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Implement std::cauchy_distribution #6787
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eb98816
Implement std::cauchy_distribution
RAMitchell b7638ef
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RAMitchell 4386054
MSVC warning
RAMitchell cf3062a
Merge branch 'main' of github.com:NVIDIA/cccl into cauchy-distribution
RAMitchell a32a1a8
Fix test
RAMitchell e6acc57
Merge branch 'main' of github.com:NVIDIA/cccl into cauchy-distribution
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195 changes: 195 additions & 0 deletions
195
libcudacxx/include/cuda/std/__random/cauchy_distribution.h
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| //===----------------------------------------------------------------------===// | ||
| // | ||
| // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. | ||
| // See https://llvm.org/LICENSE.txt for license information. | ||
| // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception | ||
| // SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES. | ||
| // | ||
| //===----------------------------------------------------------------------===// | ||
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| #ifndef _CUDA_STD___RANDOM_CAUCHY_DISTRIBUTION_H | ||
| #define _CUDA_STD___RANDOM_CAUCHY_DISTRIBUTION_H | ||
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| #include <cuda/std/detail/__config> | ||
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| #if defined(_CCCL_IMPLICIT_SYSTEM_HEADER_GCC) | ||
| # pragma GCC system_header | ||
| #elif defined(_CCCL_IMPLICIT_SYSTEM_HEADER_CLANG) | ||
| # pragma clang system_header | ||
| #elif defined(_CCCL_IMPLICIT_SYSTEM_HEADER_MSVC) | ||
| # pragma system_header | ||
| #endif // no system header | ||
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| #include <cuda/std/__random/is_valid.h> | ||
| #include <cuda/std/__random/uniform_real_distribution.h> | ||
| #include <cuda/std/cmath> | ||
| #include <cuda/std/limits> | ||
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| #include <cuda/std/__cccl/prologue.h> | ||
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| _CCCL_BEGIN_NAMESPACE_CUDA_STD | ||
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| template <class _RealType = double> | ||
| class cauchy_distribution | ||
| { | ||
| static_assert(__libcpp_random_is_valid_realtype<_RealType>, "RealType must be a supported floating-point type"); | ||
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| public: | ||
| // types | ||
| using result_type = _RealType; | ||
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| class param_type | ||
| { | ||
| result_type __a_ = result_type{0}; | ||
| result_type __b_ = result_type{1}; | ||
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| public: | ||
| using distribution_type = cauchy_distribution; | ||
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| _CCCL_API explicit param_type(result_type __a = 0, result_type __b = 1) | ||
| : __a_{__a} | ||
| , __b_{__b} | ||
| {} | ||
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| [[nodiscard]] _CCCL_API constexpr result_type a() const noexcept | ||
| { | ||
| return __a_; | ||
| } | ||
| [[nodiscard]] _CCCL_API constexpr result_type b() const noexcept | ||
| { | ||
| return __b_; | ||
| } | ||
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| [[nodiscard]] friend _CCCL_API constexpr bool operator==(const param_type& __x, const param_type& __y) noexcept | ||
| { | ||
| return __x.__a_ == __y.__a_ && __x.__b_ == __y.__b_; | ||
| } | ||
| #if _CCCL_STD_VER <= 2017 | ||
| [[nodiscard]] friend _CCCL_API constexpr bool operator!=(const param_type& __x, const param_type& __y) noexcept | ||
| { | ||
| return !(__x == __y); | ||
| } | ||
| #endif // _CCCL_STD_VER <= 2017 | ||
| }; | ||
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| private: | ||
| param_type __p_; | ||
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| public: | ||
| // constructor and reset functions | ||
| _CCCL_API cauchy_distribution() noexcept | ||
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| : cauchy_distribution{0} | ||
| {} | ||
| _CCCL_API explicit cauchy_distribution(result_type __a, result_type __b = 1) noexcept | ||
| : __p_{param_type{__a, __b}} | ||
| {} | ||
| _CCCL_API explicit cauchy_distribution(const param_type& __p) noexcept | ||
| : __p_{__p} | ||
| {} | ||
| _CCCL_API constexpr void reset() noexcept {} | ||
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| // generating functions | ||
| template <class _URng> | ||
| [[nodiscard]] _CCCL_API result_type operator()(_URng& __g) | ||
| { | ||
| return (*this)(__g, __p_); | ||
| } | ||
| template <class _URng> | ||
| [[nodiscard]] _CCCL_API result_type operator()(_URng& __g, const param_type& __p) | ||
| { | ||
| static_assert(__cccl_random_is_valid_urng<_URng>, "URng must meet the UniformRandomBitGenerator requirements"); | ||
| uniform_real_distribution<result_type> __gen; | ||
| // purposefully let tan arg get as close to pi/2 as it wants, tan will return a finite | ||
| return __p.a() + __p.b() * ::cuda::std::tan(3.1415926535897932384626433832795 * __gen(__g)); | ||
| } | ||
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| // property functions | ||
| [[nodiscard]] _CCCL_API constexpr result_type a() const noexcept | ||
| { | ||
| return __p_.a(); | ||
| } | ||
| [[nodiscard]] _CCCL_API constexpr result_type b() const noexcept | ||
| { | ||
| return __p_.b(); | ||
| } | ||
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| [[nodiscard]] _CCCL_API constexpr param_type param() const noexcept | ||
