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Added support for expm1 in Eigen.

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This commit is contained in:
Srinivas Vasudevan
2016-12-02 14:13:01 -08:00
parent 27873008d4
commit 218764ee1f
15 changed files with 171 additions and 13 deletions
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69
Eigen/src/Core/MathFunctions.h
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@@ -13,6 +13,7 @@
// source: http://www.geom.uiuc.edu/~huberty/math5337/groupe/digits.html
// TODO this should better be moved to NumTraits
#define EIGEN_PI 3.141592653589793238462643383279502884197169399375105820974944592307816406L
#define EIGEN_LN2 0.69314718055994530941723212145817656807550013436024425412068001L
namespace Eigen {
@@ -482,6 +483,54 @@ struct arg_retval
typedef typename NumTraits<Scalar>::Real type;
};
/****************************************************************************
* Implementation of expm1 *
****************************************************************************/
// This implementation is based on GSL Math's expm1.
namespace std_fallback {
// fallback expm1 implementation in case there is no expm1(Scalar) function in namespace of Scalar,
// or that there is no suitable std::expm1 function available. Implementation
// attributed to Kahan. See: http://www.plunk.org/~hatch/rightway.php.
template<typename Scalar>
EIGEN_DEVICE_FUNC inline Scalar expm1(const Scalar& x) {
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
typedef typename NumTraits<Scalar>::Real RealScalar;
EIGEN_USING_STD_MATH(exp);
Scalar u = exp(x);
if (u == RealScalar(1)) {
return x;
}
if (u - RealScalar(1) == RealScalar(-1)) {
return RealScalar(-1);
}
EIGEN_USING_STD_MATH(log);
return (u - RealScalar(1)) * x / log(u);
}
}
template<typename Scalar>
struct expm1_impl {
static inline Scalar run(const Scalar& x)
{
EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
#if EIGEN_HAS_CXX11_MATH
using std::expm1;
#endif
using std_fallback::expm1;
return expm1(x);
}
};
template<typename Scalar>
struct expm1_retval
{
typedef Scalar type;
};
/****************************************************************************
* Implementation of log1p *
****************************************************************************/
@@ -1232,6 +1281,26 @@ template<> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
double exp(const double &x) { return ::exp(x); }
#endif
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(expm1, Scalar) expm1(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(expm1, Scalar)::run(x);
}
#if defined(__SYCL_DEVICE_ONLY__)
EIGEN_ALWAYS_INLINE float expm1(float x) { return cl::sycl::expm1(x); }
EIGEN_ALWAYS_INLINE double expm1(double x) { return cl::sycl::expm1(x); }
#endif // defined(__SYCL_DEVICE_ONLY__)
#ifdef __CUDACC__
template<> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
float expm1(const float &x) { return ::expm1f(x); }
template<> EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
double expm1(const double &x) { return ::expm1(x); }
#endif
template<typename T>
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
T cos(const T &x) {