1 files changed, 54 insertions, 0 deletions
diff --git a/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h b/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h
index 8420f0174..3a63dcdd6 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)