TheRock/rocm-libraries/projects/rocrand/test/test_rocrand_kernel_sobol32.cpp

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#include <gtest/gtest.h>
#include <stdio.h>

#include <cmath>
#include <type_traits>
#include <vector>

#include <hip/hip_runtime.h>

#include <rocrand/rocrand_kernel.h>
#include <rocrand/rocrand_sobol32_precomputed.h>

#include "test_common.hpp"
#include "test_rocrand_common.hpp"

template<class GeneratorState>
__global__
void rocrand_init_kernel(GeneratorState*    states,
                         const size_t       states_size,
                         unsigned int*      vectors,
                         unsigned long long offset)
{
    const unsigned int state_id = blockIdx.x * blockDim.x + threadIdx.x;
    if(state_id < states_size)
    {
        GeneratorState state;
        rocrand_init(vectors, offset, &state);
        states[state_id] = state;
    }
}

template<class GeneratorState>
__global__
void rocrand_kernel(unsigned int* output, const unsigned int* vectors, const size_t size)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand(&state);
    }
}

template<class GeneratorState>
__global__
void rocrand_uniform_kernel(float* output, const unsigned int* vectors, const size_t size)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand_uniform(&state);
    }
}

template<class GeneratorState>
__global__
void rocrand_normal_kernel(float* output, const unsigned int* vectors, const size_t size)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand_normal(&state);
    }
}

template<class GeneratorState>
__global__
void rocrand_log_normal_kernel(float* output, const unsigned int* vectors, const size_t size)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand_log_normal(&state, 1.6f, 0.25f);
    }
}

template<class GeneratorState>
__global__
void rocrand_poisson_kernel(unsigned int*       output,
                            const unsigned int* vectors,
                            const size_t        size,
                            double              lambda)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand_poisson(&state, lambda);
    }
}

template<class GeneratorState>
__global__
void rocrand_discrete_kernel(unsigned int*                 output,
                             const unsigned int*           vectors,
                             const size_t                  size,
                             rocrand_discrete_distribution discrete_distribution)
{
    const unsigned int state_id    = blockIdx.x * blockDim.x + threadIdx.x;
    const unsigned int global_size = gridDim.x * blockDim.x;

    const unsigned int n = size / global_size;
    GeneratorState     state;
    rocrand_init(vectors, 1234 + state_id * n, &state);

    for(unsigned int i = 0; i < n; i++)
    {
        output[state_id * n + i] = rocrand_discrete(&state, discrete_distribution);
    }
}

TEST(rocrand_kernel_sobol32, rocrand_state_sobol32_type)
{
    typedef rocrand_state_sobol32 state_type;
    EXPECT_EQ(sizeof(state_type), 34 * sizeof(unsigned int));
    EXPECT_EQ(sizeof(state_type[32]), 32 * sizeof(state_type));
    EXPECT_TRUE(std::is_trivially_copyable<state_type>::value);
    EXPECT_TRUE(std::is_trivially_destructible<state_type>::value);
}

TEST(rocrand_kernel_sobol32, rocrand)
{
    typedef rocrand_state_sobol32 state_type;

    const size_t  output_size = 8192;
    unsigned int* output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(unsigned int)));
    HIP_CHECK(hipDeviceSynchronize());

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size);
    HIP_CHECK(hipGetLastError());

    std::vector<unsigned int> output_host(output_size);
    HIP_CHECK(hipMemcpy(output_host.data(),
                        output,
                        output_size * sizeof(unsigned int),
                        hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v) / UINT_MAX;
    }
    mean = mean / output_size;
    EXPECT_NEAR(mean, 0.5, 0.1);
}

TEST(rocrand_kernel_sobol32, rocrand_uniform)
{
    typedef rocrand_state_sobol32 state_type;

    const size_t output_size = 8192;
    float*       output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(float)));
    HIP_CHECK(hipDeviceSynchronize());

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_uniform_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size);
    HIP_CHECK(hipGetLastError());

    std::vector<float> output_host(output_size);
    HIP_CHECK(
        hipMemcpy(output_host.data(), output, output_size * sizeof(float), hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v);
    }
    mean = mean / output_size;
    EXPECT_NEAR(mean, 0.5, 0.1);
}

TEST(rocrand_kernel_sobol32, rocrand_normal)
{
    typedef rocrand_state_sobol32 state_type;

    const size_t output_size = 8192;
    float*       output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(float)));
    HIP_CHECK(hipDeviceSynchronize());

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_normal_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size);
    HIP_CHECK(hipGetLastError());

    std::vector<float> output_host(output_size);
    HIP_CHECK(
        hipMemcpy(output_host.data(), output, output_size * sizeof(float), hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v);
    }
    mean = mean / output_size;
    EXPECT_NEAR(mean, 0.0, 0.2);

    double stddev = 0;
    for(auto v : output_host)
    {
        stddev += std::pow(static_cast<double>(v) - mean, 2);
    }
    stddev = stddev / output_size;
    EXPECT_NEAR(stddev, 1.0, 0.2);
}

