Author: Kjell Nygren
Date: 2026-07-15

# Chapter 04: The nmath OpenCL Library

#### Kjell Nygren

#### 2026-07-15

## What is `inst/cl/nmath/`?

The `nmath/` subdirectory under `inst/cl/` contains a complete OpenCL C port of R’s `nmath` (Mathlib) library — approximately 180 `.cl` files, one per source file in R’s `src/nmath/`. Together they implement the full suite of statistical distribution functions (densities, CDFs, quantiles, random-variate generators) and supporting mathematical helpers that make up R’s statistical computing core.

The port is designed so that any downstream package can load a subset of this library — just the functions it actually needs — without pulling in the entire collection. The annotation scheme and dependency resolver (described in Chapter 08) make this automatic.

## Annotation scheme

Every `.cl` file in `nmath/` begins with a standard metadata block:

    // @source_type: c
    // @source_origin: dnorm.c
    // @includes: nmath.h, dpq.h
    // @depends: nmath, dpq
    // @provides: dnorm4
    // @all_depends_count: 3
    // @all_depends: dpq, Rmath, nmath
    // @load_order: 36

Tag | Meaning
--- | ---
`@source_type` | Always `c` for nmath ports
`@source_origin` | The original C source file in R’s `src/nmath/`
`@includes` | Headers included in the original C file
`@depends` | Direct file dependencies (`.cl` filenames without extension)
`@provides` | Functions defined in this file
`@all_depends` | Full transitive closure of dependencies (union over the DAG)
`@all_depends_count` | Number of entries in `@all_depends`
`@load_order` | Pre-computed position in the topologically sorted order

The `@depends` tag is what `opencltools::load_kernel_library()` uses to sort files. The `@all_depends` tag is informational — it documents the complete dependency set so that a developer extracting a minimal subset knows exactly which files to include.

## File families

The ~180 files are organized by function family. The table below shows representative entries for the main families.

### Infrastructure / header files

File | Provides
--- | ---
`nmath.cl` | Library header: constants, macros, error codes
`Rmath.cl` | Forward declarations for all Mathlib functions
`dpq.cl` | `R_D__0`, `R_D__1`, `R_DT_0`, `R_DT_1`, `R_D_Lval`, … (log-prob helpers)
`refactored.cl` | Forward declarations for cycle-broken functions

### Core math helpers

File | Provides
--- | ---
`chebyshev.cl` | `chebyshev_init`, `chebyshev_eval`
`cospi.cl` | `cospi`, `sinpi`, `tanpi`
`fmax2.cl` | `fmax2`
`fmin2.cl` | `fmin2`
`gammalims.cl` | `gammalims`
`lgammacor.cl` | `lgammacor`
`lgamma.cl` | `lgammafn`, `lgammafn_sign`
`gamma.cl` | `gammafn`
`stirlerr.cl` | `stirlerr`
`bd0.cl` | `bd0`, `ebd0`
`pgamma_utils.cl` | `log1pmx`, `lgamma1p`
`mlutils.cl` | `log1pexp`, `log1mexp`, `logspace_add`, `logspace_sub`
`expm1.cl` | `expm1` (if not an OpenCL built-in)
`log1p.cl` | `log1p` (if not an OpenCL built-in)

### Density functions (`d*`)

File | Provides
--- | ---
`dnorm.cl` | `dnorm4`
`dgamma.cl` | `dgamma`
`dbinom.cl` | `dbinom_raw`, `dbinom`
`dpois.cl` | `dpois_raw`, `dpois`
`dbeta.cl` | `dbeta`
`dt.cl` | `dt`
`df.cl` | `df`
`dnbinom.cl` | `dnbinom`, `dnbinom_mu`
`dchisq.cl` | `dchisq`
`dexp.cl` | `dexp`
`dweibull.cl` | `dweibull`
`dlnorm.cl` | `dlnorm`
`dlogis.cl` | `dlogis`
`dcauchy.cl` | `dcauchy`
`dunif.cl` | `dunif`
`dhyper.cl` | `dhyper`
`dgeom.cl` | `dgeom`
`dnt.cl` | `dnt` (noncentral t)
`dnf.cl` | `dnf` (noncentral F)
`dnchisq.cl` | `dnchisq` (noncentral chi-sq)
`dnbeta.cl` | `dnbeta` (noncentral beta)

### CDF functions (`p*`)

Similar coverage for `pnorm.cl`, `pgamma.cl`, `pbinom.cl`, `ppois.cl`, `pbeta.cl`, `pt.cl`, `pf.cl`, etc. Each file ports the corresponding `p<dist>.c` from R’s source.

