Add NVRTC testing of pareto dist

test/nvrtc_jamfile

@@ -178,6 +178,13 @@ run test_normal_pdf_nvrtc_float.cpp ;
 run test_normal_quan_nvrtc_double.cpp ;
 run test_normal_quan_nvrtc_float.cpp ;
 
+run test_pareto_cdf_nvrtc_double.cpp ;
+run test_pareto_cdf_nvrtc_float.cpp ;
+run test_pareto_pdf_nvrtc_double.cpp ;
+run test_pareto_pdf_nvrtc_float.cpp ;
+run test_pareto_quan_nvrtc_double.cpp ;
+run test_pareto_quan_nvrtc_float.cpp ;
+
 run test_saspoint5_cdf_nvrtc_double.cpp ;
 run test_saspoint5_cdf_nvrtc_float.cpp ;
 run test_saspoint5_pdf_nvrtc_double.cpp ;

test/test_pareto_cdf_nvrtc_double.cpp

@@ -0,0 +1,191 @@
+//  Copyright John Maddock 2016.
+//  Copyright Matt Borland 2024.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
+#define BOOST_MATH_PROMOTE_DOUBLE_POLICY false
+
+// Must be included first
+#include <nvrtc.h>
+#include <cuda.h>
+#include <cuda_runtime.h>
+
+#include <iostream>
+#include <iomanip>
+#include <vector>
+#include <random>
+#include <exception>
+#include <boost/math/distributions/pareto.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/special_functions/relative_difference.hpp>
+
+typedef double float_type;
+
+const char* cuda_kernel = R"(
+typedef double float_type;
+#include <cuda/std/type_traits>
+#include <boost/math/distributions/pareto.hpp>
+extern "C" __global__ 
+void test_pareto_kernel(const float_type *in1, const float_type*, float_type *out, int numElements)
+{
+    int i = blockDim.x * blockIdx.x + threadIdx.x;
+    if (i < numElements)
+    {
+        out[i] = cdf(boost::math::pareto_distribution<float_type>(), in1[i]);
+    }
+}
+)";
+
+void checkCUDAError(cudaError_t result, const char* msg)
+{
+    if (result != cudaSuccess)
+    {
+        std::cerr << msg << ": " << cudaGetErrorString(result) << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+void checkCUError(CUresult result, const char* msg)
+{
+    if (result != CUDA_SUCCESS)
+    {
+        const char* errorStr;
+        cuGetErrorString(result, &errorStr);
+        std::cerr << msg << ": " << errorStr << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+void checkNVRTCError(nvrtcResult result, const char* msg)
+{
+    if (result != NVRTC_SUCCESS)
+    {
+        std::cerr << msg << ": " << nvrtcGetErrorString(result) << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+int main() 
+{
+    try
+    {
+        // Initialize CUDA driver API
+        checkCUError(cuInit(0), "Failed to initialize CUDA");
+
+        // Create CUDA context
+        CUcontext context;
+        CUdevice device;
+        checkCUError(cuDeviceGet(&device, 0), "Failed to get CUDA device");
+        checkCUError(cuCtxCreate(&context, 0, device), "Failed to create CUDA context");
+
+        nvrtcProgram prog;
+        nvrtcResult res;
+
+        res = nvrtcCreateProgram(&prog, cuda_kernel, "test_pareto_kernel.cu", 0, nullptr, nullptr);
+        checkNVRTCError(res, "Failed to create NVRTC program");
+
+        nvrtcAddNameExpression(prog, "test_pareto_kernel");
+
+        #ifdef BOOST_MATH_NVRTC_CI_RUN
+        const char* opts[] = {"--std=c++14", "--gpu-architecture=compute_75", "--include-path=/home/runner/work/cuda-math/boost-root/libs/cuda-math/include/", "-I/usr/local/cuda/include"};
+        #else
+        const char* opts[] = {"--std=c++14", "--include-path=/home/mborland/Documents/boost/libs/cuda-math/include/", "-I/usr/local/cuda/include"};
+        #endif
+
+        // Compile the program
+        res = nvrtcCompileProgram(prog, sizeof(opts) / sizeof(const char*), opts);
+        if (res != NVRTC_SUCCESS) 
+        {
+            size_t log_size;
+            nvrtcGetProgramLogSize(prog, &log_size);
