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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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26
unsupported/Eigen/src/SpecialFunctions/arch/CUDA/CudaSpecialFunctions.h
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@@ -156,6 +156,32 @@ double2 pbetainc<double2>(const double2& a, const double2& b, const double2& x)
return make_double2(betainc(a.x, b.x, x.x), betainc(a.y, b.y, x.y));
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pi0e<float4>(const float4& x) {
using numext::i0e;
return make_float4(i0e(x.x), i0e(x.y), i0e(x.z), i0e(x.w));
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
pi0e<double2>(const double2& x) {
using numext::i0e;
return make_double2(i0e(x.x), i0e(x.y));
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pi1e<float4>(const float4& x) {
using numext::i1e;
return make_float4(i1e(x.x), i1e(x.y), i1e(x.z), i1e(x.w));
}
template <>
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
pi1e<double2>(const double2& x) {
using numext::i1e;
return make_double2(i1e(x.x), i1e(x.y));
}
#endif
} // end namespace internal