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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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8
unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsHalf.h
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@@ -39,6 +39,14 @@ template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igammac(const Eigen
template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half betainc(const Eigen::half& a, const Eigen::half& b, const Eigen::half& x) {
return Eigen::half(Eigen::numext::betainc(static_cast<float>(a), static_cast<float>(b), static_cast<float>(x)));
}
template <>
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half i0e(const Eigen::half& x) {
return Eigen::half(Eigen::numext::i0e(static_cast<float>(x)));
}
template <>
EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half i1e(const Eigen::half& x) {
return Eigen::half(Eigen::numext::i1e(static_cast<float>(x)));
}
#endif
} // end namespace numext