add and update samples for CUDA 11.6

This commit is contained in:
Rutwik Choughule
2022-01-13 11:35:24 +05:30
parent 11de19f00c
commit 2e41896e1b
4615 changed files with 178150 additions and 181350 deletions

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{
"configurations": [
{
"name": "Linux",
"includePath": [
"${workspaceFolder}/**",
"${workspaceFolder}/../../../Common"
],
"defines": [],
"compilerPath": "/usr/local/cuda/bin/nvcc",
"cStandard": "gnu17",
"cppStandard": "gnu++14",
"intelliSenseMode": "linux-gcc-x64",
"configurationProvider": "ms-vscode.makefile-tools"
}
],
"version": 4
}

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{
"recommendations": [
"nvidia.nsight-vscode-edition",
"ms-vscode.cpptools",
"ms-vscode.makefile-tools"
]
}

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{
"configurations": [
{
"name": "CUDA C++: Launch",
"type": "cuda-gdb",
"request": "launch",
"program": "${workspaceFolder}/SobolQRNG"
}
]
}

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{
"version": "2.0.0",
"tasks": [
{
"label": "sample",
"type": "shell",
"command": "make dbg=1",
"problemMatcher": ["$nvcc"],
"group": {
"kind": "build",
"isDefault": true
}
}
]
}

