/build/rocrand-A0YaxB/rocrand-7.14/library/include/rocrand/rocrand_poisson.h Source File

/build/rocrand-A0YaxB/rocrand-7.14/library/include/rocrand/rocrand_poisson.h Source File#

API library: /build/rocrand-A0YaxB/rocrand-7.14/library/include/rocrand/rocrand_poisson.h Source File
library
include
rocrand
// Copyright (c) 2017-2026 Advanced Micro Devices, Inc. All rights reserved.
//
// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:
//
// The above copyright notice and this permission notice shall be included in
// all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.  IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
// THE SOFTWARE.
 
#ifndef ROCRAND_POISSON_H_
#define ROCRAND_POISSON_H_
 
#include <math.h>
 
#include "rocrand/rocrand_lfsr113.h"
#include "rocrand/rocrand_mrg31k3p.h"
#include "rocrand/rocrand_mrg32k3a.h"
#include "rocrand/rocrand_mtgp32.h"
#include "rocrand/rocrand_philox4x32_10.h"
#include "rocrand/rocrand_scrambled_sobol32.h"
#include "rocrand/rocrand_scrambled_sobol64.h"
#include "rocrand/rocrand_sobol32.h"
#include "rocrand/rocrand_sobol64.h"
#include "rocrand/rocrand_threefry2x32_20.h"
#include "rocrand/rocrand_threefry2x64_20.h"
#include "rocrand/rocrand_threefry4x32_20.h"
#include "rocrand/rocrand_threefry4x64_20.h"
#include "rocrand/rocrand_xorwow.h"
 
#include "rocrand/rocrand_normal.h"
#include "rocrand/rocrand_uniform.h"
 
#include <hip/hip_runtime.h>
 
namespace rocrand_device
{
namespace detail
{
 
constexpr double lambda_threshold_small = 64.0;
constexpr double lambda_threshold_huge  = 4000.0;
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution_small(State& state, double lambda)
 
{
    // Knuth's method
 
    const double limit   = exp(-lambda);
    Result_Type  k       = 0;
    double       product = 1.0;
 
    do
    {
        k++;
        product *= rocrand_uniform_double(state);
    }
    while(product > limit);
 
    return k - 1;
}
 
__forceinline__ __device__ __host__
double lgamma_approx(const double x)
{
    // Lanczos approximation (g = 7, n = 9)
 
    const double z = x - 1.0;
 
    const int    g        = 7;
    const int    n        = 9;
    const double coefs[n] = {0.99999999999980993227684700473478,
                             676.520368121885098567009190444019,
                             -1259.13921672240287047156078755283,
                             771.3234287776530788486528258894,
                             -176.61502916214059906584551354,
                             12.507343278686904814458936853,
                             -0.13857109526572011689554707,
                             9.984369578019570859563e-6,
                             1.50563273514931155834e-7};
    double       sum      = 0.0;
#pragma unroll
    for(int i = n - 1; i > 0; i--)
 
    {
        sum += coefs[i] / (z + i);
    }
    sum += coefs[0];
 
    const double log_sqrt_2_pi = 0.9189385332046727418;
    const double e             = 2.718281828459045090796;
    return (log_sqrt_2_pi + log(sum) - g) + (z + 0.5) * log((z + g + 0.5) / e);
}
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution_large(State& state, double lambda)
{
    // Rejection method PA, A. C. Atkinson
 
    const double c          = 0.767 - 3.36 / lambda;
    const double beta       = ROCRAND_PI_DOUBLE / sqrt(3.0 * lambda);
    const double alpha      = beta * lambda;
    const double k          = log(c) - lambda - log(beta);
    const double log_lambda = log(lambda);
 
    while(true)
    {
        const double u = rocrand_uniform_double(state);
        const double x = (alpha - log((1.0 - u) / u)) / beta;
        const double n = floor(x + 0.5);
        if(n < 0)
        {
            continue;
        }
        const double v   = rocrand_uniform_double(state);
        const double y   = alpha - beta * x;
        const double t   = 1.0 + exp(y);
        const double lhs = y + log(v / (t * t));
        const double rhs = k + n * log_lambda - lgamma_approx(n + 1.0);
        if(lhs <= rhs)
        {
            return static_cast<Result_Type>(n);
        }
    }
}
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution_huge(State& state, double lambda)
{
    // Approximate Poisson distribution with normal distribution
 
