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Add special functions to Eigen: lgamma, erf, erfc.

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Includes CUDA support and unit tests.
This commit is contained in:
Eugene Brevdo
2015-12-07 15:24:49 -08:00
parent 7dfe75f445
commit fa4f933c0f
14 changed files with 513 additions and 1 deletions
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144
Eigen/src/Core/SpecialFunctions.h Normal file
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
// Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
//
// This Source Code Form is subject to the terms of the Mozilla
// 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/.
#ifndef EIGEN_SPECIAL_FUNCTIONS_H
#define EIGEN_SPECIAL_FUNCTIONS_H
namespace Eigen {
namespace internal {
template <typename Scalar>
EIGEN_STRONG_INLINE Scalar __lgamma(Scalar x) {
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
}
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float __lgamma<float>(float x) { return lgammaf(x); }
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double __lgamma<double>(double x) { return lgamma(x); }
template <typename Scalar>
EIGEN_STRONG_INLINE Scalar __erf(Scalar x) {
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
}
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float __erf<float>(float x) { return erff(x); }
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double __erf<double>(double x) { return erf(x); }
template <typename Scalar>
EIGEN_STRONG_INLINE Scalar __erfc(Scalar x) {
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
THIS_TYPE_IS_NOT_SUPPORTED);
}
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float __erfc<float>(float x) { return erfcf(x); }
template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double __erfc<double>(double x) { return erfc(x); }
} // end namespace internal
/****************************************************************************
* Implementations *
****************************************************************************/
namespace internal {
/****************************************************************************
* Implementation of
* lgamma *
****************************************************************************/
template<typename Scalar>
struct lgamma_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
return __lgamma<Scalar>(x);
}
};
template<typename Scalar>
struct lgamma_retval
{
typedef Scalar type;
};
/****************************************************************************
* Implementation of
* erf *
****************************************************************************/
template<typename Scalar>
struct erf_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
return __erf<Scalar>(x);
}
};
template<typename Scalar>
struct erf_retval
{
typedef Scalar type;
};
/****************************************************************************
* Implementation of erfc *
****************************************************************************/
template<typename Scalar>
struct erfc_impl
{
EIGEN_DEVICE_FUNC
static EIGEN_STRONG_INLINE Scalar run(const Scalar& x)
{
return __erfc<Scalar>(x);
}
};
template<typename Scalar>
struct erfc_retval
{
typedef Scalar type;
};
} // end namespace internal
namespace numext {
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(lgamma, Scalar) lgamma(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(lgamma, Scalar)::run(x);
}
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(erf, Scalar) erf(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(erf, Scalar)::run(x);
}
template<typename Scalar>
EIGEN_DEVICE_FUNC
inline EIGEN_MATHFUNC_RETVAL(erfc, Scalar) erfc(const Scalar& x)
{
return EIGEN_MATHFUNC_IMPL(erfc, Scalar)::run(x);
}
} // end namespace numext
} // end namespace Eigen
#endif // EIGEN_SPECIAL_FUNCTIONS_H