Files
eigen/Eigen/src/Core/GlobalFunctions.h
Eugene Brevdo 39baff850c Add TernaryFunctors and the betainc SpecialFunction.
TernaryFunctors and their executors allow operations on 3-tuples of inputs.
API fully implemented for Arrays and Tensors based on binary functors.

Ported the cephes betainc function (regularized incomplete beta
integral) to Eigen, with support for CPU and GPU, floats, doubles, and
half types.

Added unit tests in array.cpp and cxx11_tensor_cuda.cu


Collapsed revision
* Merged helper methods for betainc across floats and doubles.
* Added TensorGlobalFunctions with betainc().  Removed betainc() from TensorBase.
* Clean up CwiseTernaryOp checks, change igamma_helper to cephes_helper.
* betainc: merge incbcf and incbd into incbeta_cfe.  and more cleanup.
* Update TernaryOp and SpecialFunctions (betainc) based on review comments.
2016-06-02 17:04:19 -07:00

271 lines
14 KiB
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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2010-2016 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2010 Benoit Jacob <jacob.benoit.1@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_GLOBAL_FUNCTIONS_H
#define EIGEN_GLOBAL_FUNCTIONS_H
#ifdef EIGEN_PARSED_BY_DOXYGEN
#define EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(NAME,FUNCTOR,DOC_OP,DOC_DETAILS) \
/** \returns an expression of the coefficient-wise DOC_OP of \a x
DOC_DETAILS
\sa <a href="group__CoeffwiseMathFunctions.html#cwisetable_##NAME">Math functions</a>, class CwiseUnaryOp
*/ \
template<typename Derived> \
inline const Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived> \
NAME(const Eigen::ArrayBase<Derived>& x);
#else
#define EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(NAME,FUNCTOR,DOC_OP,DOC_DETAILS) \
template<typename Derived> \
inline const Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived> \
(NAME)(const Eigen::ArrayBase<Derived>& x) { \
return Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived>(x.derived()); \
}
#endif // EIGEN_PARSED_BY_DOXYGEN
#define EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(NAME,FUNCTOR) \
\
template<typename Derived> \
struct NAME##_retval<ArrayBase<Derived> > \
{ \
typedef const Eigen::CwiseUnaryOp<Eigen::internal::FUNCTOR<typename Derived::Scalar>, const Derived> type; \
}; \
template<typename Derived> \
struct NAME##_impl<ArrayBase<Derived> > \
{ \
static inline typename NAME##_retval<ArrayBase<Derived> >::type run(const Eigen::ArrayBase<Derived>& x) \
{ \
return typename NAME##_retval<ArrayBase<Derived> >::type(x.derived()); \
} \
};
namespace Eigen
{
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(real,scalar_real_op,real part,\sa ArrayBase::real)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(imag,scalar_imag_op,imaginary part,\sa ArrayBase::imag)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(conj,scalar_conjugate_op,complex conjugate,\sa ArrayBase::conjugate)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(inverse,scalar_inverse_op,inverse,\sa ArrayBase::inverse)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sin,scalar_sin_op,sine,\sa ArrayBase::sin)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cos,scalar_cos_op,cosine,\sa ArrayBase::cos)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tan,scalar_tan_op,tangent,\sa ArrayBase::tan)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(atan,scalar_atan_op,arc-tangent,\sa ArrayBase::atan)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(asin,scalar_asin_op,arc-sine,\sa ArrayBase::asin)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(acos,scalar_acos_op,arc-consine,\sa ArrayBase::acos)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sinh,scalar_sinh_op,hyperbolic sine,\sa ArrayBase::sinh)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cosh,scalar_cosh_op,hyperbolic cosine,\sa ArrayBase::cosh)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tanh,scalar_tanh_op,hyperbolic tangent,\sa ArrayBase::tanh)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(lgamma,scalar_lgamma_op,natural logarithm of the gamma function,\sa ArrayBase::lgamma)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(digamma,scalar_digamma_op,derivative of lgamma,\sa ArrayBase::digamma)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erf,scalar_erf_op,error function,\sa ArrayBase::erf)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erfc,scalar_erfc_op,complement error function,\sa