diff options
author | Gael Guennebaud <g.gael@free.fr> | 2015-12-11 11:52:09 +0100 |
---|---|---|
committer | Gael Guennebaud <g.gael@free.fr> | 2015-12-11 11:52:09 +0100 |
commit | ca39b1546efb7d356685e0e0b198a19352ca5225 (patch) | |
tree | 2948d830d2d248f8a470085590a8d02a3ad9b98e /Eigen | |
parent | 82152f2ae686443d433fd96e844a1a488f89299e (diff) | |
parent | 6acf2bd4725a3394c40e1b542ae03a9c6fbb9a2c (diff) |
Merged in ebrevdo/eigen (pull request PR-148)
Add special functions to eigen: lgamma, erf, erfc.
Diffstat (limited to 'Eigen')
-rw-r--r-- | Eigen/Core | 1 | ||||
-rw-r--r-- | Eigen/src/Core/GenericPacketMath.h | 17 | ||||
-rw-r--r-- | Eigen/src/Core/GlobalFunctions.h | 3 | ||||
-rw-r--r-- | Eigen/src/Core/SpecialFunctions.h | 160 | ||||
-rw-r--r-- | Eigen/src/Core/arch/CUDA/MathFunctions.h | 37 | ||||
-rw-r--r-- | Eigen/src/Core/arch/CUDA/PacketMath.h | 6 | ||||
-rw-r--r-- | Eigen/src/Core/functors/UnaryFunctors.h | 72 | ||||
-rw-r--r-- | Eigen/src/Core/util/Macros.h | 7 | ||||
-rw-r--r-- | Eigen/src/Core/util/StaticAssert.h | 3 | ||||
-rw-r--r-- | Eigen/src/plugins/ArrayCwiseUnaryOps.h | 44 |
10 files changed, 348 insertions, 2 deletions
diff --git a/Eigen/Core b/Eigen/Core index 1ec749452..63602f4c3 100644 --- a/Eigen/Core +++ b/Eigen/Core @@ -300,6 +300,7 @@ using std::ptrdiff_t; #include "src/Core/NumTraits.h" #include "src/Core/MathFunctions.h" +#include "src/Core/SpecialFunctions.h" #include "src/Core/GenericPacketMath.h" #if defined EIGEN_VECTORIZE_AVX diff --git a/Eigen/src/Core/GenericPacketMath.h b/Eigen/src/Core/GenericPacketMath.h index 5f27d8166..8ad51bad5 100644 --- a/Eigen/src/Core/GenericPacketMath.h +++ b/Eigen/src/Core/GenericPacketMath.h @@ -43,7 +43,7 @@ struct default_packet_traits { enum { HasHalfPacket = 0, - + HasAdd = 1, HasSub = 1, HasMul = 1, @@ -74,6 +74,9 @@ struct default_packet_traits HasSinh = 0, HasCosh = 0, HasTanh = 0, + HasLGamma = 0, + HasErf = 0, + HasErfc = 0, HasRound = 0, HasFloor = 0, @@ -432,6 +435,18 @@ Packet pfloor(const Packet& a) { using numext::floor; return floor(a); } template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS Packet pceil(const Packet& a) { using numext::ceil; return ceil(a); } +/** \internal \returns the ln(|gamma(\a a)|) (coeff-wise) */ +template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS +Packet plgamma(const Packet& a) { using numext::lgamma; return lgamma(a); } + +/** \internal \returns the erf(\a a) (coeff-wise) */ +template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS +Packet perf(const Packet& a) { using numext::erf; return erf(a); } + +/** \internal \returns the erfc(\a a) (coeff-wise) */ +template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS +Packet perfc(const Packet& a) { using numext::erfc; return erfc(a); } + /*************************************************************************** * The following functions might not have to be overwritten for vectorized types ***************************************************************************/ diff --git a/Eigen/src/Core/GlobalFunctions.h b/Eigen/src/Core/GlobalFunctions.h index 585974809..62fec7008 100644 --- a/Eigen/src/Core/GlobalFunctions.h +++ b/Eigen/src/Core/GlobalFunctions.h @@ -49,6 +49,9 @@ namespace Eigen EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sinh,scalar_sinh_op) EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cosh,scalar_cosh_op) EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tanh,scalar_tanh_op) + EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(lgamma,scalar_lgamma_op) + EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erf,scalar_erf_op) + EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erfc,scalar_erfc_op) EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op) EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op) EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log10,scalar_log10_op) diff --git a/Eigen/src/Core/SpecialFunctions.h b/Eigen/src/Core/SpecialFunctions.h new file mode 100644 index 000000000..05973e372 --- /dev/null +++ b/Eigen/src/Core/SpecialFunctions.h @@ -0,0 +1,160 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// 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 { + +/**************************************************************************** + * Implementation of lgamma * + ****************************************************************************/ + +template<typename Scalar> +struct lgamma_impl +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE Scalar run(const Scalar& x) + { + EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false), + THIS_TYPE_IS_NOT_SUPPORTED); + return Scalar(0); + } +}; + +template<typename Scalar> +struct lgamma_retval +{ + typedef Scalar type; +}; + +#ifdef EIGEN_HAS_C99_MATH +template<> +struct lgamma_impl<float> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE double run(const float& x) { return ::lgammaf(x); } +}; + +template<> +struct lgamma_impl<double> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE double run(const double& x) { return ::lgamma(x); } +}; +#endif + +/**************************************************************************** + * Implementation of erf * + ****************************************************************************/ + +template<typename Scalar> +struct erf_impl +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE Scalar run(const Scalar& x) + { + EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false), + THIS_TYPE_IS_NOT_SUPPORTED); + return Scalar(0); + } +}; + +template<typename Scalar> +struct erf_retval +{ + typedef Scalar type; +}; + +#ifdef EIGEN_HAS_C99_MATH +template<> +struct erf_impl<float> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE float run(const float& x) { return ::erff(x); } +}; + +template<> +struct erf_impl<double> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE double run(const double& x) { return ::erf(x); } +}; +#endif // EIGEN_HAS_C99_MATH + +/*************************************************************************** +* Implementation of erfc * +****************************************************************************/ + +template<typename Scalar> +struct erfc_impl +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE Scalar run(const Scalar& x) + { + EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false), + THIS_TYPE_IS_NOT_SUPPORTED); + return Scalar(0); + } +}; + +template<typename Scalar> +struct erfc_retval +{ + typedef Scalar type; +}; + +#ifdef EIGEN_HAS_C99_MATH +template<> +struct erfc_impl<float> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE float run(const float x) { return ::erfcf(x); } +}; + +template<> +struct erfc_impl<double> +{ + EIGEN_DEVICE_FUNC + static EIGEN_STRONG_INLINE double run(const double x) { return ::erfc(x); } +}; +#endif // EIGEN_HAS_C99_MATH + +} // 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 diff --git a/Eigen/src/Core/arch/CUDA/MathFunctions.h b/Eigen/src/Core/arch/CUDA/MathFunctions.h index 3bea88bea..ecd5c444e 100644 --- a/Eigen/src/Core/arch/CUDA/MathFunctions.h +++ b/Eigen/src/Core/arch/CUDA/MathFunctions.h @@ -66,6 +66,43 @@ double2 prsqrt<double2>(const double2& a) return make_double2(rsqrt(a.x), rsqrt(a.y)); } +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +float4 