+            char* log = new char[log_size];
+            nvrtcGetProgramLog(prog, log);
+            std::cerr << "Compilation failed:\n" << log << std::endl;
+            delete[] log;
+            exit(EXIT_FAILURE);
+        }
+
+        // Get PTX from the program
+        size_t ptx_size;
+        nvrtcGetPTXSize(prog, &ptx_size);
+        char* ptx = new char[ptx_size];
+        nvrtcGetPTX(prog, ptx);
+
+        // Load PTX into CUDA module
+        CUmodule module;
+        CUfunction kernel;
+        checkCUError(cuModuleLoadDataEx(&module, ptx, 0, 0, 0), "Failed to load module");
+        checkCUError(cuModuleGetFunction(&kernel, module, "test_pareto_kernel"), "Failed to get kernel function");
+
+        int numElements = 5000;
+        float_type *h_in1, *h_in2, *h_out;
+        float_type *d_in1, *d_in2, *d_out;
+
+        // Allocate memory on the host
+        h_in1 = new float_type[numElements];
+        h_in2 = new float_type[numElements];
+        h_out = new float_type[numElements];
+
+        // Initialize input arrays
+        std::mt19937_64 rng(42);
+        std::uniform_real_distribution<float_type> dist(0.0f, 1.0f);
+        for (int i = 0; i < numElements; ++i) 
+        {
+            h_in1[i] = static_cast<float_type>(dist(rng));
+            h_in2[i] = static_cast<float_type>(dist(rng));
+        }
+
+        checkCUDAError(cudaMalloc(&d_in1, numElements * sizeof(float_type)), "Failed to allocate device memory for d_in1");
+        checkCUDAError(cudaMalloc(&d_in2, numElements * sizeof(float_type)), "Failed to allocate device memory for d_in2");
+        checkCUDAError(cudaMalloc(&d_out, numElements * sizeof(float_type)), "Failed to allocate device memory for d_out");
+
+        checkCUDAError(cudaMemcpy(d_in1, h_in1, numElements * sizeof(float_type), cudaMemcpyHostToDevice), "Failed to copy data to device for d_in1");
+        checkCUDAError(cudaMemcpy(d_in2, h_in2, numElements * sizeof(float_type), cudaMemcpyHostToDevice), "Failed to copy data to device for d_in2");
+
+        int blockSize = 256;
+        int numBlocks = (numElements + blockSize - 1) / blockSize;
+        void* args[] = { &d_in1, &d_in2, &d_out, &numElements };
+        checkCUError(cuLaunchKernel(kernel, numBlocks, 1, 1, blockSize, 1, 1, 0, 0, args, 0), "Kernel launch failed");
+
+        checkCUDAError(cudaMemcpy(h_out, d_out, numElements * sizeof(float_type), cudaMemcpyDeviceToHost), "Failed to copy data back to host for h_out");
+
+        // Verify Result
+        for (int i = 0; i < numElements; ++i) 
+        {
+            auto res = cdf(boost::math::pareto_distribution<float_type>(), h_in1[i]);
+
+            if (boost::math::isfinite(res))
+            {
+                if (boost::math::epsilon_difference(res, h_out[i]) > 300)
+                {
+                    std::cout << "error at line: " << i
+                            << "\nParallel: " << h_out[i]
+                            << "\n  Serial: " << res
+                            << "\n    Dist: " << boost::math::epsilon_difference(res, h_out[i]) << std::endl;
+                }
+            }
+        }
+
+        cudaFree(d_in1);
+        cudaFree(d_in2);
+        cudaFree(d_out);
+        delete[] h_in1;
+        delete[] h_in2;
+        delete[] h_out;
+
+        nvrtcDestroyProgram(&prog);
+        delete[] ptx;
+
+        cuCtxDestroy(context);
+
+        std::cout << "Kernel executed successfully." << std::endl;
+        return 0;
+    }
+    catch(const std::exception& e)
+    {
+        std::cerr << "Stopped with exception: " << e.what() << std::endl;
+        return EXIT_FAILURE;
+    }
+}

