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gpu support for pois_rand #54

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Merged
ChrisRackauckas merged 12 commits into from
Aug 6, 2025
Merged

gpu support for pois_rand #54

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7f010a7
added gpu version for pois_rand
sivasathyaseeelan Aug 5, 2025
56b1720
added PassthroughRNG implementation
sivasathyaseeelan Aug 5, 2025
2a452e7
refactor
sivasathyaseeelan Aug 5, 2025
f94dd83
refactor 2
sivasathyaseeelan Aug 5, 2025
3a48a5c
refactor 3
sivasathyaseeelan Aug 5, 2025
2bd65fe
typo
sivasathyaseeelan Aug 5, 2025
3e3e1f5
Update src/PoissonRandom.jl
sivasathyaseeelan Aug 5, 2025
d7733b1
minor change
sivasathyaseeelan Aug 5, 2025
3b63174
added rand functions to AbstractRNG
sivasathyaseeelan Aug 5, 2025
a3dce73
factorial calculation fixed
sivasathyaseeelan Aug 6, 2025
ae49431
optimization in factorial(K)
sivasathyaseeelan Aug 6, 2025
14e3940
removed SpecialFunctions
sivasathyaseeelan Aug 6, 2025
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18 changes: 16 additions & 2 deletions src/PoissonRandom.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -3,7 +3,18 @@ module PoissonRandom
using Random
using LogExpFunctions: log1pmx

export pois_rand
export pois_rand, PassthroughRNG

# GPU-compatible Poisson sampling via PassthroughRNG
struct PassthroughRNG <: AbstractRNG end

rand(rng::PassthroughRNG) = Random.rand()
randexp(rng::PassthroughRNG) = Random.randexp()
randn(rng::PassthroughRNG) = Random.randn()

rand(rng::AbstractRNG) = Random.rand(rng)
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@isaacsas isaacsas Sep 10, 2025

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@ChrisRackauckas aren't these three here pirating from base?

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@ChrisRackauckas ChrisRackauckas Sep 10, 2025

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No they are shadowing.

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@ChrisRackauckas ChrisRackauckas Sep 10, 2025

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oh wait there is a direct using. ehhh

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@oscardssmith oscardssmith Sep 10, 2025

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we should probably delete the last of these.

randexp(rng::AbstractRNG) = Random.randexp(rng)
randn(rng::AbstractRNG) = Random.randn(rng)

count_rand(λ) = count_rand(Random.GLOBAL_RNG, λ)
function count_rand(rng::AbstractRNG, λ)
Expand Down Expand Up @@ -88,7 +99,7 @@ function procf(λ, K::Int, s::Float64)

if K < 10
px = -float(λ)
py = λ^K / factorial(K)
py = λ^K / prod(2:K)
else
δ = inv(12) / K
δ -= 4.8 * δ^3
Expand Down Expand Up @@ -121,6 +132,9 @@ pois_rand(λ)
using RandomNumbers
rng = Xorshifts.Xoroshiro128Plus()
pois_rand(rng, λ)

# Simple Poisson random on GPU
pois_rand(PoissonRandom.PassthroughRNG(), λ)
```
"""
pois_rand(λ) = pois_rand(Random.GLOBAL_RNG, λ)
Expand Down
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