Add ndtri function, the inverse of the normal distribution function.

6 files changed, 65 insertions, 0 deletions

diff --git a/Eigen/src/Core/arch/AVX/PacketMath.h b/Eigen/src/Core/arch/AVX/PacketMath.h
index 7ee9dee10..9feb96f8b 100644
--- a/Eigen/src/Core/arch/AVX/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX/PacketMath.h
@@ -66,6 +66,7 @@ template<> struct packet_traits<float>  : default_packet_traits
     HasCos  = EIGEN_FAST_MATH,
     HasLog  = 1,
     HasExp  = 1,
+    HasNdtri = 1,
     HasSqrt = 1,
     HasRsqrt = 1,
     HasTanh  = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/AVX512/PacketMath.h b/Eigen/src/Core/arch/AVX512/PacketMath.h
index 383c49636..1312829d8 100644
--- a/Eigen/src/Core/arch/AVX512/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX512/PacketMath.h
@@ -60,6 +60,9 @@ template<> struct packet_traits<float>  : default_packet_traits
 #if EIGEN_GNUC_AT_LEAST(5, 3) || (!EIGEN_COMP_GNUC_STRICT)
 #ifdef EIGEN_VECTORIZE_AVX512DQ
     HasLog = 1,
+    HasLog1p = 1,
+    HasExpm1 = 1,
+    HasNdtri = 1,
 #endif
     HasExp = 1,
     HasSqrt = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
index 43e827638..b021bd0b7 100644
--- a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
+++ b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
@@ -467,5 +467,60 @@ 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
diff --git a/Eigen/src/Core/arch/GPU/PacketMath.h b/Eigen/src/Core/arch/GPU/PacketMath.h
index 5084fc786..6ba2990d1 100644
--- a/Eigen/src/Core/arch/GPU/PacketMath.h
+++ b/Eigen/src/Core/arch/GPU/PacketMath.h
@@ -44,6 +44,7 @@ template<> struct packet_traits<float> : default_packet_traits
     HasPolygamma = 1,
     HasErf = 1,
     HasErfc = 1,
+    HasNdtri = 1,
     HasI0e = 1,
     HasI1e = 1,
     HasIGamma = 1,
@@ -78,6 +79,7 @@ template<> struct packet_traits<double> : default_packet_traits
     HasPolygamma = 1,
     HasErf = 1,
     HasErfc = 1,
+    HasNdtri = 1,
     HasI0e = 1,
     HasI1e = 1,
     HasIGamma = 1,
diff --git a/Eigen/src/Core/arch/SSE/PacketMath.h b/Eigen/src/Core/arch/SSE/PacketMath.h
index 0d571ce61..69daea8f7 100755
--- a/Eigen/src/Core/arch/SSE/PacketMath.h
+++ b/Eigen/src/Core/arch/SSE/PacketMath.h
@@ -111,6 +111,9 @@ template<> struct packet_traits<float>  : default_packet_traits
     HasCos  = EIGEN_FAST_MATH,
     HasLog  = 1,
     HasExp  = 1,
+    HasLog1p = 1,
+    HasExpm1 = 1,
+    HasNdtri = 1,
     HasSqrt = 1,
     HasRsqrt = 1,
     HasTanh  = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/SYCL/InteropHeaders.h b/Eigen/src/Core/arch/SYCL/InteropHeaders.h
index ef66fc7de..d76030419 100644
--- a/Eigen/src/Core/arch/SYCL/InteropHeaders.h
+++ b/Eigen/src/Core/arch/SYCL/InteropHeaders.h
@@ -54,6 +54,7 @@ struct sycl_packet_traits : default_packet_traits {
     HasPolygamma = 0,
     HasErf = 0,
     HasErfc = 0,
+    HasNdtri = 0,
     HasIGamma = 0,
     HasIGammac = 0,
     HasBetaInc = 0,