summaryrefslogtreecommitdiffstats
path: root/src/EigenUnsupported/src/SpecialFunctions
diff options
context:
space:
mode:
authorNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
committerNao Pross <np@0hm.ch>2024-02-12 14:52:43 +0100
commiteda5bc26f44ee9a6f83dcf8c91f17296d7fc509d (patch)
treebc2efa38ff4e350f9a111ac87065cd7ae9a911c7 /src/EigenUnsupported/src/SpecialFunctions
downloadfsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.tar.gz
fsisotool-eda5bc26f44ee9a6f83dcf8c91f17296d7fc509d.zip
Move into version control
Diffstat (limited to 'src/EigenUnsupported/src/SpecialFunctions')
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsArrayAPI.h286
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsBFloat16.h68
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsFunctors.h357
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsHalf.h66
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsImpl.h1959
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsPacketMath.h118
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/HipVectorCompatibility.h67
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsArrayAPI.h167
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsBFloat16.h58
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsFunctors.h330
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsHalf.h58
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsImpl.h2045
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsPacketMath.h79
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/AVX/BesselFunctions.h46
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/AVX/SpecialFunctions.h16
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/BesselFunctions.h46
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/SpecialFunctions.h16
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/GPU/SpecialFunctions.h369
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/NEON/BesselFunctions.h54
-rw-r--r--src/EigenUnsupported/src/SpecialFunctions/arch/NEON/SpecialFunctions.h34
20 files changed, 6239 insertions, 0 deletions
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsArrayAPI.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsArrayAPI.h
new file mode 100644
index 0000000..41d2bf6
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsArrayAPI.h
@@ -0,0 +1,286 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_BESSELFUNCTIONS_ARRAYAPI_H
+#define EIGEN_BESSELFUNCTIONS_ARRAYAPI_H
+
+namespace Eigen {
+
+/** \returns an expression of the coefficient-wise i0(\a x) to the given
+ * arrays.
+ *
+ * It returns the modified Bessel function of the first kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of i0(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_i0()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i0_op<typename Derived::Scalar>, const Derived>
+bessel_i0(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i0_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise i0e(\a x) to the given
+ * arrays.
+ *
+ * It returns the exponentially scaled modified Bessel
+ * function of the first kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of i0e(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_i0e()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i0e_op<typename Derived::Scalar>, const Derived>
+bessel_i0e(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i0e_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise i1(\a x) to the given
+ * arrays.
+ *
+ * It returns the modified Bessel function of the first kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of i1(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_i1()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i1_op<typename Derived::Scalar>, const Derived>
+bessel_i1(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i1_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise i1e(\a x) to the given
+ * arrays.
+ *
+ * It returns the exponentially scaled modified Bessel
+ * function of the first kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of i1e(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_i1e()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i1e_op<typename Derived::Scalar>, const Derived>
+bessel_i1e(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_i1e_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise k0(\a x) to the given
+ * arrays.
+ *
+ * It returns the modified Bessel function of the second kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of k0(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_k0()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k0_op<typename Derived::Scalar>, const Derived>
+bessel_k0(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k0_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise k0e(\a x) to the given
+ * arrays.
+ *
+ * It returns the exponentially scaled modified Bessel
+ * function of the second kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of k0e(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_k0e()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k0e_op<typename Derived::Scalar>, const Derived>
+bessel_k0e(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k0e_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise k1(\a x) to the given
+ * arrays.
+ *
+ * It returns the modified Bessel function of the second kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of k1(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_k1()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k1_op<typename Derived::Scalar>, const Derived>
+bessel_k1(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k1_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise k1e(\a x) to the given
+ * arrays.
+ *
+ * It returns the exponentially scaled modified Bessel
+ * function of the second kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of k1e(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_k1e()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k1e_op<typename Derived::Scalar>, const Derived>
+bessel_k1e(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_k1e_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise j0(\a x) to the given
+ * arrays.
+ *
+ * It returns the Bessel function of the first kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of j0(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_j0()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_j0_op<typename Derived::Scalar>, const Derived>
+bessel_j0(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_j0_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise y0(\a x) to the given
+ * arrays.
+ *
+ * It returns the Bessel function of the second kind of order zero.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of y0(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_y0()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_y0_op<typename Derived::Scalar>, const Derived>
+bessel_y0(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_y0_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise j1(\a x) to the given
+ * arrays.
+ *
+ * It returns the modified Bessel function of the first kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of j1(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_j1()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_j1_op<typename Derived::Scalar>, const Derived>
+bessel_j1(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_j1_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+/** \returns an expression of the coefficient-wise y1(\a x) to the given
+ * arrays.
+ *
+ * It returns the Bessel function of the second kind of order one.
+ *
+ * \param x is the argument
+ *
+ * \note This function supports only float and double scalar types. To support
+ * other scalar types, the user has to provide implementations of y1(T) for
+ * any scalar type T to be supported.
+ *
+ * \sa ArrayBase::bessel_y1()
+ */
+template <typename Derived>
+EIGEN_STRONG_INLINE const Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_y1_op<typename Derived::Scalar>, const Derived>
+bessel_y1(const Eigen::ArrayBase<Derived>& x) {
+ return Eigen::CwiseUnaryOp<
+ Eigen::internal::scalar_bessel_y1_op<typename Derived::Scalar>,
+ const Derived>(x.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_BESSELFUNCTIONS_ARRAYAPI_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsBFloat16.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsBFloat16.h
new file mode 100644
index 0000000..6049cc2
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsBFloat16.h
@@ -0,0 +1,68 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_BESSELFUNCTIONS_BFLOAT16_H
+#define EIGEN_BESSELFUNCTIONS_BFLOAT16_H
+
+namespace Eigen {
+namespace numext {
+
+#if EIGEN_HAS_C99_MATH
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_i0(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_i0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_i0e(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_i0e(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_i1(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_i1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_i1e(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_i1e(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_j0(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_j0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_j1(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_j1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_y0(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_y0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_y1(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_y1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_k0(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_k0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_k0e(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_k0e(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_k1(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_k1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 bessel_k1e(const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::bessel_k1e(static_cast<float>(x)));
+}
+#endif
+
+} // end namespace numext
+} // end namespace Eigen
+
+#endif // EIGEN_BESSELFUNCTIONS_BFLOAT16_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsFunctors.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsFunctors.h
new file mode 100644
index 0000000..8606a9f
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsFunctors.h
@@ -0,0 +1,357 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Eugene Brevdo <ebrevdo@gmail.com>
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_BESSELFUNCTIONS_FUNCTORS_H
+#define EIGEN_BESSELFUNCTIONS_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal
+ * \brief Template functor to compute the modified Bessel function of the first
+ * kind of order zero.
+ * \sa class CwiseUnaryOp, Cwise::bessel_i0()
+ */
+template <typename Scalar>
+struct scalar_bessel_i0_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_i0_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_i0;
+ return bessel_i0(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_i0(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_i0_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=20 is computed.
+ // The cost is N multiplications and 2N additions. We also add
+ // the cost of an additional exp over i0e.
+ Cost = 28 * NumTraits<Scalar>::MulCost + 48 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the exponentially scaled modified Bessel
+ * function of the first kind of order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_i0e()
+ */
+template <typename Scalar>
+struct scalar_bessel_i0e_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_i0e_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_i0e;
+ return bessel_i0e(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_i0e(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_i0e_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=20 is computed.
+ // The cost is N multiplications and 2N additions.
+ Cost = 20 * NumTraits<Scalar>::MulCost + 40 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the modified Bessel function of the first
+ * kind of order one
+ * \sa class CwiseUnaryOp, Cwise::bessel_i1()
+ */
+template <typename Scalar>
+struct scalar_bessel_i1_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_i1_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_i1;
+ return bessel_i1(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_i1(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_i1_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=20 is computed.
+ // The cost is N multiplications and 2N additions. We also add
+ // the cost of an additional exp over i1e.
+ Cost = 28 * NumTraits<Scalar>::MulCost + 48 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the exponentially scaled modified Bessel
+ * function of the first kind of order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_i1e()
+ */
+template <typename Scalar>
+struct scalar_bessel_i1e_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_i1e_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_i1e;
+ return bessel_i1e(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_i1e(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_i1e_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=20 is computed.
+ // The cost is N multiplications and 2N additions.
+ Cost = 20 * NumTraits<Scalar>::MulCost + 40 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the Bessel function of the second kind of
+ * order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_j0()
+ */
+template <typename Scalar>
+struct scalar_bessel_j0_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_j0_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_j0;
+ return bessel_j0(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_j0(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_j0_op<Scalar> > {
+ enum {
+ // 6 polynomial of order ~N=8 is computed.
+ // The cost is N multiplications and N additions each, along with a
+ // sine, cosine and rsqrt cost.
+ Cost = 63 * NumTraits<Scalar>::MulCost + 48 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the Bessel function of the second kind of
+ * order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_y0()
+ */
+template <typename Scalar>
+struct scalar_bessel_y0_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_y0_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_y0;
+ return bessel_y0(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_y0(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_y0_op<Scalar> > {
+ enum {
+ // 6 polynomial of order ~N=8 is computed.
+ // The cost is N multiplications and N additions each, along with a
+ // sine, cosine, rsqrt and j0 cost.
+ Cost = 126 * NumTraits<Scalar>::MulCost + 96 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the Bessel function of the first kind of
+ * order one
+ * \sa class CwiseUnaryOp, Cwise::bessel_j1()
+ */
+template <typename Scalar>
+struct scalar_bessel_j1_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_j1_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_j1;
+ return bessel_j1(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_j1(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_j1_op<Scalar> > {
+ enum {
+ // 6 polynomial of order ~N=8 is computed.
+ // The cost is N multiplications and N additions each, along with a
+ // sine, cosine and rsqrt cost.
+ Cost = 63 * NumTraits<Scalar>::MulCost + 48 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the Bessel function of the second kind of
+ * order one
+ * \sa class CwiseUnaryOp, Cwise::bessel_j1e()
+ */
+template <typename Scalar>
+struct scalar_bessel_y1_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_y1_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_y1;
+ return bessel_y1(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_y1(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_y1_op<Scalar> > {
+ enum {
+ // 6 polynomial of order ~N=8 is computed.
+ // The cost is N multiplications and N additions each, along with a
+ // sine, cosine, rsqrt and j1 cost.
+ Cost = 126 * NumTraits<Scalar>::MulCost + 96 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the modified Bessel function of the second
+ * kind of order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_k0()
+ */
+template <typename Scalar>
+struct scalar_bessel_k0_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_k0_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_k0;
+ return bessel_k0(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_k0(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_k0_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=10 is computed.
+ // The cost is N multiplications and 2N additions. In addition we compute
+ // i0, a log, exp and prsqrt and sin and cos.
+ Cost = 68 * NumTraits<Scalar>::MulCost + 88 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the exponentially scaled modified Bessel
+ * function of the second kind of order zero
+ * \sa class CwiseUnaryOp, Cwise::bessel_k0e()
+ */
+template <typename Scalar>
+struct scalar_bessel_k0e_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_k0e_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_k0e;
+ return bessel_k0e(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_k0e(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_k0e_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=10 is computed.
+ // The cost is N multiplications and 2N additions. In addition we compute
+ // i0, a log, exp and prsqrt and sin and cos.
+ Cost = 68 * NumTraits<Scalar>::MulCost + 88 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the modified Bessel function of the
+ * second kind of order one
+ * \sa class CwiseUnaryOp, Cwise::bessel_k1()
+ */
+template <typename Scalar>
+struct scalar_bessel_k1_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_k1_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_k1;
+ return bessel_k1(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_k1(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_k1_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=10 is computed.
+ // The cost is N multiplications and 2N additions. In addition we compute
+ // i1, a log, exp and prsqrt and sin and cos.
+ Cost = 68 * NumTraits<Scalar>::MulCost + 88 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the exponentially scaled modified Bessel
+ * function of the second kind of order one
+ * \sa class CwiseUnaryOp, Cwise::bessel_k1e()
+ */
+template <typename Scalar>
+struct scalar_bessel_k1e_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_bessel_k1e_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator()(const Scalar& x) const {
+ using numext::bessel_k1e;
+ return bessel_k1e(x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return internal::pbessel_k1e(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_bessel_k1e_op<Scalar> > {
+ enum {
+ // On average, a Chebyshev polynomial of order N=10 is computed.
