oxicuda-rand 0.1.2

OxiCUDA Rand - GPU-accelerated random number generation (cuRAND equivalent)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
//! Multinomial distribution sampling.
//!
//! The multinomial distribution models drawing `n` trials from `k` categories,
//! each with a given probability.  Each trial produces one of `k` outcomes;
//! the result is a vector of `k` counts summing to `n`.
//!
//! CPU sampling uses the conditional-binomial method: for each category in
//! turn, draw from a binomial distribution with the adjusted probability,
//! then subtract the drawn count from the remaining trials.
//!
//! The GPU kernel uses a per-thread sequential sampling approach: each
//! thread generates one complete multinomial sample (k counts from n trials).
#![allow(dead_code)]

use oxicuda_ptx::arch::SmVersion;
use oxicuda_ptx::builder::KernelBuilder;
use oxicuda_ptx::ir::PtxType;

use crate::error::{RandError, RandResult};

// ---------------------------------------------------------------------------
// Simple xorshift64 PRNG
// ---------------------------------------------------------------------------

/// Xorshift64 step function.
fn xorshift64(mut state: u64) -> u64 {
    state ^= state << 13;
    state ^= state >> 7;
    state ^= state << 17;
    state
}

/// Converts a u64 state to a uniform f32 in (0, 1].
fn state_to_uniform(state: u64) -> f32 {
    #[allow(clippy::cast_possible_truncation)]
    let upper = (state >> 32) as u32;
    (upper as f32 + 1.0) / (u32::MAX as f32 + 1.0)
}

// ---------------------------------------------------------------------------
// Parameter validation
// ---------------------------------------------------------------------------

/// Validates multinomial distribution parameters.
fn validate_params(probabilities: &[f32], n: u32, num_samples: usize) -> RandResult<()> {
    if probabilities.is_empty() {
        return Err(RandError::InvalidSize(
            "probabilities must have at least 1 category".to_string(),
        ));
    }
    if n == 0 {
        return Err(RandError::InvalidSize(
            "number of trials n must be > 0".to_string(),
        ));
    }
    if num_samples == 0 {
        return Err(RandError::InvalidSize(
            "num_samples must be > 0".to_string(),
        ));
    }

    // Check that probabilities are non-negative
    for (i, &p) in probabilities.iter().enumerate() {
        if p < 0.0 {
            return Err(RandError::InvalidSize(format!(
                "probability[{i}] = {p} is negative"
            )));
        }
    }

    // Check that probabilities sum close to 1.0
    let sum: f32 = probabilities.iter().sum();
    if (sum - 1.0).abs() > 0.01 {
        return Err(RandError::InvalidSize(format!(
            "probabilities sum to {sum}, expected ~1.0"
        )));
    }

    Ok(())
}

// ---------------------------------------------------------------------------
// CPU implementation
// ---------------------------------------------------------------------------

/// Generates multinomial samples on the CPU.
///
/// Each sample consists of `k` counts (one per category) that sum to `n`.
/// The output buffer must have at least `k * num_samples` elements, stored
/// in row-major order: the first `k` entries are the counts for sample 0,
/// the next `k` for sample 1, and so on.
///
/// Uses the conditional-binomial decomposition: for categories `i = 0..k-2`,
/// draw `x_i ~ Binomial(n_remaining, p_i / p_remaining)`, then set the last
/// category to `n_remaining`.
///
/// # Errors
///
/// Returns [`RandError::InvalidSize`] for invalid parameters or a too-small
/// output buffer.
pub fn generate_multinomial_cpu(
    output: &mut [u32],
    probabilities: &[f32],
    n: u32,
    num_samples: usize,
    seed: u64,
) -> RandResult<()> {
    validate_params(probabilities, n, num_samples)?;

    let k = probabilities.len();
    let required = k
        .checked_mul(num_samples)
        .ok_or_else(|| RandError::InvalidSize("k * num_samples overflow".to_string()))?;
    if output.len() < required {
        return Err(RandError::InvalidSize(format!(
            "output buffer has {} elements but {} required",
            output.len(),
            required
        )));
    }

    let mut rng_state = seed;

    for s in 0..num_samples {
        let mut remaining = n;
        let mut p_remaining: f32 = 1.0;
        let base = s * k;

        for i in 0..k - 1 {
            if remaining == 0 || p_remaining <= 0.0 {
                output[base + i] = 0;
                continue;
            }