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################################################################################
# Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
#
# Redistribution and use in source and binary forms, with or without
# modification, are permitted provided that the following conditions
# are met:
# * Redistributions of source code must retain the above copyright
# notice, this list of conditions and the following disclaimer.
# * Redistributions in binary form must reproduce the above copyright
# notice, this list of conditions and the following disclaimer in the
# documentation and/or other materials provided with the distribution.
# * Neither the name of NVIDIA CORPORATION nor the names of its
# contributors may be used to endorse or promote products derived
# from this software without specific prior written permission.
#
# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
# EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
# PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
# CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
# EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
# PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
# PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
# OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
# (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
# OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#
################################################################################
#
# Makefile project only supported on Mac OS X and Linux Platforms)
#
################################################################################
# Location of the CUDA Toolkit
CUDA_PATH ?= /usr/local/cuda
##############################
# start deprecated interface #
##############################
ifeq ($(x86_64),1)
$(info WARNING - x86_64 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=x86_64 instead)
TARGET_ARCH ?= x86_64
endif
ifeq ($(ARMv7),1)
$(info WARNING - ARMv7 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=armv7l instead)
TARGET_ARCH ?= armv7l
endif
ifeq ($(aarch64),1)
$(info WARNING - aarch64 variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=aarch64 instead)
TARGET_ARCH ?= aarch64
endif
ifeq ($(ppc64le),1)
$(info WARNING - ppc64le variable has been deprecated)
$(info WARNING - please use TARGET_ARCH=ppc64le instead)
TARGET_ARCH ?= ppc64le
endif
ifneq ($(GCC),)
$(info WARNING - GCC variable has been deprecated)
$(info WARNING - please use HOST_COMPILER=$(GCC) instead)
HOST_COMPILER ?= $(GCC)
endif
ifneq ($(abi),)
$(error ERROR - abi variable has been removed)
endif
############################
# end deprecated interface #
############################
# architecture
HOST_ARCH := $(shell uname -m)
TARGET_ARCH ?= $(HOST_ARCH)
ifneq (,$(filter $(TARGET_ARCH),x86_64 aarch64 sbsa ppc64le armv7l))
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifneq (,$(filter $(TARGET_ARCH),x86_64 aarch64 sbsa ppc64le))
TARGET_SIZE := 64
else ifneq (,$(filter $(TARGET_ARCH),armv7l))
TARGET_SIZE := 32
endif
else
TARGET_SIZE := $(shell getconf LONG_BIT)
endif
else
$(error ERROR - unsupported value $(TARGET_ARCH) for TARGET_ARCH!)
endif
# sbsa and aarch64 systems look similar. Need to differentiate them at host level for now.
ifeq ($(HOST_ARCH),aarch64)
ifeq ($(CUDA_PATH)/targets/sbsa-linux,$(shell ls -1d $(CUDA_PATH)/targets/sbsa-linux 2>/dev/null))
HOST_ARCH := sbsa
TARGET_ARCH := sbsa
endif
endif
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq (,$(filter $(HOST_ARCH)-$(TARGET_ARCH),aarch64-armv7l x86_64-armv7l x86_64-aarch64 x86_64-sbsa x86_64-ppc64le))
$(error ERROR - cross compiling from $(HOST_ARCH) to $(TARGET_ARCH) is not supported!)
endif
endif
# When on native aarch64 system with userspace of 32-bit, change TARGET_ARCH to armv7l
ifeq ($(HOST_ARCH)-$(TARGET_ARCH)-$(TARGET_SIZE),aarch64-aarch64-32)
TARGET_ARCH = armv7l
endif
# operating system
HOST_OS := $(shell uname -s 2>/dev/null | tr "[:upper:]" "[:lower:]")
TARGET_OS ?= $(HOST_OS)
ifeq (,$(filter $(TARGET_OS),linux darwin qnx android))
$(error ERROR - unsupported value $(TARGET_OS) for TARGET_OS!)
endif
# host compiler
ifeq ($(TARGET_OS),darwin)
ifeq ($(shell expr `xcodebuild -version | grep -i xcode | awk '{print $$2}' | cut -d'.' -f1` \>= 5),1)
HOST_COMPILER ?= clang++
endif
else ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq ($(HOST_ARCH)-$(TARGET_ARCH),x86_64-armv7l)
ifeq ($(TARGET_OS),linux)
HOST_COMPILER ?= arm-linux-gnueabihf-g++
else ifeq ($(TARGET_OS),qnx)
ifeq ($(QNX_HOST),)
$(error ERROR - QNX_HOST must be passed to the QNX host toolchain)
endif
ifeq ($(QNX_TARGET),)
$(error ERROR - QNX_TARGET must be passed to the QNX target toolchain)
endif
export QNX_HOST
export QNX_TARGET
HOST_COMPILER ?= $(QNX_HOST)/usr/bin/arm-unknown-nto-qnx6.6.0eabi-g++
else ifeq ($(TARGET_OS),android)
HOST_COMPILER ?= arm-linux-androideabi-g++
endif
else ifeq ($(TARGET_ARCH),aarch64)
ifeq ($(TARGET_OS), linux)
HOST_COMPILER ?= aarch64-linux-gnu-g++
else ifeq ($(TARGET_OS),qnx)
ifeq ($(QNX_HOST),)
$(error ERROR - QNX_HOST must be passed to the QNX host toolchain)
endif
ifeq ($(QNX_TARGET),)
$(error ERROR - QNX_TARGET must be passed to the QNX target toolchain)
endif
export QNX_HOST
export QNX_TARGET
HOST_COMPILER ?= $(QNX_HOST)/usr/bin/q++
else ifeq ($(TARGET_OS), android)
HOST_COMPILER ?= aarch64-linux-android-clang++
endif
else ifeq ($(TARGET_ARCH),sbsa)
HOST_COMPILER ?= aarch64-linux-gnu-g++
else ifeq ($(TARGET_ARCH),ppc64le)
HOST_COMPILER ?= powerpc64le-linux-gnu-g++
endif
endif
HOST_COMPILER ?= g++
NVCC := $(CUDA_PATH)/bin/nvcc -ccbin $(HOST_COMPILER)
# internal flags
NVCCFLAGS := -m${TARGET_SIZE}
CCFLAGS :=
LDFLAGS :=
# build flags
ifeq ($(TARGET_OS),darwin)
LDFLAGS += -rpath $(CUDA_PATH)/lib
CCFLAGS += -arch $(HOST_ARCH)