+ // The cost is N multiplications and 2N additions. In addition we compute
+ // i1, a log, exp and prsqrt and sin and cos.
+ Cost = 68 * NumTraits<Scalar>::MulCost + 88 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBessel
+ };
+};
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BESSELFUNCTIONS_FUNCTORS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsHalf.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsHalf.h
new file mode 100644
index 0000000..8930d1a
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsHalf.h
@@ -0,0 +1,66 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_BESSELFUNCTIONS_HALF_H
+#define EIGEN_BESSELFUNCTIONS_HALF_H
+
+namespace Eigen {
+namespace numext {
+
+#if EIGEN_HAS_C99_MATH
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_i0(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_i0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_i0e(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_i0e(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_i1(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_i1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_i1e(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_i1e(static_cast<float>(x)));
+}
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_j0(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_j0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_j1(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_j1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_y0(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_y0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_y1(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_y1(static_cast<float>(x)));
+}
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_k0(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_k0(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_k0e(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_k0e(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_k1(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_k1(static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half bessel_k1e(const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::bessel_k1e(static_cast<float>(x)));
+}
+#endif
+
+} // end namespace numext
+} // end namespace Eigen
+
+#endif // EIGEN_BESSELFUNCTIONS_HALF_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsImpl.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsImpl.h
new file mode 100644
index 0000000..24812be
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsImpl.h
@@ -0,0 +1,1959 @@
+// 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_BESSEL_FUNCTIONS_H
+#define EIGEN_BESSEL_FUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+// Parts of this code are based on the Cephes Math Library.
+//
+// Cephes Math Library Release 2.8: June, 2000
+// Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier
+//
+// Permission has been kindly provided by the original author
+// to incorporate the Cephes software into the Eigen codebase:
+//
+// From: Stephen Moshier
+// To: Eugene Brevdo
+// Subject: Re: Permission to wrap several cephes functions in Eigen
+//
+// Hello Eugene,
+//
+// Thank you for writing.
+//
+// If your licensing is similar to BSD, the formal way that has been
+// handled is simply to add a statement to the effect that you are incorporating
+// the Cephes software by permission of the author.
+//
+// Good luck with your project,
+// Steve
+
+
+/****************************************************************************
+ * Implementation of Bessel function, based on Cephes *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct bessel_i0e_retval {
+ typedef Scalar type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_i0e {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_i0e<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* i0ef.c
+ *
+ * Modified Bessel function of order zero,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, i0ef();
+ *
+ * y = i0ef( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of order zero of the argument.
+ *
+ * The function is defined as i0e(x) = exp(-|x|) j0( ix ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 100000 3.7e-7 7.0e-8
+ * See i0f().
+ *
+ */
+
+ const float A[] = {-1.30002500998624804212E-8f, 6.04699502254191894932E-8f,
+ -2.67079385394061173391E-7f, 1.11738753912010371815E-6f,
+ -4.41673835845875056359E-6f, 1.64484480707288970893E-5f,
+ -5.75419501008210370398E-5f, 1.88502885095841655729E-4f,
+ -5.76375574538582365885E-4f, 1.63947561694133579842E-3f,
+ -4.32430999505057594430E-3f, 1.05464603945949983183E-2f,
+ -2.37374148058994688156E-2f, 4.93052842396707084878E-2f,
+ -9.49010970480476444210E-2f, 1.71620901522208775349E-1f,
+ -3.04682672343198398683E-1f, 6.76795274409476084995E-1f};
+
+ const float B[] = {3.39623202570838634515E-9f, 2.26666899049817806459E-8f,
+ 2.04891858946906374183E-7f, 2.89137052083475648297E-6f,
+ 6.88975834691682398426E-5f, 3.36911647825569408990E-3f,
+ 8.04490411014108831608E-1f};
+ T y = pabs(x);
+ T y_le_eight = internal::pchebevl<T, 18>::run(
+ pmadd(pset1<T>(0.5f), y, pset1<T>(-2.0f)), A);
+ T y_gt_eight = pmul(
+ internal::pchebevl<T, 7>::run(
+ psub(pdiv(pset1<T>(32.0f), y), pset1<T>(2.0f)), B),
+ prsqrt(y));
+ // TODO: Perhaps instead check whether all packet elements are in
+ // [-8, 8] and evaluate a branch based off of that. It's possible
+ // in practice most elements are in this region.
+ return pselect(pcmp_le(y, pset1<T>(8.0f)), y_le_eight, y_gt_eight);
+ }
+};
+
+template <typename T>
+struct generic_i0e<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* i0e.c
+ *
+ * Modified Bessel function of order zero,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, i0e();
+ *
+ * y = i0e( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of order zero of the argument.
+ *
+ * The function is defined as i0e(x) = exp(-|x|) j0( ix ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 30000 5.4e-16 1.2e-16
+ * See i0().
+ *
+ */
+
+ const double A[] = {-4.41534164647933937950E-18, 3.33079451882223809783E-17,
+ -2.43127984654795469359E-16, 1.71539128555513303061E-15,
+ -1.16853328779934516808E-14, 7.67618549860493561688E-14,
+ -4.85644678311192946090E-13, 2.95505266312963983461E-12,
+ -1.72682629144155570723E-11, 9.67580903537323691224E-11,
+ -5.18979560163526290666E-10, 2.65982372468238665035E-9,
+ -1.30002500998624804212E-8, 6.04699502254191894932E-8,
+ -2.67079385394061173391E-7, 1.11738753912010371815E-6,
+ -4.41673835845875056359E-6, 1.64484480707288970893E-5,
+ -5.75419501008210370398E-5, 1.88502885095841655729E-4,
+ -5.76375574538582365885E-4, 1.63947561694133579842E-3,
+ -4.32430999505057594430E-3, 1.05464603945949983183E-2,
+ -2.37374148058994688156E-2, 4.93052842396707084878E-2,
+ -9.49010970480476444210E-2, 1.71620901522208775349E-1,
+ -3.04682672343198398683E-1, 6.76795274409476084995E-1};
+ const double B[] = {
+ -7.23318048787475395456E-18, -4.83050448594418207126E-18,
+ 4.46562142029675999901E-17, 3.46122286769746109310E-17,
+ -2.82762398051658348494E-16, -3.42548561967721913462E-16,
+ 1.77256013305652638360E-15, 3.81168066935262242075E-15,
+ -9.55484669882830764870E-15, -4.15056934728722208663E-14,
+ 1.54008621752140982691E-14, 3.85277838274214270114E-13,
+ 7.18012445138366623367E-13, -1.79417853150680611778E-12,
+ -1.32158118404477131188E-11, -3.14991652796324136454E-11,
+ 1.18891471078464383424E-11, 4.94060238822496958910E-10,
+ 3.39623202570838634515E-9, 2.26666899049817806459E-8,
+ 2.04891858946906374183E-7, 2.89137052083475648297E-6,
+ 6.88975834691682398426E-5, 3.36911647825569408990E-3,
+ 8.04490411014108831608E-1};
+ T y = pabs(x);
+ T y_le_eight = internal::pchebevl<T, 30>::run(
+ pmadd(pset1<T>(0.5), y, pset1<T>(-2.0)), A);
+ T y_gt_eight = pmul(
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(32.0), y), pset1<T>(2.0)), B),
+ prsqrt(y));
+ // TODO: Perhaps instead check whether all packet elements are in
+ // [-8, 8] and evaluate a branch based off of that. It's possible
+ // in practice most elements are in this region.
+ return pselect(pcmp_le(y, pset1<T>(8.0)), y_le_eight, y_gt_eight);
+ }
+};
+
+template <typename T>
+struct bessel_i0e_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_i0e<T>::run(x);
+ }
+};
+
+template <typename Scalar>
+struct bessel_i0_retval {
+ typedef Scalar type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_i0 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ return pmul(
+ pexp(pabs(x)),
+ generic_i0e<T, ScalarType>::run(x));
+ }
+};
+
+template <typename T>
+struct bessel_i0_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_i0<T>::run(x);
+ }
+};
+
+template <typename Scalar>
+struct bessel_i1e_retval {
+ typedef Scalar type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type >
+struct generic_i1e {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_i1e<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* i1ef.c
+ *
+ * Modified Bessel function of order one,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, i1ef();
+ *
+ * y = i1ef( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of order one of the argument.
+ *
+ * The function is defined as i1(x) = -i exp(-|x|) j1( ix ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 1.5e-6 1.5e-7
+ * See i1().
+ *
+ */
+ const float A[] = {9.38153738649577178388E-9f, -4.44505912879632808065E-8f,
+ 2.00329475355213526229E-7f, -8.56872026469545474066E-7f,
+ 3.47025130813767847674E-6f, -1.32731636560394358279E-5f,
+ 4.78156510755005422638E-5f, -1.61760815825896745588E-4f,
+ 5.12285956168575772895E-4f, -1.51357245063125314899E-3f,
+ 4.15642294431288815669E-3f, -1.05640848946261981558E-2f,
+ 2.47264490306265168283E-2f, -5.29459812080949914269E-2f,
+ 1.02643658689847095384E-1f, -1.76416518357834055153E-1f,
+ 2.52587186443633654823E-1f};
+
+ const float B[] = {-3.83538038596423702205E-9f, -2.63146884688951950684E-8f,
+ -2.51223623787020892529E-7f, -3.88256480887769039346E-6f,
+ -1.10588938762623716291E-4f, -9.76109749136146840777E-3f,
+ 7.78576235018280120474E-1f};
+
+
+ T y = pabs(x);
+ T y_le_eight = pmul(y, internal::pchebevl<T, 17>::run(
+ pmadd(pset1<T>(0.5f), y, pset1<T>(-2.0f)), A));
+ T y_gt_eight = pmul(
+ internal::pchebevl<T, 7>::run(
+ psub(pdiv(pset1<T>(32.0f), y),
+ pset1<T>(2.0f)), B),
+ prsqrt(y));
+ // TODO: Perhaps instead check whether all packet elements are in
+ // [-8, 8] and evaluate a branch based off of that. It's possible
+ // in practice most elements are in this region.
+ y = pselect(pcmp_le(y, pset1<T>(8.0f)), y_le_eight, y_gt_eight);
+ return pselect(pcmp_lt(x, pset1<T>(0.0f)), pnegate(y), y);
+ }
+};
+
+template <typename T>
+struct generic_i1e<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* i1e.c
+ *
+ * Modified Bessel function of order one,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, i1e();
+ *
+ * y = i1e( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of order one of the argument.
+ *
+ * The function is defined as i1(x) = -i exp(-|x|) j1( ix ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 2.0e-15 2.0e-16
+ * See i1().