plgamma<float4>(const float4& a) +{ + return make_float4(lgammaf(a.x), lgammaf(a.y), lgammaf(a.z), lgammaf(a.w)); +} + +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +double2 plgamma<double2>(const double2& a) +{ + return make_double2(lgamma(a.x), lgamma(a.y)); +} + +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +float4 perf<float4>(const float4& a) +{ + return make_float4(erf(a.x), erf(a.y), erf(a.z), erf(a.w)); +} + +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +double2 perf<double2>(const double2& a) +{ + return make_double2(erf(a.x), erf(a.y)); +} + +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +float4 perfc<float4>(const float4& a) +{ + return make_float4(erfc(a.x), erfc(a.y), erfc(a.z), erfc(a.w)); +} + +template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE +double2 perfc<double2>(const double2& a) +{ + return make_double2(erfc(a.x), erfc(a.y)); +} + + #endif } // end namespace internal diff --git a/Eigen/src/Core/arch/CUDA/PacketMath.h b/Eigen/src/Core/arch/CUDA/PacketMath.h index 0d2c2fef0..cb1b547e0 100644 --- a/Eigen/src/Core/arch/CUDA/PacketMath.h +++ b/Eigen/src/Core/arch/CUDA/PacketMath.h @@ -39,6 +39,9 @@ template<> struct packet_traits<float> : default_packet_traits HasExp = 1, HasSqrt = 1, HasRsqrt = 1, + HasLGamma = 1, + HasErf = 1, + HasErfc = 1, HasBlend = 0, }; @@ -59,6 +62,9 @@ template<> struct packet_traits<double> : default_packet_traits HasExp = 1, HasSqrt = 1, HasRsqrt = 1, + HasLGamma = 1, + HasErf = 1, + HasErfc = 1, HasBlend = 0, }; diff --git a/Eigen/src/Core/functors/UnaryFunctors.h b/Eigen/src/Core/functors/UnaryFunctors.h index e630acc38..6891cfdda 100644 --- a/Eigen/src/Core/functors/UnaryFunctors.h +++ b/Eigen/src/Core/functors/UnaryFunctors.h @@ -403,6 +403,77 @@ struct functor_traits<scalar_asin_op<Scalar> > }; }; + +/** \internal + * \brief Template functor to compute the natural log of the absolute + * value of Gamma of a scalar + * \sa class CwiseUnaryOp, Cwise::lgamma() + */ +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 { + using numext::lgamma; return lgamma(a); + } + typedef typename packet_traits<Scalar>::type Packet; + inline Packet packetOp(const Packet& a) const { return internal::plgamma(a); } +}; +template<typename Scalar> +struct functor_traits<scalar_lgamma_op<Scalar> > +{ + enum { + // Guesstimate + Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost, + PacketAccess = packet_traits<Scalar>::HasLGamma + }; +}; + +/** \internal + * \brief Template functor to compute the Gauss error function of a + * scalar + * \sa class CwiseUnaryOp, Cwise::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); + } + typedef typename packet_traits<Scalar>::type Packet; + inline Packet packetOp(const Packet& a) const { return internal::perf(a); } +}; +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 + }; +}; + +/** \internal + * \brief Template functor to compute the Complementary Error Function + * of a scalar + * \sa class CwiseUnaryOp, Cwise::erfc() + */ +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 { + using numext::erfc; return erfc(a); + } + typedef typename packet_traits<Scalar>::type Packet; + inline Packet packetOp(const Packet& a) const { return internal::perfc(a); } +}; +template<typename Scalar> +struct functor_traits<scalar_erfc_op<Scalar> > +{ + enum { + // Guesstimate + Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost, + PacketAccess = packet_traits<Scalar>::HasErfc + }; +}; + + /** \internal * \brief Template functor to compute the atan of a scalar * \sa class CwiseUnaryOp, ArrayBase::atan() @@ -422,6 +493,7 @@ struct functor_traits<scalar_atan_op<Scalar> > }; }; + /** \internal * \brief Template functor to compute the tanh of a scalar * \sa class CwiseUnaryOp, ArrayBase::tanh() diff --git a/Eigen/src/Core/util/Macros.h b/Eigen/src/Core/util/Macros.h index fcad3694e..e0bc1689d 100644 --- a/Eigen/src/Core/util/Macros.h +++ b/Eigen/src/Core/util/Macros.h @@ -341,6 +341,13 @@ #define EIGEN_HAVE_RVALUE_REFERENCES #endif +// Does the compiler support C99? +#if (defined(__STDC_VERSION__) && (__STDC_VERSION__ >= 199901)) \ + || (defined(__GNUC__) && defined(_GLIBCXX_USE_C99)) \ + || (defined(_LIBCPP_VERSION) && !defined(_MSC_VER)) +#define EIGEN_HAS_C99_MATH 1 +#endif + // Does the compiler support result_of? #if (__has_feature(cxx_lambdas) || (defined(__cplusplus) && __cplusplus >= 201103L)) #define EIGEN_HAS_STD_RESULT_OF 1 diff --git a/Eigen/src/Core/util/StaticAssert.h b/Eigen/src/Core/util/StaticAssert.h index 108181419..1fe365aa7 100644 --- a/Eigen/src/Core/util/StaticAssert.h +++ b/Eigen/src/Core/util/StaticAssert.h @@ -96,7 +96,8 @@ STORAGE_LAYOUT_DOES_NOT_MATCH, EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT__INVALID_COST_VALUE, THIS_COEFFICIENT_ACCESSOR_TAKING_ONE_ACCESS_IS_ONLY_FOR_EXPRESSIONS_ALLOWING_LINEAR_ACCESS, - MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY + MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY, + THIS_TYPE_IS_NOT_SUPPORTED }; }; diff --git a/Eigen/src/plugins/ArrayCwiseUnaryOps.h b/Eigen/src/plugins/ArrayCwiseUnaryOps.h index 45e826b0c..01432e2f3 100644 --- a/Eigen/src/plugins/ArrayCwiseUnaryOps.h +++ b/Eigen/src/plugins/ArrayCwiseUnaryOps.h @@ -21,6 +21,9 @@ typedef CwiseUnaryOp<internal::scalar_atan_op<Scalar>, const Derived> AtanReturn typedef CwiseUnaryOp<internal::scalar_tanh_op<Scalar>, const Derived> TanhReturnType; typedef CwiseUnaryOp<internal::scalar_sinh_op<Scalar>, const Derived> SinhReturnType; typedef CwiseUnaryOp<internal::scalar_cosh_op<Scalar>, const Derived> CoshReturnType; +typedef CwiseUnaryOp<internal::scalar_lgamma_op<Scalar>, const Derived> LgammaReturnType; +typedef CwiseUnaryOp<internal::scalar_erf_op<Scalar>, const Derived> ErfReturnType; +typedef CwiseUnaryOp<internal::scalar_erfc_op<Scalar>, const Derived> ErfcReturnType; typedef CwiseUnaryOp<internal::scalar_pow_op<Scalar>, const Derived> PowReturnType; typedef CwiseUnaryOp<internal::scalar_square_op<Scalar>, const Derived> SquareReturnType; typedef CwiseUnaryOp<internal::scalar_cube_op<Scalar>, const Derived> CubeReturnType; @@ -302,6 +305,47 @@ cosh() const return CoshReturnType(derived()); } +/** \returns an expression of the coefficient-wise ln(|gamma(*this)|). + * + * Example: \include Cwise_lgamma.cpp + * Output: \verbinclude Cwise_lgamma.out + * + * \sa cos(), sin(), tan() + */ +inline const LgammaReturnType +lgamma() const +{ + return LgammaReturnType(derived()); +} + +/** \returns an expression of the coefficient-wise Gauss error + * function of *this. + * + * Example: \include Cwise_erf.cpp + * Output: \verbinclude Cwise_erf.out + * + * \sa cos(), sin(), tan() + */ +inline const ErfReturnType +erf() const +{ + return ErfReturnType(derived()); +} + +/** \returns an expression of the coefficient-wise Complementary error + * function of *this. + * + * Example: \include Cwise_erfc.cpp + * Output: \verbinclude Cwise_erfc.out + * + * \sa cos(), sin(), tan() + */ +inline const ErfcReturnType +erfc() const +{ + return ErfcReturnType(derived()); +} + /** \returns an expression of the coefficient-wise power of *this to the given exponent. * * This function computes the coefficient-wise power. The function MatrixBase::pow() in the |