SpecialFunctionsFunctors.h
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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 2016 Eugene Brevdo <ebrevdo@gmail.com>
5 // Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
6 //
7 // This Source Code Form is subject to the terms of the Mozilla
8 // Public License v. 2.0. If a copy of the MPL was not distributed
9 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
10 
11 #ifndef EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
12 #define EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
13 
14 // IWYU pragma: private
15 #include "./InternalHeaderCheck.h"
16 
17 namespace Eigen {
18 
19 namespace internal {
20 
26 template <typename Scalar>
27 struct scalar_igamma_op : binary_op_base<Scalar, Scalar> {
29  using numext::igamma;
30  return igamma(a, x);
31  }
32  template <typename Packet>
34  return internal::pigamma(a, x);
35  }
36 };
37 template <typename Scalar>
39  enum {
40  // Guesstimate
43  };
44 };
45 
52 template <typename Scalar>
56  return igamma_der_a(a, x);
57  }
58  template <typename Packet>
60  return internal::pigamma_der_a(a, x);
61  }
62 };
63 template <typename Scalar>
65  enum {
66  // 2x the cost of igamma
69  };
70 };
71 
79 template <typename Scalar>
83  return gamma_sample_der_alpha(alpha, sample);
84  }
85  template <typename Packet>
88  }
89 };
90 template <typename Scalar>
92  enum {
93  // 2x the cost of igamma, minus the lgamma cost (the lgamma cancels out)
96  };
97 };
98 
104 template <typename Scalar>
105 struct scalar_igammac_op : binary_op_base<Scalar, Scalar> {
107  using numext::igammac;
108  return igammac(a, x);
109  }
110  template <typename Packet>
112  return internal::pigammac(a, x);
113  }
114 };
115 template <typename Scalar>
117  enum {
118  // Guesstimate
121  };
122 };
123 
128 template <typename Scalar>
131  const Scalar& b) const {
132  using numext::betainc;
133  return betainc(x, a, b);
134  }
135  template <typename Packet>
136  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& x, const Packet& a, const Packet& b) const {
137  return internal::pbetainc(x, a, b);
138  }
139 };
140 template <typename Scalar>
142  enum {
143  // Guesstimate
146  };
147 };
148 
154 template <typename Scalar>
157  using numext::lgamma;
158  return lgamma(a);
159  }
162 };
163 template <typename Scalar>
165  enum {
166  // Guesstimate
169  };
170 };
171 
176 template <typename Scalar>
179  using numext::digamma;
180  return digamma(a);
181  }
184 };
185 template <typename Scalar>
187  enum {
188  // Guesstimate
191  };
192 };
193 
198 template <typename Scalar>
201  using numext::zeta;
202  return zeta(x, q);
203  }
206  return internal::pzeta(x, q);
207  }
208 };
209 template <typename Scalar>
211  enum {
212  // Guesstimate
215  };
216 };
217 
222 template <typename Scalar>
225  using numext::polygamma;
226  return polygamma(n, x);
227  }
230  return internal::ppolygamma(n, x);
231  }
232 };
233 template <typename Scalar>
235  enum {
236  // Guesstimate
239  };
240 };
241 
246 template <typename Scalar>
248  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& a) const { return numext::erf(a); }
249  template <typename Packet>
251  return perf(x);
252  }
253 };
254 template <typename Scalar>
256  enum {
258  Cost = (PacketAccess
259 #ifdef EIGEN_VECTORIZE_FMA
260  // TODO(rmlarsen): Move the FMA cost model to a central location.
261  // Haswell can issue 2 add/mul/madd per cycle.
262  // 10 pmadd, 2 pmul, 1 div, 2 other
265 #else
268 #endif
269  // Assume for simplicity that this is as expensive as an exp().
271  };
272 };
273 
279 template <typename Scalar>
282  using numext::erfc;
283  return erfc(a);
284  }
287 };
288 template <typename Scalar>
290  enum {
291  // Guesstimate
294  };
295 };
296 
302 template <typename Scalar>
305  using numext::ndtri;
306  return ndtri(a);
307  }
310 };
311 template <typename Scalar>
313  enum {
314  // On average, We are evaluating rational functions with degree N=9 in the
315  // numerator and denominator. This results in 2*N additions and 2*N
316  // multiplications.
