tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
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/**
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* @file Basic.h
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* @author bab2min (bab2min@gmail.com)
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* @brief
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* @version 0.2.0
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* @date 2020-06-22
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*
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* @copyright Copyright (c) 2020
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*
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*/
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#ifndef EIGENRAND_DISTS_BASIC_H
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#define EIGENRAND_DISTS_BASIC_H
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namespace Eigen
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{
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namespace internal
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{
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namespace constant
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{
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static constexpr double pi = 3.1415926535897932;
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static constexpr double e = 2.7182818284590452;
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}
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template<typename Scalar, typename Rng>
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struct scalar_randbits_op : public scalar_base_rng<Scalar, Rng>
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{
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static_assert(std::is_integral<Scalar>::value, "randBits needs integral types.");
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using scalar_base_rng<Scalar, Rng>::scalar_base_rng;
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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return pfirst(this->rng());
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}
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
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{
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using RUtils = RawbitsMaker<Packet, Rng>;
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return RUtils{}.rawbits(this->rng);
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}
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};
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template<typename Scalar, typename Urng>
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struct functor_traits<scalar_randbits_op<Scalar, Urng> >
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{
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
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};
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template<typename Scalar, typename Rng>
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struct scalar_uniform_real_op : public scalar_base_rng<Scalar, Rng>
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{
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static_assert(std::is_floating_point<Scalar>::value, "uniformReal needs floating point types.");
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using scalar_base_rng<Scalar, Rng>::scalar_base_rng;
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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return bit_scalar<Scalar>{}.to_ur(pfirst(this->rng()));
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}
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar nzur_scalar() const
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{
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return bit_scalar<Scalar>{}.to_nzur(pfirst(this->rng()));
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}
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
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{
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using RUtils = RandUtils<Packet, Rng>;
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return RUtils{}.uniform_real(this->rng);
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}
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};
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template<typename Scalar, typename Urng>
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struct functor_traits<scalar_uniform_real_op<Scalar, Urng> >
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{
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
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};
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template<typename Scalar, typename Rng>
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struct scalar_balanced_op : public scalar_base_rng<Scalar, Rng>
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{
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static_assert(std::is_floating_point<Scalar>::value, "balanced needs floating point types.");