+ *
+ */
+ const double A[] = {2.77791411276104639959E-18, -2.11142121435816608115E-17,
+ 1.55363195773620046921E-16, -1.10559694773538630805E-15,
+ 7.60068429473540693410E-15, -5.04218550472791168711E-14,
+ 3.22379336594557470981E-13, -1.98397439776494371520E-12,
+ 1.17361862988909016308E-11, -6.66348972350202774223E-11,
+ 3.62559028155211703701E-10, -1.88724975172282928790E-9,
+ 9.38153738649577178388E-9, -4.44505912879632808065E-8,
+ 2.00329475355213526229E-7, -8.56872026469545474066E-7,
+ 3.47025130813767847674E-6, -1.32731636560394358279E-5,
+ 4.78156510755005422638E-5, -1.61760815825896745588E-4,
+ 5.12285956168575772895E-4, -1.51357245063125314899E-3,
+ 4.15642294431288815669E-3, -1.05640848946261981558E-2,
+ 2.47264490306265168283E-2, -5.29459812080949914269E-2,
+ 1.02643658689847095384E-1, -1.76416518357834055153E-1,
+ 2.52587186443633654823E-1};
+ const double B[] = {
+ 7.51729631084210481353E-18, 4.41434832307170791151E-18,
+ -4.65030536848935832153E-17, -3.20952592199342395980E-17,
+ 2.96262899764595013876E-16, 3.30820231092092828324E-16,
+ -1.88035477551078244854E-15, -3.81440307243700780478E-15,
+ 1.04202769841288027642E-14, 4.27244001671195135429E-14,
+ -2.10154184277266431302E-14, -4.08355111109219731823E-13,
+ -7.19855177624590851209E-13, 2.03562854414708950722E-12,
+ 1.41258074366137813316E-11, 3.25260358301548823856E-11,
+ -1.89749581235054123450E-11, -5.58974346219658380687E-10,
+ -3.83538038596423702205E-9, -2.63146884688951950684E-8,
+ -2.51223623787020892529E-7, -3.88256480887769039346E-6,
+ -1.10588938762623716291E-4, -9.76109749136146840777E-3,
+ 7.78576235018280120474E-1};
+ T y = pabs(x);
+ T y_le_eight = pmul(y, internal::pchebevl<T, 29>::run(
+ pmadd(pset1<T>(0.5), y, pset1<T>(-2.0)), A));
+ T y_gt_eight = pmul(
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(32.0), y),
+ pset1<T>(2.0)), B),
+ prsqrt(y));
+ // TODO: Perhaps instead check whether all packet elements are in
+ // [-8, 8] and evaluate a branch based off of that. It's possible
+ // in practice most elements are in this region.
+ y = pselect(pcmp_le(y, pset1<T>(8.0)), y_le_eight, y_gt_eight);
+ return pselect(pcmp_lt(x, pset1<T>(0.0)), pnegate(y), y);
+ }
+};
+
+template <typename T>
+struct bessel_i1e_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_i1e<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_i1_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_i1 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ return pmul(
+ pexp(pabs(x)),
+ generic_i1e<T, ScalarType>::run(x));
+ }
+};
+
+template <typename T>
+struct bessel_i1_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_i1<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_k0e_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_k0e {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_k0e<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k0ef.c
+ * Modified Bessel function, third kind, order zero,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, k0ef();
+ *
+ * y = k0ef( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of the third kind of order zero of the argument.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 8.1e-7 7.8e-8
+ * See k0().
+ *
+ */
+
+ const float A[] = {1.90451637722020886025E-9f, 2.53479107902614945675E-7f,
+ 2.28621210311945178607E-5f, 1.26461541144692592338E-3f,
+ 3.59799365153615016266E-2f, 3.44289899924628486886E-1f,
+ -5.35327393233902768720E-1f};
+
+ const float B[] = {-1.69753450938905987466E-9f, 8.57403401741422608519E-9f,
+ -4.66048989768794782956E-8f, 2.76681363944501510342E-7f,
+ -1.83175552271911948767E-6f, 1.39498137188764993662E-5f,
+ -1.28495495816278026384E-4f, 1.56988388573005337491E-3f,
+ -3.14481013119645005427E-2f, 2.44030308206595545468E0f};
+ const T MAXNUM = pset1<T>(NumTraits<float>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = internal::pchebevl<T, 7>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A);
+ x_le_two = pmadd(
+ generic_i0<T, float>::run(x), pnegate(
+ plog(pmul(pset1<T>(0.5), x))), x_le_two);
+ x_le_two = pmul(pexp(x), x_le_two);
+ T x_gt_two = pmul(
+ internal::pchebevl<T, 10>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x));
+ return pselect(
+ pcmp_le(x, pset1<T>(0.0)),
+ MAXNUM,
+ pselect(pcmp_le(x, two), x_le_two, x_gt_two));
+ }
+};
+
+template <typename T>
+struct generic_k0e<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k0e.c
+ * Modified Bessel function, third kind, order zero,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, k0e();
+ *
+ * y = k0e( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of the third kind of order zero of the argument.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 1.4e-15 1.4e-16
+ * See k0().
+ *
+ */
+
+ const double A[] = {
+ 1.37446543561352307156E-16,
+ 4.25981614279661018399E-14,
+ 1.03496952576338420167E-11,
+ 1.90451637722020886025E-9,
+ 2.53479107902614945675E-7,
+ 2.28621210311945178607E-5,
+ 1.26461541144692592338E-3,
+ 3.59799365153615016266E-2,
+ 3.44289899924628486886E-1,
+ -5.35327393233902768720E-1};
+ const double B[] = {
+ 5.30043377268626276149E-18, -1.64758043015242134646E-17,
+ 5.21039150503902756861E-17, -1.67823109680541210385E-16,
+ 5.51205597852431940784E-16, -1.84859337734377901440E-15,
+ 6.34007647740507060557E-15, -2.22751332699166985548E-14,
+ 8.03289077536357521100E-14, -2.98009692317273043925E-13,
+ 1.14034058820847496303E-12, -4.51459788337394416547E-12,
+ 1.85594911495471785253E-11, -7.95748924447710747776E-11,
+ 3.57739728140030116597E-10, -1.69753450938905987466E-9,
+ 8.57403401741422608519E-9, -4.66048989768794782956E-8,
+ 2.76681363944501510342E-7, -1.83175552271911948767E-6,
+ 1.39498137188764993662E-5, -1.28495495816278026384E-4,
+ 1.56988388573005337491E-3, -3.14481013119645005427E-2,
+ 2.44030308206595545468E0
+ };
+ const T MAXNUM = pset1<T>(NumTraits<double>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = internal::pchebevl<T, 10>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A);
+ x_le_two = pmadd(
+ generic_i0<T, double>::run(x), pmul(
+ pset1<T>(-1.0), plog(pmul(pset1<T>(0.5), x))), x_le_two);
+ x_le_two = pmul(pexp(x), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct bessel_k0e_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_k0e<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_k0_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_k0 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_k0<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k0f.c
+ * Modified Bessel function, third kind, order zero
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, k0f();
+ *
+ * y = k0f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns modified Bessel function of the third kind
+ * of order zero of the argument.
+ *
+ * The range is partitioned into the two intervals [0,8] and
+ * (8, infinity). Chebyshev polynomial expansions are employed
+ * in each interval.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Tested at 2000 random points between 0 and 8. Peak absolute
+ * error (relative when K0 > 1) was 1.46e-14; rms, 4.26e-15.
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 7.8e-7 8.5e-8
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * K0 domain x <= 0 MAXNUM
+ *
+ */
+
+ const float A[] = {1.90451637722020886025E-9f, 2.53479107902614945675E-7f,
+ 2.28621210311945178607E-5f, 1.26461541144692592338E-3f,
+ 3.59799365153615016266E-2f, 3.44289899924628486886E-1f,
+ -5.35327393233902768720E-1f};
+
+ const float B[] = {-1.69753450938905987466E-9f, 8.57403401741422608519E-9f,
+ -4.66048989768794782956E-8f, 2.76681363944501510342E-7f,
+ -1.83175552271911948767E-6f, 1.39498137188764993662E-5f,
+ -1.28495495816278026384E-4f, 1.56988388573005337491E-3f,
+ -3.14481013119645005427E-2f, 2.44030308206595545468E0f};
+ const T MAXNUM = pset1<T>(NumTraits<float>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = internal::pchebevl<T, 7>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A);
+ x_le_two = pmadd(
+ generic_i0<T, float>::run(x), pnegate(
+ plog(pmul(pset1<T>(0.5), x))), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ pmul(
+ pexp(pnegate(x)),
+ internal::pchebevl<T, 10>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B)),
+ prsqrt(x));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_k0<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /*
+ *
+ * Modified Bessel function, third kind, order zero,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, k0();
+ *
+ * y = k0( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of the third kind of order zero of the argument.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 1.4e-15 1.4e-16
+ * See k0().
+ *
+ */
+ const double A[] = {
+ 1.37446543561352307156E-16,
+ 4.25981614279661018399E-14,
+ 1.03496952576338420167E-11,
+ 1.90451637722020886025E-9,
+ 2.53479107902614945675E-7,
+ 2.28621210311945178607E-5,
+ 1.26461541144692592338E-3,
+ 3.59799365153615016266E-2,
+ 3.44289899924628486886E-1,
+ -5.35327393233902768720E-1};
+ const double B[] = {
+ 5.30043377268626276149E-18, -1.64758043015242134646E-17,
+ 5.21039150503902756861E-17, -1.67823109680541210385E-16,
+ 5.51205597852431940784E-16, -1.84859337734377901440E-15,
+ 6.34007647740507060557E-15, -2.22751332699166985548E-14,
+ 8.03289077536357521100E-14, -2.98009692317273043925E-13,
+ 1.14034058820847496303E-12, -4.51459788337394416547E-12,
+ 1.85594911495471785253E-11, -7.95748924447710747776E-11,
+ 3.57739728140030116597E-10, -1.69753450938905987466E-9,
+ 8.57403401741422608519E-9, -4.66048989768794782956E-8,
+ 2.76681363944501510342E-7, -1.83175552271911948767E-6,
+ 1.39498137188764993662E-5, -1.28495495816278026384E-4,
+ 1.56988388573005337491E-3, -3.14481013119645005427E-2,
+ 2.44030308206595545468E0
+ };
+ const T MAXNUM = pset1<T>(NumTraits<double>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = internal::pchebevl<T, 10>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A);
+ x_le_two = pmadd(
+ generic_i0<T, double>::run(x), pnegate(
+ plog(pmul(pset1<T>(0.5), x))), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ pmul(
+ pexp(-x),
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B)),
+ prsqrt(x));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct bessel_k0_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_k0<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_k1e_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_k1e {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_k1e<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k1ef.c
+ *
+ * Modified Bessel function, third kind, order one,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, k1ef();
+ *
+ * y = k1ef( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of the third kind of order one of the argument:
+ *
+ * k1e(x) = exp(x) * k1(x).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 4.9e-7 6.7e-8
+ * See k1().
+ *
+ */
+
+ const float A[] = {-2.21338763073472585583E-8f, -2.43340614156596823496E-6f,
+ -1.73028895751305206302E-4f, -6.97572385963986435018E-3f,
+ -1.22611180822657148235E-1f, -3.53155960776544875667E-1f,
+ 1.52530022733894777053E0f};
+ const float B[] = {2.01504975519703286596E-9f, -1.03457624656780970260E-8f,
+ 5.74108412545004946722E-8f, -3.50196060308781257119E-7f,
+ 2.40648494783721712015E-6f, -1.93619797416608296024E-5f,
+ 1.95215518471351631108E-4f, -2.85781685962277938680E-3f,
+ 1.03923736576817238437E-1f, 2.72062619048444266945E0f};
+ const T MAXNUM = pset1<T>(NumTraits<float>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = pdiv(internal::pchebevl<T, 7>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A), x);
+ x_le_two = pmadd(
+ generic_i1<T, float>::run(x), plog(pmul(pset1<T>(0.5), x)), x_le_two);
+ x_le_two = pmul(x_le_two, pexp(x));
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ internal::pchebevl<T, 10>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_k1e<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k1e.c
+ *
+ * Modified Bessel function, third kind, order one,
+ * exponentially scaled
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, k1e();
+ *
+ * y = k1e( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns exponentially scaled modified Bessel function
+ * of the third kind of order one of the argument:
+ *
+ * k1e(x) = exp(x) * k1(x).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 7.8e-16 1.2e-16
+ * See k1().