test/test_pareto_cdf_nvrtc_float.cpp

@@ -0,0 +1,191 @@
+//  Copyright John Maddock 2016.
+//  Copyright Matt Borland 2024.
+//  Use, modification and distribution are subject to the
+//  Boost Software License, Version 1.0. (See accompanying file
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
+
+#define BOOST_MATH_OVERFLOW_ERROR_POLICY ignore_error
+#define BOOST_MATH_PROMOTE_DOUBLE_POLICY false
+
+// Must be included first
+#include <nvrtc.h>
+#include <cuda.h>
+#include <cuda_runtime.h>
+
+#include <iostream>
+#include <iomanip>
+#include <vector>
+#include <random>
+#include <exception>
+#include <boost/math/distributions/pareto.hpp>
+#include <boost/math/special_functions/fpclassify.hpp>
+#include <boost/math/special_functions/relative_difference.hpp>
+
+typedef float float_type;
+
+const char* cuda_kernel = R"(
+typedef float float_type;
+#include <cuda/std/type_traits>
+#include <boost/math/distributions/pareto.hpp>
+extern "C" __global__ 
+void test_pareto_kernel(const float_type *in1, const float_type*, float_type *out, int numElements)
+{
+    int i = blockDim.x * blockIdx.x + threadIdx.x;
+    if (i < numElements)
+    {
+        out[i] = cdf(boost::math::pareto_distribution<float_type>(), in1[i]);
+    }
+}
+)";
+
+void checkCUDAError(cudaError_t result, const char* msg)
+{
+    if (result != cudaSuccess)
+    {
+        std::cerr << msg << ": " << cudaGetErrorString(result) << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+void checkCUError(CUresult result, const char* msg)
+{
+    if (result != CUDA_SUCCESS)
+    {
+        const char* errorStr;
+        cuGetErrorString(result, &errorStr);
+        std::cerr << msg << ": " << errorStr << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+void checkNVRTCError(nvrtcResult result, const char* msg)
+{
+    if (result != NVRTC_SUCCESS)
+    {
+        std::cerr << msg << ": " << nvrtcGetErrorString(result) << std::endl;
+        exit(EXIT_FAILURE);
+    }
+}
+
+int main() 
+{
+    try
+    {
+        // Initialize CUDA driver API
+        checkCUError(cuInit(0), "Failed to initialize CUDA");
+
+        // Create CUDA context
+        CUcontext context;
+        CUdevice device;
+        checkCUError(cuDeviceGet(&device, 0), "Failed to get CUDA device");
+        checkCUError(cuCtxCreate(&context, 0, device), "Failed to create CUDA context");
+
+        nvrtcProgram prog;
+        nvrtcResult res;
+
+        res = nvrtcCreateProgram(&prog, cuda_kernel, "test_pareto_kernel.cu", 0, nullptr, nullptr);
+        checkNVRTCError(res, "Failed to create NVRTC program");
+
+        nvrtcAddNameExpression(prog, "test_pareto_kernel");
+
+        #ifdef BOOST_MATH_NVRTC_CI_RUN
+        const char* opts[] = {"--std=c++14", "--gpu-architecture=compute_75", "--include-path=/home/runner/work/cuda-math/boost-root/libs/cuda-math/include/", "-I/usr/local/cuda/include"};
+        #else
+        const char* opts[] = {"--std=c++14", "--include-path=/home/mborland/Documents/boost/libs/cuda-math/include/", "-I/usr/local/cuda/include"};
+        #endif
+
+        // Compile the program
+        res = nvrtcCompileProgram(prog, sizeof(opts) / sizeof(const char*), opts);
+        if (res != NVRTC_SUCCESS) 
+        {
+            size_t log_size;
+            nvrtcGetProgramLogSize(prog, &log_size);
+            char* log = new char[log_size];
+            nvrtcGetProgramLog(prog, log);
+            std::cerr << "Compilation failed:\n" << log << std::endl;
