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Implement std::student_t_distribution #6858
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186 changes: 186 additions & 0 deletions
186
libcudacxx/include/cuda/std/__random/student_t_distribution.h
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| Original file line number | Diff line number | Diff line change | ||||
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| @@ -0,0 +1,186 @@ | ||||||
| //===----------------------------------------------------------------------===// | ||||||
| // | ||||||
| // 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. | ||||||
| // | ||||||
| //===----------------------------------------------------------------------====// | ||||||
|
|
||||||
| #ifndef _CUDA_STD___STUDENT_T_DISTRIBUTION_H | ||||||
| #define _CUDA_STD___STUDENT_T_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/__cmath/roots.h> | ||||||
| #include <cuda/std/__limits/numeric_limits.h> | ||||||
| #include <cuda/std/__random/gamma_distribution.h> | ||||||
| #include <cuda/std/__random/is_valid.h> | ||||||
| #include <cuda/std/__random/normal_distribution.h> | ||||||
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||||||
| #if !_CCCL_COMPILER(NVRTC) | ||||||
| # include <iosfwd> | ||||||
| #endif // !_CCCL_COMPILER(NVRTC) | ||||||
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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 student_t_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 | ||||||
| { | ||||||
| private: | ||||||
| result_type __n_ = result_type{1}; | ||||||
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||||||
| public: | ||||||
| using distribution_type = student_t_distribution; | ||||||
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||||||
| _CCCL_API constexpr explicit param_type(result_type __n = result_type{1}) noexcept | ||||||
| : __n_{__n} | ||||||
| {} | ||||||
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||||||
| [[nodiscard]] _CCCL_API constexpr result_type n() const noexcept | ||||||
| { | ||||||
| return __n_; | ||||||
| } | ||||||
|
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||||||
| [[nodiscard]] _CCCL_API friend constexpr bool operator==(const param_type& __x, const param_type& __y) noexcept | ||||||
| { | ||||||
| return __x.__n_ == __y.__n_; | ||||||
| } | ||||||
| #if _CCCL_STD_VER <= 2017 | ||||||
| [[nodiscard]] _CCCL_API friend 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_{}; | ||||||
| normal_distribution<result_type> __nd_{}; | ||||||
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||||||
| public: | ||||||
| // constructor and reset functions | ||||||
| constexpr student_t_distribution() noexcept = default; | ||||||
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||||||
| _CCCL_API constexpr explicit student_t_distribution(result_type __n) noexcept | ||||||
| : __p_{param_type{__n}} | ||||||
| {} | ||||||
| _CCCL_API constexpr explicit student_t_distribution(const param_type& __p) noexcept | ||||||
| : __p_{__p} | ||||||
| {} | ||||||
| _CCCL_API constexpr void reset() noexcept | ||||||
| { | ||||||
| __nd_.reset(); | ||||||
| } | ||||||
|
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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"); | ||||||
| gamma_distribution<result_type> __gd{__p.n() * result_type{.5}, result_type{2}}; | ||||||
| return __nd_(__g) * cuda::std::sqrt(__p.n() / __gd(__g)); | ||||||
|
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Suggested change
|
||||||
| } | ||||||
|
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||||||
| // property functions | ||||||
| [[nodiscard]] _CCCL_API constexpr result_type n() const noexcept | ||||||
| { | ||||||
| return __p_.n(); | ||||||
| } | ||||||
|
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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]] _CCCL_API friend constexpr bool | ||||||
| operator==(const student_t_distribution& __x, const student_t_distribution& __y) noexcept | ||||||