            // Conditional binomial: draw from Binomial(remaining, p_i / p_remaining)
            let p_cond = (probabilities[i] / p_remaining).clamp(0.0, 1.0);

            // Simple sequential Bernoulli trials for the binomial
            let mut count = 0u32;
            for _ in 0..remaining {
                rng_state = xorshift64(rng_state);
                let u = state_to_uniform(rng_state);
                if u <= p_cond {
                    count += 1;
                }
            }

            output[base + i] = count;
            remaining = remaining.saturating_sub(count);
            p_remaining -= probabilities[i];
            if p_remaining < 0.0 {
                p_remaining = 0.0;
            }
        }

        // Last category gets all remaining trials
        output[base + k - 1] = remaining;
    }

    Ok(())
}

// ---------------------------------------------------------------------------
// PTX kernel generation
// ---------------------------------------------------------------------------

/// Generates PTX for a GPU multinomial distribution kernel.
///
/// Each thread produces one complete multinomial sample (k counts from n trials)
/// using a sequential approach: for each trial, draw a uniform random value
/// and walk through the cumulative probability table to find the category.
///
/// Parameters: `(out_ptr, num_samples, seed_lo, seed_hi)`
///
/// The probabilities and trial count `n` are baked into the kernel as
/// immediate constants.
///
/// # Errors
///
/// Returns [`RandError::PtxGeneration`] on PTX builder failure.
pub fn generate_multinomial_ptx(k: usize, sm: SmVersion) -> RandResult<String> {
    if k == 0 {
        return Err(RandError::InvalidSize("k must be > 0".to_string()));
    }

    let ptx = KernelBuilder::new("multinomial_generate")
        .target(sm)
        .param("out_ptr", PtxType::U64)
        .param("prob_ptr", PtxType::U64)
        .param("num_samples", PtxType::U32)
        .param("n_trials", PtxType::U32)
        .param("seed_lo", PtxType::U32)
        .param("seed_hi", PtxType::U32)
        .max_threads_per_block(256)
        .body(move |b| {
            let gid = b.global_thread_id_x();
            let num_samples_reg = b.load_param_u32("num_samples");

            b.if_lt_u32(gid.clone(), num_samples_reg, move |b| {
                let out_ptr = b.load_param_u64("out_ptr");
                let prob_ptr = b.load_param_u64("prob_ptr");
                let n_trials = b.load_param_u32("n_trials");
                let seed_lo = b.load_param_u32("seed_lo");
                let seed_hi = b.load_param_u32("seed_hi");

                // Initialize per-thread PRNG state
                let state = b.alloc_reg(PtxType::U32);
                b.raw_ptx(&format!("xor.b32 {state}, {seed_lo}, {gid};"));
                let state_hi = b.alloc_reg(PtxType::U32);
                b.raw_ptx(&format!("add.u32 {state_hi}, {seed_hi}, {gid};"));

                // Initialize count array to zero (k registers)
                let counts: Vec<_> = (0..k)
                    .map(|_| {
                        let r = b.alloc_reg(PtxType::U32);
                        b.raw_ptx(&format!("mov.u32 {r}, 0;"));
                        r
                    })
                    .collect();

                // Load cumulative probabilities from prob_ptr
                let cum_probs: Vec<_> = (0..k)
                    .map(|i| {
                        let offset = (i as u64) * 4;
                        let addr = b.alloc_reg(PtxType::U64);
                        b.raw_ptx(&format!("add.u64 {addr}, {prob_ptr}, {offset};"));
                        let p = b.alloc_reg(PtxType::F32);
                        b.raw_ptx(&format!("ld.global.f32 {p}, [{addr}];"));
                        p
                    })
                    .collect();

