Implement std::fisher_f_distribution

libcudacxx/include/cuda/std/__random/fisher_f_distribution.h

@@ -0,0 +1,196 @@
+//===----------------------------------------------------------------------===//
+//
+// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
+// See https://llvm.org/LICENSE.txt for license information.
+// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
+// SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES.
+//
+//===----------------------------------------------------------------------===//
+
+#ifndef _CUDA_STD___FISHER_F_DISTRIBUTION_H
+#define _CUDA_STD___FISHER_F_DISTRIBUTION_H
+
+#include <cuda/std/detail/__config>
+
+#if defined(_CCCL_IMPLICIT_SYSTEM_HEADER_GCC)
+#  pragma GCC system_header
+#elif defined(_CCCL_IMPLICIT_SYSTEM_HEADER_CLANG)
+#  pragma clang system_header
+#elif defined(_CCCL_IMPLICIT_SYSTEM_HEADER_MSVC)
+#  pragma system_header
+#endif // no system header
+
+#include <cuda/std/__limits/numeric_limits.h>
+#include <cuda/std/__random/gamma_distribution.h>
+#include <cuda/std/__random/is_valid.h>
+
+#if !_CCCL_COMPILER(NVRTC)
+#  include <iosfwd>
+#endif // !_CCCL_COMPILER(NVRTC)
+
+#include <cuda/std/__cccl/prologue.h>
+
+_CCCL_BEGIN_NAMESPACE_CUDA_STD
+
+template <class _RealType = double>
+class fisher_f_distribution
+{
+  static_assert(__libcpp_random_is_valid_realtype<_RealType>, "RealType must be a supported floating-point type");
+
+public:
+  // types
+  using result_type = _RealType;
+
+  class param_type
+  {
+  private:
+    result_type __m_ = result_type{1};
+    result_type __n_ = result_type{1};
+
+  public:
+    using distribution_type = fisher_f_distribution;
+
+    _CCCL_API constexpr explicit param_type(result_type __m = result_type{1}, result_type __n = result_type{1}) noexcept
+        : __m_{__m}
+        , __n_{__n}
+    {}
+
+    [[nodiscard]] _CCCL_API constexpr result_type m() const noexcept
+    {
+      return __m_;
+    }
+    [[nodiscard]] _CCCL_API constexpr result_type n() const noexcept
+    {
+      return __n_;
+    }
+
+    [[nodiscard]] friend _CCCL_API constexpr bool operator==(const param_type& __x, const param_type& __y) noexcept
+    {
+      return __x.__m_ == __y.__m_ && __x.__n_ == __y.__n_;
+    }
+#if _CCCL_STD_VER <= 2017
+    [[nodiscard]] friend _CCCL_API constexpr bool operator!=(const param_type& __x, const param_type& __y) noexcept
+    {
+      return !(__x == __y);
+    }
+#endif // _CCCL_STD_VER <= 2017
+  };
+
+private:
+  param_type __p_{};
+
+public:
+  // constructor and reset functions
+  constexpr fisher_f_distribution() = default;
+
+  _CCCL_API constexpr explicit fisher_f_distribution(result_type __m, result_type __n = result_type{1})
+      : __p_{param_type{__m, __n}}
+  {}
+  _CCCL_API constexpr explicit fisher_f_distribution(const param_type& __p)
+      : __p_{__p}
+  {}
+  _CCCL_API constexpr void reset() noexcept {}
+
+  // generating functions
+  template <class _URng>
+  [[nodiscard]] _CCCL_API result_type operator()(_URng& __g)
+  {
+    return (*this)(__g, __p_);
+  }
+  template <class _URng>
+  [[nodiscard]] _CCCL_API result_type operator()(_URng& __g, const param_type& __p)
+  {
+    static_assert(__cccl_random_is_valid_urng<_URng>);
+    gamma_distribution<result_type> __gdm{__p.m() * result_type{.5}};
+    gamma_distribution<result_type> __gdn{__p.n() * result_type{.5}};
+    return __p.n() * __gdm(__g) / (__p.m() * __gdn(__g));
+  }
+
+  // property functions
+  [[nodiscard]] _CCCL_API constexpr result_type m() const noexcept
+  {
+    return __p_.m();
+  }
+  [[nodiscard]] _CCCL_API constexpr result_type n() const noexcept
+  {
+    return __p_.n();
+  }
+
+  [[nodiscard]] _CCCL_API constexpr param_type param() const noexcept
+  {
+    return __p_;
+  }
+  _CCCL_API _CCCL_CONSTEXPR_CXX20 void param(const param_type& __p) noexcept
+  {
+    __p_ = __p;
+  }
+
+  [[nodiscard]] _CCCL_API static constexpr result_type min() noexcept
+  {
+    return result_type{0};
+  }
+  [[nodiscard]] _CCCL_API static constexpr result_type max() noexcept
+  {
+    return numeric_limits<result_type>::infinity();
+  }
+
+  [[nodiscard]] friend _CCCL_API constexpr bool
+  operator==(const fisher_f_distribution& __x, const fisher_f_distribution& __y) noexcept
+  {
+    return __x.__p_ == __y.__p_;
+  }
+#if _CCCL_STD_VER <= 2017
+  [[nodiscard]] friend _CCCL_API constexpr bool
+  operator!=(const fisher_f_distribution& __x, const fisher_f_distribution& __y) noexcept
+  {
+    return !(__x == __y);
+  }
+#endif // _CCCL_STD_VER <= 2017
+
+#if !_CCCL_COMPILER(NVRTC)
+  template <class _CharT, class _Traits>
+  friend ::std::basic_ostream<_CharT, _Traits>&
+  operator<<(::std::basic_ostream<_CharT, _Traits>& __os, const fisher_f_distribution& __x)
+  {
+    using ostream_type                        = ::std::basic_ostream<_CharT, _Traits>;
+    using ios_base                            = typename ostream_type::ios_base;
+    const typename ios_base::fmtflags __flags = __os.flags();
+    const _CharT __fill                       = __os.fill();
+    const ::std::streamsize __precision       = __os.precision();
+    __os.flags(ios_base::dec | ios_base::left | ios_base::scientific);
+    _CharT __sp = __os.widen(' ');
+    __os.fill(__sp);
+    __os.precision(numeric_limits<result_type>::max_digits10);
+    __os << __x.m() << __sp << __x.n();
+    __os.flags(__flags);
+    __os.fill(__fill);
+    __os.precision(__precision);
+    return __os;
+  }
+
+  template <class _CharT, class _Traits>
+  friend ::std::basic_istream<_CharT, _Traits>&
+  operator>>(::std::basic_istream<_CharT, _Traits>& __is, fisher_f_distribution& __x)
+  {
+    using istream_type                        = ::std::basic_istream<_CharT, _Traits>;
+    using ios_base                            = typename istream_type::ios_base;
+    const typename ios_base::fmtflags __flags = __is.flags();
+    __is.flags(ios_base::dec | ios_base::skipws);
+    result_type __m;
+    result_type __n;
+    __is >> __m >> __n;
+    if (!__is.fail())
+    {
+      __x.param(param_type{__m, __n});
+    }
+    __is.flags(__flags);
+    return __is;
+  }
+#endif // !_CCCL_COMPILER(NVRTC)
+};
+
+_CCCL_END_NAMESPACE_CUDA_STD
+
+#include <cuda/std/__cccl/epilogue.h>
+
+#endif // _CUDA_STD___FISHER_F_DISTRIBUTION_H