+ *
+ */
+ const double A[] = {-7.02386347938628759343E-18, -2.42744985051936593393E-15,
+ -6.66690169419932900609E-13, -1.41148839263352776110E-10,
+ -2.21338763073472585583E-8, -2.43340614156596823496E-6,
+ -1.73028895751305206302E-4, -6.97572385963986435018E-3,
+ -1.22611180822657148235E-1, -3.53155960776544875667E-1,
+ 1.52530022733894777053E0};
+ const double B[] = {-5.75674448366501715755E-18, 1.79405087314755922667E-17,
+ -5.68946255844285935196E-17, 1.83809354436663880070E-16,
+ -6.05704724837331885336E-16, 2.03870316562433424052E-15,
+ -7.01983709041831346144E-15, 2.47715442448130437068E-14,
+ -8.97670518232499435011E-14, 3.34841966607842919884E-13,
+ -1.28917396095102890680E-12, 5.13963967348173025100E-12,
+ -2.12996783842756842877E-11, 9.21831518760500529508E-11,
+ -4.19035475934189648750E-10, 2.01504975519703286596E-9,
+ -1.03457624656780970260E-8, 5.74108412545004946722E-8,
+ -3.50196060308781257119E-7, 2.40648494783721712015E-6,
+ -1.93619797416608296024E-5, 1.95215518471351631108E-4,
+ -2.85781685962277938680E-3, 1.03923736576817238437E-1,
+ 2.72062619048444266945E0};
+ const T MAXNUM = pset1<T>(NumTraits<double>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = pdiv(internal::pchebevl<T, 11>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A), x);
+ x_le_two = pmadd(
+ generic_i1<T, double>::run(x), plog(pmul(pset1<T>(0.5), x)), x_le_two);
+ x_le_two = pmul(x_le_two, pexp(x));
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct bessel_k1e_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_k1e<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_k1_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_k1 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_k1<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k1f.c
+ * Modified Bessel function, third kind, order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, k1f();
+ *
+ * y = k1f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Computes the modified Bessel function of the third kind
+ * of order one of the argument.
+ *
+ * The range is partitioned into the two intervals [0,2] and
+ * (2, infinity). Chebyshev polynomial expansions are employed
+ * in each interval.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 4.6e-7 7.6e-8
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * k1 domain x <= 0 MAXNUM
+ *
+ */
+
+ const float A[] = {-2.21338763073472585583E-8f, -2.43340614156596823496E-6f,
+ -1.73028895751305206302E-4f, -6.97572385963986435018E-3f,
+ -1.22611180822657148235E-1f, -3.53155960776544875667E-1f,
+ 1.52530022733894777053E0f};
+ const float B[] = {2.01504975519703286596E-9f, -1.03457624656780970260E-8f,
+ 5.74108412545004946722E-8f, -3.50196060308781257119E-7f,
+ 2.40648494783721712015E-6f, -1.93619797416608296024E-5f,
+ 1.95215518471351631108E-4f, -2.85781685962277938680E-3f,
+ 1.03923736576817238437E-1f, 2.72062619048444266945E0f};
+ const T MAXNUM = pset1<T>(NumTraits<float>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = pdiv(internal::pchebevl<T, 7>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A), x);
+ x_le_two = pmadd(
+ generic_i1<T, float>::run(x), plog(pmul(pset1<T>(0.5), x)), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ pexp(pnegate(x)),
+ pmul(
+ internal::pchebevl<T, 10>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x)));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_k1<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* k1.c
+ * Modified Bessel function, third kind, order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, k1f();
+ *
+ * y = k1f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Computes the modified Bessel function of the third kind
+ * of order one of the argument.
+ *
+ * The range is partitioned into the two intervals [0,2] and
+ * (2, infinity). Chebyshev polynomial expansions are employed
+ * in each interval.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 30 30000 4.6e-7 7.6e-8
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * k1 domain x <= 0 MAXNUM
+ *
+ */
+ const double A[] = {-7.02386347938628759343E-18, -2.42744985051936593393E-15,
+ -6.66690169419932900609E-13, -1.41148839263352776110E-10,
+ -2.21338763073472585583E-8, -2.43340614156596823496E-6,
+ -1.73028895751305206302E-4, -6.97572385963986435018E-3,
+ -1.22611180822657148235E-1, -3.53155960776544875667E-1,
+ 1.52530022733894777053E0};
+ const double B[] = {-5.75674448366501715755E-18, 1.79405087314755922667E-17,
+ -5.68946255844285935196E-17, 1.83809354436663880070E-16,
+ -6.05704724837331885336E-16, 2.03870316562433424052E-15,
+ -7.01983709041831346144E-15, 2.47715442448130437068E-14,
+ -8.97670518232499435011E-14, 3.34841966607842919884E-13,
+ -1.28917396095102890680E-12, 5.13963967348173025100E-12,
+ -2.12996783842756842877E-11, 9.21831518760500529508E-11,
+ -4.19035475934189648750E-10, 2.01504975519703286596E-9,
+ -1.03457624656780970260E-8, 5.74108412545004946722E-8,
+ -3.50196060308781257119E-7, 2.40648494783721712015E-6,
+ -1.93619797416608296024E-5, 1.95215518471351631108E-4,
+ -2.85781685962277938680E-3, 1.03923736576817238437E-1,
+ 2.72062619048444266945E0};
+ const T MAXNUM = pset1<T>(NumTraits<double>::infinity());
+ const T two = pset1<T>(2.0);
+ T x_le_two = pdiv(internal::pchebevl<T, 11>::run(
+ pmadd(x, x, pset1<T>(-2.0)), A), x);
+ x_le_two = pmadd(
+ generic_i1<T, double>::run(x), plog(pmul(pset1<T>(0.5), x)), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), MAXNUM, x_le_two);
+ T x_gt_two = pmul(
+ pexp(-x),
+ pmul(
+ internal::pchebevl<T, 25>::run(
+ psub(pdiv(pset1<T>(8.0), x), two), B),
+ prsqrt(x)));
+ return pselect(pcmp_le(x, two), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct bessel_k1_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_k1<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_j0_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_j0 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_j0<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j0f.c
+ * Bessel function of order zero
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, j0f();
+ *
+ * y = j0f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of order zero of the argument.
+ *
+ * The domain is divided into the intervals [0, 2] and
+ * (2, infinity). In the first interval the following polynomial
+ * approximation is used:
+ *
+ *
+ * 2 2 2
+ * (w - r ) (w - r ) (w - r ) P(w)
+ * 1 2 3
+ *
+ * 2
+ * where w = x and the three r's are zeros of the function.
+ *
+ * In the second interval, the modulus and phase are approximated
+ * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x)
+ * and Phase(x) = x + 1/x R(1/x^2) - pi/4. The function is
+ *
+ * j0(x) = Modulus(x) cos( Phase(x) ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 2 100000 1.3e-7 3.6e-8
+ * IEEE 2, 32 100000 1.9e-7 5.4e-8
+ *
+ */
+
+ const float JP[] = {-6.068350350393235E-008f, 6.388945720783375E-006f,
+ -3.969646342510940E-004f, 1.332913422519003E-002f,
+ -1.729150680240724E-001f};
+ const float MO[] = {-6.838999669318810E-002f, 1.864949361379502E-001f,
+ -2.145007480346739E-001f, 1.197549369473540E-001f,
+ -3.560281861530129E-003f, -4.969382655296620E-002f,
+ -3.355424622293709E-006f, 7.978845717621440E-001f};
+ const float PH[] = {3.242077816988247E+001f, -3.630592630518434E+001f,
+ 1.756221482109099E+001f, -4.974978466280903E+000f,
+ 1.001973420681837E+000f, -1.939906941791308E-001f,
+ 6.490598792654666E-002f, -1.249992184872738E-001f};
+ const T DR1 = pset1<T>(5.78318596294678452118f);
+ const T NEG_PIO4F = pset1<T>(-0.7853981633974483096f); /* -pi / 4 */
+ T y = pabs(x);
+ T z = pmul(y, y);
+ T y_le_two = pselect(
+ pcmp_lt(y, pset1<T>(1.0e-3f)),
+ pmadd(z, pset1<T>(-0.25f), pset1<T>(1.0f)),
+ pmul(psub(z, DR1), internal::ppolevl<T, 4>::run(z, JP)));
+ T q = pdiv(pset1<T>(1.0f), y);
+ T w = prsqrt(y);
+ T p = pmul(w, internal::ppolevl<T, 7>::run(q, MO));
+ w = pmul(q, q);
+ T yn = pmadd(q, internal::ppolevl<T, 7>::run(w, PH), NEG_PIO4F);
+ T y_gt_two = pmul(p, pcos(padd(yn, y)));
+ return pselect(pcmp_le(y, pset1<T>(2.0)), y_le_two, y_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_j0<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j0.c
+ * Bessel function of order zero
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, j0();
+ *
+ * y = j0( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of order zero of the argument.
+ *
+ * The domain is divided into the intervals [0, 5] and
+ * (5, infinity). In the first interval the following rational
+ * approximation is used:
+ *
+ *
+ * 2 2
+ * (w - r ) (w - r ) P (w) / Q (w)
+ * 1 2 3 8
+ *
+ * 2
+ * where w = x and the two r's are zeros of the function.
+ *
+ * In the second interval, the Hankel asymptotic expansion
+ * is employed with two rational functions of degree 6/6
+ * and 7/7.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * DEC 0, 30 10000 4.4e-17 6.3e-18
+ * IEEE 0, 30 60000 4.2e-16 1.1e-16
+ *
+ */
+ const double PP[] = {7.96936729297347051624E-4, 8.28352392107440799803E-2,
+ 1.23953371646414299388E0, 5.44725003058768775090E0,
+ 8.74716500199817011941E0, 5.30324038235394892183E0,
+ 9.99999999999999997821E-1};
+ const double PQ[] = {9.24408810558863637013E-4, 8.56288474354474431428E-2,
+ 1.25352743901058953537E0, 5.47097740330417105182E0,
+ 8.76190883237069594232E0, 5.30605288235394617618E0,
+ 1.00000000000000000218E0};
+ const double QP[] = {-1.13663838898469149931E-2, -1.28252718670509318512E0,
+ -1.95539544257735972385E1, -9.32060152123768231369E1,
+ -1.77681167980488050595E2, -1.47077505154951170175E2,
+ -5.14105326766599330220E1, -6.05014350600728481186E0};
+ const double QQ[] = {1.00000000000000000000E0, 6.43178256118178023184E1,
+ 8.56430025976980587198E2, 3.88240183605401609683E3,
+ 7.24046774195652478189E3, 5.93072701187316984827E3,
+ 2.06209331660327847417E3, 2.42005740240291393179E2};
+ const double RP[] = {-4.79443220978201773821E9, 1.95617491946556577543E12,
+ -2.49248344360967716204E14, 9.70862251047306323952E15};
+ const double RQ[] = {1.00000000000000000000E0, 4.99563147152651017219E2,
+ 1.73785401676374683123E5, 4.84409658339962045305E7,
+ 1.11855537045356834862E10, 2.11277520115489217587E12,
+ 3.10518229857422583814E14, 3.18121955943204943306E16,
+ 1.71086294081043136091E18};
+ const T DR1 = pset1<T>(5.78318596294678452118E0);
+ const T DR2 = pset1<T>(3.04712623436620863991E1);
+ const T SQ2OPI = pset1<T>(7.9788456080286535587989E-1); /* sqrt(2 / pi) */
+ const T NEG_PIO4 = pset1<T>(-0.7853981633974483096); /* pi / 4 */
+
+ T y = pabs(x);
+ T z = pmul(y, y);
+ T y_le_five = pselect(
+ pcmp_lt(y, pset1<T>(1.0e-5)),
+ pmadd(z, pset1<T>(-0.25), pset1<T>(1.0)),
+ pmul(pmul(psub(z, DR1), psub(z, DR2)),
+ pdiv(internal::ppolevl<T, 3>::run(z, RP),
+ internal::ppolevl<T, 8>::run(z, RQ))));
+ T s = pdiv(pset1<T>(25.0), z);
+ T p = pdiv(
+ internal::ppolevl<T, 6>::run(s, PP),
+ internal::ppolevl<T, 6>::run(s, PQ));
+ T q = pdiv(
+ internal::ppolevl<T, 7>::run(s, QP),
+ internal::ppolevl<T, 7>::run(s, QQ));
+ T yn = padd(y, NEG_PIO4);
+ T w = pdiv(pset1<T>(-5.0), y);
+ p = pmadd(p, pcos(yn), pmul(w, pmul(q, psin(yn))));
+ T y_gt_five = pmul(p, pmul(SQ2OPI, prsqrt(y)));
+ return pselect(pcmp_le(y, pset1<T>(5.0)), y_le_five, y_gt_five);
+ }
+};
+
+template <typename T>
+struct bessel_j0_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_j0<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_y0_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_y0 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_y0<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j0f.c
+ * Bessel function of the second kind, order zero
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, y0f();
+ *
+ * y = y0f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of the second kind, of order
+ * zero, of the argument.