319  };
320 };
321 
322 } // end namespace internal
323 
324 } // end namespace Eigen
325 
326 #endif // EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
const unsigned n
Definition: CG3DPackingUnitTest.cpp:11
#define EIGEN_DEVICE_FUNC
Definition: Macros.h:892
#define EIGEN_STRONG_INLINE
Definition: Macros.h:834
Scalar * b
Definition: benchVecAdd.cpp:17
SCALAR Scalar
Definition: bench_gemm.cpp:45
RealScalar alpha
Definition: level1_cplx_impl.h:151
const Scalar * a
Definition: level2_cplx_impl.h:32
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pigammac(const Packet &a, const Packet &x)
Definition: SpecialFunctionsPacketMath.h:96
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet pdigamma(const Packet &a)
Definition: SpecialFunctionsPacketMath.h:29
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet pndtri(const Packet &a)
Definition: SpecialFunctionsPacketMath.h:64
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet perf(const Packet &a)
Definition: SpecialFunctionsPacketMath.h:50
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet ppolygamma(const Packet &n, const Packet &x)
Definition: SpecialFunctionsPacketMath.h:43
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet perfc(const Packet &a)
Definition: SpecialFunctionsPacketMath.h:57
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pbetainc(const Packet &a, const Packet &b, const Packet &x)
Definition: SpecialFunctionsPacketMath.h:103
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet plgamma(const Packet &a)
Definition: SpecialFunctionsPacketMath.h:22
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pigamma_der_a(const Packet &a, const Packet &x)
Definition: SpecialFunctionsPacketMath.h:80
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pgamma_sample_der_alpha(const Packet &alpha, const Packet &sample)
Definition: SpecialFunctionsPacketMath.h:89
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pigamma(const Packet &a, const Packet &x)
Definition: SpecialFunctionsPacketMath.h:72
EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet pzeta(const Packet &x, const Packet &q)
Definition: SpecialFunctionsPacketMath.h:36
EIGEN_DEVICE_FUNC const Scalar & q
Definition: SpecialFunctionsImpl.h:2019
Namespace containing all symbols from the Eigen library.
Definition: bench_norm.cpp:70
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_zeta_op< typename DerivedX::Scalar >, const DerivedX, const DerivedQ > zeta(const Eigen::ArrayBase< DerivedX > &x, const Eigen::ArrayBase< DerivedQ > &q)
Definition: SpecialFunctionsArrayAPI.h:152
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_igammac_op< typename Derived::Scalar >, const Derived, const ExponentDerived > igammac(const Eigen::ArrayBase< Derived > &a, const Eigen::ArrayBase< ExponentDerived > &x)
Definition: SpecialFunctionsArrayAPI.h:93
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_igamma_op< typename Derived::Scalar >, const Derived, const ExponentDerived > igamma(const Eigen::ArrayBase< Derived > &a, const Eigen::ArrayBase< ExponentDerived > &x)
Definition: SpecialFunctionsArrayAPI.h:31
squared absolute value
Definition: GlobalFunctions.h:87
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_polygamma_op< typename DerivedX::Scalar >, const DerivedN, const DerivedX > polygamma(const Eigen::ArrayBase< DerivedN > &n, const Eigen::ArrayBase< DerivedX > &x)
Definition: SpecialFunctionsArrayAPI.h:113
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const TensorCwiseTernaryOp< internal::scalar_betainc_op< typename XDerived::Scalar >, const ADerived, const BDerived, const XDerived > betainc(const Eigen::TensorBase< ADerived, ReadOnlyAccessors > &a, const Eigen::TensorBase< BDerived, ReadOnlyAccessors > &b, const Eigen::TensorBase< XDerived, ReadOnlyAccessors > &x)
Definition: TensorGlobalFunctions.h:26
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_gamma_sample_der_alpha_op< typename AlphaDerived::Scalar >, const AlphaDerived, const SampleDerived > gamma_sample_der_alpha(const Eigen::ArrayBase< AlphaDerived > &alpha, const Eigen::ArrayBase< SampleDerived > &sample)
Definition: SpecialFunctionsArrayAPI.h:75
EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp< Eigen::internal::scalar_igamma_der_a_op< typename Derived::Scalar >, const Derived, const ExponentDerived > igamma_der_a(const Eigen::ArrayBase< Derived > &a, const Eigen::ArrayBase< ExponentDerived > &x)
Definition: SpecialFunctionsArrayAPI.h:52
Definition: Eigen_Colamd.h:49
list x
Definition: plotDoE.py:28
Holds information about the various numeric (i.e. scalar) types allowed by Eigen.