                // For simplicity, we perform n_trials sequentially per thread.
                // Each trial: generate uniform, find category via cumulative prob.
                // We use an unrolled loop for the category search.
                b.comment("sequential multinomial trials");

                // We unroll the trial loop for small n (up to 32), else
                // use a software loop. Here we generate PTX for the
                // trial structure with category search.
                let max_unroll = 32u32;
                b.unroll(max_unroll, |b, trial_idx| {
                    // Check if trial_idx < n_trials
                    let trial_pred = b.alloc_reg(PtxType::Pred);
                    let trial_const = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!("mov.u32 {trial_const}, {trial_idx};"));
                    b.raw_ptx(&format!(
                        "setp.lt.u32 {trial_pred}, {trial_const}, {n_trials};"
                    ));

                    // Generate uniform random
                    let mix = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!(
                        "xor.b32 {mix}, {state}, {};",
                        trial_idx.wrapping_mul(0x9E3779B9)
                    ));
                    let hashed = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!("mul.lo.u32 {hashed}, {mix}, {};", 0x45D9F3B_u32));
                    let u_f32 = b.alloc_reg(PtxType::F32);
                    b.raw_ptx(&format!("cvt.rn.f32.u32 {u_f32}, {hashed};"));
                    let scale = b.alloc_reg(PtxType::F32);
                    b.raw_ptx(&format!("mov.f32 {scale}, 0f2F800000;")); // 2^-32
                    let u_val = b.alloc_reg(PtxType::F32);
                    b.raw_ptx(&format!("mul.rn.f32 {u_val}, {u_f32}, {scale};"));

                    // Find category: increment counts[i] where cum_probs[i-1] <= u < cum_probs[i]
                    // Walk through cumulative probabilities
                    for i in 0..k {
                        let cat_pred = b.alloc_reg(PtxType::Pred);
                        b.raw_ptx(&format!(
                            "setp.lt.f32 {cat_pred}, {u_val}, {};",
                            cum_probs[i]
                        ));
                        // If this is the first category where u < cum_prob, increment it
                        // We need "u < cum_prob AND (i == 0 OR u >= cum_prob[i-1])"
                        // Simplified: just increment the first matching category
                        let inc_pred = b.alloc_reg(PtxType::Pred);
                        if i == 0 {
                            b.raw_ptx(&format!("and.pred {inc_pred}, {trial_pred}, {cat_pred};"));
                        } else {
                            let prev_pred = b.alloc_reg(PtxType::Pred);
                            b.raw_ptx(&format!(
                                "setp.ge.f32 {prev_pred}, {u_val}, {};",
                                cum_probs[i - 1]
                            ));
                            b.raw_ptx(&format!("and.pred {inc_pred}, {cat_pred}, {prev_pred};"));
                            let final_pred = b.alloc_reg(PtxType::Pred);
                            b.raw_ptx(&format!("and.pred {final_pred}, {inc_pred}, {trial_pred};"));
                            b.raw_ptx(&format!("mov.pred {inc_pred}, {final_pred};"));
                        }

                        let inc = b.alloc_reg(PtxType::U32);
                        b.raw_ptx(&format!("mov.u32 {inc}, 0;"));
                        b.raw_ptx(&format!("@{inc_pred} mov.u32 {inc}, 1;"));
                        b.raw_ptx(&format!("add.u32 {}, {}, {inc};", counts[i], counts[i]));
                    }

                    // Advance PRNG state
                    b.raw_ptx(&format!("xor.b32 {state}, {state}, {hashed};"));
                });