    const double n = rocrand_normal_double(state);
    return static_cast<Result_Type>(round(sqrt(lambda) * n + lambda));
}
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution(State& state, double lambda)
{
    if(lambda < lambda_threshold_small)
    {
        return poisson_distribution_small<State, Result_Type>(state, lambda);
    }
    else if(lambda <= lambda_threshold_huge)
    {
        return poisson_distribution_large<State, Result_Type>(state, lambda);
    }
    else
    {
        return poisson_distribution_huge<State, Result_Type>(state, lambda);
    }
}
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution_itr(State& state, double lambda)
{
    // Algorithm ITR
    // George S. Fishman
    // Discrete-Event Simulation: Modeling, Programming, and Analysis
    // p. 333
    Result_Type k = 0;
    // Algorithm ITR uses u from (0, 1) and uniform_double returns (0, 1]
    // Change u to ensure that 1 is never generated,
    // otherwise the inner loop never ends.
    const double u = rocrand_uniform_double(state) - ROCRAND_2POW32_INV_DOUBLE / 2.0;
    const double L = (lambda > 500.0) ? exp(-500.0) : exp(-lambda);
 
    // First iteration, pow = 0 < lambda
    double x = L;
    double y = L;
    while(u > y)
    {
        k++;
        x *= ((double)lambda / (double)k);
        y += x;
    }
 
    // Second iteration only if lambda > 500.0. No more iterations needed
    // as we only call this method with lambda < 1000.0
    if((double)500 < lambda)
    {
        // Now we now that necessarily lambda > upow = 500.0, so we already calculated before L = exp(-500)
        x *= L;
        y *= L;
        while(u > y)
        {
            k++;
            x *= ((double)lambda / (double)k);
            y += x;
        }
    }
    return k;
}
 
template<class State, typename Result_Type = unsigned int>
__forceinline__ __device__ __host__
Result_Type poisson_distribution_inv(State& state, double lambda)
{
    if(lambda < 1000.0)
    {
        return poisson_distribution_itr<State, Result_Type>(state, lambda);
    }
    else
    {
        return poisson_distribution_huge<State, Result_Type>(state, lambda);
    }
}
 
} // end namespace detail
} // end namespace rocrand_device
#ifndef ROCRAND_DETAIL_BM_NOT_IN_STATE
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_philox4x32_10* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution<rocrand_state_philox4x32_10*, unsigned int>(
        state,
        lambda);
}
__forceinline__ __device__ __host__
uint4 rocrand_poisson4(rocrand_state_philox4x32_10* state, double lambda)
{
    return uint4{
        rocrand_device::detail::poisson_distribution<rocrand_state_philox4x32_10*, unsigned int>(
            state,
            lambda),
        rocrand_device::detail::poisson_distribution<rocrand_state_philox4x32_10*, unsigned int>(
            state,
            lambda),
        rocrand_device::detail::poisson_distribution<rocrand_state_philox4x32_10*, unsigned int>(
            state,
            lambda),
        rocrand_device::detail::poisson_distribution<rocrand_state_philox4x32_10*, unsigned int>(
            state,
            lambda)};
}
#endif // ROCRAND_DETAIL_BM_NOT_IN_STATE
#ifndef ROCRAND_DETAIL_BM_NOT_IN_STATE
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_mrg31k3p* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution<rocrand_state_mrg31k3p*, unsigned int>(
        state,
        lambda);
}
#endif // ROCRAND_DETAIL_BM_NOT_IN_STATE
#ifndef ROCRAND_DETAIL_BM_NOT_IN_STATE
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_mrg32k3a* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution<rocrand_state_mrg32k3a*, unsigned int>(
        state,
        lambda);
}
#endif // ROCRAND_DETAIL_BM_NOT_IN_STATE
#ifndef ROCRAND_DETAIL_BM_NOT_IN_STATE
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_xorwow* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution<rocrand_state_xorwow*, unsigned int>(
        state,
        lambda);
}
#endif // ROCRAND_DETAIL_BM_NOT_IN_STATE
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_mtgp32* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_mtgp32*, unsigned int>(
        state,
        lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_sobol32* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_sobol32*, unsigned int>(
        state,
        lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_scrambled_sobol32* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_scrambled_sobol32*,
                                                            unsigned int>(state, lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_sobol64* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_sobol64*, unsigned int>(
        state,
        lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_scrambled_sobol64* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_scrambled_sobol64*,
                                                            unsigned int>(state, lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_lfsr113* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv<rocrand_state_lfsr113*, unsigned int>(
        state,
        lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_threefry2x32_20* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv(state, lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_threefry2x64_20* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv(state, lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_threefry4x32_20* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv(state, lambda);
}
__forceinline__ __device__ __host__
unsigned int rocrand_poisson(rocrand_state_threefry4x64_20* state, double lambda)
{
    return rocrand_device::detail::poisson_distribution_inv(state, lambda);
}
 // end of group rocranddevice
 
#endif // ROCRAND_POISSON_H_