Definition: NumTraits.h:217
Definition: BinaryFunctors.h:23
Definition: XprHelper.h:205
@ PacketAccess
Definition: XprHelper.h:206
@ Cost
Definition: XprHelper.h:206
Definition: GenericPacketMath.h:108
Template functor to compute the incomplete beta integral betainc(a, b, x)
Definition: SpecialFunctionsFunctors.h:129
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &x, const Scalar &a, const Scalar &b) const
Definition: SpecialFunctionsFunctors.h:130
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet &x, const Packet &a, const Packet &b) const
Definition: SpecialFunctionsFunctors.h:136
Template functor to compute psi, the derivative of lgamma of a scalar.
Definition: SpecialFunctionsFunctors.h:177
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:182
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a) const
Definition: SpecialFunctionsFunctors.h:178
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &a) const
Definition: SpecialFunctionsFunctors.h:183
Definition: XprHelper.h:883
Template functor to compute the error function of a scalar.
Definition: SpecialFunctionsFunctors.h:247
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &x) const
Definition: SpecialFunctionsFunctors.h:250
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a) const
Definition: SpecialFunctionsFunctors.h:248
Template functor to compute the Complementary Error Function of a scalar.
Definition: SpecialFunctionsFunctors.h:280
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a) const
Definition: SpecialFunctionsFunctors.h:281
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &a) const
Definition: SpecialFunctionsFunctors.h:286
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:285
Template functor to compute the derivative of the sample of a Gamma(alpha, 1) random variable with re...
Definition: SpecialFunctionsFunctors.h:80
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &alpha, const Scalar &sample) const
Definition: SpecialFunctionsFunctors.h:81
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet &alpha, const Packet &sample) const
Definition: SpecialFunctionsFunctors.h:86
Template functor to compute the derivative of the incomplete gamma function igamma_der_a(a,...
Definition: SpecialFunctionsFunctors.h:53
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a, const Scalar &x) const
Definition: SpecialFunctionsFunctors.h:54
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet &a, const Packet &x) const
Definition: SpecialFunctionsFunctors.h:59
Template functor to compute the incomplete gamma function igamma(a, x)
Definition: SpecialFunctionsFunctors.h:27
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet &a, const Packet &x) const
Definition: SpecialFunctionsFunctors.h:33
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a, const Scalar &x) const
Definition: SpecialFunctionsFunctors.h:28
Template functor to compute the complementary incomplete gamma function igammac(a,...
Definition: SpecialFunctionsFunctors.h:105
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet &a, const Packet &x) const
Definition: SpecialFunctionsFunctors.h:111
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a, const Scalar &x) const
Definition: SpecialFunctionsFunctors.h:106
Template functor to compute the natural log of the absolute value of Gamma of a scalar.
Definition: SpecialFunctionsFunctors.h:155
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a) const
Definition: SpecialFunctionsFunctors.h:156
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &a) const
Definition: SpecialFunctionsFunctors.h:161
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:160
Template functor to compute the Inverse of the normal distribution function of a scalar.
Definition: SpecialFunctionsFunctors.h:303
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &a) const
Definition: SpecialFunctionsFunctors.h:304
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:308
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &a) const
Definition: SpecialFunctionsFunctors.h:309
Template functor to compute the polygamma function.
Definition: SpecialFunctionsFunctors.h:223
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &n, const Packet &x) const
Definition: SpecialFunctionsFunctors.h:229
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:228
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &n, const Scalar &x) const
Definition: SpecialFunctionsFunctors.h:224
Template functor to compute the Riemann Zeta function of two arguments.
Definition: SpecialFunctionsFunctors.h:199
packet_traits< Scalar >::type Packet
Definition: SpecialFunctionsFunctors.h:204
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar &x, const Scalar &q) const
Definition: SpecialFunctionsFunctors.h:200
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet &x, const Packet &q) const
Definition: SpecialFunctionsFunctors.h:205
Definition: ZVector/PacketMath.h:50