This commit is contained in:
Gael Guennebaud
2015-12-11 23:28:44 +01:00
17 changed files with 547 additions and 6 deletions

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@@ -43,7 +43,7 @@ struct default_packet_traits
{
enum {
HasHalfPacket = 0,
HasAdd = 1,
HasSub = 1,
HasMul = 1,
@@ -74,6 +74,9 @@ struct default_packet_traits
HasSinh = 0,
HasCosh = 0,
HasTanh = 0,
HasLGamma = 0,
HasErf = 0,
HasErfc = 0,
HasRound = 0,
HasFloor = 0,
@@ -432,6 +435,18 @@ Packet pfloor(const Packet& a) { using numext::floor; return floor(a); }
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet pceil(const Packet& a) { using numext::ceil; return ceil(a); }
/** \internal \returns the ln(|gamma(\a a)|) (coeff-wise) */
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet plgamma(const Packet& a) { using numext::lgamma; return lgamma(a); }
/** \internal \returns the erf(\a a) (coeff-wise) */
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet perf(const Packet& a) { using numext::erf; return erf(a); }
/** \internal \returns the erfc(\a a) (coeff-wise) */
template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
Packet perfc(const Packet& a) { using numext::erfc; return erfc(a); }
/***************************************************************************
* The following functions might not have to be overwritten for vectorized types
***************************************************************************/

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@@ -49,6 +49,9 @@ namespace Eigen
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sinh,scalar_sinh_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cosh,scalar_cosh_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tanh,scalar_tanh_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(lgamma,scalar_lgamma_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erf,scalar_erf_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erfc,scalar_erfc_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log10,scalar_log10_op)

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@@ -155,6 +155,10 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
checkSanity();
}
#ifdef EIGEN_MAPBASE_PLUGIN
#include EIGEN_MAPBASE_PLUGIN
#endif
protected:
EIGEN_DEVICE_FUNC

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@@ -0,0 +1,160 @@
// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#ifndef EIGEN_SPECIAL_FUNCTIONS_H
#define EIGEN_SPECIAL_FUNCTIONS_H
namespace Eigen {
namespace internal {
/****************************************************************************
* Implementation of lgamma *
****************************************************************************/
template<typename Scalar>
struct lgamma_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
return Scalar(0);
}
};
template<typename Scalar>
struct lgamma_retval
{
typedef Scalar type;
};
#ifdef EIGEN_HAS_C99_MATH
template<>
struct lgamma_impl<float>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE double run(const float& x) { return ::lgammaf(x); }
};
template<>
struct lgamma_impl<double>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE double run(const double& x) { return ::lgamma(x); }
};
#endif
/****************************************************************************
* Implementation of erf *
****************************************************************************/
template<typename Scalar>
struct erf_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
return Scalar(0);
}
};
template<typename Scalar>
struct erf_retval
{
typedef Scalar type;
};
#ifdef EIGEN_HAS_C99_MATH
template<>
struct erf_impl<float>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE float run(const float& x) { return ::erff(x); }
};
template<>
struct erf_impl<double>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE double run(const double& x) { return ::erf(x); }
};
#endif // EIGEN_HAS_C99_MATH
/***************************************************************************
* Implementation of erfc *
****************************************************************************/
template<typename Scalar>
struct erfc_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
return Scalar(0);
}
};
template<typename Scalar>
struct erfc_retval
{
typedef Scalar type;
};
#ifdef EIGEN_HAS_C99_MATH
template<>
struct erfc_impl<float>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE float run(const float x) { return ::erfcf(x); }
};
template<>
struct erfc_impl<double>
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE double run(const double x) { return ::erfc(x); }
};
#endif // EIGEN_HAS_C99_MATH
} // end namespace internal
namespace numext {
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(lgamma, Scalar) lgamma(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(lgamma, Scalar)::run(x);
}
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(erf, Scalar) erf(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(erf, Scalar)::run(x);
}
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(erfc, Scalar) erfc(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(erfc, Scalar)::run(x);
}
} // end namespace numext
} // end namespace Eigen
#endif // EIGEN_SPECIAL_FUNCTIONS_H

