
|
||
| 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); | ||
|
|
||
| return res; | ||
| } | ||
|
|
||
| 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); | ||
|
|
||
| return res[0]; | ||
| } | ||
|
|
||
| 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 | ||
|
|
||
| #endif // _MKL_RNG_DEVICE_GAMMA_IMPL_HPP_ |
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Could you please explain why change length of vecsize?