else ifeq ($(HOST_ARCH)-$(TARGET_ARCH)-$(TARGET_OS),x86_64-armv7l-linux)
LDFLAGS += --dynamic-linker=/lib/ld-linux-armhf.so.3
CCFLAGS += -mfloat-abi=hard
else ifeq ($(TARGET_OS),android)
LDFLAGS += -pie
CCFLAGS += -fpie -fpic -fexceptions
endif
ifneq ($(TARGET_ARCH),$(HOST_ARCH))
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-linux)
ifneq ($(TARGET_FS),)
GCCVERSIONLTEQ46 := $(shell expr `$(HOST_COMPILER) -dumpversion` \<= 4.6)
ifeq ($(GCCVERSIONLTEQ46),1)
CCFLAGS += --sysroot=$(TARGET_FS)
endif
LDFLAGS += --sysroot=$(TARGET_FS)
LDFLAGS += -rpath-link=$(TARGET_FS)/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib/arm-linux-gnueabihf
endif
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-linux)
ifneq ($(TARGET_FS),)
GCCVERSIONLTEQ46 := $(shell expr `$(HOST_COMPILER) -dumpversion` \<= 4.6)
ifeq ($(GCCVERSIONLTEQ46),1)
CCFLAGS += --sysroot=$(TARGET_FS)
endif
LDFLAGS += --sysroot=$(TARGET_FS)
LDFLAGS += -rpath-link=$(TARGET_FS)/lib -L$(TARGET_FS)/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/lib/aarch64-linux-gnu -L$(TARGET_FS)/lib/aarch64-linux-gnu
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib -L$(TARGET_FS)/usr/lib
LDFLAGS += -rpath-link=$(TARGET_FS)/usr/lib/aarch64-linux-gnu -L$(TARGET_FS)/usr/lib/aarch64-linux-gnu
LDFLAGS += --unresolved-symbols=ignore-in-shared-libs
CCFLAGS += -isystem=$(TARGET_FS)/usr/include -I$(TARGET_FS)/usr/include -I$(TARGET_FS)/usr/include/libdrm
CCFLAGS += -isystem=$(TARGET_FS)/usr/include/aarch64-linux-gnu -I$(TARGET_FS)/usr/include/aarch64-linux-gnu
endif
endif
ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-qnx)
NVCCFLAGS += -D_QNX_SOURCE
NVCCFLAGS += --qpp-config 8.3.0,gcc_ntoaarch64le
CCFLAGS += -DWIN_INTERFACE_CUSTOM -I/usr/include/aarch64-qnx-gnu
LDFLAGS += -lsocket
LDFLAGS += -L/usr/lib/aarch64-qnx-gnu
CCFLAGS += "-Wl\,-rpath-link\,/usr/lib/aarch64-qnx-gnu"
ifdef TARGET_OVERRIDE
LDFLAGS += -lslog2
endif
ifneq ($(TARGET_FS),)
LDFLAGS += -L$(TARGET_FS)/usr/lib
CCFLAGS += "-Wl\,-rpath-link\,$(TARGET_FS)/usr/lib"
LDFLAGS += -L$(TARGET_FS)/usr/libnvidia
CCFLAGS += "-Wl\,-rpath-link\,$(TARGET_FS)/usr/libnvidia"
CCFLAGS += -I$(TARGET_FS)/../include
endif
endif
endif
ifdef TARGET_OVERRIDE # cuda toolkit targets override
NVCCFLAGS += -target-dir $(TARGET_OVERRIDE)
endif
# Install directory of different arch
CUDA_INSTALL_TARGET_DIR :=
ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-linux)
CUDA_INSTALL_TARGET_DIR = targets/armv7-linux-gnueabihf/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-linux)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-linux/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),sbsa-linux)
CUDA_INSTALL_TARGET_DIR = targets/sbsa-linux/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-android)
CUDA_INSTALL_TARGET_DIR = targets/armv7-linux-androideabi/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-android)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-linux-androideabi/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),armv7l-qnx)
CUDA_INSTALL_TARGET_DIR = targets/ARMv7-linux-QNX/
else ifeq ($(TARGET_ARCH)-$(TARGET_OS),aarch64-qnx)
CUDA_INSTALL_TARGET_DIR = targets/aarch64-qnx/
else ifeq ($(TARGET_ARCH),ppc64le)
CUDA_INSTALL_TARGET_DIR = targets/ppc64le-linux/
endif
# Debug build flags
ifeq ($(dbg),1)
NVCCFLAGS += -g -G
BUILD_TYPE := debug
else
BUILD_TYPE := release
endif
ALL_CCFLAGS :=
ALL_CCFLAGS += $(NVCCFLAGS)
ALL_CCFLAGS += $(EXTRA_NVCCFLAGS)
ALL_CCFLAGS += $(addprefix -Xcompiler ,$(CCFLAGS))
ALL_CCFLAGS += $(addprefix -Xcompiler ,$(EXTRA_CCFLAGS))
SAMPLE_ENABLED := 1
ALL_LDFLAGS :=
ALL_LDFLAGS += $(ALL_CCFLAGS)
ALL_LDFLAGS += $(addprefix -Xlinker ,$(LDFLAGS))
ALL_LDFLAGS += $(addprefix -Xlinker ,$(EXTRA_LDFLAGS))
# Common includes and paths for CUDA
INCLUDES := -I../../../Common
LIBRARIES :=
################################################################################
# Gencode arguments
ifeq ($(TARGET_ARCH),$(filter $(TARGET_ARCH),armv7l aarch64 sbsa))
SMS ?= 53 61 70 72 75 80 86 87
else
SMS ?= 35 37 50 52 60 61 70 75 80 86
endif
ifeq ($(SMS),)
$(info >>> WARNING - no SM architectures have been specified - waiving sample <<<)
SAMPLE_ENABLED := 0
endif
ifeq ($(GENCODE_FLAGS),)
# Generate SASS code for each SM architecture listed in $(SMS)
$(foreach sm,$(SMS),$(eval GENCODE_FLAGS += -gencode arch=compute_$(sm),code=sm_$(sm)))
# Generate PTX code from the highest SM architecture in $(SMS) to guarantee forward-compatibility
HIGHEST_SM := $(lastword $(sort $(SMS)))
ifneq ($(HIGHEST_SM),)
GENCODE_FLAGS += -gencode arch=compute_$(HIGHEST_SM),code=compute_$(HIGHEST_SM)
endif
endif
ALL_CCFLAGS += --threads 0 --std=c++11
ifeq ($(SAMPLE_ENABLED),0)
EXEC ?= @echo "[@]"
endif
################################################################################
# Target rules
all: build
build: SobolQRNG
check.deps:
ifeq ($(SAMPLE_ENABLED),0)
@echo "Sample will be waived due to the above missing dependencies"
else
@echo "Sample is ready - all dependencies have been met"
endif
sobol.o:sobol.cpp
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
sobol_gold.o:sobol_gold.cpp
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
sobol_gpu.o:sobol_gpu.cu
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
sobol_primitives.o:sobol_primitives.cpp
$(EXEC) $(NVCC) $(INCLUDES) $(ALL_CCFLAGS) $(GENCODE_FLAGS) -o $@ -c $<
SobolQRNG: sobol.o sobol_gold.o sobol_gpu.o sobol_primitives.o
$(EXEC) $(NVCC) $(ALL_LDFLAGS) $(GENCODE_FLAGS) -o $@ $+ $(LIBRARIES)
$(EXEC) mkdir -p ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)
$(EXEC) cp $@ ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)
run: build
$(EXEC) ./SobolQRNG
testrun: build
clean:
rm -f SobolQRNG sobol.o sobol_gold.o sobol_gpu.o sobol_primitives.o
rm -rf ../../../bin/$(TARGET_ARCH)/$(TARGET_OS)/$(BUILD_TYPE)/SobolQRNG
clobber: clean