libcudacxx/include/cuda/std/__random_

@@ -26,6 +26,7 @@
 #include <cuda/std/__random/cauchy_distribution.h>
 #include <cuda/std/__random/exponential_distribution.h>
 #include <cuda/std/__random/extreme_value_distribution.h>
+#include <cuda/std/__random/fisher_f_distribution.h>
 #include <cuda/std/__random/gamma_distribution.h>
 #include <cuda/std/__random/linear_congruential_engine.h>
 #include <cuda/std/__random/lognormal_distribution.h>

libcudacxx/test/libcudacxx/std/random/distribution/fisher_f.pass.cpp

@@ -0,0 +1,61 @@
+//===----------------------------------------------------------------------===//
+//
+// Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
+// See https://llvm.org/LICENSE.txt for license information.
+// SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
+// SPDX-FileCopyrightText: Copyright (c) 2025 NVIDIA CORPORATION & AFFILIATES.
+//
+//===----------------------------------------------------------------------===//
+//
+// REQUIRES: long_tests
+
+// <random>
+
+// template<class RealType = double>
+// class fisher_f_distribution
+
+#include <cuda/std/__random_>
+#include <cuda/std/cassert>
+#include <cuda/std/cmath>
+
+#include "random_utilities/stats_functions.h"
+#include "random_utilities/test_distribution.h"
+#include "test_macros.h"
+
+template <class T>
+struct fisher_f_cdf
+{
+  using P = typename cuda::std::fisher_f_distribution<T>::param_type;
+
+  __host__ __device__ double operator()(double x, const P& p) const
+  {
+    // CDF: F(x; m, n) = I_{mx/(mx+n)}(m/2, n/2)
+    // where I is the regularized incomplete beta function
+    if (x <= 0)
+    {
+      return 0.0;
+    }
+    double m_val = p.m();
+    double n_val = p.n();
+    double z     = (m_val * x) / (m_val * x + n_val);
+    return incomplete_beta(m_val / 2.0, n_val / 2.0, z);
+  }
+};
+
+template <class T>
+__host__ __device__ void test()
+{
+  [[maybe_unused]] const bool test_constexpr = false;
+  using D                                    = cuda::std::fisher_f_distribution<T>;
+  using P                                    = typename D::param_type;
+  using G                                    = cuda::std::philox4x64;
+  cuda::std::array<P, 5> params              = {P(1, 1), P(5, 2), P(10, 10), P(2, 5), P(20, 30)};
+  test_distribution<D, true, G, test_constexpr>(params, fisher_f_cdf<T>{});
+}
+
+int main(int, char**)
+{
+  test<double>();
+  test<float>();
+  return 0;
+}