+ *
+ * The domain is divided into the intervals [0, 2] and
+ * (2, infinity). In the first interval a rational approximation
+ * R(x) is employed to compute
+ *
+ * 2 2 2
+ * y0(x) = (w - r ) (w - r ) (w - r ) R(x) + 2/pi ln(x) j0(x).
+ * 1 2 3
+ *
+ * Thus a call to j0() is required. The three zeros are removed
+ * from R(x) to improve its numerical stability.
+ *
+ * In the second interval, the modulus and phase are approximated
+ * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x)
+ * and Phase(x) = x + 1/x S(1/x^2) - pi/4. Then the function is
+ *
+ * y0(x) = Modulus(x) sin( Phase(x) ).
+ *
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error, when y0(x) < 1; else relative error:
+ *
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 2 100000 2.4e-7 3.4e-8
+ * IEEE 2, 32 100000 1.8e-7 5.3e-8
+ *
+ */
+
+ const float YP[] = {9.454583683980369E-008f, -9.413212653797057E-006f,
+ 5.344486707214273E-004f, -1.584289289821316E-002f,
+ 1.707584643733568E-001f};
+ const float MO[] = {-6.838999669318810E-002f, 1.864949361379502E-001f,
+ -2.145007480346739E-001f, 1.197549369473540E-001f,
+ -3.560281861530129E-003f, -4.969382655296620E-002f,
+ -3.355424622293709E-006f, 7.978845717621440E-001f};
+ const float PH[] = {3.242077816988247E+001f, -3.630592630518434E+001f,
+ 1.756221482109099E+001f, -4.974978466280903E+000f,
+ 1.001973420681837E+000f, -1.939906941791308E-001f,
+ 6.490598792654666E-002f, -1.249992184872738E-001f};
+ const T YZ1 = pset1<T>(0.43221455686510834878f);
+ const T TWOOPI = pset1<T>(0.636619772367581343075535f); /* 2 / pi */
+ const T NEG_PIO4F = pset1<T>(-0.7853981633974483096f); /* -pi / 4 */
+ const T NEG_MAXNUM = pset1<T>(-NumTraits<float>::infinity());
+ T z = pmul(x, x);
+ T x_le_two = pmul(TWOOPI, pmul(plog(x), generic_j0<T, float>::run(x)));
+ x_le_two = pmadd(
+ psub(z, YZ1), internal::ppolevl<T, 4>::run(z, YP), x_le_two);
+ x_le_two = pselect(pcmp_le(x, pset1<T>(0.0)), NEG_MAXNUM, x_le_two);
+ T q = pdiv(pset1<T>(1.0), x);
+ T w = prsqrt(x);
+ T p = pmul(w, internal::ppolevl<T, 7>::run(q, MO));
+ T u = pmul(q, q);
+ T xn = pmadd(q, internal::ppolevl<T, 7>::run(u, PH), NEG_PIO4F);
+ T x_gt_two = pmul(p, psin(padd(xn, x)));
+ return pselect(pcmp_le(x, pset1<T>(2.0)), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_y0<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j0.c
+ * Bessel function of the second kind, order zero
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, y0();
+ *
+ * y = y0( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of the second kind, of order
+ * zero, of the argument.
+ *
+ * The domain is divided into the intervals [0, 5] and
+ * (5, infinity). In the first interval a rational approximation
+ * R(x) is employed to compute
+ * y0(x) = R(x) + 2 * log(x) * j0(x) / PI.
+ * Thus a call to j0() is required.
+ *
+ * In the second interval, the Hankel asymptotic expansion
+ * is employed with two rational functions of degree 6/6
+ * and 7/7.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error, when y0(x) < 1; else relative error:
+ *
+ * arithmetic domain # trials peak rms
+ * DEC 0, 30 9400 7.0e-17 7.9e-18
+ * IEEE 0, 30 30000 1.3e-15 1.6e-16
+ *
+ */
+ const double PP[] = {7.96936729297347051624E-4, 8.28352392107440799803E-2,
+ 1.23953371646414299388E0, 5.44725003058768775090E0,
+ 8.74716500199817011941E0, 5.30324038235394892183E0,
+ 9.99999999999999997821E-1};
+ const double PQ[] = {9.24408810558863637013E-4, 8.56288474354474431428E-2,
+ 1.25352743901058953537E0, 5.47097740330417105182E0,
+ 8.76190883237069594232E0, 5.30605288235394617618E0,
+ 1.00000000000000000218E0};
+ const double QP[] = {-1.13663838898469149931E-2, -1.28252718670509318512E0,
+ -1.95539544257735972385E1, -9.32060152123768231369E1,
+ -1.77681167980488050595E2, -1.47077505154951170175E2,
+ -5.14105326766599330220E1, -6.05014350600728481186E0};
+ const double QQ[] = {1.00000000000000000000E0, 6.43178256118178023184E1,
+ 8.56430025976980587198E2, 3.88240183605401609683E3,
+ 7.24046774195652478189E3, 5.93072701187316984827E3,
+ 2.06209331660327847417E3, 2.42005740240291393179E2};
+ const double YP[] = {1.55924367855235737965E4, -1.46639295903971606143E7,
+ 5.43526477051876500413E9, -9.82136065717911466409E11,
+ 8.75906394395366999549E13, -3.46628303384729719441E15,
+ 4.42733268572569800351E16, -1.84950800436986690637E16};
+ const double YQ[] = {1.00000000000000000000E0, 1.04128353664259848412E3,
+ 6.26107330137134956842E5, 2.68919633393814121987E8,
+ 8.64002487103935000337E10, 2.02979612750105546709E13,
+ 3.17157752842975028269E15, 2.50596256172653059228E17};
+ const T SQ2OPI = pset1<T>(7.9788456080286535587989E-1); /* sqrt(2 / pi) */
+ const T TWOOPI = pset1<T>(0.636619772367581343075535); /* 2 / pi */
+ const T NEG_PIO4 = pset1<T>(-0.7853981633974483096); /* -pi / 4 */
+ const T NEG_MAXNUM = pset1<T>(-NumTraits<double>::infinity());
+
+ T z = pmul(x, x);
+ T x_le_five = pdiv(internal::ppolevl<T, 7>::run(z, YP),
+ internal::ppolevl<T, 7>::run(z, YQ));
+ x_le_five = pmadd(
+ pmul(TWOOPI, plog(x)), generic_j0<T, double>::run(x), x_le_five);
+ x_le_five = pselect(pcmp_le(x, pset1<T>(0.0)), NEG_MAXNUM, x_le_five);
+ T s = pdiv(pset1<T>(25.0), z);
+ T p = pdiv(
+ internal::ppolevl<T, 6>::run(s, PP),
+ internal::ppolevl<T, 6>::run(s, PQ));
+ T q = pdiv(
+ internal::ppolevl<T, 7>::run(s, QP),
+ internal::ppolevl<T, 7>::run(s, QQ));
+ T xn = padd(x, NEG_PIO4);
+ T w = pdiv(pset1<T>(5.0), x);
+ p = pmadd(p, psin(xn), pmul(w, pmul(q, pcos(xn))));
+ T x_gt_five = pmul(p, pmul(SQ2OPI, prsqrt(x)));
+ return pselect(pcmp_le(x, pset1<T>(5.0)), x_le_five, x_gt_five);
+ }
+};
+
+template <typename T>
+struct bessel_y0_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_y0<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_j1_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_j1 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_j1<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j1f.c
+ * Bessel function of order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float x, y, j1f();
+ *
+ * y = j1f( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of order one of the argument.
+ *
+ * The domain is divided into the intervals [0, 2] and
+ * (2, infinity). In the first interval a polynomial approximation
+ * 2
+ * (w - r ) x P(w)
+ * 1
+ * 2
+ * is used, where w = x and r is the first zero of the function.
+ *
+ * In the second interval, the modulus and phase are approximated
+ * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x)
+ * and Phase(x) = x + 1/x R(1/x^2) - 3pi/4. The function is
+ *
+ * j0(x) = Modulus(x) cos( Phase(x) ).
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 2 100000 1.2e-7 2.5e-8
+ * IEEE 2, 32 100000 2.0e-7 5.3e-8
+ *
+ *
+ */
+
+ const float JP[] = {-4.878788132172128E-009f, 6.009061827883699E-007f,
+ -4.541343896997497E-005f, 1.937383947804541E-003f,
+ -3.405537384615824E-002f};
+ const float MO1[] = {6.913942741265801E-002f, -2.284801500053359E-001f,
+ 3.138238455499697E-001f, -2.102302420403875E-001f,
+ 5.435364690523026E-003f, 1.493389585089498E-001f,
+ 4.976029650847191E-006f, 7.978845453073848E-001f};
+ const float PH1[] = {-4.497014141919556E+001f, 5.073465654089319E+001f,
+ -2.485774108720340E+001f, 7.222973196770240E+000f,
+ -1.544842782180211E+000f, 3.503787691653334E-001f,
+ -1.637986776941202E-001f, 3.749989509080821E-001f};
+ const T Z1 = pset1<T>(1.46819706421238932572E1f);
+ const T NEG_THPIO4F = pset1<T>(-2.35619449019234492885f); /* -3*pi/4 */
+
+ T y = pabs(x);
+ T z = pmul(y, y);
+ T y_le_two = pmul(
+ psub(z, Z1),
+ pmul(x, internal::ppolevl<T, 4>::run(z, JP)));
+ T q = pdiv(pset1<T>(1.0f), y);
+ T w = prsqrt(y);
+ T p = pmul(w, internal::ppolevl<T, 7>::run(q, MO1));
+ w = pmul(q, q);
+ T yn = pmadd(q, internal::ppolevl<T, 7>::run(w, PH1), NEG_THPIO4F);
+ T y_gt_two = pmul(p, pcos(padd(yn, y)));
+ // j1 is an odd function. This implementation differs from cephes to
+ // take this fact in to account. Cephes returns -j1(x) for y > 2 range.
+ y_gt_two = pselect(
+ pcmp_lt(x, pset1<T>(0.0f)), pnegate(y_gt_two), y_gt_two);
+ return pselect(pcmp_le(y, pset1<T>(2.0f)), y_le_two, y_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_j1<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j1.c
+ * Bessel function of order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, j1();
+ *
+ * y = j1( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of order one of the argument.