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<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE entry SYSTEM "SamplesInfo.dtd">
<entry>
<name>SobolQRNG</name>
<cuda_api_list>
<toolkit>cudaFree</toolkit>
<toolkit>cudaDeviceSynchronize</toolkit>
<toolkit>cudaMalloc</toolkit>
<toolkit>cudaMemcpy</toolkit>
<toolkit>cudaGetErrorString</toolkit>
<toolkit>cudaGetDeviceProperties</toolkit>
<toolkit>cudaGetDevice</toolkit>
</cuda_api_list>
<description><![CDATA[This sample implements Sobol Quasirandom Sequence Generator.]]></description>
<devicecompilation>whole</devicecompilation>
<includepaths>
<path>./</path>
<path>../</path>
<path>../../../Common</path>
</includepaths>
<keyconcepts>
<concept level="advanced">Computational Finance</concept>
</keyconcepts>
<keywords>
<keyword>CUDA</keyword>
<keyword>Advanced Topics</keyword>
<keyword>Quasi-Monte Carlo Integration</keyword>
<keyword>Computational Finance</keyword>
</keywords>
<libraries>
</libraries>
<librarypaths>
</librarypaths>
<nsight_eclipse>true</nsight_eclipse>
<primary_file>sobel.cpp</primary_file>
<scopes>
<scope>1:CUDA Advanced Topics</scope>
<scope>3:Computational Finance</scope>
</scopes>
<sm-arch>sm35</sm-arch>
<sm-arch>sm37</sm-arch>
<sm-arch>sm50</sm-arch>
<sm-arch>sm52</sm-arch>
<sm-arch>sm53</sm-arch>
<sm-arch>sm60</sm-arch>
<sm-arch>sm61</sm-arch>
<sm-arch>sm70</sm-arch>
<sm-arch>sm72</sm-arch>
<sm-arch>sm75</sm-arch>
<sm-arch>sm80</sm-arch>
<sm-arch>sm86</sm-arch>
<sm-arch>sm87</sm-arch>
<supported_envs>
<env>
<arch>x86_64</arch>
<platform>linux</platform>
</env>
<env>
<platform>windows7</platform>
</env>
<env>
<arch>x86_64</arch>
<platform>macosx</platform>
</env>
<env>
<arch>arm</arch>
</env>
<env>
<arch>sbsa</arch>
</env>
<env>
<arch>ppc64le</arch>
<platform>linux</platform>
</env>
</supported_envs>
<supported_sm_architectures>
<include>all</include>
</supported_sm_architectures>
<title>Sobol Quasirandom Number Generator</title>
<type>exe</type>
</entry>

