Hi,
TH_CONCAT_4 is a macro, so TH_CONCAT_4(TH,TYPEC,Tensor_copyCuda,Real)(state, selfTensor, srcTensor) will become when you build for Real=Float and TYPEC=Float for example (so copy from cpu float to cuda float): THFloatTensor_copyCudaFloat(state, selfTensor, srcTensor).
So yes it is nested macros.