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Merge pull request #18 from cppalliance/GPU_Batch_7_1_test
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GPU Batch 7.1 Testing
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@mborland
mborland authored Aug 29, 2024
2 parents 3ef4fc4 + c5e7637 commit 1c4ed0d
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71 changes: 37 additions & 34 deletions include/boost/math/distributions/chi_squared.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -9,14 +9,17 @@
#ifndef BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP
#define BOOST_MATH_DISTRIBUTIONS_CHI_SQUARED_HPP

#include <boost/math/tools/config.hpp>
#include <boost/math/tools/type_traits.hpp>
#include <boost/math/tools/numeric_limits.hpp>
#include <boost/math/tools/cstdint.hpp>
#include <boost/math/tools/toms748_solve.hpp>
#include <boost/math/distributions/fwd.hpp>
#include <boost/math/special_functions/gamma.hpp> // for incomplete 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>

#include <utility>

namespace boost{ namespace math{

template <class RealType = double, class Policy = policies::policy<> >
Expand All @@ -26,20 +29,20 @@ class chi_squared_distribution
using value_type = RealType;
using policy_type = Policy;

explicit chi_squared_distribution(RealType i) : m_df(i)
BOOST_MATH_GPU_ENABLED explicit chi_squared_distribution(RealType i) : m_df(i)
{
RealType result;
detail::check_df(
"boost::math::chi_squared_distribution<%1%>::chi_squared_distribution", m_df, &result, Policy());
} // chi_squared_distribution

RealType degrees_of_freedom()const
BOOST_MATH_GPU_ENABLED RealType degrees_of_freedom()const
{
return m_df;
}

// Parameter estimation:
static RealType find_degrees_of_freedom(
BOOST_MATH_GPU_ENABLED static RealType find_degrees_of_freedom(
RealType difference_from_variance,
RealType alpha,
RealType beta,
Expand All @@ -66,16 +69,16 @@ chi_squared_distribution(RealType)->chi_squared_distribution<typename boost::mat
#endif

template <class RealType, class Policy>
inline std::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/)
BOOST_MATH_GPU_ENABLED inline boost::math::pair<RealType, RealType> range(const chi_squared_distribution<RealType, Policy>& /*dist*/)
{ // Range of permissible values for random variable x.
if (std::numeric_limits<RealType>::has_infinity)
BOOST_MATH_IF_CONSTEXPR (boost::math::numeric_limits<RealType>::has_infinity)
{
return std::pair<RealType, RealType>(static_cast<RealType>(0), std::numeric_limits<RealType>::infinity()); // 0 to + infinity.
return boost::math::pair<RealType, RealType>(static_cast<RealType>(0), boost::math::numeric_limits<RealType>::infinity()); // 0 to + infinity.
}
else
{
using boost::math::tools::max_value;
return std::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>()); // 0 to + max.
return boost::math::pair<RealType, RealType>(static_cast<RealType>(0), max_value<RealType>()); // 0 to + max.
}
}

Expand All @@ -84,21 +87,21 @@ inline std::pair<RealType, RealType> range(const chi_squared_distribution<RealTy
#endif

template <class RealType, class Policy>
inline std::pair<RealType, RealType> support(const chi_squared_distribution<RealType, Policy>& /*dist*/)
BOOST_MATH_GPU_ENABLED inline boost::math::pair<RealType, RealType> support(const chi_squared_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), tools::max_value<RealType>()); // 0 to + infinity.
return boost::math::pair<RealType, RealType>(static_cast<RealType>(0), tools::max_value<RealType>()); // 0 to + infinity.
}

template <class RealType, class Policy>
RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
BOOST_MATH_GPU_ENABLED RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
{
BOOST_MATH_STD_USING // for ADL of std functions
RealType degrees_of_freedom = dist.degrees_of_freedom();
// Error check:
RealType error_result;

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

if(false == detail::check_df(
function, degrees_of_freedom, &error_result, Policy()))
Expand Down Expand Up @@ -132,12 +135,12 @@ RealType pdf(const chi_squared_distribution<RealType, Policy>& dist, const RealT
} // pdf

template <class RealType, class Policy>
inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
BOOST_MATH_GPU_ENABLED inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, const RealType& chi_square)
{
RealType degrees_of_freedom = dist.degrees_of_freedom();
// Error check:
RealType error_result;
static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";
constexpr auto function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";

if(false == detail::check_df(
function, degrees_of_freedom, &error_result, Policy()))
Expand All @@ -153,10 +156,10 @@ inline RealType cdf(const chi_squared_distribution<RealType, Policy>& dist, cons
} // cdf

template <class RealType, class Policy>
inline RealType quantile(const chi_squared_distribution<RealType, Policy>& dist, const RealType& p)
BOOST_MATH_GPU_ENABLED inline RealType quantile(const chi_squared_distribution<RealType, Policy>& dist, const RealType& p)
{
RealType degrees_of_freedom = dist.degrees_of_freedom();
static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
constexpr auto function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false ==
Expand All @@ -170,11 +173,11 @@ inline RealType quantile(const chi_squared_distribution<RealType, Policy>& dist,
} // quantile