TEST(rocrand_kernel_sobol32, rocrand_log_normal)
{
    typedef rocrand_state_sobol32 state_type;

    const size_t output_size = 8192;
    float*       output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(float)));
    HIP_CHECK(hipDeviceSynchronize());

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_log_normal_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size);
    HIP_CHECK(hipGetLastError());

    std::vector<float> output_host(output_size);
    HIP_CHECK(
        hipMemcpy(output_host.data(), output, output_size * sizeof(float), hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v);
    }
    mean = mean / output_size;

    double stddev = 0;
    for(auto v : output_host)
    {
        stddev += std::pow(v - mean, 2);
    }
    stddev = std::sqrt(stddev / output_size);

    double logmean = std::log(mean * mean / std::sqrt(stddev + mean * mean));
    double logstd  = std::sqrt(std::log(1.0f + stddev / (mean * mean)));

    EXPECT_NEAR(1.6, logmean, 1.6 * 0.2);
    EXPECT_NEAR(0.25, logstd, 0.25 * 0.2);
}

class rocrand_kernel_sobol32_poisson : public ::testing::TestWithParam<double>
{};

TEST_P(rocrand_kernel_sobol32_poisson, rocrand_poisson)
{
    typedef rocrand_state_sobol32 state_type;

    const double lambda = GetParam();

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    const size_t  output_size = 8192;
    unsigned int* output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(unsigned int)));
    HIP_CHECK(hipDeviceSynchronize());

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_poisson_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size,
                       lambda);
    HIP_CHECK(hipGetLastError());

    std::vector<unsigned int> output_host(output_size);
    HIP_CHECK(hipMemcpy(output_host.data(),
                        output,
                        output_size * sizeof(unsigned int),
                        hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v);
    }
    mean = mean / output_size;

    double variance = 0;
    for(auto v : output_host)
    {
        variance += std::pow(v - mean, 2);
    }
    variance = variance / output_size;

    EXPECT_NEAR(mean, lambda, std::max(1.0, lambda * 1e-1));
    EXPECT_NEAR(variance, lambda, std::max(1.0, lambda * 1e-1));
}

TEST_P(rocrand_kernel_sobol32_poisson, rocrand_discrete)
{
    typedef rocrand_state_sobol32 state_type;

    const double lambda = GetParam();

    const unsigned int* h_directions;
    ROCRAND_CHECK(
        rocrand_get_direction_vectors32(&h_directions, ROCRAND_DIRECTION_VECTORS_32_JOEKUO6));

    unsigned int* m_vector;
    HIP_CHECK(hipMallocHelper(&m_vector, sizeof(unsigned int) * 8 * 32));
    HIP_CHECK(
        hipMemcpy(m_vector, h_directions, sizeof(unsigned int) * 8 * 32, hipMemcpyHostToDevice));
    HIP_CHECK(hipDeviceSynchronize());

    const size_t  output_size = 8192;
    unsigned int* output;
    HIP_CHECK(hipMallocHelper(&output, output_size * sizeof(unsigned int)));
    HIP_CHECK(hipDeviceSynchronize());

    rocrand_discrete_distribution discrete_distribution;
    ROCRAND_CHECK(rocrand_create_poisson_distribution(lambda, &discrete_distribution));

    hipLaunchKernelGGL(HIP_KERNEL_NAME(rocrand_discrete_kernel<state_type>),
                       dim3(8),
                       dim3(32),
                       0,
                       0,
                       output,
                       m_vector,
                       output_size,
                       discrete_distribution);
    HIP_CHECK(hipGetLastError());

    std::vector<unsigned int> output_host(output_size);
    HIP_CHECK(hipMemcpy(output_host.data(),
                        output,
                        output_size * sizeof(unsigned int),
                        hipMemcpyDeviceToHost));
    HIP_CHECK(hipDeviceSynchronize());
    HIP_CHECK(hipFree(output));
    HIP_CHECK(hipFree(m_vector));
    ROCRAND_CHECK(rocrand_destroy_discrete_distribution(discrete_distribution));

    double mean = 0;
    for(auto v : output_host)
    {
        mean += static_cast<double>(v);
    }
    mean = mean / output_size;

    double variance = 0;
    for(auto v : output_host)
    {
        variance += std::pow(v - mean, 2);
    }
    variance = variance / output_size;

    EXPECT_NEAR(mean, lambda, std::max(1.0, lambda * 1e-1));
    EXPECT_NEAR(variance, lambda, std::max(1.0, lambda * 1e-1));
}

const double lambdas[] = {1.0, 5.5, 20.0, 100.0, 1234.5, 5000.0};

INSTANTIATE_TEST_SUITE_P(rocrand_kernel_sobol32_poisson,
                         rocrand_kernel_sobol32_poisson,
                         ::testing::ValuesIn(lambdas));