GPU-based sampling from an arbitrary distribition.

The sample_cdf() device function will draw random numbers from an arbitrary
disribution given a cumulative distribution function in the form of
a list of x,y points, beginning with y=0 and ending with y=1.  For an
example of how to convert a ROOT histogram to this form, see the unit
test in test_sample_cdf.py

1 files changed, 16 insertions, 0 deletions

diff --git a/tests/test_sample_cdf.cu b/tests/test_sample_cdf.cu
new file mode 100644
index 0000000..1401772
--- /dev/null
+++ b/tests/test_sample_cdf.cu
@@ -0,0 +1,16 @@
+// -*-c++-*-
+#include "random.h"
+
+extern "C" {
+
+__global__ void test_sample_cdf(int offset, int ncdf, 
+				float *cdf_x, float *cdf_y, float *out)
+{
+  int id = blockDim.x * blockIdx.x + threadIdx.x;
+  curandState s;
+  curand_init(0, id, offset, &s);
+
+  out[id] = sample_cdf(&s, ncdf, cdf_x, cdf_y);
+}
+
+}