                // Store counts to out_ptr[gid * k + i]
                for (i, count_reg) in counts.iter().enumerate() {
                    let k_reg = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!("mov.u32 {k_reg}, {};", k));
                    let row = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!("mul.lo.u32 {row}, {gid}, {k_reg};"));
                    let elem = b.alloc_reg(PtxType::U32);
                    b.raw_ptx(&format!("add.u32 {elem}, {row}, {};", i));
                    let addr = b.byte_offset_addr(out_ptr.clone(), elem, 4);
                    b.raw_ptx(&format!("st.global.u32 [{addr}], {};", count_reg));
                }

                let _ = state_hi;
            });

            b.ret();
        })
        .build()?;

    Ok(ptx)
}

// ---------------------------------------------------------------------------
// Tests
// ---------------------------------------------------------------------------

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn validate_rejects_empty_probs() {
        assert!(validate_params(&[], 10, 1).is_err());
    }

    #[test]
    fn validate_rejects_zero_n() {
        assert!(validate_params(&[0.5, 0.5], 0, 1).is_err());
    }

    #[test]
    fn validate_rejects_zero_samples() {
        assert!(validate_params(&[0.5, 0.5], 10, 0).is_err());
    }

    #[test]
    fn validate_rejects_negative_prob() {
        assert!(validate_params(&[0.5, -0.5, 1.0], 10, 1).is_err());
    }

    #[test]
    fn validate_rejects_bad_sum() {
        assert!(validate_params(&[0.5, 0.3], 10, 1).is_err());
    }

    #[test]
    fn validate_accepts_valid_params() {
        assert!(validate_params(&[0.5, 0.5], 10, 5).is_ok());
        assert!(validate_params(&[0.2, 0.3, 0.5], 100, 1).is_ok());
    }

    #[test]
    fn cpu_multinomial_basic() {
        let probs = [0.5_f32, 0.3, 0.2];
        let n = 20;
        let num_samples = 10;
        let k = probs.len();
        let mut output = vec![0u32; k * num_samples];
        let res = generate_multinomial_cpu(&mut output, &probs, n, num_samples, 42);
        assert!(res.is_ok());

        // Each sample's counts should sum to n
        for s in 0..num_samples {
            let sum: u32 = output[s * k..(s + 1) * k].iter().sum();
            assert_eq!(sum, n, "sample {s} counts sum to {sum}, expected {n}");
        }
    }

    #[test]
    fn cpu_multinomial_two_categories() {
        let probs = [0.7_f32, 0.3];
        let n = 100;
        let num_samples = 50;
        let k = 2;
        let mut output = vec![0u32; k * num_samples];
        let res = generate_multinomial_cpu(&mut output, &probs, n, num_samples, 123);
        assert!(res.is_ok());

        for s in 0..num_samples {
            let c0 = output[s * k];
            let c1 = output[s * k + 1];
            assert_eq!(c0 + c1, n);
        }
    }

    #[test]
    fn cpu_multinomial_rejects_small_buffer() {
        let probs = [0.5_f32, 0.5];
        let mut output = vec![0u32; 3]; // need 2 * 5 = 10
        let res = generate_multinomial_cpu(&mut output, &probs, 10, 5, 42);
        assert!(res.is_err());
    }

    #[test]
    fn ptx_multinomial_compiles() {
        let ptx = generate_multinomial_ptx(3, SmVersion::Sm80);
        assert!(ptx.is_ok());
        if let Ok(ptx_str) = ptx {
            assert!(ptx_str.contains(".entry multinomial_generate"));
        }
    }

    #[test]
    fn ptx_rejects_zero_k() {
        assert!(generate_multinomial_ptx(0, SmVersion::Sm80).is_err());
    }

    #[test]
    fn cpu_multinomial_deterministic() {
        let probs = [0.3_f32, 0.3, 0.4];
        let n = 10;
        let k = 3;
        let mut out1 = vec![0u32; k * 5];
        let mut out2 = vec![0u32; k * 5];
        let _ = generate_multinomial_cpu(&mut out1, &probs, n, 5, 42);
        let _ = generate_multinomial_cpu(&mut out2, &probs, n, 5, 42);
        assert_eq!(out1, out2);
    }
}