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Merge pull request #1189 from boostorg/GPU8
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GPU Batch 8
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@mborland
mborland authored Sep 3, 2024
2 parents 0002de0 + adf8abd commit ab57b20
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Showing 85 changed files with 9,093 additions and 238 deletions.
87 changes: 44 additions & 43 deletions include/boost/math/distributions/beta.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -25,21 +25,22 @@
#ifndef BOOST_MATH_DIST_BETA_HPP
#define BOOST_MATH_DIST_BETA_HPP

#include <boost/math/tools/config.hpp>
#include <boost/math/tools/tuple.hpp>
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/special_functions/beta.hpp> // for beta.
#include <boost/math/distributions/complement.hpp> // complements.
#include <boost/math/distributions/detail/common_error_handling.hpp> // error checks
#include <boost/math/special_functions/fpclassify.hpp> // isnan.
#include <boost/math/tools/roots.hpp> // for root finding.
#include <boost/math/policies/error_handling.hpp>

#if defined (BOOST_MSVC)
# pragma warning(push)
# pragma warning(disable: 4702) // unreachable code
// in domain_error_imp in error_handling
#endif

#include <utility>

namespace boost
{
namespace math
Expand All @@ -48,7 +49,7 @@ namespace boost
{
// Common error checking routines for beta distribution functions:
template <class RealType, class Policy>
inline bool check_alpha(const char* function, const RealType& alpha, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_alpha(const char* function, const RealType& alpha, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(alpha) || (alpha <= 0))
{
Expand All @@ -61,7 +62,7 @@ namespace boost
} // bool check_alpha

template <class RealType, class Policy>
inline bool check_beta(const char* function, const RealType& beta, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_beta(const char* function, const RealType& beta, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(beta) || (beta <= 0))
{
Expand All @@ -74,7 +75,7 @@ namespace boost
} // bool check_beta

template <class RealType, class Policy>
inline bool check_prob(const char* function, const RealType& p, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_prob(const char* function, const RealType& p, RealType* result, const Policy& pol)
{
if((p < 0) || (p > 1) || !(boost::math::isfinite)(p))
{
Expand All @@ -87,7 +88,7 @@ namespace boost
} // bool check_prob

template <class RealType, class Policy>
inline bool check_x(const char* function, const RealType& x, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_x(const char* function, const RealType& x, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(x) || (x < 0) || (x > 1))
{
Expand All @@ -100,28 +101,28 @@ namespace boost
} // bool check_x

template <class RealType, class Policy>
inline bool check_dist(const char* function, const RealType& alpha, const RealType& beta, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_dist(const char* function, const RealType& alpha, const RealType& beta, RealType* result, const Policy& pol)
{ // Check both alpha and beta.
return check_alpha(function, alpha, result, pol)
&& check_beta(function, beta, result, pol);
} // bool check_dist

template <class RealType, class Policy>
inline bool check_dist_and_x(const char* function, const RealType& alpha, const RealType& beta, RealType x, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_dist_and_x(const char* function, const RealType& alpha, const RealType& beta, RealType x, RealType* result, const Policy& pol)
{
return check_dist(function, alpha, beta, result, pol)
&& beta_detail::check_x(function, x, result, pol);
} // bool check_dist_and_x

template <class RealType, class Policy>
inline bool check_dist_and_prob(const char* function, const RealType& alpha, const RealType& beta, RealType p, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_dist_and_prob(const char* function, const RealType& alpha, const RealType& beta, RealType p, RealType* result, const Policy& pol)
{
return check_dist(function, alpha, beta, result, pol)
&& check_prob(function, p, result, pol);
} // bool check_dist_and_prob

template <class RealType, class Policy>
inline bool check_mean(const char* function, const RealType& mean, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_mean(const char* function, const RealType& mean, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(mean) || (mean <= 0))
{
Expand All @@ -133,7 +134,7 @@ namespace boost
return true;
} // bool check_mean
template <class RealType, class Policy>
inline bool check_variance(const char* function, const RealType& variance, RealType* result, const Policy& pol)
BOOST_MATH_GPU_ENABLED inline bool check_variance(const char* function, const RealType& variance, RealType* result, const Policy& pol)
{
if(!(boost::math::isfinite)(variance) || (variance <= 0))
{
Expand All @@ -157,7 +158,7 @@ namespace boost
typedef RealType value_type;
typedef Policy policy_type;

beta_distribution(RealType l_alpha = 1, RealType l_beta = 1) : m_alpha(l_alpha), m_beta(l_beta)
BOOST_MATH_GPU_ENABLED beta_distribution(RealType l_alpha = 1, RealType l_beta = 1) : m_alpha(l_alpha), m_beta(l_beta)
{
RealType result;
beta_detail::check_dist(
Expand All @@ -167,11 +168,11 @@ namespace boost
&result, Policy());
} // beta_distribution constructor.
// Accessor functions:
RealType alpha() const
BOOST_MATH_GPU_ENABLED RealType alpha() const
{
return m_alpha;
}
RealType beta() const
BOOST_MATH_GPU_ENABLED RealType beta() const
{ // .
return m_beta;
}
Expand All @@ -183,11 +184,11 @@ namespace boost
// http://www.itl.nist.gov/div898/handbook/eda/section3/eda366h.htm
// http://www.epi.ucdavis.edu/diagnostictests/betabuster.html