+ *
+ * The domain is divided into the intervals [0, 8] and
+ * (8, infinity). In the first interval a 24 term Chebyshev
+ * expansion is used. In the second, the asymptotic
+ * trigonometric representation is employed using two
+ * rational functions of degree 5/5.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * DEC 0, 30 10000 4.0e-17 1.1e-17
+ * IEEE 0, 30 30000 2.6e-16 1.1e-16
+ *
+ */
+ const double PP[] = {7.62125616208173112003E-4, 7.31397056940917570436E-2,
+ 1.12719608129684925192E0, 5.11207951146807644818E0,
+ 8.42404590141772420927E0, 5.21451598682361504063E0,
+ 1.00000000000000000254E0};
+ const double PQ[] = {5.71323128072548699714E-4, 6.88455908754495404082E-2,
+ 1.10514232634061696926E0, 5.07386386128601488557E0,
+ 8.39985554327604159757E0, 5.20982848682361821619E0,
+ 9.99999999999999997461E-1};
+ const double QP[] = {5.10862594750176621635E-2, 4.98213872951233449420E0,
+ 7.58238284132545283818E1, 3.66779609360150777800E2,
+ 7.10856304998926107277E2, 5.97489612400613639965E2,
+ 2.11688757100572135698E2, 2.52070205858023719784E1};
+ const double QQ[] = {1.00000000000000000000E0, 7.42373277035675149943E1,
+ 1.05644886038262816351E3, 4.98641058337653607651E3,
+ 9.56231892404756170795E3, 7.99704160447350683650E3,
+ 2.82619278517639096600E3, 3.36093607810698293419E2};
+ const double RP[] = {-8.99971225705559398224E8, 4.52228297998194034323E11,
+ -7.27494245221818276015E13, 3.68295732863852883286E15};
+ const double RQ[] = {1.00000000000000000000E0, 6.20836478118054335476E2,
+ 2.56987256757748830383E5, 8.35146791431949253037E7,
+ 2.21511595479792499675E10, 4.74914122079991414898E12,
+ 7.84369607876235854894E14, 8.95222336184627338078E16,
+ 5.32278620332680085395E18};
+ const T Z1 = pset1<T>(1.46819706421238932572E1);
+ const T Z2 = pset1<T>(4.92184563216946036703E1);
+ const T NEG_THPIO4 = pset1<T>(-2.35619449019234492885); /* -3*pi/4 */
+ const T SQ2OPI = pset1<T>(7.9788456080286535587989E-1); /* sqrt(2 / pi) */
+ T y = pabs(x);
+ T z = pmul(y, y);
+ T y_le_five = pdiv(internal::ppolevl<T, 3>::run(z, RP),
+ internal::ppolevl<T, 8>::run(z, RQ));
+ y_le_five = pmul(pmul(pmul(y_le_five, x), psub(z, Z1)), psub(z, Z2));
+ T s = pdiv(pset1<T>(25.0), z);
+ T p = pdiv(
+ internal::ppolevl<T, 6>::run(s, PP),
+ internal::ppolevl<T, 6>::run(s, PQ));
+ T q = pdiv(
+ internal::ppolevl<T, 7>::run(s, QP),
+ internal::ppolevl<T, 7>::run(s, QQ));
+ T yn = padd(y, NEG_THPIO4);
+ T w = pdiv(pset1<T>(-5.0), y);
+ p = pmadd(p, pcos(yn), pmul(w, pmul(q, psin(yn))));
+ T y_gt_five = pmul(p, pmul(SQ2OPI, prsqrt(y)));
+ // j1 is an odd function. This implementation differs from cephes to
+ // take this fact in to account. Cephes returns -j1(x) for y > 5 range.
+ y_gt_five = pselect(
+ pcmp_lt(x, pset1<T>(0.0)), pnegate(y_gt_five), y_gt_five);
+ return pselect(pcmp_le(y, pset1<T>(5.0)), y_le_five, y_gt_five);
+ }
+};
+
+template <typename T>
+struct bessel_j1_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_j1<T>::run(x);
+ }
+};
+
+template <typename T>
+struct bessel_y1_retval {
+ typedef T type;
+};
+
+template <typename T, typename ScalarType = typename unpacket_traits<T>::type>
+struct generic_y1 {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T&) {
+ EIGEN_STATIC_ASSERT((internal::is_same<T, T>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return ScalarType(0);
+ }
+};
+
+template <typename T>
+struct generic_y1<T, float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j1f.c
+ * Bessel function of second kind of order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, y1();
+ *
+ * y = y1( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of the second kind of order one
+ * of the argument.
+ *
+ * The domain is divided into the intervals [0, 2] and
+ * (2, infinity). In the first interval a rational approximation
+ * R(x) is employed to compute
+ *
+ * 2
+ * y0(x) = (w - r ) x R(x^2) + 2/pi (ln(x) j1(x) - 1/x) .
+ * 1
+ *
+ * Thus a call to j1() is required.
+ *
+ * In the second interval, the modulus and phase are approximated
+ * by polynomials of the form Modulus(x) = sqrt(1/x) Q(1/x)
+ * and Phase(x) = x + 1/x S(1/x^2) - 3pi/4. Then the function is
+ *
+ * y0(x) = Modulus(x) sin( Phase(x) ).
+ *
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0, 2 100000 2.2e-7 4.6e-8
+ * IEEE 2, 32 100000 1.9e-7 5.3e-8
+ *
+ * (error criterion relative when |y1| > 1).
+ *
+ */
+
+ const float YP[] = {8.061978323326852E-009f, -9.496460629917016E-007f,
+ 6.719543806674249E-005f, -2.641785726447862E-003f,
+ 4.202369946500099E-002f};
+ const float MO1[] = {6.913942741265801E-002f, -2.284801500053359E-001f,
+ 3.138238455499697E-001f, -2.102302420403875E-001f,
+ 5.435364690523026E-003f, 1.493389585089498E-001f,
+ 4.976029650847191E-006f, 7.978845453073848E-001f};
+ const float PH1[] = {-4.497014141919556E+001f, 5.073465654089319E+001f,
+ -2.485774108720340E+001f, 7.222973196770240E+000f,
+ -1.544842782180211E+000f, 3.503787691653334E-001f,
+ -1.637986776941202E-001f, 3.749989509080821E-001f};
+ const T YO1 = pset1<T>(4.66539330185668857532f);
+ const T NEG_THPIO4F = pset1<T>(-2.35619449019234492885f); /* -3*pi/4 */
+ const T TWOOPI = pset1<T>(0.636619772367581343075535f); /* 2/pi */
+ const T NEG_MAXNUM = pset1<T>(-NumTraits<float>::infinity());
+
+ T z = pmul(x, x);
+ T x_le_two = pmul(psub(z, YO1), internal::ppolevl<T, 4>::run(z, YP));
+ x_le_two = pmadd(
+ x_le_two, x,
+ pmul(TWOOPI, pmadd(
+ generic_j1<T, float>::run(x), plog(x),
+ pdiv(pset1<T>(-1.0f), x))));
+ x_le_two = pselect(pcmp_lt(x, pset1<T>(0.0f)), NEG_MAXNUM, x_le_two);
+
+ T q = pdiv(pset1<T>(1.0), x);
+ T w = prsqrt(x);
+ T p = pmul(w, internal::ppolevl<T, 7>::run(q, MO1));
+ w = pmul(q, q);
+ T xn = pmadd(q, internal::ppolevl<T, 7>::run(w, PH1), NEG_THPIO4F);
+ T x_gt_two = pmul(p, psin(padd(xn, x)));
+ return pselect(pcmp_le(x, pset1<T>(2.0)), x_le_two, x_gt_two);
+ }
+};
+
+template <typename T>
+struct generic_y1<T, double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ /* j1.c
+ * Bessel function of second kind of order one
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, y1();
+ *
+ * y = y1( x );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns Bessel function of the second kind of order one
+ * of the argument.
+ *
+ * The domain is divided into the intervals [0, 8] and
+ * (8, infinity). In the first interval a 25 term Chebyshev
+ * expansion is used, and a call to j1() is required.
+ * In the second, the asymptotic trigonometric representation
+ * is employed using two rational functions of degree 5/5.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Absolute error:
+ * arithmetic domain # trials peak rms
+ * DEC 0, 30 10000 8.6e-17 1.3e-17
+ * IEEE 0, 30 30000 1.0e-15 1.3e-16
+ *
+ * (error criterion relative when |y1| > 1).
+ *
+ */
+ const double PP[] = {7.62125616208173112003E-4, 7.31397056940917570436E-2,
+ 1.12719608129684925192E0, 5.11207951146807644818E0,
+ 8.42404590141772420927E0, 5.21451598682361504063E0,
+ 1.00000000000000000254E0};
+ const double PQ[] = {5.71323128072548699714E-4, 6.88455908754495404082E-2,
+ 1.10514232634061696926E0, 5.07386386128601488557E0,
+ 8.39985554327604159757E0, 5.20982848682361821619E0,
+ 9.99999999999999997461E-1};
+ const double QP[] = {5.10862594750176621635E-2, 4.98213872951233449420E0,
+ 7.58238284132545283818E1, 3.66779609360150777800E2,
+ 7.10856304998926107277E2, 5.97489612400613639965E2,
+ 2.11688757100572135698E2, 2.52070205858023719784E1};
+ const double QQ[] = {1.00000000000000000000E0, 7.42373277035675149943E1,
+ 1.05644886038262816351E3, 4.98641058337653607651E3,
+ 9.56231892404756170795E3, 7.99704160447350683650E3,
+ 2.82619278517639096600E3, 3.36093607810698293419E2};
+ const double YP[] = {1.26320474790178026440E9, -6.47355876379160291031E11,
+ 1.14509511541823727583E14, -8.12770255501325109621E15,
+ 2.02439475713594898196E17, -7.78877196265950026825E17};
+ const double YQ[] = {1.00000000000000000000E0, 5.94301592346128195359E2,
+ 2.35564092943068577943E5, 7.34811944459721705660E7,
+ 1.87601316108706159478E10, 3.88231277496238566008E12,
+ 6.20557727146953693363E14, 6.87141087355300489866E16,
+ 3.97270608116560655612E18};
+ const T SQ2OPI = pset1<T>(.79788456080286535588);
+ const T NEG_THPIO4 = pset1<T>(-2.35619449019234492885); /* -3*pi/4 */
+ const T TWOOPI = pset1<T>(0.636619772367581343075535); /* 2/pi */
+ const T NEG_MAXNUM = pset1<T>(-NumTraits<double>::infinity());
+
+ T z = pmul(x, x);
+ T x_le_five = pdiv(internal::ppolevl<T, 5>::run(z, YP),
+ internal::ppolevl<T, 8>::run(z, YQ));
+ x_le_five = pmadd(
+ x_le_five, x, pmul(
+ TWOOPI, pmadd(generic_j1<T, double>::run(x), plog(x),
+ pdiv(pset1<T>(-1.0), x))));
+
+ x_le_five = pselect(pcmp_le(x, pset1<T>(0.0)), NEG_MAXNUM, x_le_five);
+ T s = pdiv(pset1<T>(25.0), z);
+ T p = pdiv(
+ internal::ppolevl<T, 6>::run(s, PP),
+ internal::ppolevl<T, 6>::run(s, PQ));
+ T q = pdiv(
+ internal::ppolevl<T, 7>::run(s, QP),
+ internal::ppolevl<T, 7>::run(s, QQ));
+ T xn = padd(x, NEG_THPIO4);
+ T w = pdiv(pset1<T>(5.0), x);
+ p = pmadd(p, psin(xn), pmul(w, pmul(q, pcos(xn))));
+ T x_gt_five = pmul(p, pmul(SQ2OPI, prsqrt(x)));
+ return pselect(pcmp_le(x, pset1<T>(5.0)), x_le_five, x_gt_five);
+ }
+};
+
+template <typename T>
+struct bessel_y1_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T x) {
+ return generic_y1<T>::run(x);
+ }
+};
+
+} // end namespace internal
+
+namespace numext {
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_i0, Scalar)
+ bessel_i0(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_i0, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_i0e, Scalar)
+ bessel_i0e(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_i0e, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_i1, Scalar)
+ bessel_i1(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_i1, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_i1e, Scalar)
+ bessel_i1e(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_i1e, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_k0, Scalar)
+ bessel_k0(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_k0, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_k0e, Scalar)
+ bessel_k0e(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_k0e, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_k1, Scalar)
+ bessel_k1(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_k1, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_k1e, Scalar)
+ bessel_k1e(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_k1e, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_j0, Scalar)
+ bessel_j0(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_j0, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_y0, Scalar)
+ bessel_y0(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_y0, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_j1, Scalar)
+ bessel_j1(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_j1, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(bessel_y1, Scalar)
+ bessel_y1(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(bessel_y1, Scalar)::run(x);
+}
+
+} // end namespace numext
+
+} // end namespace Eigen
+
+#endif // EIGEN_BESSEL_FUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsPacketMath.h b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsPacketMath.h
new file mode 100644
index 0000000..943d10f
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/BesselFunctionsPacketMath.h
@@ -0,0 +1,118 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_BESSELFUNCTIONS_PACKETMATH_H
+#define EIGEN_BESSELFUNCTIONS_PACKETMATH_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero i0(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_i0(const Packet& x) {
+ return numext::bessel_i0(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero i0e(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_i0e(const Packet& x) {
+ return numext::bessel_i0e(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one i1(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_i1(const Packet& x) {
+ return numext::bessel_i1(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one i1e(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_i1e(const Packet& x) {
+ return numext::bessel_i1e(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero j0(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_j0(const Packet& x) {
+ return numext::bessel_j0(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero j1(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_j1(const Packet& x) {
+ return numext::bessel_j1(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one y0(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_y0(const Packet& x) {
+ return numext::bessel_y0(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one y1(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_y1(const Packet& x) {
+ return numext::bessel_y1(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero k0(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_k0(const Packet& x) {
+ return numext::bessel_k0(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order zero k0e(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_k0e(const Packet& x) {
+ return numext::bessel_k0e(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one k1e(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_k1(const Packet& x) {
+ return numext::bessel_k1(x);
+}
+
+/** \internal \returns the exponentially scaled modified Bessel function of
+ * order one k1e(\a a) (coeff-wise) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pbessel_k1e(const Packet& x) {
+ return numext::bessel_k1e(x);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BESSELFUNCTIONS_PACKETMATH_H
+
diff --git a/src/EigenUnsupported/src/SpecialFunctions/HipVectorCompatibility.h b/src/EigenUnsupported/src/SpecialFunctions/HipVectorCompatibility.h
new file mode 100644
index 0000000..d7b231a
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/HipVectorCompatibility.h
@@ -0,0 +1,67 @@
+#ifndef HIP_VECTOR_COMPATIBILITY_H
+#define HIP_VECTOR_COMPATIBILITY_H
+
+namespace hip_impl {
+ template <typename, typename, unsigned int> struct Scalar_accessor;
+} // end namespace hip_impl
+
+namespace Eigen {
+namespace internal {
+
+#define HIP_SCALAR_ACCESSOR_BUILDER(NAME) \