ArrayBase::erfc)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op,exponential,\sa ArrayBase::exp)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op,natural logarithm,\sa Eigen::log10 DOXCOMMA ArrayBase::log)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log1p,scalar_log1p_op,natural logarithm of 1 plus the value,\sa ArrayBase::log1p)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log10,scalar_log10_op,base 10 logarithm,\sa Eigen::log DOXCOMMA ArrayBase::log)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs,scalar_abs_op,absolute value,\sa ArrayBase::abs DOXCOMMA MatrixBase::cwiseAbs)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs2,scalar_abs2_op,squared absolute value,\sa ArrayBase::abs2 DOXCOMMA MatrixBase::cwiseAbs2)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(arg,scalar_arg_op,complex argument,\sa ArrayBase::arg)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sqrt,scalar_sqrt_op,square root,\sa ArrayBase::sqrt DOXCOMMA MatrixBase::cwiseSqrt)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(square,scalar_square_op,square (power 2),\sa Eigen::abs2 DOXCOMMA Eigen::pow DOXCOMMA ArrayBase::square)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cube,scalar_cube_op,cube (power 3),\sa Eigen::pow DOXCOMMA ArrayBase::cube)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(round,scalar_round_op,nearest integer,\sa Eigen::floor DOXCOMMA Eigen::ceil DOXCOMMA ArrayBase::round)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(floor,scalar_floor_op,nearest integer not greater than the giben value,\sa Eigen::ceil DOXCOMMA ArrayBase::floor)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(ceil,scalar_ceil_op,nearest integer not less than the giben value,\sa Eigen::floor DOXCOMMA ArrayBase::ceil)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(isnan,scalar_isnan_op,not-a-number test,\sa Eigen::isinf DOXCOMMA Eigen::isfinite DOXCOMMA ArrayBase::isnan)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(isinf,scalar_isinf_op,infinite value test,\sa Eigen::isnan DOXCOMMA Eigen::isfinite DOXCOMMA ArrayBase::isinf)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(isfinite,scalar_isfinite_op,finite value test,\sa Eigen::isinf DOXCOMMA Eigen::isnan DOXCOMMA ArrayBase::isfinite)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sign,scalar_sign_op,sign (or 0),\sa ArrayBase::sign)
/** \returns an expression of the coefficient-wise power of \a x to the given constant \a exponent.
*
* \sa ArrayBase::pow()
*/
template<typename Derived>
inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_pow_op<typename Derived::Scalar>, const Derived>
pow(const Eigen::ArrayBase<Derived>& x, const typename Derived::Scalar& exponent) {
return x.derived().pow(exponent);
}
/** \returns an expression of the coefficient-wise power of \a x to the given array of \a exponents.
*
* This function computes the coefficient-wise power.
*
* Example: \include Cwise_array_power_array.cpp
* Output: \verbinclude Cwise_array_power_array.out
*
* \sa ArrayBase::pow()
*/
template<typename Derived,typename ExponentDerived>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename ExponentDerived::Scalar>, const Derived, const ExponentDerived>
pow(const Eigen::ArrayBase<Derived>& x, const Eigen::ArrayBase<ExponentDerived>& exponents)
{
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename ExponentDerived::Scalar>, const Derived, const ExponentDerived>(
x.derived(),
exponents.derived()
);
}
/** \returns an expression of the coefficient-wise power of the scalar \a x to the given array of \a exponents.
*
* This function computes the coefficient-wise power between a scalar and an array of exponents.
* Beaware that the scalar type of the input scalar \a x and the exponents \a exponents must be the same.
*
* Example: \include Cwise_scalar_power_array.cpp
* Output: \verbinclude Cwise_scalar_power_array.out
*
* \sa ArrayBase::pow()
*/
template<typename Derived>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const typename Derived::ConstantReturnType, const Derived>
pow(const typename Derived::Scalar& x, const Eigen::ArrayBase<Derived>& exponents)
{
typename Derived::ConstantReturnType constant_x(exponents.rows(), exponents.cols(), x);
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_binary_pow_op<typename Derived::Scalar, typename Derived::Scalar>, const typename Derived::ConstantReturnType, const Derived>(
constant_x,
exponents.derived()
);
}
/**
* \brief Component-wise division of a scalar by array elements.