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using scalar_base_rng<Scalar, Rng>::scalar_base_rng;
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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return ((Scalar)((int32_t)pfirst(this->rng()) & 0x7FFFFFFF) / 0x7FFFFFFF) * 2 - 1;
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}
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
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{
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using RUtils = RandUtils<Packet, Rng>;
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return RUtils{}.balanced(this->rng);
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}
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};
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template<typename Scalar, typename Urng>
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struct functor_traits<scalar_balanced_op<Scalar, Urng> >
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{
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
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};
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}
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}
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#endif
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/**
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* @file Discrete.h
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* @author bab2min (bab2min@gmail.com)
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* @brief
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* @version 0.2.0
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* @date 2020-06-22
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*
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* @copyright Copyright (c) 2020
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*
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*/
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#ifndef EIGENRAND_DISTS_DISCRETE_H
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#define EIGENRAND_DISTS_DISCRETE_H
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#include <memory>
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#include <iterator>
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#include <limits>
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namespace Eigen
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{
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namespace internal
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{
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template<typename Scalar, typename Rng>
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struct scalar_uniform_int_op : public scalar_randbits_op<Scalar, Rng>
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{
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static_assert(std::is_same<Scalar, int32_t>::value, "uniformInt needs integral types.");
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using ur_base = scalar_randbits_op<Scalar, Rng>;
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Scalar pmin;
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size_t pdiff, bitsize, bitmask;
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scalar_uniform_int_op(const Rng& _rng, Scalar _min, Scalar _max)
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: ur_base{ _rng }, pmin{ _min }, pdiff{ (size_t)(_max - _min) }
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{
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if ((pdiff + 1) > pdiff)
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{
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bitsize = (size_t)std::ceil(std::log2(pdiff + 1));
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}
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else
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{
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bitsize = (size_t)std::ceil(std::log2(pdiff));
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}
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bitmask = (Scalar)(((size_t)-1) >> (sizeof(size_t) * 8 - bitsize));
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}
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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auto rx = ur_base::operator()();
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if (pdiff == bitmask)
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{
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return (Scalar)(rx & bitmask) + pmin;
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}
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else
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{
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size_t bitcnt = bitsize;
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while (1)
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{
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Scalar cands = (Scalar)(rx & bitmask);
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if (cands <= pdiff) return cands;
