TheRock/rocm-libraries/projects/rocthrust/examples/monte_carlo.cu

// Copyright (c) 2020-2025 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 <thrust/functional.h>
#include <thrust/iterator/counting_iterator.h>
#include <thrust/random.h>
#include <thrust/transform_reduce.h>

#include <cmath>
#include <iomanip>
#include <iostream>

#include "include/host_device.h"

// we could vary M & N to find the perf sweet spot

__host__ __device__ unsigned int hash(unsigned int a)
{
  a = (a + 0x7ed55d16) + (a << 12);
  a = (a ^ 0xc761c23c) ^ (a >> 19);
  a = (a + 0x165667b1) + (a << 5);
  a = (a + 0xd3a2646c) ^ (a << 9);
  a = (a + 0xfd7046c5) + (a << 3);
  a = (a ^ 0xb55a4f09) ^ (a >> 16);
  return a;
}

struct estimate_pi
{
  __host__ __device__ float operator()(unsigned int thread_id)
  {
    float sum      = 0;
    unsigned int N = 10000; // samples per thread

    unsigned int seed = hash(thread_id);

    // seed a random number generator
    thrust::default_random_engine rng(seed);

    // create a mapping from random numbers to [0,1)
    thrust::uniform_real_distribution<float> u01(0, 1);

    // take N samples in a quarter circle
    for (unsigned int i = 0; i < N; ++i)
    {
      // draw a sample from the unit square
      float x = u01(rng);
      float y = u01(rng);

      // measure distance from the origin
      float dist = sqrtf(x * x + y * y);

      // add 1.0f if (u0,u1) is inside the quarter circle
      if (dist <= 1.0f)
      {
        sum += 1.0f;
      }
    }

    // multiply by 4 to get the area of the whole circle
    sum *= 4.0f;

    // divide by N
    return sum / N;
  }
};

int main(void)
{
  // use 30K independent seeds
  int M = 30000;

  float estimate = thrust::transform_reduce(
    thrust::counting_iterator<int>(0), thrust::counting_iterator<int>(M), estimate_pi(), 0.0f, thrust::plus<float>());
  estimate /= M;

  std::cout << std::setprecision(3);
  std::cout << "pi is approximately " << estimate << std::endl;

  return 0;
}