**/
template <typename Derived>
inline const Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived>
operator/(const typename Derived::Scalar& s, const Eigen::ArrayBase<Derived>& a)
{
return Eigen::CwiseUnaryOp<Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>, const Derived>(
a.derived(),
Eigen::internal::scalar_inverse_mult_op<typename Derived::Scalar>(s)
);
}
/** \cpp11 \returns an expression of the coefficient-wise igamma(\a a, \a x) to the given arrays.
*
* This function computes the coefficient-wise incomplete gamma function.
*
* \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
* or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
* type T to be supported.
*
* \sa Eigen::igammac(), Eigen::lgamma()
*/
template<typename Derived,typename ExponentDerived>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
igamma(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
{
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
a.derived(),
x.derived()
);
}
/** \cpp11 \returns an expression of the coefficient-wise igammac(\a a, \a x) to the given arrays.
*
* This function computes the coefficient-wise complementary incomplete gamma function.
*
* \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
* or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
* type T to be supported.
*
* \sa Eigen::igamma(), Eigen::lgamma()
*/
template<typename Derived,typename ExponentDerived>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
igammac(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
{
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
a.derived(),
x.derived()
);
}
/** \cpp11 \returns an expression of the coefficient-wise polygamma(\a n, \a x) to the given arrays.
*
* It returns the \a n -th derivative of the digamma(psi) evaluated at \c x.
*
* \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
* or float/double in non c++11 mode, the user has to provide implementations of polygamma(T,T) for any scalar
* type T to be supported.
*
* \sa Eigen::digamma()
*/
// * \warning Be careful with the order of the parameters: x.polygamma(n) is equivalent to polygamma(n,x)
// * \sa ArrayBase::polygamma()
template<typename DerivedN,typename DerivedX>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>
polygamma(const Eigen::ArrayBase<DerivedN>& n, const Eigen::ArrayBase<DerivedX>& x)
{
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>(
n.derived(),
x.derived()
);
}
/** \cpp11 \returns an expression of the coefficient-wise betainc(\a x, \a a, \a b) to the given arrays.
*
* This function computes the regularized incomplete beta function (integral).
*
* \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
* or float/double in non c++11 mode, the user has to provide implementations of betainc(T,T,T) for any scalar
* type T to be supported.
*
* \sa Eigen::betainc(), Eigen::lgamma()
*/
template<typename ArgADerived, typename ArgBDerived, typename ArgXDerived>
inline const Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>
betainc(const Eigen::ArrayBase<ArgADerived>& a, const Eigen::ArrayBase<ArgBDerived>& b, const Eigen::ArrayBase<ArgXDerived>& x)
{
return Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>(
a.derived(),
b.derived(),
x.derived()
);
}
/** \returns an expression of the coefficient-wise zeta(\a x, \a q) to the given arrays.
*
* It returns the Riemann zeta function of two arguments \a x and \a q:
*
* \param x is the exposent, it must be > 1
* \param q is the shift, it must be > 0
*
* \note This function supports only float and double scalar types. To support other scalar types, the user has
* to provide implementations of zeta(T,T) for any scalar type T to be supported.
*
* \sa ArrayBase::zeta()
*/
template<typename DerivedX,typename DerivedQ>
inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>
zeta(const Eigen::ArrayBase<DerivedX>& x, const Eigen::ArrayBase<DerivedQ>& q)
{
return Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>(
x.derived(),
q.derived()
);
}
namespace internal
{
EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(real,scalar_real_op)
EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(imag,scalar_imag_op)
EIGEN_ARRAY_DECLARE_GLOBAL_EIGEN_UNARY(abs2,scalar_abs2_op)
}
}
// TODO: cleanly disable those functions that are not supported on Array (numext::real_ref, internal::random, internal::isApprox...)
#endif // EIGEN_GLOBAL_FUNCTIONS_H