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if (bitcnt + bitsize < 32)
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{
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rx >>= bitsize;
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bitcnt += bitsize;
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}
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else
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{
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rx = ur_base::operator()();
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bitcnt = bitsize;
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}
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}
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}
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}
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
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{
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auto rx = ur_base::template packetOp<Packet>();
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auto pbitmask = pset1<Packet>(bitmask);
|
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if (pdiff == bitmask)
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{
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return padd(pand(rx, pbitmask), pset1<Packet>(pmin));
|
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}
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else
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{
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auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
|
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thread_local Packet cache_rest;
|
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thread_local int cache_rest_cnt;
|
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thread_local const scalar_uniform_int_op* cache_ptr = nullptr;
|
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if (cache_ptr != this)
|
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{
|
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cache_ptr = this;
|
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cache_rest = pset1<Packet>(0);
|
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cache_rest_cnt = 0;
|
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}
|
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|
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auto plen = pset1<Packet>(pdiff + 1);
|
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size_t bitcnt = bitsize;
|
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while (1)
|
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{
|
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// accept cands that only < plen
|
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auto cands = pand(rx, pbitmask);
|
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bool full = false;
|
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cache_rest_cnt = cm.compress_append(cands, pcmplt(cands, plen),
|
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cache_rest, cache_rest_cnt, full);
|
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if (full) return padd(cands, pset1<Packet>(pmin));
|
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|
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if (bitcnt + bitsize < 32)
|
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{
|
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rx = psrl(rx, bitsize);
|
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bitcnt += bitsize;
|
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}
|
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else
|
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{
|
114
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rx = ur_base::template packetOp<Packet>();
|
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bitcnt = bitsize;
|
116
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}
|
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}
|
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}
|
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}
|
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};
|
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|
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template<typename Scalar, typename Urng>
|
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struct functor_traits<scalar_uniform_int_op<Scalar, Urng> >
|
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{
|
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
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};
|
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|
128
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template<typename _Precision = uint32_t, typename _Size = uint32_t>
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class AliasMethod
|
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{
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std::unique_ptr<_Precision[]> arr;
|
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std::unique_ptr<_Size[]> alias;