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@@ -66,6 +66,43 @@ double2 prsqrt<double2>(const double2& a)
return make_double2(rsqrt(a.x), rsqrt(a.y));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
float4 plgamma<float4>(const float4& a)
{
return make_float4(lgammaf(a.x), lgammaf(a.y), lgammaf(a.z), lgammaf(a.w));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
double2 plgamma<double2>(const double2& a)
{
return make_double2(lgamma(a.x), lgamma(a.y));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
float4 perf<float4>(const float4& a)
{
return make_float4(erf(a.x), erf(a.y), erf(a.z), erf(a.w));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
double2 perf<double2>(const double2& a)
{
return make_double2(erf(a.x), erf(a.y));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
float4 perfc<float4>(const float4& a)
{
return make_float4(erfc(a.x), erfc(a.y), erfc(a.z), erfc(a.w));
}
template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
double2 perfc<double2>(const double2& a)
{
return make_double2(erfc(a.x), erfc(a.y));
}
#endif
} // end namespace internal

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@@ -39,6 +39,9 @@ template<> struct packet_traits<float> : default_packet_traits
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasLGamma = 1,
HasErf = 1,
HasErfc = 1,
HasBlend = 0,
};
@@ -59,6 +62,9 @@ template<> struct packet_traits<double> : default_packet_traits
HasExp = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasLGamma = 1,
HasErf = 1,
HasErfc = 1,
HasBlend = 0,
};

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@@ -403,6 +403,77 @@ struct functor_traits<scalar_asin_op<Scalar> >
};
};
/** \internal
* \brief Template functor to compute the natural log of the absolute
* value of Gamma of a scalar
* \sa class CwiseUnaryOp, Cwise::lgamma()
*/
template<typename Scalar> struct scalar_lgamma_op {
EIGEN_EMPTY_STRUCT_CTOR(scalar_lgamma_op)
EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
using numext::lgamma; return lgamma(a);
}
typedef typename packet_traits<Scalar>::type Packet;
inline Packet packetOp(const Packet& a) const { return internal::plgamma(a); }
};
template<typename Scalar>
struct functor_traits<scalar_lgamma_op<Scalar> >
{
enum {
// Guesstimate
Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
PacketAccess = packet_traits<Scalar>::HasLGamma
};
};
/** \internal
* \brief Template functor to compute the Gauss error function of a
* scalar
* \sa class CwiseUnaryOp, Cwise::erf()
*/
template<typename Scalar> struct scalar_erf_op {
EIGEN_EMPTY_STRUCT_CTOR(scalar_erf_op)
EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
using numext::erf; return erf(a);
}
typedef typename packet_traits<Scalar>::type Packet;
inline Packet packetOp(const Packet& a) const { return internal::perf(a); }
};
template<typename Scalar>
struct functor_traits<scalar_erf_op<Scalar> >
{
enum {
// Guesstimate
Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
PacketAccess = packet_traits<Scalar>::HasErf
};
};
/** \internal
* \brief Template functor to compute the Complementary Error Function
* of a scalar
* \sa class CwiseUnaryOp, Cwise::erfc()
*/
template<typename Scalar> struct scalar_erfc_op {
EIGEN_EMPTY_STRUCT_CTOR(scalar_erfc_op)
EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
using numext::erfc; return erfc(a);
}
typedef typename packet_traits<Scalar>::type Packet;
inline Packet packetOp(const Packet& a) const { return internal::perfc(a); }
};
template<typename Scalar>
struct functor_traits<scalar_erfc_op<Scalar> >
{
enum {
// Guesstimate
Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
PacketAccess = packet_traits<Scalar>::HasErfc
};
};
/** \internal
* \brief Template functor to compute the atan of a scalar
* \sa class CwiseUnaryOp, ArrayBase::atan()
@@ -422,6 +493,7 @@ struct functor_traits<scalar_atan_op<Scalar> >
};
};
/** \internal
* \brief Template functor to compute the tanh of a scalar
* \sa class CwiseUnaryOp, ArrayBase::tanh()