| { | ||
| return __p_; | ||
| } | ||
| _CCCL_API constexpr void param(const param_type& __p) noexcept | ||
| { | ||
| __p_ = __p; | ||
| } | ||
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| [[nodiscard]] _CCCL_API static constexpr result_type min() noexcept | ||
| { | ||
| return -numeric_limits<result_type>::infinity(); | ||
| } | ||
| [[nodiscard]] _CCCL_API static constexpr result_type max() noexcept | ||
| { | ||
| return numeric_limits<result_type>::infinity(); | ||
| } | ||
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| [[nodiscard]] friend _CCCL_API constexpr bool | ||
| operator==(const cauchy_distribution& __x, const cauchy_distribution& __y) noexcept | ||
| { | ||
| return __x.__p_ == __y.__p_; | ||
| } | ||
| #if _CCCL_STD_VER <= 2017 | ||
| [[nodiscard]] friend _CCCL_API constexpr bool | ||
| operator!=(const cauchy_distribution& __x, const cauchy_distribution& __y) noexcept | ||
| { | ||
| return !(__x == __y); | ||
| } | ||
| #endif // _CCCL_STD_VER <= 2017 | ||
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| #if !_CCCL_COMPILER(NVRTC) | ||
| template <class _CharT, class _Traits> | ||
| friend ::std::basic_ostream<_CharT, _Traits>& | ||
| operator<<(::std::basic_ostream<_CharT, _Traits>& __os, const cauchy_distribution& __x) | ||
| { | ||
| using ostream_type = ::std::basic_ostream<_CharT, _Traits>; | ||
| using ios_base = typename ostream_type::ios_base; | ||
| const typename ios_base::fmtflags __flags = __os.flags(); | ||
| const _CharT __fill = __os.fill(); | ||
| const ::std::streamsize __precision = __os.precision(); | ||
| __os.flags(ios_base::dec | ios_base::left | ios_base::scientific); | ||
| _CharT __sp = __os.widen(' '); | ||
| __os.fill(__sp); | ||
| __os.precision(numeric_limits<result_type>::max_digits10); | ||
| __os << __x.a() << __sp << __x.b(); | ||
| __os.flags(__flags); | ||
| __os.fill(__fill); | ||
| __os.precision(__precision); | ||
| return __os; | ||
| } | ||
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| template <class _CharT, class _Traits> | ||
| friend ::std::basic_istream<_CharT, _Traits>& | ||
| operator>>(::std::basic_istream<_CharT, _Traits>& __is, cauchy_distribution& __x) | ||
| { | ||
| using istream_type = ::std::basic_istream<_CharT, _Traits>; | ||
| using ios_base = typename istream_type::ios_base; | ||
| using result_type = typename cauchy_distribution::result_type; | ||
| using param_type = typename cauchy_distribution::param_type; | ||
| const typename ios_base::fmtflags __flags = __is.flags(); | ||
| __is.flags(ios_base::dec | ios_base::skipws); | ||
| result_type __a; | ||
| result_type __b; | ||
| __is >> __a >> __b; | ||
| if (!__is.fail()) | ||
| { | ||
| __x.param(param_type{__a, __b}); | ||
| } | ||
| __is.flags(__flags); | ||
| return __is; | ||
| } | ||
| #endif // !_CCCL_COMPILER(NVRTC) | ||
| }; | ||
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| _CCCL_END_NAMESPACE_CUDA_STD | ||
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| #include <cuda/std/__cccl/epilogue.h> | ||
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| #endif // _CUDA_STD___RANDOM_CAUCHY_DISTRIBUTION_H | ||
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53 changes: 53 additions & 0 deletions
53
libcudacxx/test/libcudacxx/std/random/distribution/cauchy.pass.cpp
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,53 @@ | ||
| //===----------------------------------------------------------------------===// | ||
| // | ||
| // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions. | ||
| // See https://llvm.org/LICENSE.txt for license information. | ||
| // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception | ||
| // SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES. | ||
| // | ||
| //===----------------------------------------------------------------------===// | ||
| // | ||
| // REQUIRES: long_tests | ||
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| // <random> | ||
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| // template<class RealType = double> | ||
| // class cauchy_distribution | ||
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| #include <cuda/std/__random_> | ||
| #include <cuda/std/cassert> | ||
| #include <cuda/std/cmath> | ||
| #include <cuda/std/numbers> | ||
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| #include "random_utilities/test_distribution.h" | ||
| #include "test_macros.h" | ||
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| template <class T> | ||
| struct cauchy_cdf | ||
| { | ||
| using P = typename cuda::std::cauchy_distribution<T>::param_type; | ||
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| __host__ __device__ double operator()(double x, const P& p) const | ||
| { | ||
| // CDF of Cauchy distribution: F(x; a, b) = (1/π) * arctan((x - a) / b) + 0.5 | ||
| return (1.0 / cuda::std::numbers::pi) * cuda::std::atan((x - p.a()) / p.b()) + 0.5; | ||
| } | ||
| }; | ||
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| template <class T> | ||
| __host__ __device__ void test() | ||
| { | ||
| [[maybe_unused]] const bool test_constexpr = false; | ||
| using D = cuda::std::cauchy_distribution<T>; | ||
| using P = typename D::param_type; | ||
| using G = cuda::std::philox4x64; | ||
| cuda::std::array<P, 5> params = {P(0, 1), P(10, 2), P(-5, 0.5), P(4, 5), P(1000, 100)}; | ||
| test_distribution<D, true, G, test_constexpr>(params, cauchy_cdf<T>{}); | ||
| } | ||
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| int main(int, char**) | ||
| { | ||
| test<double>(); | ||
| test<float>(); | ||
| return 0; | ||
| } |
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