|
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size_t msize = 0, bitsize = 0, bitmask = 0;
|
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|
135
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public:
|
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+
AliasMethod()
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+
{
|
138
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+
}
|
139
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+
|
140
|
+
AliasMethod(const AliasMethod& o)
|
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+
{
|
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+
operator=(o);
|
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+
}
|
144
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+
|
145
|
+
AliasMethod(AliasMethod&& o)
|
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|
+
{
|
147
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+
operator=(o);
|
148
|
+
}
|
149
|
+
|
150
|
+
AliasMethod& operator=(const AliasMethod& o)
|
151
|
+
{
|
152
|
+
msize = o.msize;
|
153
|
+
bitsize = o.bitsize;
|
154
|
+
bitmask = o.bitmask;
|
155
|
+
if (msize)
|
156
|
+
{
|
157
|
+
arr = std::unique_ptr<_Precision[]>(new _Precision[1 << bitsize]);
|
158
|
+
alias = std::unique_ptr<_Size[]>(new _Size[1 << bitsize]);
|
159
|
+
|
160
|
+
std::copy(o.arr.get(), o.arr.get() + (1 << bitsize), arr.get());
|
161
|
+
std::copy(o.alias.get(), o.alias.get() + (1 << bitsize), alias.get());
|
162
|
+
}
|
163
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+
return *this;
|
164
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+
}
|
165
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+
|
166
|
+
AliasMethod& operator=(AliasMethod&& o)
|
167
|
+
{
|
168
|
+
msize = o.msize;
|
169
|
+
bitsize = o.bitsize;
|
170
|
+
bitmask = o.bitmask;
|
171
|
+
std::swap(arr, o.arr);
|
172
|
+
std::swap(alias, o.alias);
|
173
|
+
return *this;
|
174
|
+
}
|
175
|
+
|
176
|
+
template<typename _Iter>
|
177
|
+
AliasMethod(_Iter first, _Iter last)
|
178
|
+
{
|
179
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+
buildTable(first, last);
|
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|
+
}
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181
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+
|
182
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+
template<typename _Iter>
|
183
|
+
void buildTable(_Iter first, _Iter last)
|
184
|
+
{
|
185
|
+
size_t psize, nbsize;
|
186
|
+
msize = 0;
|
187
|
+
double sum = 0;
|
188
|
+
for (auto it = first; it != last; ++it, ++msize)
|
189
|
+
{
|
190
|
+
sum += *it;
|
191
|
+
}
|
192
|
+
|
193
|
+
if (!std::isfinite(sum)) throw std::invalid_argument{ "cannot build NaN value distribution" };
|
194
|
+
|
195
|
+
// ceil to power of 2
|
196
|
+
nbsize = (size_t)std::ceil(std::log2(msize));
|
197
|
+
psize = (size_t)1 << nbsize;
|
198
|
+
|
199
|
+
if (nbsize != bitsize)
|
200
|
+
{
|
201
|
+
arr = std::unique_ptr<_Precision[]>(new _Precision[psize]);
|
202
|
+
std::fill(arr.get(), arr.get() + psize, 0);
|
203
|
+
alias = std::unique_ptr<_Size[]>(new _Size[psize]);
|
204
|
+
bitsize = nbsize;
|
205
|
+
bitmask = ((size_t)(-1)) >> (sizeof(size_t) * 8 - bitsize);
|
206
|
+
}
|
207
|
+
|
208
|
+
sum /= psize;
|
209
|
+
|
210
|
+
auto f = std::unique_ptr<double[]>(new double[psize]);
|
211
|
+
auto pf = f.get();
|
212
|
+
for (auto it = first; it != last; ++it, ++pf)
|
213
|
+
{
|
214
|
+
*pf = *it / sum;
|
215
|
+
}
|
216
|
+
std::fill(pf, pf + psize - msize, 0);
|
217
|
+
|
218
|
+
size_t over = 0, under = 0, mm;
|
219
|
+
while (over < psize && f[over] < 1) ++over;
|
220
|
+
while (under < psize && f[under] >= 1) ++under;
|
221
|
+
mm = under + 1;
|
222
|
+
|
223
|
+
while (over < psize && under < psize)
|
224
|
+
{
|
225
|
+
if (std::is_integral<_Precision>::value)
|
226
|
+
{
|
227
|
+
arr[under] = (_Precision)(f[under] * (std::numeric_limits<_Precision>::max() + 1.0));
|
228
|
+
}
|
229
|
+
else
|
230
|
+
{
|
231
|
+
arr[under] = (_Precision)f[under];
|
232
|
+
}
|
233
|
+
alias[under] = over;
|
234
|
+
f[over] += f[under] - 1;
|
235
|
+
if (f[over] >= 1 || mm <= over)
|
236
|
+
{
|
237
|
+
for (under = mm; under < psize && f[under] >= 1; ++under);
|
238
|
+
mm = under + 1;
|
239
|
+
}
|
240
|
+
else
|
241
|
+
{
|
242
|
+
under = over;
|
243
|
+
}
|
244
|
+
|
245
|
+
while (over < psize && f[over] < 1) ++over;
|
246
|
+
}
|
247
|
+
|
248
|
+
for (; over < psize; ++over)
|
249
|
+
{
|
250
|
+
if (f[over] >= 1)
|
251
|
+
{
|
252
|
+
if (std::is_integral<_Precision>::value)
|
253
|
+
{
|
254
|
+
arr[over] = std::numeric_limits<_Precision>::max();
|
255
|
+
}
|
256
|
+
else
|
257
|
+
{
|
258
|
+
arr[over] = 1;
|
259
|
+
}
|
260
|
+
alias[over] = over;
|
261
|
+
}
|
262
|
+
}
|
263
|
+
|
264
|
+
if (under < psize)
|
265
|
+
{
|
266
|
+
if (std::is_integral<_Precision>::value)
|
267
|
+
{
|
268
|
+
arr[under] = std::numeric_limits<_Precision>::max();
|
269
|
+
}
|
270
|
+
else
|
271
|
+
{
|
272
|
+
arr[under] = 1;
|
273
|
+
}
|
274
|
+
alias[under] = under;
|
275
|
+
for (under = mm; under < msize; ++under)
|
276
|
+
{
|
277
|
+
if (f[under] < 1)
|
278
|
+
{
|
279
|
+
