Merge branch 'master' of github.uconn.edu:cudahpcproj/parallel_mcmc

cudahpcproj · Apr 29, 2017 · 7655ee0 · 7655ee0
2 parents f5d34a3 + 27b72ed
commit 7655ee0
Showing 1 changed file with 34 additions and 21 deletions.
diff --git a/parallel/para_gibbs.cu b/parallel/para_gibbs.cu
@@ -155,29 +155,37 @@ int main(int argc, char **argv){
   seqMetroProcess<<<nBlocks,nThreads>>>(K,nBlocks,dev_y,dev_n,devStates,dev_theta,dev_log_theta,a,b,dev_a_out,dev_b_out,trials);
 
   int *tDot;
-  CUDA_CALL(cudaMalloc((void **)&tDot,trials*sizeof(int)));
+  CUDA_CALL(cudaMalloc((void **)&tDot,nThreads*nBlocks*sizeof(int)));
 
   float *h;
   CUDA_CALL(cudaMalloc((void **)&h,trials*sizeof(float)));
 
   sampleTdot<<<nBlocks,nThreads>>>(trials, tDot,devStates);
 
-  int numThreads = trials / nBlocks;  // TODO: This should be a whole number
+  //int numThreads = trials / nBlocks;  // TODO: This should be a whole number
-  mergePosterior<<<1,1>>>(trials,dev_a_out,dev_b_out,tDot,devStates, nBlocks, nThreads);
+  mergePosterior<<<1,1>>>(trials,dev_a_out,dev_b_out,tDot,devStates, nBlocks, nThreads, h, results);
-
 
  /*------ Free Memory -------------------------------------------*/
 
 
 
   free(y);
   free(n);
-
+  
   CUDA_CALL(cudaFree(devStates));
   CUDA_CALL(cudaFree(dev_theta));
   CUDA_CALL(cudaFree(dev_log_theta));
   CUDA_CALL(cudaFree(dev_y));
   CUDA_CALL(cudaFree(dev_n));
+/*  CUDA_CALL(cudaFree(results));
+  CUDA_CALL(cudaFree(h));
+  CUDA_CALL(cudaFree(tDot));
+  CUDA_CALL(cudaFree(dev_a_out));
+  CUDA_CALL(cudaFree(dev_b_out));
+*/
+
+
+
 
   return EXIT_SUCCESS;
 }
@@ -202,30 +210,35 @@ __global__ void mergePosterior(int trials, float *dev_a_out,float *dev_b_out,int
 
   int M = nBlocks * nThreads;
   int id = threadIdx.x + blockIdx.x * blockDim.x;
-  float h = id^(-1/(4+2));
 
-  for (int i=0; i < nThreads; i++) {
+  for (int i=0; i < trials; i++) { 
+    h[i] = powf(i,(-1/(4+2)));
     for (int m=0; m < M; m++) {
-      int *cDot;
+      int *cDot = (int*) malloc(M*sizeof(int));
-      CUDA_CALL(cudaMemcpy(cDot, tDot, sizeof(int) * trials, cudaMemcpyDeviceToDevice));
+  printf("%d\n",m);
+
+      memcpy(cDot, tDot, sizeof(int) * M);
       cDot[m] = (curand(&state[id]) % (trials-1)) + 1;
       int u = curand_uniform(&state[id]);
-      float wcDot = computeW(cDot, dev_a_out, dev_b_out, M, nThreads, h[i]);
+      float wcDot = computeW(cDot, dev_a_out, dev_b_out, M, trials, h[i]);
-      float wtDot = computeW(tDot, dev_a_out, dev_b_out, M, nThreads, h[i]);
+      float wtDot = computeW(tDot, dev_a_out, dev_b_out, M, trials, h[i]);
-      if (u < (wcDot/ wtDot) )
+      if (u < (wcDot/ wtDot) ){
-        CUDA_CALL(cudaMemcpy(tDot, cDot, sizeof(int) * trials, cudaMemcpyDeviceToDevice));
+        memcpy(tDot, cDot, sizeof(int) * trials);
+      }
+     free(cDot);
     }
     // TODO: Draw from Multivariate Normal, and Save into the results
-    float posterior_mean_a = posteriorMean(tDot, dev_a_out, M, nThreads);
+    float posterior_mean_a = posteriorMean(tDot, dev_a_out, M, trials);
-    float posterior_mean_b = posteriorMean(tDot, dev_b_out, M, nThreads);
+    float posterior_mean_b = posteriorMean(tDot, dev_b_out, M, trials);
-    float variance = (h[i]^2)/M;
+    float variance = (h[i]*h[i])/M;
-
+    printf("%d\n",trials);
-    printf('%f %f' , norm(state, posterior_mean_a, variance), norm(state, posterior_mean_b, variance));
+    printf("%f, %f\n" , general_normoral(state, posterior_mean_a, variance), general_normoral(state, posterior_mean_b, variance));
   }
 }
 
 
 __device__ float general_normoral(curandState *state, float mean, float variance) {
+    int id = threadIdx.x + blockIdx.x * blockDim.x;
     return curand_normal(&state[id]) * variance + mean;
 }
 
@@ -250,14 +263,14 @@ __device__ float computeW(int *tDot, float *dev_x_out, float *dev_y_out, int M,
     int index =  tDot[i] + i * nThreads;  // trial m of posterior m (note: i = blockId)
     posterior_m_tm_x = dev_x_out[index];  // posterior_m_tm of x
     posterior_m_tm_y = dev_y_out[index];  // posterio_m_tm_ of y
-    product *= normPDF(posterior_m_tm_x, posterior_mean_x, h^2) * normPDF(posterior_m_tm_y, posterior_mean_y, h^2);
+    product *= normPDF(posterior_m_tm_x, posterior_mean_x, h*h) * normPDF(posterior_m_tm_y, posterior_mean_y, h*h);
   }
   return product;
 }
 
 __device__ float normPDF(float x, float mean, float variance) {
-  float denominator = sqrtf(2*PI*(variance^2));
+  float denominator = sqrtf(2*PI*(variance*variance));
-  float numerator = expf( -1 * (x-mean)^2 / (2*variance^2) );
+  float numerator = expf( -1 * (x-mean)*(x-mean) / (2*variance*variance) );
   return numerator/denominator;
 }