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# SobolQRNG - Sobol Quasirandom Number Generator
## Description
This sample implements Sobol Quasirandom Sequence Generator.
## Key Concepts
Computational Finance
## Supported SM Architectures
[SM 3.5 ](https://developer.nvidia.com/cuda-gpus) [SM 3.7 ](https://developer.nvidia.com/cuda-gpus) [SM 5.0 ](https://developer.nvidia.com/cuda-gpus) [SM 5.2 ](https://developer.nvidia.com/cuda-gpus) [SM 5.3 ](https://developer.nvidia.com/cuda-gpus) [SM 6.0 ](https://developer.nvidia.com/cuda-gpus) [SM 6.1 ](https://developer.nvidia.com/cuda-gpus) [SM 7.0 ](https://developer.nvidia.com/cuda-gpus) [SM 7.2 ](https://developer.nvidia.com/cuda-gpus) [SM 7.5 ](https://developer.nvidia.com/cuda-gpus) [SM 8.0 ](https://developer.nvidia.com/cuda-gpus) [SM 8.6 ](https://developer.nvidia.com/cuda-gpus) [SM 8.7 ](https://developer.nvidia.com/cuda-gpus)
## Supported OSes
Linux, Windows
## Supported CPU Architecture
x86_64, ppc64le, armv7l
## CUDA APIs involved
### [CUDA Runtime API](http://docs.nvidia.com/cuda/cuda-runtime-api/index.html)
cudaFree, cudaDeviceSynchronize, cudaMalloc, cudaMemcpy, cudaGetErrorString, cudaGetDeviceProperties, cudaGetDevice
## Prerequisites
Download and install the [CUDA Toolkit 11.6](https://developer.nvidia.com/cuda-downloads) for your corresponding platform.
## Build and Run
### Windows
The Windows samples are built using the Visual Studio IDE. Solution files (.sln) are provided for each supported version of Visual Studio, using the format:
```
*_vs<version>.sln - for Visual Studio <version>
```
Each individual sample has its own set of solution files in its directory:
To build/examine all the samples at once, the complete solution files should be used. To build/examine a single sample, the individual sample solution files should be used.
> **Note:** Some samples require that the Microsoft DirectX SDK (June 2010 or newer) be installed and that the VC++ directory paths are properly set up (**Tools > Options...**). Check DirectX Dependencies section for details."
### Linux
The Linux samples are built using makefiles. To use the makefiles, change the current directory to the sample directory you wish to build, and run make:
```
$ cd <sample_dir>
$ make
```
The samples makefiles can take advantage of certain options:
* **TARGET_ARCH=<arch>** - cross-compile targeting a specific architecture. Allowed architectures are x86_64, ppc64le, armv7l.
By default, TARGET_ARCH is set to HOST_ARCH. On a x86_64 machine, not setting TARGET_ARCH is the equivalent of setting TARGET_ARCH=x86_64.<br/>
`$ make TARGET_ARCH=x86_64` <br/> `$ make TARGET_ARCH=ppc64le` <br/> `$ make TARGET_ARCH=armv7l` <br/>
See [here](http://docs.nvidia.com/cuda/cuda-samples/index.html#cross-samples) for more details.
* **dbg=1** - build with debug symbols
```
$ make dbg=1
```
* **SMS="A B ..."** - override the SM architectures for which the sample will be built, where `"A B ..."` is a space-delimited list of SM architectures. For example, to generate SASS for SM 50 and SM 60, use `SMS="50 60"`.
```
$ make SMS="50 60"
```
* **HOST_COMPILER=<host_compiler>** - override the default g++ host compiler. See the [Linux Installation Guide](http://docs.nvidia.com/cuda/cuda-installation-guide-linux/index.html#system-requirements) for a list of supported host compilers.
```
$ make HOST_COMPILER=g++
```
## References (for more details)

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Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio 2017
Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "SobolQRNG", "SobolQRNG_vs2017.vcxproj", "{997E0757-EA74-4A4E-A0FC-47D8C8831A15}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Debug|x64 = Debug|x64
Release|x64 = Release|x64
EndGlobalSection
GlobalSection(ProjectConfigurationPlatforms) = postSolution
{997E0757-EA74-4A4E-A0FC-47D8C8831A15}.Debug|x64.ActiveCfg = Debug|x64
{997E0757-EA74-4A4E-A0FC-47D8C8831A15}.Debug|x64.Build.0 = Debug|x64
{997E0757-EA74-4A4E-A0FC-47D8C8831A15}.Release|x64.ActiveCfg = Release|x64
{997E0757-EA74-4A4E-A0FC-47D8C8831A15}.Release|x64.Build.0 = Release|x64
EndGlobalSection
GlobalSection(SolutionProperties) = preSolution
HideSolutionNode = FALSE
EndGlobalSection
EndGlobal