if (std::is_integral<_Precision>::value)
|
280
|
+
{
|
281
|
+
arr[under] = std::numeric_limits<_Precision>::max();
|
282
|
+
}
|
283
|
+
else
|
284
|
+
{
|
285
|
+
arr[under] = 1;
|
286
|
+
}
|
287
|
+
alias[under] = under;
|
288
|
+
}
|
289
|
+
}
|
290
|
+
}
|
291
|
+
}
|
292
|
+
|
293
|
+
size_t get_bitsize() const
|
294
|
+
{
|
295
|
+
return bitsize;
|
296
|
+
}
|
297
|
+
|
298
|
+
size_t get_bitmask() const
|
299
|
+
{
|
300
|
+
return bitmask;
|
301
|
+
}
|
302
|
+
|
303
|
+
const _Precision* get_prob() const
|
304
|
+
{
|
305
|
+
return arr.get();
|
306
|
+
}
|
307
|
+
|
308
|
+
const _Size* get_alias() const
|
309
|
+
{
|
310
|
+
return alias.get();
|
311
|
+
}
|
312
|
+
};
|
313
|
+
|
314
|
+
template<typename Scalar, typename Rng, typename Precision = float>
|
315
|
+
struct scalar_discrete_dist_op;
|
316
|
+
|
317
|
+
template<typename Scalar, typename Rng>
|
318
|
+
struct scalar_discrete_dist_op<Scalar, Rng, int32_t> : public scalar_randbits_op<Scalar, Rng>
|
319
|
+
{
|
320
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "discreteDist needs integral types.");
|
321
|
+
using ur_base = scalar_randbits_op<Scalar, Rng>;
|
322
|
+
|
323
|
+
std::vector<uint32_t> cdf;
|
324
|
+
AliasMethod<int32_t, Scalar> alias_table;
|
325
|
+
|
326
|
+
template<typename RealIter>
|
327
|
+
scalar_discrete_dist_op(const Rng& _rng, RealIter first, RealIter last)
|
328
|
+
: ur_base{ _rng }
|
329
|
+
{
|
330
|
+
if (std::distance(first, last) < 16)
|
331
|
+
{
|
332
|
+
// use linear or binary search
|
333
|
+
std::vector<double> _cdf;
|
334
|
+
double acc = 0;
|
335
|
+
for (; first != last; ++first)
|
336
|
+
{
|
337
|
+
_cdf.emplace_back(acc += *first);
|
338
|
+
}
|
339
|
+
|
340
|
+
for (auto& p : _cdf)
|
341
|
+
{
|
342
|
+
cdf.emplace_back((uint32_t)(p / _cdf.back() * 0x80000000));
|
343
|
+
}
|
344
|
+
}
|
345
|
+
else
|
346
|
+
{
|
347
|
+
// use alias table
|
348
|
+
alias_table = AliasMethod<int32_t, Scalar>{ first, last };
|
349
|
+
}
|
350
|
+
}
|
351
|
+
|
352
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
353
|
+
{
|
354
|
+
if (!cdf.empty())
|
355
|
+
{
|
356
|
+
auto rx = ur_base::operator()() & 0x7FFFFFFF;
|
357
|
+
return (Scalar)(std::lower_bound(cdf.begin(), cdf.end() - 1, rx) - cdf.begin());
|
358
|
+
}
|
359
|
+
else
|
360
|
+
{
|
361
|
+
auto rx = ur_base::operator()();
|
362
|
+
auto albit = rx & alias_table.get_bitmask();
|
363
|
+
uint32_t alx = (uint32_t)(rx >> (sizeof(rx) * 8 - 31));
|
364
|
+
if (alx < alias_table.get_prob()[albit]) return albit;
|
365
|
+
return alias_table.get_alias()[albit];
|
366
|
+
}
|
367
|
+
}
|
368
|
+
|
369
|
+
template<typename Packet>
|
370
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
371
|
+
{
|
372
|
+
#ifdef EIGEN_VECTORIZE_AVX2
|
373
|
+
thread_local Packet4i cache;
|
374
|
+
thread_local const scalar_discrete_dist_op* cache_ptr = nullptr;
|
375
|
+
if (cache_ptr == this)
|
376
|
+
{
|
377
|
+
cache_ptr = nullptr;
|
378
|
+
return cache;
|
379
|
+
}
|
380
|
+
|
381
|
+
using PacketType = Packet8i;
|
382
|
+
#else
|
383
|
+
using PacketType = Packet;
|
384
|
+
#endif
|
385
|
+
|
386
|
+
PacketType ret;
|
387
|
+
if (!cdf.empty())
|
388
|
+
{
|
389
|
+
ret = pset1<PacketType>(cdf.size() - 1);
|
390
|
+
auto rx = pand(ur_base::template packetOp<PacketType>(), pset1<PacketType>(0x7FFFFFFF));
|
391
|
+
for (size_t i = 0; i < cdf.size() - 1; ++i)
|
392
|
+
{
|
393
|
+
ret = padd(ret, pcmplt(rx, pset1<PacketType>(cdf[i])));
|
394
|
+
}
|
395
|
+
}
|
396
|
+
else
|
397
|
+
{
|
398
|
+
auto rx = ur_base::template packetOp<PacketType>();
|
399
|
+
auto albit = pand(rx, pset1<PacketType>(alias_table.get_bitmask()));
|
400
|
+
auto c = pcmplt(psrl(rx, 1), pgather(alias_table.get_prob(), albit));
|
401
|
+
ret = pblendv(c, albit, pgather(alias_table.get_alias(), albit));
|
402
|
+
}
|
403
|
+
|
404
|
+
#ifdef EIGEN_VECTORIZE_AVX2
|
405
|
+
cache = _mm256_extractf128_si256(ret, 1);
|
406
|
+
cache_ptr = this;
|
407
|
+
return _mm256_extractf128_si256(ret, 0);
|
408
|
+
#else
|
409
|
+
return ret;
|
410
|
+
#endif
|
411
|
+
}
|
412
|
+
};
|
413
|
+
|
414
|
+
template<typename Scalar, typename Rng>
|
415
|
+
struct scalar_discrete_dist_op<Scalar, Rng, float> : public scalar_uniform_real_op<float, Rng>
|
416
|
+
{
|
417
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "discreteDist needs integral types.");
|
418
|
+
using ur_base = scalar_uniform_real_op<float, Rng>;
|
419
|
+
|
420
|
+
std::vector<float> cdf;
|
421
|
+
AliasMethod<float, Scalar> alias_table;
|
422
|
+
|
423
|
+
template<typename RealIter>
|
424
|
+
scalar_discrete_dist_op(const Rng& _rng, RealIter first, RealIter last)
|
425
|
+
: ur_base{ _rng }
|
426
|
+
{
|
427
|
+
if (std::distance(first, last) < 16)
|
428
|
+
{
|
429
|
+
// use linear or binary search
|
430
|
+
std::vector<double> _cdf;
|
431
|
+
double acc = 0;
|
432
|
+
for (; first != last; ++first)
|
433
|
+
{
|
434
|
+
_cdf.emplace_back(acc += *first);
|
435
|
+
}
|
436
|
+
|
437
|
+
for (auto& p : _cdf)
|
438
|
+
{
|
439
|
+
cdf.emplace_back(p / _cdf.back());
|
440
|
+
}
|
441
|
+
}
|
442
|
+
else
|
443
|
+
{
|
444
|
+
// use alias table
|
445
|
+
alias_table = AliasMethod<float, Scalar>{ first, last };
|
446
|
+
}
|
447
|
+
}
|