static RealType find_alpha(
BOOST_MATH_GPU_ENABLED static RealType find_alpha(
RealType mean, // Expected value of mean.
RealType variance) // Expected value of variance.
{
static const char* function = "boost::math::beta_distribution<%1%>::find_alpha";
constexpr auto function = "boost::math::beta_distribution<%1%>::find_alpha";
RealType result = 0; // of error checks.
if(false ==
(
Expand All @@ -201,11 +202,11 @@ namespace boost
return mean * (( (mean * (1 - mean)) / variance)- 1);
} // RealType find_alpha

static RealType find_beta(
BOOST_MATH_GPU_ENABLED static RealType find_beta(
RealType mean, // Expected value of mean.
RealType variance) // Expected value of variance.
{
static const char* function = "boost::math::beta_distribution<%1%>::find_beta";
constexpr auto function = "boost::math::beta_distribution<%1%>::find_beta";
RealType result = 0; // of error checks.
if(false ==
(
Expand All @@ -223,12 +224,12 @@ namespace boost
// Estimate alpha & beta from either alpha or beta, and x and probability.
// Uses for these parameter estimators are unclear.

static RealType find_alpha(
BOOST_MATH_GPU_ENABLED static RealType find_alpha(
RealType beta, // from beta.
RealType x, // x.
RealType probability) // cdf
{
static const char* function = "boost::math::beta_distribution<%1%>::find_alpha";
constexpr auto function = "boost::math::beta_distribution<%1%>::find_alpha";
RealType result = 0; // of error checks.
if(false ==
(
Expand All @@ -245,13 +246,13 @@ namespace boost
return static_cast<RealType>(ibeta_inva(beta, x, probability, Policy()));
} // RealType find_alpha(beta, a, probability)

static RealType find_beta(
BOOST_MATH_GPU_ENABLED static RealType find_beta(
// ibeta_invb(T b, T x, T p); (alpha, x, cdf,)
RealType alpha, // alpha.
RealType x, // probability x.
RealType probability) // probability cdf.
{
static const char* function = "boost::math::beta_distribution<%1%>::find_beta";
constexpr auto function = "boost::math::beta_distribution<%1%>::find_beta";
RealType result = 0; // of error checks.
if(false ==
(
Expand Down Expand Up @@ -281,37 +282,37 @@ namespace boost
#endif

template <class RealType, class Policy>
inline const std::pair<RealType, RealType> range(const beta_distribution<RealType, Policy>& /* dist */)
BOOST_MATH_GPU_ENABLED inline const boost::math::pair<RealType, RealType> range(const beta_distribution<RealType, Policy>& /* dist */)
{ // Range of permissible values for random variable x.
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
return boost::math::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
}

template <class RealType, class Policy>
inline const std::pair<RealType, RealType> support(const beta_distribution<RealType, Policy>& /* dist */)
BOOST_MATH_GPU_ENABLED inline const boost::math::pair<RealType, RealType> support(const beta_distribution<RealType, Policy>& /* dist */)
{ // Range of supported values for random variable x.
// This is range where cdf rises from 0 to 1, and outside it, the pdf is zero.
return std::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
return boost::math::pair<RealType, RealType>(static_cast<RealType>(0), static_cast<RealType>(1));
}

template <class RealType, class Policy>
inline RealType mean(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType mean(const beta_distribution<RealType, Policy>& dist)
{ // Mean of beta distribution = np.
return dist.alpha() / (dist.alpha() + dist.beta());
} // mean

template <class RealType, class Policy>
inline RealType variance(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType variance(const beta_distribution<RealType, Policy>& dist)
{ // Variance of beta distribution = np(1-p).
RealType a = dist.alpha();
RealType b = dist.beta();
return (a * b) / ((a + b ) * (a + b) * (a + b + 1));
} // variance

template <class RealType, class Policy>
inline RealType mode(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType mode(const beta_distribution<RealType, Policy>& dist)
{
static const char* function = "boost::math::mode(beta_distribution<%1%> const&)";
constexpr auto function = "boost::math::mode(beta_distribution<%1%> const&)";

RealType result;
if ((dist.alpha() <= 1))
Expand Down Expand Up @@ -343,7 +344,7 @@ namespace boost
//But WILL be provided by the derived accessor as quantile(0.5).