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<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<PropertyGroup>
<CUDAPropsPath Condition="'$(CUDAPropsPath)'==''">$(VCTargetsPath)\BuildCustomizations</CUDAPropsPath>
</PropertyGroup>
<ItemGroup Label="ProjectConfigurations">
<ProjectConfiguration Include="Debug|x64">
<Configuration>Debug</Configuration>
<Platform>x64</Platform>
</ProjectConfiguration>
<ProjectConfiguration Include="Release|x64">
<Configuration>Release</Configuration>
<Platform>x64</Platform>
</ProjectConfiguration>
</ItemGroup>
<PropertyGroup Label="Globals">
<ProjectGuid>{997E0757-EA74-4A4E-A0FC-47D8C8831A15}</ProjectGuid>
<RootNamespace>SobolQRNG_vs2017</RootNamespace>
<ProjectName>SobolQRNG</ProjectName>
<CudaToolkitCustomDir />
</PropertyGroup>
<PropertyGroup Condition="'$(WindowsTargetPlatformVersion)'==''">
<LatestTargetPlatformVersion>$([Microsoft.Build.Utilities.ToolLocationHelper]::GetLatestSDKTargetPlatformVersion('Windows', '10.0'))</LatestTargetPlatformVersion>
<WindowsTargetPlatformVersion Condition="'$(WindowsTargetPlatformVersion)' == ''">$(LatestTargetPlatformVersion)</WindowsTargetPlatformVersion>
<TargetPlatformVersion>$(WindowsTargetPlatformVersion)</TargetPlatformVersion>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.Default.props" />
<PropertyGroup>
<ConfigurationType>Application</ConfigurationType>
<CharacterSet>MultiByte</CharacterSet>
<PlatformToolset>v141</PlatformToolset>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)'=='Debug'">
<UseDebugLibraries>true</UseDebugLibraries>
</PropertyGroup>
<PropertyGroup Condition="'$(Configuration)'=='Release'">
<WholeProgramOptimization>true</WholeProgramOptimization>
</PropertyGroup>
<Import Project="$(VCTargetsPath)\Microsoft.Cpp.props" />
<ImportGroup Label="ExtensionSettings">
<Import Project="$(CUDAPropsPath)\CUDA 11.6.props" />
</ImportGroup>
<ImportGroup Label="PropertySheets">
<Import Condition="exists('$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props')" Label="LocalAppDataPlatform" Project="$(UserRootDir)\Microsoft.Cpp.$(Platform).user.props" />
</ImportGroup>
<PropertyGroup Label="UserMacros" />
<PropertyGroup>
<IntDir>$(Platform)/$(Configuration)/</IntDir>
<IncludePath>$(IncludePath)</IncludePath>
<CodeAnalysisRuleSet>AllRules.ruleset</CodeAnalysisRuleSet>
<CodeAnalysisRules />
<CodeAnalysisRuleAssemblies />
</PropertyGroup>
<PropertyGroup Condition="'$(Platform)'=='x64'">
<OutDir>../../../bin/win64/$(Configuration)/</OutDir>
</PropertyGroup>
<ItemDefinitionGroup>
<ClCompile>
<WarningLevel>Level3</WarningLevel>
<PreprocessorDefinitions>WIN32;_MBCS;%(PreprocessorDefinitions)</PreprocessorDefinitions>
<AdditionalIncludeDirectories>./;$(CudaToolkitDir)/include;../../../Common;</AdditionalIncludeDirectories>
</ClCompile>
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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*/
#include <iostream>
#include <cuda_runtime.h> // CUDA Runtime Functions
#include <helper_cuda.h> // helper functions for CUDA error checking and initialization
#include <helper_functions.h> // helper functions
#include <stdexcept>
#include <math.h>
#include "sobol.h"
#include "sobol_gold.h"
#include "sobol_gpu.h"
#define L1ERROR_TOLERANCE (1e-6)
const char *sSDKsample = "Sobol Quasi-Random Number Generator";
void printHelp(int argc, char *argv[]) {
if (argc > 0) {
std::cout << "\nUsage: " << argv[0] << " <options>\n\n";
} else {
std::cout << "\nUsage: <program name> <options>\n\n";
}
std::cout << "\t--vectors=M specify number of vectors (required)\n";
std::cout << "\t The generator will output M vectors\n\n";
std::cout << "\t--dimensions=N specify number of dimensions (required)\n";
std::cout << "\t Each vector will consist of N components\n\n";
std::cout << std::endl;
}
int main(int argc, char *argv[]) {
bool ok = true;
// We will generate n_vectors vectors of n_dimensions numbers
int n_vectors = 100000;
int n_dimensions = 100;
printf("%s Starting...\n\n", sSDKsample);
// Print help if requested
if (checkCmdLineFlag(argc, (const char **)argv, "help")) {
printHelp(argc, argv);
return 0;
}
if (checkCmdLineFlag(argc, (const char **)argv, "qatest")) {
// For QA testing set a default number of vectors and dimensions
n_vectors = 100000;
n_dimensions = 100;
} else {
// Parse the command line to determine the required number of vectors
if (checkCmdLineFlag(argc, (const char **)argv, "vectors")) {
n_vectors = getCmdLineArgumentInt(argc, (const char **)argv, "vectors");
if (n_vectors < 1) {
std::cerr << "Illegal argument: number of vectors must be positive "
"(--vectors=N)"
<< std::endl;
ok = false;
}
}
std::cout << "> number of vectors = " << n_vectors << std::endl;
// Parse the command line to determine the number of dimensions in each
// vector
if (checkCmdLineFlag(argc, (const char **)argv, "dimensions")) {
n_dimensions =
getCmdLineArgumentInt(argc, (const char **)argv, "dimensions");
if (n_dimensions < 1) {
std::cerr << "Illegal argument: number of dimensions must be positive "
"(--dimensions=N)"
<< std::endl;
ok = false;
}
}
std::cout << "> number of dimensions = " << n_dimensions << std::endl;
}
// If any of the command line checks failed, exit
if (!ok) {
return -1;
}
// Use command-line specified CUDA device, otherwise use device with highest
// Gflops/s
findCudaDevice(argc, (const char **)argv);
// Create a timer to measure performance
StopWatchInterface *hTimer = NULL;
double time;
sdkCreateTimer(&hTimer);
// Allocate memory for the arrays
std::cout << "Allocating CPU memory..." << std::endl;
unsigned int *h_directions = 0;
float *h_outputCPU = 0;
float *h_outputGPU = 0;
try {
h_directions = new unsigned int[n_dimensions * n_directions];
h_outputCPU = new float[n_vectors * n_dimensions];
h_outputGPU = new float[n_vectors * n_dimensions];
} catch (std::exception e) {
std::cerr << "Caught exception: " << e.what() << std::endl;
std::cerr << "Unable to allocate CPU memory (try running with fewer "
"vectors/dimensions)"
<< std::endl;
exit(EXIT_FAILURE);
}
std::cout << "Allocating GPU memory..." << std::endl;
unsigned int *d_directions;
float *d_output;
try {
cudaError_t cudaResult;
cudaResult = cudaMalloc((void **)&d_directions,
n_dimensions * n_directions * sizeof(unsigned int));
if (cudaResult != cudaSuccess) {
throw std::runtime_error(cudaGetErrorString(cudaResult));
}
cudaResult = cudaMalloc((void **)&d_output,
n_vectors * n_dimensions * sizeof(float));
if (cudaResult != cudaSuccess) {
throw std::runtime_error(cudaGetErrorString(cudaResult));
}
} catch (std::runtime_error e) {
std::cerr << "Caught exception: " << e.what() << std::endl;
std::cerr << "Unable to allocate GPU memory (try running with fewer "
"vectors/dimensions)"
<< std::endl;
exit(EXIT_FAILURE);
}
// Initialize the direction numbers (done on the host)
std::cout << "Initializing direction numbers..." << std::endl;
initSobolDirectionVectors(n_dimensions, h_directions);
// Copy the direction numbers to the device
std::cout << "Copying direction numbers to device..." << std::endl;
checkCudaErrors(cudaMemcpy(d_directions, h_directions,
n_dimensions * n_directions * sizeof(unsigned int),
cudaMemcpyHostToDevice));
checkCudaErrors(cudaDeviceSynchronize());
// Execute the QRNG on the device
std::cout << "Executing QRNG on GPU..." << std::endl;
sdkResetTimer(&hTimer);
sdkStartTimer(&hTimer);
sobolGPU(n_vectors, n_dimensions, d_directions, d_output);
checkCudaErrors(cudaDeviceSynchronize());
sdkStopTimer(&hTimer);
time = sdkGetTimerValue(&hTimer);
if (time < 1e-6) {
std::cout << "Gsamples/s: problem size too small to measure, try "
"increasing number of vectors or dimensions"
<< std::endl;
} else {
std::cout << "Gsamples/s: "
<< (double)n_vectors * (double)n_dimensions * 1E-9 / (time * 1E-3)
<< std::endl;
}
std::cout << "Reading results from GPU..." << std::endl;
checkCudaErrors(cudaMemcpy(h_outputGPU, d_output,
n_vectors * n_dimensions * sizeof(float),
cudaMemcpyDeviceToHost));
std::cout << std::endl;
// Execute the QRNG on the host
std::cout << "Executing QRNG on CPU..." << std::endl;
sdkResetTimer(&hTimer);
sdkStartTimer(&hTimer);
sobolCPU(n_vectors, n_dimensions, h_directions, h_outputCPU);
sdkStopTimer(&hTimer);
time = sdkGetTimerValue(&hTimer);
if (time < 1e-6) {
std::cout << "Gsamples/s: problem size too small to measure, try "
"increasing number of vectors or dimensions"
<< std::endl;
} else {
std::cout << "Gsamples/s: "
<< (double)n_vectors * (double)n_dimensions * 1E-9 / (time * 1E-3)
<< std::endl;
}
// Check the results
std::cout << "Checking results..." << std::endl;
float l1norm_diff = 0.0F;
float l1norm_ref = 0.0F;
float l1error;
// Special case if n_vectors is 1, when the vector should be exactly 0
if (n_vectors == 1) {
for (int d = 0, v = 0; d < n_dimensions; d++) {
float ref = h_outputCPU[d * n_vectors + v];
l1norm_diff += fabs(h_outputGPU[d * n_vectors + v] - ref);
l1norm_ref += fabs(ref);
}
// Output the L1-Error
l1error = l1norm_diff;
if (l1norm_ref != 0) {
std::cerr << "Error: L1-Norm of the reference is not zero (for single "
"vector), golden generator appears broken\n";
} else {
std::cout << "L1-Error: " << l1error << std::endl;
}
} else {
for (int d = 0; d < n_dimensions; d++) {
for (int v = 0; v < n_vectors; v++) {
float ref = h_outputCPU[d * n_vectors + v];
l1norm_diff += fabs(h_outputGPU[d * n_vectors + v] - ref);
l1norm_ref += fabs(ref);
}
}
// Output the L1-Error
l1error = l1norm_diff / l1norm_ref;
if (l1norm_ref == 0) {
std::cerr << "Error: L1-Norm of the reference is zero, golden generator "
"appears broken\n";
} else {
std::cout << "L1-Error: " << l1error << std::endl;
}
}
// Cleanup and terminate
std::cout << "Shutting down..." << std::endl;
sdkDeleteTimer(&hTimer);
delete h_directions;
delete h_outputCPU;
delete h_outputGPU;
checkCudaErrors(cudaFree(d_directions));
checkCudaErrors(cudaFree(d_output));
// Check pass/fail using L1 error
exit(l1error < L1ERROR_TOLERANCE ? EXIT_SUCCESS : EXIT_FAILURE);
}