448
|
+
|
449
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
450
|
+
{
|
451
|
+
if (!cdf.empty())
|
452
|
+
{
|
453
|
+
auto rx = ur_base::operator()();
|
454
|
+
return (Scalar)(std::lower_bound(cdf.begin(), cdf.end() - 1, rx) - cdf.begin());
|
455
|
+
}
|
456
|
+
else
|
457
|
+
{
|
458
|
+
auto albit = pfirst(this->rng()) & alias_table.get_bitmask();
|
459
|
+
auto alx = ur_base::operator()();
|
460
|
+
if (alx < alias_table.get_prob()[albit]) return albit;
|
461
|
+
return alias_table.get_alias()[albit];
|
462
|
+
}
|
463
|
+
}
|
464
|
+
|
465
|
+
template<typename Packet>
|
466
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
467
|
+
{
|
468
|
+
using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
|
469
|
+
|
470
|
+
if (!cdf.empty())
|
471
|
+
{
|
472
|
+
auto ret = pset1<Packet>(cdf.size());
|
473
|
+
auto rx = ur_base::template packetOp<PacketType>();
|
474
|
+
for (auto& p : cdf)
|
475
|
+
{
|
476
|
+
ret = padd(ret, reinterpret_to_int(pcmplt(rx, pset1<PacketType>(p))));
|
477
|
+
}
|
478
|
+
return ret;
|
479
|
+
}
|
480
|
+
else
|
481
|
+
{
|
482
|
+
using RUtils = RawbitsMaker<Packet, Rng>;
|
483
|
+
auto albit = pand(RUtils{}.rawbits(this->rng), pset1<Packet>(alias_table.get_bitmask()));
|
484
|
+
auto c = reinterpret_to_int(pcmplt(ur_base::template packetOp<PacketType>(), pgather(alias_table.get_prob(), albit)));
|
485
|
+
return pblendv(c, albit, pgather(alias_table.get_alias(), albit));
|
486
|
+
}
|
487
|
+
}
|
488
|
+
};
|
489
|
+
|
490
|
+
template<typename Scalar, typename Rng>
|
491
|
+
struct scalar_discrete_dist_op<Scalar, Rng, double> : public scalar_uniform_real_op<double, Rng>
|
492
|
+
{
|
493
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "discreteDist needs integral types.");
|
494
|
+
using ur_base = scalar_uniform_real_op<double, Rng>;
|
495
|
+
|
496
|
+
std::vector<double> cdf;
|
497
|
+
AliasMethod<double, Scalar> alias_table;
|
498
|
+
|
499
|
+
template<typename RealIter>
|
500
|
+
scalar_discrete_dist_op(const Rng& _rng, RealIter first, RealIter last)
|
501
|
+
: ur_base{ _rng }
|
502
|
+
{
|
503
|
+
if (std::distance(first, last) < 16)
|
504
|
+
{
|
505
|
+
// use linear or binary search
|
506
|
+
std::vector<double> _cdf;
|
507
|
+
double acc = 0;
|
508
|
+
for (; first != last; ++first)
|
509
|
+
{
|
510
|
+
_cdf.emplace_back(acc += *first);
|
511
|
+
}
|
512
|
+
|
513
|
+
for (auto& p : _cdf)
|
514
|
+
{
|
515
|
+
cdf.emplace_back(p / _cdf.back());
|
516
|
+
}
|
517
|
+
}
|
518
|
+
else
|
519
|
+
{
|
520
|
+
// use alias table
|
521
|
+
alias_table = AliasMethod<double, Scalar>{ first, last };
|
522
|
+
}
|
523
|
+
}
|
524
|
+
|
525
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
526
|
+
{
|
527
|
+
if (!cdf.empty())
|
528
|
+
{
|
529
|
+
auto rx = ur_base::operator()();
|
530
|
+
return (Scalar)(std::lower_bound(cdf.begin(), cdf.end() - 1, rx) - cdf.begin());
|
531
|
+
}
|
532
|
+
else
|
533
|
+
{
|
534
|
+
auto albit = pfirst(this->rng()) & alias_table.get_bitmask();
|
535
|
+
auto alx = ur_base::operator()();
|
536
|
+
if (alx < alias_table.get_prob()[albit]) return albit;
|
537
|
+
return alias_table.get_alias()[albit];
|
538
|
+
}
|
539
|
+
}
|
540
|
+
|
541
|
+
template<typename Packet>
|
542
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
543
|
+
{
|
544
|
+
using DPacket = decltype(reinterpret_to_double(std::declval<Packet>()));
|
545
|
+
if (!cdf.empty())
|
546
|
+
{
|
547
|
+
auto ret = pset1<Packet>(cdf.size());
|
548
|
+
#ifdef EIGEN_VECTORIZE_AVX
|
549
|
+
auto rx = ur_base::template packetOp<Packet4d>();
|
550
|
+
for (auto& p : cdf)
|
551
|
+
{
|
552
|
+
auto c = reinterpret_to_int(pcmplt(rx, pset1<decltype(rx)>(p)));
|
553
|
+
auto r = combine_low32(c);
|
554
|
+
ret = padd(ret, r);
|
555
|
+
}
|
556
|
+
#else
|
557
|
+
auto rx1 = ur_base::template packetOp<DPacket>(),
|
558
|
+
rx2 = ur_base::template packetOp<DPacket>();
|
559
|
+
for (auto& p : cdf)
|
560
|
+
{
|
561
|
+
auto pp = pset1<decltype(rx1)>(p);
|
562
|
+
ret = padd(ret, combine_low32(reinterpret_to_int(pcmplt(rx1, pp)), reinterpret_to_int(pcmplt(rx2, pp))));
|
563
|
+
}
|
564
|
+
#endif
|
565
|
+
return ret;
|
566
|
+
}
|
567
|
+
else
|
568
|
+
{
|
569
|
+
#ifdef EIGEN_VECTORIZE_AVX
|
570
|
+
using RUtils = RawbitsMaker<Packet, Rng>;
|
571
|
+
auto albit = pand(RUtils{}.rawbits(this->rng), pset1<Packet>(alias_table.get_bitmask()));
|
572
|
+
auto c = reinterpret_to_int(pcmplt(ur_base::template packetOp<Packet4d>(), pgather(alias_table.get_prob(), _mm256_castsi128_si256(albit))));
|
573
|
+
return pblendv(combine_low32(c), albit, pgather(alias_table.get_alias(), albit));
|
574
|
+
#else
|
575
|
+
using RUtils = RawbitsMaker<Packet, Rng>;
|
576
|
+
auto albit = pand(RUtils{}.rawbits(this->rng), pset1<Packet>(alias_table.get_bitmask()));
|
577
|
+
auto c1 = reinterpret_to_int(pcmplt(ur_base::template packetOp<DPacket>(), pgather(alias_table.get_prob(), albit)));
|
578
|
+
auto c2 = reinterpret_to_int(pcmplt(ur_base::template packetOp<DPacket>(), pgather(alias_table.get_prob(), albit, true)));
|
579
|
+
return pblendv(combine_low32(c1, c2), albit, pgather(alias_table.get_alias(), albit));
|
580
|
+
#endif
|
581
|
+
}
|
582
|
+
}
|
583
|
+
};
|
584
|
