diff options
Diffstat (limited to 'unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h')
| -rw-r--r-- | unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h | 140 |
1 files changed, 117 insertions, 23 deletions
diff --git a/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h b/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h index d8f2363be..abefe99b7 100644 --- a/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h +++ b/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h @@ -41,6 +41,60 @@ struct functor_traits<scalar_igamma_op<Scalar> > { }; }; +/** \internal + * \brief Template functor to compute the derivative of the incomplete gamma + * function igamma_der_a(a, x) + * + * \sa class CwiseBinaryOp, Cwise::igamma_der_a + */ +template <typename Scalar> +struct scalar_igamma_der_a_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_igamma_der_a_op) + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& a, const Scalar& x) const { + using numext::igamma_der_a; + return igamma_der_a(a, x); + } + template <typename Packet> + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& x) const { + return internal::pigamma_der_a(a, x); + } +}; +template <typename Scalar> +struct functor_traits<scalar_igamma_der_a_op<Scalar> > { + enum { + // 2x the cost of igamma + Cost = 40 * NumTraits<Scalar>::MulCost + 20 * NumTraits<Scalar>::AddCost, + PacketAccess = packet_traits<Scalar>::HasIGammaDerA + }; +}; + +/** \internal + * \brief Template functor to compute the derivative of the sample + * of a Gamma(alpha, 1) random variable with respect to the parameter alpha + * gamma_sample_der_alpha(alpha, sample) + * + * \sa class CwiseBinaryOp, Cwise::gamma_sample_der_alpha + */ +template <typename Scalar> +struct scalar_gamma_sample_der_alpha_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_gamma_sample_der_alpha_op) + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& alpha, const Scalar& sample) const { + using numext::gamma_sample_der_alpha; + return gamma_sample_der_alpha(alpha, sample); + } + template <typename Packet> + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& alpha, const Packet& sample) const { + return internal::pgamma_sample_der_alpha(alpha, sample); + } +}; +template <typename Scalar> +struct functor_traits<scalar_gamma_sample_der_alpha_op<Scalar> > { + enum { + // 2x the cost of igamma, minus the lgamma cost (the lgamma cancels out) + Cost = 30 * NumTraits<Scalar>::MulCost + 15 * NumTraits<Scalar>::AddCost, + PacketAccess = packet_traits<Scalar>::HasGammaSampleDerAlpha + }; +}; /** \internal * \brief Template functor to compute the complementary incomplete gamma function igammac(a, x) @@ -101,11 +155,11 @@ struct functor_traits<scalar_betainc_op<Scalar> > { */ template<typename Scalar> struct scalar_lgamma_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_lgamma_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { using numext::lgamma; return lgamma(a); } typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::plgamma(a); } + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::plgamma(a); } }; template<typename Scalar> struct functor_traits<scalar_lgamma_op<Scalar> > @@ -123,11 +177,11 @@ struct functor_traits<scalar_lgamma_op<Scalar> > */ template<typename Scalar> struct scalar_digamma_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_digamma_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { using numext::digamma; return digamma(a); } typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::pdigamma(a); } + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::pdigamma(a); } }; template<typename Scalar> struct functor_traits<scalar_digamma_op<Scalar> > @@ -145,11 +199,11 @@ struct functor_traits<scalar_digamma_op<Scalar> > */ template<typename Scalar> struct scalar_zeta_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_zeta_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& x, const Scalar& q) const { + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& x, const Scalar& q) const { using numext::zeta; return zeta(x, q); } typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& x, const Packet& q) const { return internal::pzeta(x, q); } + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x, const Packet& q) const { return internal::pzeta(x, q); } }; template<typename Scalar> struct functor_traits<scalar_zeta_op<Scalar> > @@ -167,11 +221,11 @@ struct functor_traits<scalar_zeta_op<Scalar> > */ template<typename Scalar> struct scalar_polygamma_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_polygamma_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& n, const Scalar& x) const { + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& n, const Scalar& x) const { using numext::polygamma; return polygamma(n, x); } typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& n, const Packet& x) const { return internal::ppolygamma(n, x); } + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& n, const Packet& x) const { return internal::ppolygamma(n, x); } }; template<typename Scalar> struct functor_traits<scalar_polygamma_op<Scalar> > @@ -184,25 +238,40 @@ struct functor_traits<scalar_polygamma_op<Scalar> > }; /** \internal - * \brief Template functor to compute the Gauss error function of a - * scalar - * \sa class CwiseUnaryOp, Cwise::erf() + * \brief Template functor to compute the error function of a scalar + * \sa class CwiseUnaryOp, ArrayBase::erf() */ template<typename Scalar> struct scalar_erf_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_erf_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { - using numext::erf; return erf(a); + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar + operator()(const Scalar& a) const { + return numext::erf(a); + } + template <typename Packet> + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const { + return perf(x); } - typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::perf(a); } }; -template<typename Scalar> -struct functor_traits<scalar_erf_op<Scalar> > -{ +template <typename Scalar> +struct functor_traits<scalar_erf_op<Scalar> > { enum { - // Guesstimate - Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost, - PacketAccess = packet_traits<Scalar>::HasErf + PacketAccess = packet_traits<Scalar>::HasErf, + Cost = + (PacketAccess +#ifdef EIGEN_VECTORIZE_FMA + // TODO(rmlarsen): Move the FMA cost model to a central location. + // Haswell can issue 2 add/mul/madd per cycle. + // 10 pmadd, 2 pmul, 1 div, 2 other + ? (2 * NumTraits<Scalar>::AddCost + + 7 * NumTraits<Scalar>::MulCost + + scalar_div_cost<Scalar, packet_traits<Scalar>::HasDiv>::value) +#else + ? (12 * NumTraits<Scalar>::AddCost + + 12 * NumTraits<Scalar>::MulCost + + scalar_div_cost<Scalar, packet_traits<Scalar>::HasDiv>::value) +#endif + // Assume for simplicity that this is as expensive as an exp(). + : (functor_traits<scalar_exp_op<Scalar> >::Cost)) }; }; @@ -213,11 +282,11 @@ struct functor_traits<scalar_erf_op<Scalar> > */ template<typename Scalar> struct scalar_erfc_op { EIGEN_EMPTY_STRUCT_CTOR(scalar_erfc_op) - EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const { + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { using numext::erfc; return erfc(a); } typedef typename packet_traits<Scalar>::type Packet; - EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::perfc(a); } + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::perfc(a); } }; template<typename Scalar> struct functor_traits<scalar_erfc_op<Scalar> > @@ -229,6 +298,31 @@ struct functor_traits<scalar_erfc_op<Scalar> > }; }; +/** \internal + * \brief Template functor to compute the Inverse of the normal distribution + * function of a scalar + * \sa class CwiseUnaryOp, Cwise::ndtri() + */ +template<typename Scalar> struct scalar_ndtri_op { + EIGEN_EMPTY_STRUCT_CTOR(scalar_ndtri_op) + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const { + using numext::ndtri; return ndtri(a); + } + typedef typename packet_traits<Scalar>::type Packet; + EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::pndtri(a); } +}; +template<typename Scalar> +struct functor_traits<scalar_ndtri_op<Scalar> > +{ + enum { + // On average, We are evaluating rational functions with degree N=9 in the + // numerator and denominator. This results in 2*N additions and 2*N + // multiplications. + Cost = 18 * NumTraits<Scalar>::MulCost + 18 * NumTraits<Scalar>::AddCost, + PacketAccess = packet_traits<Scalar>::HasNdtri + }; +}; + } // end namespace internal } // end namespace Eigen |