| { | ||||||
| return __x.__p_ == __y.__p_; | ||||||
| } | ||||||
| #if _CCCL_STD_VER <= 2017 | ||||||
| [[nodiscard]] _CCCL_API friend constexpr bool | ||||||
| operator!=(const student_t_distribution& __x, const student_t_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 student_t_distribution& __x) | ||||||
| { | ||||||
| using _Ostream = ::std::basic_ostream<_CharT, _Traits>; | ||||||
| auto __flags = __os.flags(); | ||||||
| __os.flags(_Ostream::dec | _Ostream::left | _Ostream::scientific); | ||||||
| _CharT __sp = __os.widen(' '); | ||||||
| _CharT __fill = __os.fill(__sp); | ||||||
| auto __precision = __os.precision(numeric_limits<result_type>::max_digits10); | ||||||
| __os << __x.n(); | ||||||
| __os.precision(__precision); | ||||||
| __os.fill(__fill); | ||||||
| __os.flags(__flags); | ||||||
| return __os; | ||||||
| } | ||||||
|
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||||||
| template <class _CharT, class _Traits> | ||||||
| friend ::std::basic_istream<_CharT, _Traits>& | ||||||
| operator>>(::std::basic_istream<_CharT, _Traits>& __is, student_t_distribution& __x) | ||||||
| { | ||||||
| using _Istream = ::std::basic_istream<_CharT, _Traits>; | ||||||
| auto __flags = __is.flags(); | ||||||
| __is.flags(_Istream::skipws); | ||||||
| result_type __n; | ||||||
| __is >> __n; | ||||||
| if (!__is.fail()) | ||||||
| { | ||||||
| __x.param(param_type{__n}); | ||||||
| } | ||||||
| __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> | ||||||
|
|
||||||
| #endif // _CUDA_STD___STUDENT_T_DISTRIBUTION_H | ||||||
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66 changes: 66 additions & 0 deletions
66
libcudacxx/test/libcudacxx/std/random/distribution/student_t.pass.cpp
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,66 @@ | ||
| //===----------------------------------------------------------------------===// | ||
| // | ||
| // 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 student_t_distribution | ||
|
|
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| #include <cuda/std/__random_> | ||
| #include <cuda/std/cassert> | ||
| #include <cuda/std/cmath> | ||
|
|
||
| #include "random_utilities/stats_functions.h" | ||
| #include "random_utilities/test_distribution.h" | ||
| #include "test_macros.h" | ||
|
|
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| template <class T> | ||
| struct student_t_cdf | ||
| { | ||
| using P = typename cuda::std::student_t_distribution<T>::param_type; | ||
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|
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| __host__ __device__ double operator()(double x, const P& p) const | ||
| { | ||
| // CDF of Student's t-distribution: F(x) = 0.5 + 0.5 * sgn(x) * I_{t²/(n+t²)}(0.5, n/2) | ||
| // where I is the regularized incomplete beta function and t = x | ||
| double t2 = x * x; | ||
| double n = p.n(); | ||
| double ratio = t2 / (n + t2); | ||
| double beta_val = incomplete_beta(0.5, n / 2.0, ratio); | ||
|
|
||
| if (x >= 0) | ||
| { | ||
| return 0.5 + 0.5 * beta_val; | ||
| } | ||
| else | ||
| { | ||
| return 0.5 - 0.5 * beta_val; | ||
| } | ||
| } | ||
| }; | ||
|
|
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| template <class T> | ||
| __host__ __device__ void test() | ||
| { | ||
| [[maybe_unused]] const bool test_constexpr = false; | ||
| using D = cuda::std::student_t_distribution<T>; | ||
| using P = typename D::param_type; | ||
| using G = cuda::std::philox4x64; | ||
| cuda::std::array<P, 5> params = {P(1), P(2), P(5), P(10), P(30)}; | ||
| test_distribution<D, true, G, test_constexpr>(params, student_t_cdf<T>{}); | ||
| } | ||
|
|
||
| int main(int, char**) | ||
| { | ||
| test<double>(); | ||
| test<float>(); | ||
| return 0; | ||
| } |
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yes, I would like to see
<cuda/std/__limits/numeric_limits.h>instead of <cuda/std/limits>also in the other distributions