+
|
585
|
+
template<typename Scalar, typename Urng, typename Precision>
|
586
|
+
struct functor_traits<scalar_discrete_dist_op<Scalar, Urng, Precision> >
|
587
|
+
{
|
588
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
589
|
+
};
|
590
|
+
|
591
|
+
template<typename Scalar, typename Rng>
|
592
|
+
struct scalar_poisson_dist_op : public scalar_uniform_real_op<float, Rng>
|
593
|
+
{
|
594
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "poisson needs integral types.");
|
595
|
+
using ur_base = scalar_uniform_real_op<float, Rng>;
|
596
|
+
|
597
|
+
double mean, ne_mean, sqrt_tmean, log_mean, g1;
|
598
|
+
|
599
|
+
scalar_poisson_dist_op(const Rng& _rng, double _mean)
|
600
|
+
: ur_base{ _rng }, mean{ _mean }, ne_mean{ std::exp(-_mean) }
|
601
|
+
{
|
602
|
+
sqrt_tmean = std::sqrt(2 * mean);
|
603
|
+
log_mean = std::log(mean);
|
604
|
+
g1 = mean * log_mean - std::lgamma(mean + 1);
|
605
|
+
}
|
606
|
+
|
607
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
608
|
+
{
|
609
|
+
if (mean < 12)
|
610
|
+
{
|
611
|
+
Scalar res = 0;
|
612
|
+
double val = 1;
|
613
|
+
for (; ; ++res)
|
614
|
+
{
|
615
|
+
val *= ur_base::operator()();
|
616
|
+
if (val <= ne_mean) break;
|
617
|
+
}
|
618
|
+
return res;
|
619
|
+
}
|
620
|
+
else
|
621
|
+
{
|
622
|
+
Scalar res;
|
623
|
+
double yx;
|
624
|
+
while(1)
|
625
|
+
{
|
626
|
+
yx = std::tan(constant::pi * ur_base::operator()());
|
627
|
+
res = (Scalar)(sqrt_tmean * yx + mean);
|
628
|
+
if (res >= 0 && ur_base::operator()() <= 0.9 * (1.0 + yx * yx)
|
629
|
+
* std::exp(res * log_mean - std::lgamma(res + 1.0) - g1))
|
630
|
+
{
|
631
|
+
return res;
|
632
|
+
}
|
633
|
+
}
|
634
|
+
}
|
635
|
+
}
|
636
|
+
|
637
|
+
template<typename Packet>
|
638
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
639
|
+
{
|
640
|
+
using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
|
641
|
+
|
642
|
+
if (mean < 12)
|
643
|
+
{
|
644
|
+
Packet res = pset1<Packet>(0);
|
645
|
+
PacketType val = pset1<PacketType>(1), pne_mean = pset1<PacketType>(ne_mean);
|
646
|
+
while (1)
|
647
|
+
{
|
648
|
+
val = pmul(val, ur_base::template packetOp<PacketType>());
|
649
|
+
auto c = reinterpret_to_int(pcmplt(pne_mean, val));
|
650
|
+
if (pmovemask(c) == 0) break;
|
651
|
+
res = padd(res, pnegate(c));
|
652
|
+
}
|
653
|
+
return res;
|
654
|
+
}
|
655
|
+
else
|
656
|
+
{
|
657
|
+
auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
|
658
|
+
thread_local PacketType cache_rest;
|
659
|
+
thread_local int cache_rest_cnt;
|
660
|
+
thread_local const scalar_poisson_dist_op* cache_ptr = nullptr;
|
661
|
+
if (cache_ptr != this)
|
662
|
+
{
|
663
|
+
cache_ptr = this;
|
664
|
+
cache_rest = pset1<PacketType>(0);
|
665
|
+
cache_rest_cnt = 0;
|
666
|
+
}
|
667
|
+
|
668
|
+
const PacketType ppi = pset1<PacketType>(constant::pi),
|
669
|
+
psqrt_tmean = pset1<PacketType>(sqrt_tmean),
|
670
|
+
pmean = pset1<PacketType>(mean),
|
671
|
+
plog_mean = pset1<PacketType>(log_mean),
|
672
|
+
pg1 = pset1<PacketType>(g1);
|
673
|
+
while (1)
|
674
|
+
{
|
675
|
+
PacketType fres, yx, psin, pcos;
|
676
|
+
psincos(pmul(ppi, ur_base::template packetOp<PacketType>()), psin, pcos);
|
677
|
+
yx = pdiv(psin, pcos);
|
678
|
+
fres = ptruncate(padd(pmul(psqrt_tmean, yx), pmean));
|
679
|
+
|
680
|
+
auto p1 = pmul(padd(pmul(yx, yx), pset1<PacketType>(1)), pset1<PacketType>(0.9));
|
681
|
+
auto p2 = pexp(psub(psub(pmul(fres, plog_mean), plgamma(padd(fres, pset1<PacketType>(1)))), pg1));
|
682
|
+
|
683
|
+
auto c1 = pcmple(pset1<PacketType>(0), fres);
|
684
|
+
auto c2 = pcmple(ur_base::template packetOp<PacketType>(), pmul(p1, p2));
|
685
|
+
|
686
|
+
auto cands = fres;
|
687
|
+
bool full = false;
|
688
|
+
cache_rest_cnt = cm.compress_append(cands, pand(c1, c2),
|
689
|
+
cache_rest, cache_rest_cnt, full);
|
690
|
+
if (full) return pcast<PacketType, Packet>(cands);
|
691
|
+
}
|
692
|
+
}
|
693
|
+
}
|
694
|
+
};
|
695
|
+
|
696
|
+
template<typename Scalar, typename Urng>
|
697
|
+
struct functor_traits<scalar_poisson_dist_op<Scalar, Urng> >
|
698
|
+
{
|
699
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
700
|
+
};
|
701
|
+
|
702
|
+
template<typename Scalar, typename Rng>
|
703
|
+
struct scalar_binomial_dist_op : public scalar_poisson_dist_op<Scalar, Rng>
|
704
|
+
{
|
705
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "binomial needs integral types.");
|
706
|
+
using ur_base = scalar_uniform_real_op<float, Rng>;
|
707
|
+
|
708
|
+
Scalar trials;
|
709
|
+
double p, small_p, g1, sqrt_v, log_small_p, log_small_q;
|
710
|
+
|
711
|
+
scalar_binomial_dist_op(const Rng& _rng, Scalar _trials = 1, double _p = 0.5)
|
712
|
+
: scalar_poisson_dist_op<Scalar, Rng>{ _rng, _trials * std::min(_p, 1 - _p) },
|
713
|
+
trials{ _trials }, p{ _p }, small_p{ std::min(p, 1 - p) }
|
714
|
+
|
715
|
+
{
|
716
|
+
g1 = std::lgamma(trials + 1);
|
717
|
+
sqrt_v = std::sqrt(2 * this->mean * (1 - small_p));
|
718
|
+
log_small_p = std::log(small_p);
|
719
|
+
log_small_q = std::log(1 - small_p);
|
720
|
+
}
|
721
|
+
|
722
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
723
|
+
{
|
724
|
+
Scalar res;
|
725
|
+
if (trials < 25)
|
726
|
+
{
|
727
|
+
res = 0;