template <class RealType, class Policy>
inline RealType skewness(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType skewness(const beta_distribution<RealType, Policy>& dist)
{
BOOST_MATH_STD_USING // ADL of std functions.
RealType a = dist.alpha();
Expand All @@ -352,7 +353,7 @@ namespace boost
} // skewness

template <class RealType, class Policy>
inline RealType kurtosis_excess(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType kurtosis_excess(const beta_distribution<RealType, Policy>& dist)
{
RealType a = dist.alpha();
RealType b = dist.beta();
Expand All @@ -363,17 +364,17 @@ namespace boost
} // kurtosis_excess

template <class RealType, class Policy>
inline RealType kurtosis(const beta_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType kurtosis(const beta_distribution<RealType, Policy>& dist)
{
return 3 + kurtosis_excess(dist);
} // kurtosis

template <class RealType, class Policy>
inline RealType pdf(const beta_distribution<RealType, Policy>& dist, const RealType& x)
BOOST_MATH_GPU_ENABLED inline RealType pdf(const beta_distribution<RealType, Policy>& dist, const RealType& x)
{ // Probability Density/Mass Function.
BOOST_FPU_EXCEPTION_GUARD

static const char* function = "boost::math::pdf(beta_distribution<%1%> const&, %1%)";
constexpr auto function = "boost::math::pdf(beta_distribution<%1%> const&, %1%)";

BOOST_MATH_STD_USING // for ADL of std functions

Expand Down Expand Up @@ -428,11 +429,11 @@ namespace boost
} // pdf

template <class RealType, class Policy>
inline RealType cdf(const beta_distribution<RealType, Policy>& dist, const RealType& x)
BOOST_MATH_GPU_ENABLED inline RealType cdf(const beta_distribution<RealType, Policy>& dist, const RealType& x)
{ // Cumulative Distribution Function beta.
BOOST_MATH_STD_USING // for ADL of std functions

static const char* function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";
constexpr auto function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";

RealType a = dist.alpha();
RealType b = dist.beta();
Expand All @@ -459,12 +460,12 @@ namespace boost
} // beta cdf

template <class RealType, class Policy>
inline RealType cdf(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
BOOST_MATH_GPU_ENABLED inline RealType cdf(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
{ // Complemented Cumulative Distribution Function beta.

BOOST_MATH_STD_USING // for ADL of std functions

static const char* function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";
constexpr auto function = "boost::math::cdf(beta_distribution<%1%> const&, %1%)";

RealType const& x = c.param;
beta_distribution<RealType, Policy> const& dist = c.dist;
Expand Down Expand Up @@ -495,7 +496,7 @@ namespace boost
} // beta cdf

template <class RealType, class Policy>
inline RealType quantile(const beta_distribution<RealType, Policy>& dist, const RealType& p)
BOOST_MATH_GPU_ENABLED inline RealType quantile(const beta_distribution<RealType, Policy>& dist, const RealType& p)
{ // Quantile or Percent Point beta function or
// Inverse Cumulative probability distribution function CDF.
// Return x (0 <= x <= 1),
Expand All @@ -505,7 +506,7 @@ namespace boost
// will be less than or equal to that value
// is whatever probability you supplied as an argument.

static const char* function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";
constexpr auto function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";

RealType result = 0; // of argument checks:
RealType a = dist.alpha();
Expand All @@ -530,12 +531,12 @@ namespace boost
} // quantile

template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
BOOST_MATH_GPU_ENABLED inline RealType quantile(const complemented2_type<beta_distribution<RealType, Policy>, RealType>& c)
{ // Complement Quantile or Percent Point beta function .
// Return the number of expected x for a given
// complement of the probability q.

static const char* function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";
constexpr auto function = "boost::math::quantile(beta_distribution<%1%> const&, %1%)";

//
// Error checks:
Expand Down
31 changes: 16 additions & 15 deletions include/boost/math/policies/error_handling.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -12,6 +12,7 @@
#include <boost/math/tools/numeric_limits.hpp>
#include <boost/math/tools/type_traits.hpp>
#include <boost/math/tools/cstdint.hpp>
#include <boost/math/tools/tuple.hpp>

#ifndef BOOST_MATH_HAS_NVRTC

Expand Down Expand Up @@ -877,20 +878,6 @@ BOOST_MATH_GPU_ENABLED inline void check_root_iterations(const char* function, s

} //namespace policies

namespace detail{

//
// Simple helper function to assist in returning a pair from a single value,
// that value usually comes from one of the error handlers above:
//
template <class T>
BOOST_MATH_GPU_ENABLED std::pair<T, T> pair_from_single(const T& val) BOOST_MATH_NOEXCEPT(T)
{
return std::make_pair(val, val);
}

}

#ifdef _MSC_VER
# pragma warning(pop)
#endif
Expand Down Expand Up @@ -1039,7 +1026,21 @@ BOOST_MATH_GPU_ENABLED inline void check_root_iterations(const char* function, b
} // namespace math
} // namespace boost

#endif
#endif // BOOST_MATH_HAS_NVRTC

namespace boost { namespace math { namespace detail {

//
// Simple helper function to assist in returning a pair from a single value,
// that value usually comes from one of the error handlers above:
//
template <class T>
BOOST_MATH_GPU_ENABLED boost::math::pair<T, T> pair_from_single(const T& val) BOOST_MATH_NOEXCEPT(T)
{
return boost::math::make_pair(val, val);
}

}}} // boost::math::detail

#endif // BOOST_MATH_POLICY_ERROR_HANDLING_HPP

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