+template <typename T, typename U, unsigned int n> \
+struct NAME <hip_impl::Scalar_accessor<T, U, n>> : NAME <T> {};
+
+#define HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(NAME) \
+template <typename T, typename U, unsigned int n> \
+struct NAME##_impl <hip_impl::Scalar_accessor<T, U, n>> : NAME##_impl <T> {}; \
+template <typename T, typename U, unsigned int n> \
+struct NAME##_retval <hip_impl::Scalar_accessor<T, U, n>> : NAME##_retval <T> {};
+
+#define HIP_SCALAR_ACCESSOR_BUILDER_IGAMMA(NAME) \
+template <typename T, typename U, unsigned int n, IgammaComputationMode mode> \
+struct NAME <hip_impl::Scalar_accessor<T, U, n>, mode> : NAME <T, mode> {};
+
+#if EIGEN_HAS_C99_MATH
+HIP_SCALAR_ACCESSOR_BUILDER(betainc_helper)
+HIP_SCALAR_ACCESSOR_BUILDER(incbeta_cfe)
+
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(erf)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(erfc)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(igammac)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(lgamma)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(ndtri)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(polygamma)
+
+HIP_SCALAR_ACCESSOR_BUILDER_IGAMMA(igamma_generic_impl)
+#endif
+
+HIP_SCALAR_ACCESSOR_BUILDER(digamma_impl_maybe_poly)
+HIP_SCALAR_ACCESSOR_BUILDER(zeta_impl_series)
+
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_i0)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_i0e)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_i1)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_i1e)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_j0)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_j1)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_k0)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_k0e)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_k1)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_k1e)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_y0)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(bessel_y1)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(betainc)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(digamma)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(gamma_sample_der_alpha)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(igamma_der_a)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(igamma)
+HIP_SCALAR_ACCESSOR_BUILDER_RETVAL(zeta)
+
+HIP_SCALAR_ACCESSOR_BUILDER_IGAMMA(igamma_series_impl)
+HIP_SCALAR_ACCESSOR_BUILDER_IGAMMA(igammac_cf_impl)
+
+} // end namespace internal
+} // end namespace Eigen
+
+#endif // HIP_VECTOR_COMPATIBILITY_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsArrayAPI.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsArrayAPI.h
new file mode 100644
index 0000000..691ff4d
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsArrayAPI.h
@@ -0,0 +1,167 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SPECIALFUNCTIONS_ARRAYAPI_H
+#define EIGEN_SPECIALFUNCTIONS_ARRAYAPI_H
+
+namespace Eigen {
+
+/** \cpp11 \returns an expression of the coefficient-wise igamma(\a a, \a x) to the given arrays.
+ *
+ * This function computes the coefficient-wise incomplete gamma function.
+ *
+ * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::igammac(), Eigen::lgamma()
+ */
+template<typename Derived,typename ExponentDerived>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
+igamma(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
+{
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
+ a.derived(),
+ x.derived()
+ );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise igamma_der_a(\a a, \a x) to the given arrays.
+ *
+ * This function computes the coefficient-wise derivative of the incomplete
+ * gamma function with respect to the parameter a.
+ *
+ * \note This function supports only float and double scalar types in c++11
+ * mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations
+ * of igamma_der_a(T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::igamma(), Eigen::lgamma()
+ */
+template <typename Derived, typename ExponentDerived>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_der_a_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
+igamma_der_a(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x) {
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_der_a_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
+ a.derived(),
+ x.derived());
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise gamma_sample_der_alpha(\a alpha, \a sample) to the given arrays.
+ *
+ * This function computes the coefficient-wise derivative of the sample
+ * of a Gamma(alpha, 1) random variable with respect to the parameter alpha.
+ *
+ * \note This function supports only float and double scalar types in c++11
+ * mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations
+ * of gamma_sample_der_alpha(T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::igamma(), Eigen::lgamma()
+ */
+template <typename AlphaDerived, typename SampleDerived>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_gamma_sample_der_alpha_op<typename AlphaDerived::Scalar>, const AlphaDerived, const SampleDerived>
+gamma_sample_der_alpha(const Eigen::ArrayBase<AlphaDerived>& alpha, const Eigen::ArrayBase<SampleDerived>& sample) {
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_gamma_sample_der_alpha_op<typename AlphaDerived::Scalar>, const AlphaDerived, const SampleDerived>(
+ alpha.derived(),
+ sample.derived());
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise igammac(\a a, \a x) to the given arrays.
+ *
+ * This function computes the coefficient-wise complementary incomplete gamma function.
+ *
+ * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::igamma(), Eigen::lgamma()
+ */
+template<typename Derived,typename ExponentDerived>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
+igammac(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
+{
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
+ a.derived(),
+ x.derived()
+ );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise polygamma(\a n, \a x) to the given arrays.
+ *
+ * It returns the \a n -th derivative of the digamma(psi) evaluated at \c x.
+ *
+ * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations of polygamma(T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::digamma()
+ */
+// * \warning Be careful with the order of the parameters: x.polygamma(n) is equivalent to polygamma(n,x)
+// * \sa ArrayBase::polygamma()
+template<typename DerivedN,typename DerivedX>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>
+polygamma(const Eigen::ArrayBase<DerivedN>& n, const Eigen::ArrayBase<DerivedX>& x)
+{
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>(
+ n.derived(),
+ x.derived()
+ );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise betainc(\a x, \a a, \a b) to the given arrays.
+ *
+ * This function computes the regularized incomplete beta function (integral).
+ *
+ * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+ * or float/double in non c++11 mode, the user has to provide implementations of betainc(T,T,T) for any scalar
+ * type T to be supported.
+ *
+ * \sa Eigen::betainc(), Eigen::lgamma()
+ */
+template<typename ArgADerived, typename ArgBDerived, typename ArgXDerived>
+EIGEN_STRONG_INLINE const Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>
+betainc(const Eigen::ArrayBase<ArgADerived>& a, const Eigen::ArrayBase<ArgBDerived>& b, const Eigen::ArrayBase<ArgXDerived>& x)
+{
+ return Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>(
+ a.derived(),
+ b.derived(),
+ x.derived()
+ );
+}
+
+
+/** \returns an expression of the coefficient-wise zeta(\a x, \a q) to the given arrays.
+ *
+ * It returns the Riemann zeta function of two arguments \a x and \a q:
+ *
+ * \param x is the exponent, it must be > 1
+ * \param q is the shift, it must be > 0
+ *
+ * \note This function supports only float and double scalar types. To support other scalar types, the user has
+ * to provide implementations of zeta(T,T) for any scalar type T to be supported.
+ *
+ * \sa ArrayBase::zeta()
+ */
+template<typename DerivedX,typename DerivedQ>
+EIGEN_STRONG_INLINE const Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>
+zeta(const Eigen::ArrayBase<DerivedX>& x, const Eigen::ArrayBase<DerivedQ>& q)
+{
+ return Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>(
+ x.derived(),
+ q.derived()
+ );
+}
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_ARRAYAPI_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsBFloat16.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsBFloat16.h
new file mode 100644
index 0000000..2d94231
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsBFloat16.h
@@ -0,0 +1,58 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_SPECIALFUNCTIONS_BFLOAT16_H
+#define EIGEN_SPECIALFUNCTIONS_BFLOAT16_H
+
+namespace Eigen {
+namespace numext {
+
+#if EIGEN_HAS_C99_MATH
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 lgamma(const Eigen::bfloat16& a) {
+ return Eigen::bfloat16(Eigen::numext::lgamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 digamma(const Eigen::bfloat16& a) {
+ return Eigen::bfloat16(Eigen::numext::digamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 zeta(const Eigen::bfloat16& x, const Eigen::bfloat16& q) {
+ return Eigen::bfloat16(Eigen::numext::zeta(static_cast<float>(x), static_cast<float>(q)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 polygamma(const Eigen::bfloat16& n, const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::polygamma(static_cast<float>(n), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 erf(const Eigen::bfloat16& a) {
+ return Eigen::bfloat16(Eigen::numext::erf(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 erfc(const Eigen::bfloat16& a) {
+ return Eigen::bfloat16(Eigen::numext::erfc(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 ndtri(const Eigen::bfloat16& a) {
+ return Eigen::bfloat16(Eigen::numext::ndtri(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 igamma(const Eigen::bfloat16& a, const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::igamma(static_cast<float>(a), static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 igamma_der_a(const Eigen::bfloat16& a, const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::igamma_der_a(static_cast<float>(a), static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 gamma_sample_der_alpha(const Eigen::bfloat16& alpha, const Eigen::bfloat16& sample) {
+ return Eigen::bfloat16(Eigen::numext::gamma_sample_der_alpha(static_cast<float>(alpha), static_cast<float>(sample)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 igammac(const Eigen::bfloat16& a, const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::igammac(static_cast<float>(a), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::bfloat16 betainc(const Eigen::bfloat16& a, const Eigen::bfloat16& b, const Eigen::bfloat16& x) {
+ return Eigen::bfloat16(Eigen::numext::betainc(static_cast<float>(a), static_cast<float>(b), static_cast<float>(x)));
+}
+#endif
+
+} // end namespace numext
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_BFLOAT16_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsFunctors.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsFunctors.h
new file mode 100644
index 0000000..abefe99
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsFunctors.h
@@ -0,0 +1,330 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Eugene Brevdo <ebrevdo@gmail.com>
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SPECIALFUNCTIONS_FUNCTORS_H
+#define EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+
+/** \internal
+ * \brief Template functor to compute the incomplete gamma function igamma(a, x)
+ *
+ * \sa class CwiseBinaryOp, Cwise::igamma
+ */
+template<typename Scalar> struct scalar_igamma_op : binary_op_base<Scalar,Scalar>
+{
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_igamma_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& x) const {
+ using numext::igamma; return igamma(a, x);
+ }
+ template<typename Packet>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& x) const {
+ return internal::pigamma(a, x);
+ }
+};
+template<typename Scalar>
+struct functor_traits<scalar_igamma_op<Scalar> > {
+ enum {
+ // Guesstimate
+ Cost = 20 * NumTraits<Scalar>::MulCost + 10 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasIGamma
+ };
+};
+
+/** \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)
+ *
+ * \sa class CwiseBinaryOp, Cwise::igammac
+ */
+template<typename Scalar> struct scalar_igammac_op : binary_op_base<Scalar,Scalar>
+{
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_igammac_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& x) const {
+ using numext::igammac; return igammac(a, x);
+ }
+ template<typename Packet>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& x) const
+ {
+ return internal::pigammac(a, x);
+ }
+};
+template<typename Scalar>
+struct functor_traits<scalar_igammac_op<Scalar> > {
+ enum {
+ // Guesstimate
+ Cost = 20 * NumTraits<Scalar>::MulCost + 10 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasIGammac
+ };
+};
+
+
+/** \internal
+ * \brief Template functor to compute the incomplete beta integral betainc(a, b, x)
+ *
+ */
+template<typename Scalar> struct scalar_betainc_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_betainc_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& x, const Scalar& a, const Scalar& b) const {
+ using numext::betainc; return betainc(x, a, b);
+ }
+ template<typename Packet>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& x, const Packet& a, const Packet& b) const
+ {
+ return internal::pbetainc(x, a, b);
+ }
+};
+template<typename Scalar>
+struct functor_traits<scalar_betainc_op<Scalar> > {
+ enum {
+ // Guesstimate
+ Cost = 400 * NumTraits<Scalar>::MulCost + 400 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasBetaInc
+ };
+};
+
+
+/** \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 EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const {
+ using numext::lgamma; return lgamma(a);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_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 psi, the derivative of lgamma of a scalar.
