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Ensure Igamma does not NaN or Inf for large values.

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This commit is contained in:
Srinivas Vasudevan
2020-01-14 21:32:48 +00:00
committed by Rasmus Munk Larsen
parent 6601abce86
commit f6c6de5d63
2 changed files with 48 additions and 5 deletions
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15
unsupported/test/special_functions.cpp
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@@ -7,6 +7,7 @@
// Public License v. 2.0. If a copy of the MPL was not distributed
// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
#include <limits.h>
#include "main.h"
#include "../Eigen/SpecialFunctions"
@@ -74,6 +75,7 @@ template<typename ArrayType> void array_special_functions()
ArrayType gamma_a_x = Eigen::igamma(a, x) * a.lgamma().exp();
ArrayType gamma_a_m1_x = Eigen::igamma(a_m1, x) * a_m1.lgamma().exp();
// Gamma(a, 0) == Gamma(a)
VERIFY_IS_APPROX(Eigen::igammac(a, zero), one);
@@ -86,6 +88,19 @@ template<typename ArrayType> void array_special_functions()
// gamma(a, x) == (a - 1) * gamma(a-1, x) - x^(a-1) * exp(-x)
VERIFY_IS_APPROX(gamma_a_x, (a - 1) * gamma_a_m1_x - x.pow(a-1) * (-x).exp());
}
{
// Verify for large a and x that values are between 0 and 1.
ArrayType m1 = ArrayType::Random(rows,cols);
ArrayType m2 = ArrayType::Random(rows,cols);
Scalar max_exponent = std::numeric_limits<Scalar>::max_exponent10;
ArrayType a = m1.abs() * pow(10., max_exponent - 1);
ArrayType x = m2.abs() * pow(10., max_exponent - 1);
for (int i = 0; i < a.size(); ++i) {
Scalar igam = numext::igamma(a(i), x(i));
VERIFY(0 <= igam);
VERIFY(igam <= 1);
}
}
{
// Check exact values of igamma and igammac against a third party calculation.