// Copyright (c) 2017-2024 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. #include "test_common.hpp" #include "test_rocrand_common.hpp" #include #include #include #include #include using namespace rocrand_impl::host; class poisson_distribution_tests : public ::testing::TestWithParam {}; TEST_P(poisson_distribution_tests, mean_var) { const double lambda = GetParam(); std::random_device rd; std::mt19937 gen(rd()); using distribution_factory_t = discrete_distribution_factory; unsigned int size; unsigned int offset; const std::vector poisson_probabilities = calculate_poisson_probabilities(lambda, size, offset); rocrand_discrete_distribution_st discrete_dist; ROCRAND_CHECK( distribution_factory_t::create(poisson_probabilities, size, offset, discrete_dist)); poisson_distribution dis(discrete_dist); const size_t samples_count = static_cast(std::max(2.0, sqrt(lambda))) * 100000; std::vector values(samples_count); for(size_t si = 0; si < samples_count; si++) { const unsigned int v = dis(static_cast(gen())); values[si] = v; } distribution_factory_t::deallocate(discrete_dist); const double mean = get_mean(values); const double variance = get_variance(values, mean); EXPECT_NEAR(mean, lambda, std::max(1.0, lambda * 1e-2)); EXPECT_NEAR(variance, lambda, std::max(1.0, lambda * 1e-2)); } TEST_P(poisson_distribution_tests, histogram_compare) { const double lambda = GetParam(); const unsigned int seed = std::random_device{}(); SCOPED_TRACE(testing::Message() << "with seed = " << seed); std::mt19937 gen(seed); using distribution_factory_t = discrete_distribution_factory; unsigned int size; unsigned int offset; const std::vector poisson_probabilities = calculate_poisson_probabilities(lambda, size, offset); rocrand_discrete_distribution_st discrete_dist; ROCRAND_CHECK( distribution_factory_t::create(poisson_probabilities, size, offset, discrete_dist)); poisson_distribution dis(discrete_dist); const size_t samples_count = static_cast(std::max(2.0, sqrt(lambda))) * 100000; const size_t bin_size = static_cast(std::max(2.0, sqrt(lambda))); const size_t bins_count = static_cast((2.0 * lambda + 10.0) / bin_size); std::vector histogram_rocrand(bins_count); for(size_t si = 0; si < samples_count; si++) { const unsigned int v = dis(static_cast(gen())); const size_t bin = v / bin_size; if(bin < bins_count) { histogram_rocrand[bin]++; } } distribution_factory_t::deallocate(discrete_dist); // for small lambda, histogram test is inaccurate due to relatively large bins // for large lambda, expected value calculation is inaccurate due to non-finite terms if(lambda <= 50.0) { for(size_t bi = 0; bi < bins_count; bi++) { const unsigned int h = histogram_rocrand[bi]; double tmp = 0.0; for(size_t i = 0; i < bin_size; ++i) { const int k = bi * bin_size + i; tmp += std::pow(lambda, k) * std::exp(-lambda) / std::tgamma(k + 1.0); } const unsigned int actual = std::roundl(samples_count * tmp); // Very loose comparison EXPECT_NEAR(h, actual, std::max(samples_count * 1e-3, actual * 1e-1)); } } else { std::poisson_distribution host_dis(lambda); std::vector histogram_stl(bins_count); for(size_t si = 0; si < samples_count; si++) { const unsigned int v = host_dis(gen); const size_t bin = v / bin_size; if(bin < bins_count) { histogram_stl[bin]++; } } // Very loose comparison for(size_t bi = 0; bi < bins_count; bi++) { const unsigned int h0 = histogram_rocrand[bi]; const unsigned int h1 = histogram_stl[bi]; EXPECT_NEAR(h0, h1, std::max(samples_count * 1e-3, std::max(h0, h1) * 1e-1)); } } } const double lambdas[] = {1.0, 5.5, 20.0, 100.0, 1234.5, 5000.0}; INSTANTIATE_TEST_SUITE_P(poisson_distribution_tests, poisson_distribution_tests, ::testing::ValuesIn(lambdas));