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*/
#ifndef SOBOL_H
#define SOBOL_H
// Number of direction vectors is fixed to 32
#define n_directions 32
#endif

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*/
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <string.h>
#include "sobol.h"
#include "sobol_gold.h"
#include "sobol_primitives.h"
#define k_2powneg32 2.3283064E-10F
// Windows does not provide ffs (find first set) so here is a
// fairly simple implementation.
// WIN32 is defined on 32 and 64 bit Windows
#if defined(WIN32) || defined(_WIN32) || defined(WIN64) || defined(_WIN64)
int ffs(const unsigned int &i) {
unsigned int v = i;
unsigned int count;
if (!v) {
count = 0;
} else {
count = 2;
if ((v & 0xffff) == 0) {
v >>= 16;
count += 16;
}
if ((v & 0xff) == 0) {
v >>= 8;
count += 8;
}
if ((v & 0xf) == 0) {
v >>= 4;
count += 4;
}
if ((v & 0x3) == 0) {
v >>= 2;
count += 2;
}
count -= v & 0x1;
}
return count;
}
#endif
// Create the direction numbers, based on the primitive polynomials.
void initSobolDirectionVectors(int n_dimensions, unsigned int *directions) {
unsigned int *v = directions;
for (int dim = 0; dim < n_dimensions; dim++) {
// First dimension is a special case
if (dim == 0) {
for (int i = 0; i < n_directions; i++) {
// All m's are 1
v[i] = 1 << (31 - i);
}
} else {
int d = sobol_primitives[dim].degree;
// The first direction numbers (up to the degree of the polynomial)
// are simply v[i] = m[i] / 2^i (stored in Q0.32 format)
for (int i = 0; i < d; i++) {
v[i] = sobol_primitives[dim].m[i] << (31 - i);
}
// The remaining direction numbers are computed as described in
// the Bratley and Fox paper.
// v[i] = a[1]v[i-1] ^ a[2]v[i-2] ^ ... ^ a[v-1]v[i-d+1] ^ v[i-d] ^
// v[i-d]/2^d
for (int i = d; i < n_directions; i++) {
// First do the v[i-d] ^ v[i-d]/2^d part
v[i] = v[i - d] ^ (v[i - d] >> d);
// Now do the a[1]v[i-1] ^ a[2]v[i-2] ^ ... part
// Note that the coefficients a[] are zero or one and for compactness in
// the input tables they are stored as bits of a single integer. To
// extract the relevant bit we use right shift and mask with 1.
// For example, for a 10 degree polynomial there are ten useful bits in
// a, so to get a[2] we need to right shift 7 times (to get the 8th bit
// into the LSB) and then mask with 1.
for (int j = 1; j < d; j++) {
v[i] ^= (((sobol_primitives[dim].a >> (d - 1 - j)) & 1) * v[i - j]);
}
}
}
v += n_directions;
}
}
// Reference model for generating Sobol numbers on the host
void sobolCPU(int n_vectors, int n_dimensions, unsigned int *directions,
float *output) {
unsigned int *v = directions;
for (int d = 0; d < n_dimensions; d++) {
unsigned int X = 0;
// x[0] is zero (in all dimensions)
output[n_vectors * d] = 0.0;
for (int i = 1; i < n_vectors; i++) {
// x[i] = x[i-1] ^ v[c]
// where c is the index of the rightmost zero bit in i
// minus 1 (since C arrays count from zero)
// In the Bratley and Fox paper this is equation (**)
X ^= v[ffs(~(i - 1)) - 1];
output[i + n_vectors * d] = (float)X * k_2powneg32;
}
v += n_directions;
}
}

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*
*/
#ifndef SOBOL_GOLD_H
#define SOBOL_GOLD_H
void initSobolDirectionVectors(int n_dimensions, unsigned int *directions);
void sobolCPU(int n_vectors, int n_dimensions, unsigned int *directions,
float *output);
#endif

