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Exponentially scaled modified Bessel functions of order zero and one.

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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.
This commit is contained in:
Michael Figurnov
2018-05-31 15:34:53 +01:00
parent 6af1433cb5
commit f216854453
12 changed files with 731 additions and 0 deletions
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12
unsupported/Eigen/CXX11/src/Tensor/TensorBase.h
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@@ -133,6 +133,18 @@ class TensorBase<Derived, ReadOnlyAccessors>
return unaryExpr(internal::scalar_digamma_op<Scalar>());
}
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_i0e_op<Scalar>, const Derived>
i0e() const {
return unaryExpr(internal::scalar_i0e_op<Scalar>());
}
EIGEN_DEVICE_FUNC
EIGEN_STRONG_INLINE const TensorCwiseUnaryOp<internal::scalar_i1e_op<Scalar>, const Derived>
i1e() const {
return unaryExpr(internal::scalar_i1e_op<Scalar>());
}
// igamma(a = this, x = other)
template<typename OtherDerived> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
const TensorCwiseBinaryOp<internal::scalar_igamma_op<Scalar>, const Derived, const OtherDerived>