Exponentially scaled modified Bessel functions of order zero and one.

The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)

The code is ported from Cephes and tested against SciPy.

Eigen/src/Core/GenericPacketMath.h

@@ -82,6 +82,8 @@ struct default_packet_traits
     HasPolygamma = 0,
     HasErf = 0,
     HasErfc = 0,
+    HasI0e = 0,
+    HasI1e = 0,
     HasIGamma = 0,
     HasIGammac = 0,
     HasBetaInc = 0,

Eigen/src/Core/arch/CUDA/PacketMath.h

@@ -44,6 +44,8 @@ template<> struct packet_traits<float> : default_packet_traits
     HasPolygamma = 1,
     HasErf = 1,
     HasErfc = 1,
+    HasI0e = 1,
+    HasI1e = 1,
     HasIGamma = 1,
     HasIGammac = 1,
     HasBetaInc = 1,
@@ -73,6 +75,8 @@ template<> struct packet_traits<double> : default_packet_traits
     HasPolygamma = 1,
     HasErf = 1,
     HasErfc = 1,
+    HasI0e = 1,
+    HasI1e = 1,
     HasIGamma = 1,
     HasIGammac = 1,
     HasBetaInc = 1,