### Quantile functions (`q*`)

`qnorm.cl`, `qgamma.cl`, `qbinom.cl`, `qpois.cl`, `qbeta.cl`, `qt.cl`, `qf.cl`, etc. Discrete quantile functions use a shared binary-search helper in `qDiscrete_search.cl`.

### Random-variate generators (`r*`)

`rnorm.cl`, `rgamma.cl`, `rbinom.cl`, `rpois.cl`, `rbeta.cl`, `rt.cl`, `runif.cl`, etc. These files define the device-side generator logic; the actual RNG seed and state management is handled by the host-side kernel runner.

### Special functions

File | Provides
--- | ---
`beta.cl` | `beta` (beta function)
`lbeta.cl` | `lbeta`
`choose.cl` | `choose`, `lchoose`
`polygamma.cl` | `psigamma`, `digamma`, `trigamma`, …
`toms708.cl` | Incomplete beta (TOMS 708 algorithm)
`bessel.cl` | `bessel_i`, `bessel_j`, `bessel_k`, `bessel_y`
`signrank.cl` | `dsignrank`, `psignrank`, `qsignrank`, `rsignrank`
`wilcox.cl` | `dwilcox`, `pwilcox`, `qwilcox`, `rwilcox`

### Additional utilities

File | Provides
--- | ---
`fprec.cl`, `fround.cl`, `ftrunc.cl`, `fsign.cl` | Rounding/truncation
`imax2.cl`, `imin2.cl` | Integer min/max
`sign.cl` | `sign`
`d1mach.cl`, `i1mach.cl` | Machine constants (BLAS-era helpers)
`r_check_user_interrupt.cl` | Stub for interrupt checking
`sexp.cl`, `snorm.cl`, `sunif.cl` | Alternative RNG implementations

## Cycle-breaking artifacts

OpenCL compiles a program as a single translation unit: every function must be defined before it is called (no forward-declaration headers, no separate compilation). A handful of the nmath C files are mutually recursive in ways that C handles via separate compilation but OpenCL cannot.

`nmathopencl` resolves these cycles by splitting the offending source file into two `.cl` files:

    stirlerr.c  ->  stirlerr_cycle_free.cl      (no forward references)
                   stirlerr_cycle_dependent.cl  (calls the forward-declared part)
                   refactored.cl               (forward declarations only)

`refactored.cl` contains `extern`-style forward declarations so that the cycle-dependent portion can reference symbols that appear later in the concatenated source. The `@depends` tags ensure the three files are loaded in the correct order: `refactored` -> `stirlerr_cycle_free` -> `stirlerr_cycle_dependent` -> `stirlerr`.

Similarly, `bessel_j` and `bessel_y` are each split into `*_cycle_free.cl` and `*_cycle_dependent.cl` for the same reason.

## The `ex_glmbayes_nmath/` subset

Because the full `nmath/` library is large (~180 files), the package also ships a pre-curated minimal subset in `inst/cl/ex_glmbayes_nmath/` — exactly the 20 files needed by the six `glmbayes` kernels:

    Rmath.cl, nmath.cl, refactored.cl,
    chebyshev.cl, cospi.cl, fmax2.cl, gammalims.cl, lgammacor.cl,
    gamma.cl, lgamma.cl,
    stirlerr_cycle_free.cl, pgamma_utils.cl, stirlerr_cycle_dependent.cl,
    stirlerr.cl, bd0.cl,
    dpois.cl, dgamma.cl, dnorm.cl, pnorm.cl, dbinom.cl

This subset is determined by the `@all_depends` metadata in the six kernel files. Chapter 10 shows how to perform this extraction for a new downstream package.

## Porting fidelity

The port aims for bit-for-bit equivalence with the CPU nmath results on IEEE 754 hardware. The main sources of deviation are:

1. Compiler flags: the OpenCL compiler may reorder floating-point operations unless `-cl-fp64-round-to-nearest` is specified. The `OpenCLConfig` struct in `openclPort.h` probes the device and sets appropriate build flags.
2. Built-in precision: some OpenCL devices implement `sqrt`, `exp`, and `log` with 1 ULP error (IEEE 754 guarantees exactly rounded); others allow slightly more. In practice, deviations are below numerical tolerance for all statistical applications.
3. OpenCL built-ins: functions like `lgamma`, `tgamma`, `expm1`, and `log1p` are part of the OpenCL 1.1+ specification and do not need to be ported. The corresponding `.cl` files include `#ifndef` guards so that the ported version is only compiled if the built-in is absent.