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*
*/
#include "sobol.h"
#include "sobol_gpu.h"
#include <cooperative_groups.h>
namespace cg = cooperative_groups;
#include <helper_cuda.h>
#define k_2powneg32 2.3283064E-10F
__global__ void sobolGPU_kernel(unsigned n_vectors, unsigned n_dimensions,
unsigned *d_directions, float *d_output) {
// Handle to thread block group
cg::thread_block cta = cg::this_thread_block();
__shared__ unsigned int v[n_directions];
// Offset into the correct dimension as specified by the
// block y coordinate
d_directions = d_directions + n_directions * blockIdx.y;
d_output = d_output + n_vectors * blockIdx.y;
// Copy the direction numbers for this dimension into shared
// memory - there are only 32 direction numbers so only the
// first 32 (n_directions) threads need participate.
if (threadIdx.x < n_directions) {
v[threadIdx.x] = d_directions[threadIdx.x];
}
cg::sync(cta);
// Set initial index (i.e. which vector this thread is
// computing first) and stride (i.e. step to the next vector
// for this thread)
int i0 = threadIdx.x + blockIdx.x * blockDim.x;
int stride = gridDim.x * blockDim.x;
// Get the gray code of the index
// c.f. Numerical Recipes in C, chapter 20
// http://www.nrbook.com/a/bookcpdf/c20-2.pdf
unsigned int g = i0 ^ (i0 >> 1);
// Initialisation for first point x[i0]
// In the Bratley and Fox paper this is equation (*), where
// we are computing the value for x[n] without knowing the
// value of x[n-1].
unsigned int X = 0;
unsigned int mask;
for (unsigned int k = 0; k < __ffs(stride) - 1; k++) {
// We want X ^= g_k * v[k], where g_k is one or zero.
// We do this by setting a mask with all bits equal to
// g_k. In reality we keep shifting g so that g_k is the
// LSB of g. This way we avoid multiplication.
mask = -(g & 1);
X ^= mask & v[k];
g = g >> 1;
}
if (i0 < n_vectors) {
d_output[i0] = (float)X * k_2powneg32;
}
// Now do rest of points, using the stride
// Here we want to generate x[i] from x[i-stride] where we
// don't have any of the x in between, therefore we have to
// revisit the equation (**), this is easiest with an example
// so assume stride is 16.
// From x[n] to x[n+16] there will be:
// 8 changes in the first bit
// 4 changes in the second bit
// 2 changes in the third bit
// 1 change in the fourth
// 1 change in one of the remaining bits
//
// What this means is that in the equation:
// x[n+1] = x[n] ^ v[p]
// x[n+2] = x[n+1] ^ v[q] = x[n] ^ v[p] ^ v[q]
// ...
// We will apply xor with v[1] eight times, v[2] four times,
// v[3] twice, v[4] once and one other direction number once.
// Since two xors cancel out, we can skip even applications
// and just apply xor with v[4] (i.e. log2(16)) and with
// the current applicable direction number.
// Note that all these indices count from 1, so we need to
// subtract 1 from them all to account for C arrays counting
// from zero.
unsigned int v_log2stridem1 = v[__ffs(stride) - 2];
unsigned int v_stridemask = stride - 1;
for (unsigned int i = i0 + stride; i < n_vectors; i += stride) {
// x[i] = x[i-stride] ^ v[b] ^ v[c]
// where b is log2(stride) minus 1 for C array indexing
// where c is the index of the rightmost zero bit in i,
// not including the bottom log2(stride) bits, minus 1
// for C array indexing
// In the Bratley and Fox paper this is equation (**)
X ^= v_log2stridem1 ^ v[__ffs(~((i - stride) | v_stridemask)) - 1];
d_output[i] = (float)X * k_2powneg32;
}
}
extern "C" void sobolGPU(int n_vectors, int n_dimensions,
unsigned int *d_directions, float *d_output) {
const int threadsperblock = 64;
// Set up the execution configuration
dim3 dimGrid;
dim3 dimBlock;
int device;
cudaDeviceProp prop;
checkCudaErrors(cudaGetDevice(&device));
checkCudaErrors(cudaGetDeviceProperties(&prop, device));
// This implementation of the generator outputs all the draws for
// one dimension in a contiguous region of memory, followed by the
// next dimension and so on.
// Therefore all threads within a block will be processing different
// vectors from the same dimension. As a result we want the total
// number of blocks to be a multiple of the number of dimensions.
dimGrid.y = n_dimensions;
// If the number of dimensions is large then we will set the number
// of blocks to equal the number of dimensions (i.e. dimGrid.x = 1)
// but if the number of dimensions is small (e.g. less than four per
// multiprocessor) then we'll partition the vectors across blocks
// (as well as threads).
if (n_dimensions < (4 * prop.multiProcessorCount)) {
dimGrid.x = 4 * prop.multiProcessorCount;
} else {
dimGrid.x = 1;
}
// Cap the dimGrid.x if the number of vectors is small
if (dimGrid.x > (unsigned int)(n_vectors / threadsperblock)) {
dimGrid.x = (n_vectors + threadsperblock - 1) / threadsperblock;
}
// Round up to a power of two, required for the algorithm so that
// stride is a power of two.
unsigned int targetDimGridX = dimGrid.x;
for (dimGrid.x = 1; dimGrid.x < targetDimGridX; dimGrid.x *= 2)
;
// Fix the number of threads
dimBlock.x = threadsperblock;
// Execute GPU kernel
sobolGPU_kernel<<<dimGrid, dimBlock>>>(n_vectors, n_dimensions, d_directions,
d_output);
}

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*
*/
#ifndef SOBOL_GPU_H
#define SOBOL_GPU_H
extern "C" void sobolGPU(int n_vectors, int n_dimensions,
unsigned int *d_directions, float *d_output);
#endif

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/* Copyright (c) 2022, NVIDIA CORPORATION. All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* * Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* * Neither the name of NVIDIA CORPORATION nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS ``AS IS'' AND ANY
* EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
* PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
* CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
* PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY
* OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
/*
* Portions Copyright (c) 2009 Mike Giles, Oxford University. All rights
* reserved.
* Portions Copyright (c) 2008 Frances Y. Kuo and Stephen Joe. All rights
* reserved.
*
* Sobol Quasi-random Number Generator example
*
* Based on CUDA code submitted by Mike Giles, Oxford University, United Kingdom
* http://people.maths.ox.ac.uk/~gilesm/
*
* and C code developed by Stephen Joe, University of Waikato, New Zealand
* and Frances Kuo, University of New South Wales, Australia
* http://web.maths.unsw.edu.au/~fkuo/sobol/
*
* For theoretical background see:
*
* P. Bratley and B.L. Fox.
* Implementing Sobol's quasirandom sequence generator
* http://portal.acm.org/citation.cfm?id=42288
* ACM Trans. on Math. Software, 14(1):88-100, 1988
*
* S. Joe and F. Kuo.
* Remark on algorithm 659: implementing Sobol's quasirandom sequence generator.
* http://portal.acm.org/citation.cfm?id=641879
* ACM Trans. on Math. Software, 29(1):49-57, 2003
*
*/
#ifndef SOBOL_PRIMITIVES_H
#define SOBOL_PRIMITIVES_H
#define max_m 17
// Each primitive is stored as a struct where
// dimension is the dimension number of the polynomial (unused)
// degree is the degree of the polynomial
// a is a binary word representing the coefficients
// m is the array of m values
struct primitive {
unsigned int dimension;
unsigned int degree;
unsigned int a;
unsigned int m[max_m];
};
extern const struct primitive sobol_primitives[];
#endif