template <class RealType, class Policy>
inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
BOOST_MATH_GPU_ENABLED inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
{
RealType const& degrees_of_freedom = c.dist.degrees_of_freedom();
RealType const& chi_square = c.param;
static const char* function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";
constexpr auto function = "boost::math::cdf(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false == detail::check_df(
Expand All @@ -191,11 +194,11 @@ inline RealType cdf(const complemented2_type<chi_squared_distribution<RealType,
}

template <class RealType, class Policy>
inline RealType quantile(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
BOOST_MATH_GPU_ENABLED inline RealType quantile(const complemented2_type<chi_squared_distribution<RealType, Policy>, RealType>& c)
{
RealType const& degrees_of_freedom = c.dist.degrees_of_freedom();
RealType const& q = c.param;
static const char* function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
constexpr auto function = "boost::math::quantile(const chi_squared_distribution<%1%>&, %1%)";
// Error check:
RealType error_result;
if(false == (
Expand All @@ -208,22 +211,22 @@ inline RealType quantile(const complemented2_type<chi_squared_distribution<RealT
}

template <class RealType, class Policy>
inline RealType mean(const chi_squared_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType mean(const chi_squared_distribution<RealType, Policy>& dist)
{ // Mean of Chi-Squared distribution = v.
return dist.degrees_of_freedom();
} // mean

template <class RealType, class Policy>
inline RealType variance(const chi_squared_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType variance(const chi_squared_distribution<RealType, Policy>& dist)
{ // Variance of Chi-Squared distribution = 2v.
return 2 * dist.degrees_of_freedom();
} // variance

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

if(df < 2)
return policies::raise_domain_error<RealType>(
Expand All @@ -234,22 +237,22 @@ inline RealType mode(const chi_squared_distribution<RealType, Policy>& dist)
}

template <class RealType, class Policy>
inline RealType skewness(const chi_squared_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType skewness(const chi_squared_distribution<RealType, Policy>& dist)
{
BOOST_MATH_STD_USING // For ADL
RealType df = dist.degrees_of_freedom();
return sqrt (8 / df);
}

template <class RealType, class Policy>
inline RealType kurtosis(const chi_squared_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType kurtosis(const chi_squared_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
return 3 + 12 / df;
}

template <class RealType, class Policy>
inline RealType kurtosis_excess(const chi_squared_distribution<RealType, Policy>& dist)
BOOST_MATH_GPU_ENABLED inline RealType kurtosis_excess(const chi_squared_distribution<RealType, Policy>& dist)
{
RealType df = dist.degrees_of_freedom();
return 12 / df;
Expand All @@ -264,12 +267,12 @@ namespace detail
template <class RealType, class Policy>
struct df_estimator
{
df_estimator(RealType a, RealType b, RealType variance, RealType delta)
BOOST_MATH_GPU_ENABLED df_estimator(RealType a, RealType b, RealType variance, RealType delta)
: alpha(a), beta(b), ratio(delta/variance)
{ // Constructor
}

RealType operator()(const RealType& df)
BOOST_MATH_GPU_ENABLED RealType operator()(const RealType& df)
{
if(df <= tools::min_value<RealType>())
return 1;
Expand Down Expand Up @@ -297,14 +300,14 @@ struct df_estimator
} // namespace detail

template <class RealType, class Policy>
RealType chi_squared_distribution<RealType, Policy>::find_degrees_of_freedom(
BOOST_MATH_GPU_ENABLED RealType chi_squared_distribution<RealType, Policy>::find_degrees_of_freedom(
RealType difference_from_variance,
RealType alpha,
RealType beta,
RealType variance,
RealType hint)
{
static const char* function = "boost::math::chi_squared_distribution<%1%>::find_degrees_of_freedom(%1%,%1%,%1%,%1%,%1%)";
constexpr auto function = "boost::math::chi_squared_distribution<%1%>::find_degrees_of_freedom(%1%,%1%,%1%,%1%,%1%)";
// Check for domain errors:
RealType error_result;
if(false ==
Expand All @@ -321,8 +324,8 @@ RealType chi_squared_distribution<RealType, Policy>::find_degrees_of_freedom(

detail::df_estimator<RealType, Policy> f(alpha, beta, variance, difference_from_variance);
tools::eps_tolerance<RealType> tol(policies::digits<RealType, Policy>());
std::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
std::pair<RealType, RealType> r =
boost::math::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
boost::math::pair<RealType, RealType> r =
tools::bracket_and_solve_root(f, hint, RealType(2), false, tol, max_iter, Policy());
RealType result = r.first + (r.second - r.first) / 2;
if(max_iter >= policies::get_max_root_iterations<Policy>())
Expand Down
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