PR 681: Add ndtri function, the inverse of the normal distribution function.

1 files changed, 55 insertions, 0 deletions

diff --git a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
index 0fc673e12..13351d5ec 100644
--- a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
+++ b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
@@ -512,5 +512,60 @@ Packet pcos_float(const Packet& x)
   return psincos_float<false>(x);
 }
 
+/* polevl (modified for Eigen)
+ *
+ *      Evaluate polynomial
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * int N;
+ * Scalar x, y, coef[N+1];
+ *
+ * y = polevl<decltype(x), N>( x, coef);
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Evaluates polynomial of degree N:
+ *
+ *                     2          N
+ * y  =  C  + C x + C x  +...+ C x
+ *        0    1     2          N
+ *
+ * Coefficients are stored in reverse order:
+ *
+ * coef[0] = C  , ..., coef[N] = C  .
+ *            N                   0
+ *
+ *  The function p1evl() assumes that coef[N] = 1.0 and is
+ * omitted from the array.  Its calling arguments are
+ * otherwise the same as polevl().
+ *
+ *
+ * The Eigen implementation is templatized.  For best speed, store
+ * coef as a const array (constexpr), e.g.
+ *
+ * const double coef[] = {1.0, 2.0, 3.0, ...};
+ *
+ */
+template <typename Packet, int N>
+struct ppolevl {
+  static EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits<Packet>::type coeff[]) {
+    EIGEN_STATIC_ASSERT((N > 0), YOU_MADE_A_PROGRAMMING_MISTAKE);
+    return pmadd(ppolevl<Packet, N-1>::run(x, coeff), x, pset1<Packet>(coeff[N]));
+  }
+};
+
+template <typename Packet>
+struct ppolevl<Packet, 0> {
+  static EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits<Packet>::type coeff[]) {
+    EIGEN_UNUSED_VARIABLE(x);
+    return pset1<Packet>(coeff[0]);
+  }
+};
+
 } // end namespace internal
 } // end namespace Eigen