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

Includes CUDA support and unit tests.

1 files changed, 144 insertions, 0 deletions

diff --git a/Eigen/src/Core/SpecialFunctions.h b/Eigen/src/Core/SpecialFunctions.h
new file mode 100644
index 000000000..d481f2e06
--- /dev/null
+++ b/Eigen/src/Core/SpecialFunctions.h
@@ -0,0 +1,144 @@
+// 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