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Finishing touches on igamma/igammac for GPU. Tests now pass.

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This commit is contained in:
Eugene Brevdo
2016-03-07 15:35:09 -08:00
parent 5707004d6b
commit 0bb5de05a1
2 changed files with 16 additions and 18 deletions
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22
Eigen/src/Core/SpecialFunctions.h
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@@ -520,14 +520,16 @@ struct igammac_impl {
Copyright 1985, 1987, 1992 by Stephen L. Moshier
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
*/
using std::log;
const Scalar zero = 0;
const Scalar one = 1;
const Scalar two = 2;
const Scalar machep = igamma_helper<Scalar>::machep();
const Scalar maxlog = ::log(NumTraits<Scalar>::highest());
const Scalar maxlog = log(NumTraits<Scalar>::highest());
const Scalar big = igamma_helper<Scalar>::big();
const Scalar biginv = 1 / big;
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
const Scalar inf = NumTraits<Scalar>::infinity();
Scalar ans, ax, c, yc, r, t, y, z;
Scalar pk, pkm1, pkm2, qk, qkm1, qkm2;
@@ -541,11 +543,9 @@ struct igammac_impl {
return (one - igamma_impl<Scalar>::run(a, x));
}
using std::isinf;
if ((isinf)(x)) return zero;
if (x == inf) return zero; // std::isinf crashes on CUDA
/* Compute x**a * exp(-x) / gamma(a) */
using std::log;
ax = a * log(x) - x - lgamma_impl<Scalar>::run(a);
if (ax < -maxlog) { // underflow
return zero;
@@ -564,7 +564,7 @@ struct igammac_impl {
ans = pkm1 / qkm1;
using std::abs;
do {
while (true) {
c += one;
y += one;
z += two;
@@ -588,7 +588,8 @@ struct igammac_impl {
qkm2 *= biginv;
qkm1 *= biginv;
}
} while (t > machep);
if (t <= machep) break;
}
return (ans * ax);
}
@@ -683,10 +684,11 @@ struct igamma_impl {
* k=0 | (a+k+1)
*
*/
using std::log;
const Scalar zero = 0;
const Scalar one = 1;
const Scalar machep = igamma_helper<Scalar>::machep();
const Scalar maxlog = ::log(NumTraits<Scalar>::highest());
const Scalar maxlog = log(NumTraits<Scalar>::highest());
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
double ans, ax, c, r;
@@ -702,7 +704,6 @@ struct igamma_impl {
}
/* Compute x**a * exp(-x) / gamma(a) */
using std::log;
ax = a * log(x) - x - lgamma_impl<Scalar>::run(a);
if (ax < -maxlog) {
// underflow
@@ -716,11 +717,12 @@ struct igamma_impl {
c = one;
ans = one;
do {
while (true) {
r += one;
c *= x/r;
ans += c;
} while (c/ans > machep);
if (c/ans <= machep) break;
}
return (ans * ax / a);
}