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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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7
unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsPacketMath.h
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@@ -38,6 +38,13 @@ Packet perf(const Packet& a) { using numext::erf; return erf(a); }
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet perfc(const Packet& a) { using numext::erfc; return erfc(a); }
/** \internal \returns the ndtri(\a a) (coeff-wise) */
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet pndtri(const Packet& a) {
typedef typename unpacket_traits<Packet>::type ScalarType;
using internal::generic_ndtri; return generic_ndtri<Packet, ScalarType>(a);
}
/** \internal \returns the incomplete gamma function igamma(\a a, \a x) */
template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
Packet pigamma(const Packet& a, const Packet& x) { using numext::igamma; return igamma(a, x); }