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Apply GPU markers to ibeta_inv_ab
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Remove NVRTC workaround

Apply GPU markers to ibeta_inverse

Apply GPU markers to t_dist_inv

Fix warning suppression

Add dispatch function and remove workaround

Move disabling block

Make binomial GPU enabled

Add SYCL testing of ibeta

Add SYCL testing of ibeta_inv

Add SYCL testing of ibeta_inv_ab

Add SYCL testing of full beta suite

Add makers to fwd decls

Add special forward decls for NVRTC

Add betac nvrtc testing

Add betac CUDA testing

Add ibeta CUDA testing

Add ibeta NVRTC testing

Add ibetac NVRTC testing

Add ibeta_derviative testing to nvrtc

Add ibeta_derivative CUDA testing

Add cbrt policy overload for NVRTC

Fix NVRTC definition of BOOST_MATH_IF_CONSTEXPR

Add ibeta_inv and ibetac_inv NVRTC testing

Fix make pair helper on device

Add CUDA testing of ibeta_inv* and ibetac_inv*

Move location so that it also works on NVRTC

Add NVRTC testing of ibeta_inv* and ibetac_inv*

Fixup test sets since they ignore the policy

Make the beta dist GPU compatible

Add beta dist SYCL testing

Add beta dist CUDA testing

Add beta dist NVRTC testing
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@mborland
mborland committed Aug 30, 2024
1 parent 0002de0 commit adf8abd
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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
View file
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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