+            delete[] log;
+            exit(EXIT_FAILURE);
+        }
+
+        // Get PTX from the program
+        size_t ptx_size;
+        nvrtcGetPTXSize(prog, &ptx_size);
+        char* ptx = new char[ptx_size];
+        nvrtcGetPTX(prog, ptx);
+
+        // Load PTX into CUDA module
+        CUmodule module;
+        CUfunction kernel;
+        checkCUError(cuModuleLoadDataEx(&module, ptx, 0, 0, 0), "Failed to load module");
+        checkCUError(cuModuleGetFunction(&kernel, module, "test_pareto_kernel"), "Failed to get kernel function");
+
+        int numElements = 5000;
+        float_type *h_in1, *h_in2, *h_out;
+        float_type *d_in1, *d_in2, *d_out;
+
+        // Allocate memory on the host
+        h_in1 = new float_type[numElements];
+        h_in2 = new float_type[numElements];
+        h_out = new float_type[numElements];
+
+        // Initialize input arrays
+        std::mt19937_64 rng(42);
+        std::uniform_real_distribution<float_type> dist(0.0f, 1.0f);
+        for (int i = 0; i < numElements; ++i) 
+        {
+            h_in1[i] = static_cast<float_type>(dist(rng));
+            h_in2[i] = static_cast<float_type>(dist(rng));
+        }
+
+        checkCUDAError(cudaMalloc(&d_in1, numElements * sizeof(float_type)), "Failed to allocate device memory for d_in1");
+        checkCUDAError(cudaMalloc(&d_in2, numElements * sizeof(float_type)), "Failed to allocate device memory for d_in2");
+        checkCUDAError(cudaMalloc(&d_out, numElements * sizeof(float_type)), "Failed to allocate device memory for d_out");
+
+        checkCUDAError(cudaMemcpy(d_in1, h_in1, numElements * sizeof(float_type), cudaMemcpyHostToDevice), "Failed to copy data to device for d_in1");
+        checkCUDAError(cudaMemcpy(d_in2, h_in2, numElements * sizeof(float_type), cudaMemcpyHostToDevice), "Failed to copy data to device for d_in2");
+
+        int blockSize = 256;
+        int numBlocks = (numElements + blockSize - 1) / blockSize;
+        void* args[] = { &d_in1, &d_in2, &d_out, &numElements };
+        checkCUError(cuLaunchKernel(kernel, numBlocks, 1, 1, blockSize, 1, 1, 0, 0, args, 0), "Kernel launch failed");
+
+        checkCUDAError(cudaMemcpy(h_out, d_out, numElements * sizeof(float_type), cudaMemcpyDeviceToHost), "Failed to copy data back to host for h_out");
+
+        // Verify Result
+        for (int i = 0; i < numElements; ++i) 
+        {
+            auto res = cdf(boost::math::pareto_distribution<float_type>(), h_in1[i]);
+
+            if (boost::math::isfinite(res))
+            {
+                if (boost::math::epsilon_difference(res, h_out[i]) > 300)
+                {
+                    std::cout << "error at line: " << i
+                            << "\nParallel: " << h_out[i]
+                            << "\n  Serial: " << res
+                            << "\n    Dist: " << boost::math::epsilon_difference(res, h_out[i]) << std::endl;
+                }
+            }
+        }
+
+        cudaFree(d_in1);
+        cudaFree(d_in2);
+        cudaFree(d_out);
+        delete[] h_in1;
+        delete[] h_in2;
+        delete[] h_out;
+
+        nvrtcDestroyProgram(&prog);
+        delete[] ptx;
+
+        cuCtxDestroy(context);
+
+        std::cout << "Kernel executed successfully." << std::endl;
+        return 0;
+    }
+    catch(const std::exception& e)
+    {
+        std::cerr << "Stopped with exception: " << e.what() << std::endl;
+        return EXIT_FAILURE;
+    }
+}