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Add ndtri function, the inverse of the normal distribution function.

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This commit is contained in:
Srinivas Vasudevan
2019-08-12 19:26:29 -04:00
parent d55d392e7b
commit 18ceb3413d
20 changed files with 502 additions and 70 deletions
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25
unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h
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@@ -283,6 +283,31 @@ struct functor_traits<scalar_erfc_op<Scalar> >
};
};
/** \internal
* \brief Template functor to compute the Inverse of the normal distribution
* function of a scalar
* \sa class CwiseUnaryOp, Cwise::ndtri()
*/
template<typename Scalar> struct scalar_ndtri_op {
EIGEN_EMPTY_STRUCT_CTOR(scalar_ndtri_op)
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const {
using numext::ndtri; return ndtri(a);
}
typedef typename packet_traits<Scalar>::type Packet;
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::pndtri(a); }
};
template<typename Scalar>
struct functor_traits<scalar_ndtri_op<Scalar> >
{
enum {
// On average, We are evaluating rational functions with degree N=9 in the
// numerator and denominator. This results in 2*N additions and 2*N
// multiplications.
Cost = 18 * NumTraits<Scalar>::MulCost + 18 * NumTraits<Scalar>::AddCost,
PacketAccess = packet_traits<Scalar>::HasNdtri
};
};
/** \internal
* \brief Template functor to compute the exponentially scaled modified Bessel
* function of order zero