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PR 681: 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 f59bed7a13
commit e38dd48a27
20 changed files with 498 additions and 70 deletions
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21
Eigen/src/Core/GenericPacketMath.h
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@@ -83,6 +83,7 @@ struct default_packet_traits
HasPolygamma = 0,
HasErf = 0,
HasErfc = 0,
HasNdtri = 0,
HasI0e = 0,
HasI1e = 0,
HasIGamma = 0,
@@ -257,12 +258,32 @@ pldexp(const Packet &a, const Packet &exponent) { return std::ldexp(a,exponent);
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pzero(const Packet& a) { return pxor(a,a); }
template<> EIGEN_DEVICE_FUNC inline float pzero<float>(const float& a) {
EIGEN_UNUSED_VARIABLE(a);
return 0.;
}
template<> EIGEN_DEVICE_FUNC inline double pzero<double>(const double& a) {
EIGEN_UNUSED_VARIABLE(a);
return 0.;
}
/** \internal \returns bits of \a or \b according to the input bit mask \a mask */
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pselect(const Packet& mask, const Packet& a, const Packet& b) {
return por(pand(a,mask),pandnot(b,mask));
}
template<> EIGEN_DEVICE_FUNC inline float pselect<float>(
const float& mask, const float& a, const float&b) {
return mask == 0 ? b : a;
}
template<> EIGEN_DEVICE_FUNC inline double pselect<double>(
const double& mask, const double& a, const double& b) {
return mask == 0 ? b : a;
}
/** \internal \returns a <= b as a bit mask */
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pcmp_le(const Packet& a, const Packet& b) { return a<=b ? ptrue(a) : pzero(a); }