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* Return nan at poles of polygamma, digamma, and zeta if limit is not definedGravatar frgossen2021-02-19
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* Special function implementations for half/bfloat16 packets.Gravatar Antonio Sanchez2020-12-04
| | | | | | | | | | | | | Current implementations fail to consider half-float packets, only half-float scalars. Added specializations for packets on AVX, AVX512 and NEON. Added tests to `special_packetmath`. The current `special_functions` tests would fail for half and bfloat16 due to lack of precision. The NEON tests also fail with precision issues and due to different handling of `sqrt(inf)`, so special functions bessel, ndtri have been disabled. Tested with AVX, AVX512.
* Ensure Igamma does not NaN or Inf for large values.Gravatar Srinivas Vasudevan2020-01-14
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* Add Bessel functions to SpecialFunctions.Gravatar Srinivas Vasudevan2019-09-14
| | | | | | | | | - Split SpecialFunctions files in to a separate BesselFunctions file. In particular add: - Modified bessel functions of the second kind k0, k1, k0e, k1e - Bessel functions of the first kind j0, j1 - Bessel functions of the second kind y0, y1
* Add ndtri function, the inverse of the normal distribution function.Gravatar Srinivas Vasudevan2019-08-12
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* Get rid of EIGEN_TEST_FUNC, unit tests must now be declared with ↵Gravatar Gael Guennebaud2018-07-17
| | | | | | | | | EIGEN_DECLARE_TEST(mytest) { /* code */ }. This provide several advantages: - more flexibility in designing unit tests - unit tests can be glued to speed up compilation - unit tests are compiled with same predefined macros, which is a requirement for zapcc
* Merge from eigen/eigenGravatar Michael Figurnov2018-06-07
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| * Fix compilation of special functions without C99 math.Gravatar Michael Figurnov2018-06-07
| | | | | | | | | | | | The commit with Bessel functions i0e and i1e placed the ifdef/endif incorrectly, causing i0e/i1e to be undefined when EIGEN_HAS_C99_MATH=0. These functions do not actually require C99 math, so now they are always available.
* | Derivative of the incomplete Gamma function and the sample of a Gamma random ↵Gravatar Michael Figurnov2018-06-06
|/ | | | | | | | | | variable. In addition to igamma(a, x), this code implements: * igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter * gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
* Exponentially scaled modified Bessel functions of order zero and one.Gravatar Michael Figurnov2018-05-31
| | | | | | The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x) The code is ported from Cephes and tested against SciPy.
* bug #1232: refactor special functions as a new SpecialFunctions module, ↵Gravatar Gael Guennebaud2016-07-08
currently in unsupported/.
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