|
728
|
+
for (int i = 0; i < trials; ++i)
|
729
|
+
{
|
730
|
+
if (ur_base::operator()() < p) ++res;
|
731
|
+
}
|
732
|
+
return res;
|
733
|
+
}
|
734
|
+
else if (this->mean < 1.0)
|
735
|
+
{
|
736
|
+
res = scalar_poisson_dist_op<Scalar, Rng>::operator()();
|
737
|
+
}
|
738
|
+
else
|
739
|
+
{
|
740
|
+
while(1)
|
741
|
+
{
|
742
|
+
double ys;
|
743
|
+
ys = std::tan(constant::pi * ur_base::operator()());
|
744
|
+
res = (Scalar)(sqrt_v * ys + this->mean);
|
745
|
+
if (0 <= res && res <= trials && ur_base::operator()() <= 1.2 * sqrt_v
|
746
|
+
* (1.0 + ys * ys)
|
747
|
+
* std::exp(g1 - std::lgamma(res + 1)
|
748
|
+
- std::lgamma(trials - res + 1.0)
|
749
|
+
+ res * log_small_p
|
750
|
+
+ (trials - res) * log_small_q)
|
751
|
+
)
|
752
|
+
{
|
753
|
+
break;
|
754
|
+
}
|
755
|
+
}
|
756
|
+
}
|
757
|
+
return p == small_p ? res : trials - res;
|
758
|
+
}
|
759
|
+
|
760
|
+
template<typename Packet>
|
761
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
762
|
+
{
|
763
|
+
using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
|
764
|
+
Packet res;
|
765
|
+
if (trials < 25)
|
766
|
+
{
|
767
|
+
PacketType pp = pset1<PacketType>(p);
|
768
|
+
res = pset1<Packet>(trials);
|
769
|
+
for (int i = 0; i < trials; ++i)
|
770
|
+
{
|
771
|
+
auto c = reinterpret_to_int(pcmple(pp, ur_base::template packetOp<PacketType>()));
|
772
|
+
res = padd(res, c);
|
773
|
+
}
|
774
|
+
return res;
|
775
|
+
}
|
776
|
+
else if (this->mean < 1.0)
|
777
|
+
{
|
778
|
+
res = scalar_poisson_dist_op<Scalar, Rng>::template packetOp<Packet>();
|
779
|
+
}
|
780
|
+
else
|
781
|
+
{
|
782
|
+
auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
|
783
|
+
thread_local PacketType cache_rest;
|
784
|
+
thread_local int cache_rest_cnt;
|
785
|
+
thread_local const scalar_binomial_dist_op* cache_ptr = nullptr;
|
786
|
+
if (cache_ptr != this)
|
787
|
+
{
|
788
|
+
cache_ptr = this;
|
789
|
+
cache_rest = pset1<PacketType>(0);
|
790
|
+
cache_rest_cnt = 0;
|
791
|
+
}
|
792
|
+
|
793
|
+
const PacketType ppi = pset1<PacketType>(constant::pi),
|
794
|
+
ptrials = pset1<PacketType>(trials),
|
795
|
+
psqrt_v = pset1<PacketType>(sqrt_v),
|
796
|
+
pmean = pset1<PacketType>(this->mean),
|
797
|
+
plog_small_p = pset1<PacketType>(log_small_p),
|
798
|
+
plog_small_q = pset1<PacketType>(log_small_q),
|
799
|
+
pg1 = pset1<PacketType>(g1);
|
800
|
+
while (1)
|
801
|
+
{
|
802
|
+
PacketType fres, ys, psin, pcos;
|
803
|
+
psincos(pmul(ppi, ur_base::template packetOp<PacketType>()), psin, pcos);
|
804
|
+
ys = pdiv(psin, pcos);
|
805
|
+
fres = ptruncate(padd(pmul(psqrt_v, ys), pmean));
|
806
|
+
|
807
|
+
auto p1 = pmul(pmul(pset1<PacketType>(1.2), psqrt_v), padd(pset1<PacketType>(1), pmul(ys, ys)));
|
808
|
+
auto p2 = pexp(
|
809
|
+
padd(padd(psub(
|
810
|
+
psub(pg1, plgamma(padd(fres, pset1<PacketType>(1)))),
|
811
|
+
plgamma(psub(padd(ptrials, pset1<PacketType>(1)), fres))
|
812
|
+
), pmul(fres, plog_small_p)), pmul(psub(ptrials, fres), plog_small_q))
|
813
|
+
);
|
814
|
+
|
815
|
+
auto c1 = pand(pcmple(pset1<PacketType>(0), fres), pcmple(fres, ptrials));
|
816
|
+
auto c2 = pcmple(ur_base::template packetOp<PacketType>(), pmul(p1, p2));
|
817
|
+
|
818
|
+
auto cands = fres;
|
819
|
+
bool full = false;
|
820
|
+
cache_rest_cnt = cm.compress_append(cands, pand(c1, c2),
|
821
|
+
cache_rest, cache_rest_cnt, full);
|
822
|
+
if (full)
|
823
|
+
{
|
824
|
+
res = pcast<PacketType, Packet>(cands);
|
825
|
+
break;
|
826
|
+
}
|
827
|
+
}
|
828
|
+
}
|
829
|
+
return p == small_p ? res : psub(pset1<Packet>(trials), res);
|
830
|
+
}
|
831
|
+
};
|
832
|
+
|
833
|
+
template<typename Scalar, typename Urng>
|
834
|
+
struct functor_traits<scalar_binomial_dist_op<Scalar, Urng> >
|
835
|
+
{
|
836
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
837
|
+
};
|
838
|
+
|
839
|
+
template<typename Scalar, typename Rng>
|
840
|
+
struct scalar_geometric_dist_op : public scalar_uniform_real_op<float, Rng>
|
841
|
+
{
|
842
|
+
static_assert(std::is_same<Scalar, int32_t>::value, "geomtric needs integral types.");
|
843
|
+
using ur_base = scalar_uniform_real_op<float, Rng>;
|
844
|
+
|
845
|
+
double p, rlog_q;
|
846
|
+
|
847
|
+
scalar_geometric_dist_op(const Rng& _rng, double _p)
|
848
|
+
: ur_base{ _rng }, p{ _p }, rlog_q{ 1 / std::log(1 - p) }
|
849
|
+
{
|
850
|
+
}
|
851
|
+
|
852
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
853
|
+
{
|
854
|
+
return (Scalar)(std::log(1 - ur_base::operator()()) * rlog_q);
|
855
|
+
}
|
856
|
+
|
857
|
+
template<typename Packet>
|
858
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
859
|
+
{
|
860
|
+
using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
|
861
|
+
|
862
|
+
return pcast<PacketType, Packet>(ptruncate(pmul(plog(
|
863
|
+
psub(pset1<PacketType>(1), ur_base::template packetOp<PacketType>())
|
864
|
+
), pset1<PacketType>(rlog_q))));
|
865
|
+
}
|
866
|
+
};
|
867
|
+
|
868
|
+
template<typename Scalar, typename Urng>
|
869
|
+
struct functor_traits<scalar_geometric_dist_op<Scalar, Urng> >
|
870
|
+
{
|
871
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
872
|
+
};
|
873
|
+
|
874
|
+
}
|
875
|
+
}
|
876
|
+
|
877
|
+
#endif
|