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@@ -341,6 +341,13 @@
#define EIGEN_HAVE_RVALUE_REFERENCES
#endif
// Does the compiler support C99?
#if (defined(__STDC_VERSION__) && (__STDC_VERSION__ >= 199901)) \
|| (defined(__GNUC__) && defined(_GLIBCXX_USE_C99)) \
|| (defined(_LIBCPP_VERSION) && !defined(_MSC_VER))
#define EIGEN_HAS_C99_MATH 1
#endif
// Does the compiler support result_of?
#if (__has_feature(cxx_lambdas) || (defined(__cplusplus) && __cplusplus >= 201103L))
#define EIGEN_HAS_STD_RESULT_OF 1

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@@ -96,7 +96,8 @@
STORAGE_LAYOUT_DOES_NOT_MATCH,
EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT__INVALID_COST_VALUE,
THIS_COEFFICIENT_ACCESSOR_TAKING_ONE_ACCESS_IS_ONLY_FOR_EXPRESSIONS_ALLOWING_LINEAR_ACCESS,
MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY
MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY,
THIS_TYPE_IS_NOT_SUPPORTED
};
};

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@@ -666,7 +666,7 @@ void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, u
if(m_cols>m_rows) m_qr_precond_morecols.allocate(*this);
if(m_rows>m_cols) m_qr_precond_morerows.allocate(*this);
if(m_cols!=m_cols) m_scaledMatrix.resize(rows,cols);
if(m_rows!=m_cols) m_scaledMatrix.resize(rows,cols);
}
template<typename MatrixType, int QRPreconditioner>

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@@ -21,6 +21,9 @@ typedef CwiseUnaryOp<internal::scalar_atan_op<Scalar>, const Derived> AtanReturn
typedef CwiseUnaryOp<internal::scalar_tanh_op<Scalar>, const Derived> TanhReturnType;
typedef CwiseUnaryOp<internal::scalar_sinh_op<Scalar>, const Derived> SinhReturnType;
typedef CwiseUnaryOp<internal::scalar_cosh_op<Scalar>, const Derived> CoshReturnType;
typedef CwiseUnaryOp<internal::scalar_lgamma_op<Scalar>, const Derived> LgammaReturnType;
typedef CwiseUnaryOp<internal::scalar_erf_op<Scalar>, const Derived> ErfReturnType;
typedef CwiseUnaryOp<internal::scalar_erfc_op<Scalar>, const Derived> ErfcReturnType;
typedef CwiseUnaryOp<internal::scalar_pow_op<Scalar>, const Derived> PowReturnType;
typedef CwiseUnaryOp<internal::scalar_square_op<Scalar>, const Derived> SquareReturnType;
typedef CwiseUnaryOp<internal::scalar_cube_op<Scalar>, const Derived> CubeReturnType;
@@ -302,6 +305,47 @@ cosh() const
return CoshReturnType(derived());
}
/** \returns an expression of the coefficient-wise ln(|gamma(*this)|).
*
* Example: \include Cwise_lgamma.cpp
* Output: \verbinclude Cwise_lgamma.out
*
* \sa cos(), sin(), tan()
*/
inline const LgammaReturnType
lgamma() const
{
return LgammaReturnType(derived());
}
/** \returns an expression of the coefficient-wise Gauss error
* function of *this.
*
* Example: \include Cwise_erf.cpp
* Output: \verbinclude Cwise_erf.out
*
* \sa cos(), sin(), tan()
*/
inline const ErfReturnType
erf() const
{
return ErfReturnType(derived());
}
/** \returns an expression of the coefficient-wise Complementary error
* function of *this.
*
* Example: \include Cwise_erfc.cpp
* Output: \verbinclude Cwise_erfc.out
*
* \sa cos(), sin(), tan()
*/
inline const ErfcReturnType
erfc() const
{
return ErfcReturnType(derived());
}
/** \returns an expression of the coefficient-wise power of *this to the given exponent.
*
* This function computes the coefficient-wise power. The function MatrixBase::pow() in the