+ * \sa class CwiseUnaryOp, Cwise::digamma()
+ */
+template<typename Scalar> struct scalar_digamma_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_digamma_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const {
+ using numext::digamma; return digamma(a);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::pdigamma(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_digamma_op<Scalar> >
+{
+ enum {
+ // Guesstimate
+ Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasDiGamma
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the Riemann Zeta function of two arguments.
+ * \sa class CwiseUnaryOp, Cwise::zeta()
+ */
+template<typename Scalar> struct scalar_zeta_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_zeta_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& x, const Scalar& q) const {
+ using numext::zeta; return zeta(x, q);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x, const Packet& q) const { return internal::pzeta(x, q); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_zeta_op<Scalar> >
+{
+ enum {
+ // Guesstimate
+ Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasZeta
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the polygamma function.
+ * \sa class CwiseUnaryOp, Cwise::polygamma()
+ */
+template<typename Scalar> struct scalar_polygamma_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_polygamma_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& n, const Scalar& x) const {
+ using numext::polygamma; return polygamma(n, x);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& n, const Packet& x) const { return internal::ppolygamma(n, x); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_polygamma_op<Scalar> >
+{
+ enum {
+ // Guesstimate
+ Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasPolygamma
+ };
+};
+
+/** \internal
+ * \brief Template functor to compute the error function of a scalar
+ * \sa class CwiseUnaryOp, ArrayBase::erf()
+ */
+template<typename Scalar> struct scalar_erf_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_erf_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar
+ operator()(const Scalar& a) const {
+ return numext::erf(a);
+ }
+ template <typename Packet>
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& x) const {
+ return perf(x);
+ }
+};
+template <typename Scalar>
+struct functor_traits<scalar_erf_op<Scalar> > {
+ enum {
+ PacketAccess = packet_traits<Scalar>::HasErf,
+ Cost =
+ (PacketAccess
+#ifdef EIGEN_VECTORIZE_FMA
+ // TODO(rmlarsen): Move the FMA cost model to a central location.
+ // Haswell can issue 2 add/mul/madd per cycle.
+ // 10 pmadd, 2 pmul, 1 div, 2 other
+ ? (2 * NumTraits<Scalar>::AddCost +
+ 7 * NumTraits<Scalar>::MulCost +
+ scalar_div_cost<Scalar, packet_traits<Scalar>::HasDiv>::value)
+#else
+ ? (12 * NumTraits<Scalar>::AddCost +
+ 12 * NumTraits<Scalar>::MulCost +
+ scalar_div_cost<Scalar, packet_traits<Scalar>::HasDiv>::value)
+#endif
+ // Assume for simplicity that this is as expensive as an exp().
+ : (functor_traits<scalar_exp_op<Scalar> >::Cost))
+ };
+};
+
+/** \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 EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const {
+ using numext::erfc; return erfc(a);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_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 Inverse of the normal distribution
+ * function of a scalar
+ * \sa class CwiseUnaryOp, Cwise::ndtri()
+ */
+template<typename Scalar> struct scalar_ndtri_op {
+ EIGEN_EMPTY_STRUCT_CTOR(scalar_ndtri_op)
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a) const {
+ using numext::ndtri; return ndtri(a);
+ }
+ typedef typename packet_traits<Scalar>::type Packet;
+ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet packetOp(const Packet& a) const { return internal::pndtri(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_ndtri_op<Scalar> >
+{
+ enum {
+ // On average, We are evaluating rational functions with degree N=9 in the
+ // numerator and denominator. This results in 2*N additions and 2*N
+ // multiplications.
+ Cost = 18 * NumTraits<Scalar>::MulCost + 18 * NumTraits<Scalar>::AddCost,
+ PacketAccess = packet_traits<Scalar>::HasNdtri
+ };
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsHalf.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsHalf.h
new file mode 100644
index 0000000..2a3a531
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsHalf.h
@@ -0,0 +1,58 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_SPECIALFUNCTIONS_HALF_H
+#define EIGEN_SPECIALFUNCTIONS_HALF_H
+
+namespace Eigen {
+namespace numext {
+
+#if EIGEN_HAS_C99_MATH
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half lgamma(const Eigen::half& a) {
+ return Eigen::half(Eigen::numext::lgamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half digamma(const Eigen::half& a) {
+ return Eigen::half(Eigen::numext::digamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half zeta(const Eigen::half& x, const Eigen::half& q) {
+ return Eigen::half(Eigen::numext::zeta(static_cast<float>(x), static_cast<float>(q)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half polygamma(const Eigen::half& n, const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::polygamma(static_cast<float>(n), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half erf(const Eigen::half& a) {
+ return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half erfc(const Eigen::half& a) {
+ return Eigen::half(Eigen::numext::erfc(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half ndtri(const Eigen::half& a) {
+ return Eigen::half(Eigen::numext::ndtri(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igamma(const Eigen::half& a, const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::igamma(static_cast<float>(a), static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igamma_der_a(const Eigen::half& a, const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::igamma_der_a(static_cast<float>(a), static_cast<float>(x)));
+}
+template <>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half gamma_sample_der_alpha(const Eigen::half& alpha, const Eigen::half& sample) {
+ return Eigen::half(Eigen::numext::gamma_sample_der_alpha(static_cast<float>(alpha), static_cast<float>(sample)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igammac(const Eigen::half& a, const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::igammac(static_cast<float>(a), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half betainc(const Eigen::half& a, const Eigen::half& b, const Eigen::half& x) {
+ return Eigen::half(Eigen::numext::betainc(static_cast<float>(a), static_cast<float>(b), static_cast<float>(x)));
+}
+#endif
+
+} // end namespace numext
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_HALF_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsImpl.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsImpl.h
new file mode 100644
index 0000000..f1c260e
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsImpl.h
@@ -0,0 +1,2045 @@
+// 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 {
+
+// Parts of this code are based on the Cephes Math Library.
+//
+// Cephes Math Library Release 2.8: June, 2000
+// Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier
+//
+// Permission has been kindly provided by the original author
+// to incorporate the Cephes software into the Eigen codebase:
+//
+// From: Stephen Moshier
+// To: Eugene Brevdo
+// Subject: Re: Permission to wrap several cephes functions in Eigen
+//
+// Hello Eugene,
+//
+// Thank you for writing.
+//
+// If your licensing is similar to BSD, the formal way that has been
+// handled is simply to add a statement to the effect that you are incorporating
+// the Cephes software by permission of the author.
+//
+// Good luck with your project,
+// Steve
+
+
+/****************************************************************************
+ * Implementation of lgamma, requires C++11/C99 *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct lgamma_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+ 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;
+};
+
+#if EIGEN_HAS_C99_MATH
+// Since glibc 2.19
+#if defined(__GLIBC__) && ((__GLIBC__>=2 && __GLIBC_MINOR__ >= 19) || __GLIBC__>2) \
+ && (defined(_DEFAULT_SOURCE) || defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
+#define EIGEN_HAS_LGAMMA_R
+#endif
+
+// Glibc versions before 2.19
+#if defined(__GLIBC__) && ((__GLIBC__==2 && __GLIBC_MINOR__ < 19) || __GLIBC__<2) \
+ && (defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
+#define EIGEN_HAS_LGAMMA_R
+#endif
+
+template <>
+struct lgamma_impl<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float run(float x) {
+#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined (EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
+ int dummy;
+ return ::lgammaf_r(x, &dummy);
+#elif defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::lgamma(x);
+#else
+ return ::lgammaf(x);
+#endif
+ }
+};
+
+template <>
+struct lgamma_impl<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double run(double x) {
+#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined(EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
+ int dummy;
+ return ::lgamma_r(x, &dummy);
+#elif defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::lgamma(x);
+#else
+ return ::lgamma(x);
+#endif
+ }
+};
+
+#undef EIGEN_HAS_LGAMMA_R
+#endif
+
+/****************************************************************************
+ * Implementation of digamma (psi), based on Cephes *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct digamma_retval {
+ typedef Scalar type;
+};
+
+/*
+ *
+ * Polynomial evaluation helper for the Psi (digamma) function.
+ *
+ * digamma_impl_maybe_poly::run(s) evaluates the asymptotic Psi expansion for
+ * input Scalar s, assuming s is above 10.0.
+ *
+ * If s is above a certain threshold for the given Scalar type, zero
+ * is returned. Otherwise the polynomial is evaluated with enough
+ * coefficients for results matching Scalar machine precision.
+ *
+ *
+ */
+template <typename Scalar>
+struct digamma_impl_maybe_poly {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+
+template <>
+struct digamma_impl_maybe_poly<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float run(const float s) {
+ const float A[] = {
+ -4.16666666666666666667E-3f,
+ 3.96825396825396825397E-3f,
+ -8.33333333333333333333E-3f,
+ 8.33333333333333333333E-2f
+ };
+
+ float z;
+ if (s < 1.0e8f) {
+ z = 1.0f / (s * s);
+ return z * internal::ppolevl<float, 3>::run(z, A);
+ } else return 0.0f;
+ }
+};
+
+template <>
+struct digamma_impl_maybe_poly<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double run(const double s) {
+ const double A[] = {
+ 8.33333333333333333333E-2,
+ -2.10927960927960927961E-2,
+ 7.57575757575757575758E-3,
+ -4.16666666666666666667E-3,
+ 3.96825396825396825397E-3,
+ -8.33333333333333333333E-3,
+ 8.33333333333333333333E-2
+ };
+
+ double z;
+ if (s < 1.0e17) {
+ z = 1.0 / (s * s);
+ return z * internal::ppolevl<double, 6>::run(z, A);
+ }
+ else return 0.0;
+ }
+};
+
+template <typename Scalar>
+struct digamma_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar x) {
+ /*
+ *
+ * Psi (digamma) function (modified for Eigen)
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, psi();
+ *
+ * y = psi( x );
+ *
+ *
+ * DESCRIPTION:
+ *
+ * d -
+ * psi(x) = -- ln | (x)
+ * dx
+ *
+ * is the logarithmic derivative of the gamma function.
+ * For integer x,
+ * n-1
+ * -
+ * psi(n) = -EUL + > 1/k.
+ * -
+ * k=1
+ *
+ * If x is negative, it is transformed to a positive argument by the
+ * reflection formula psi(1-x) = psi(x) + pi cot(pi x).
+ * For general positive x, the argument is made greater than 10
+ * using the recurrence psi(x+1) = psi(x) + 1/x.
+ * Then the following asymptotic expansion is applied:
+ *
+ * inf. B
+ * - 2k
+ * psi(x) = log(x) - 1/2x - > -------
+ * - 2k
+ * k=1 2k x
+ *
+ * where the B2k are Bernoulli numbers.
+ *
+ * ACCURACY (float):
+ * Relative error (except absolute when |psi| < 1):
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 30000 1.3e-15 1.4e-16
+ * IEEE -30,0 40000 1.5e-15 2.2e-16
+ *
+ * ACCURACY (double):
+ * Absolute error, relative when |psi| > 1 :
+ * arithmetic domain # trials peak rms
+ * IEEE -33,0 30000 8.2e-7 1.2e-7
+ * IEEE 0,33 100000 7.3e-7 7.7e-8
+ *
+ * ERROR MESSAGES:
+ * message condition value returned
+ * psi singularity x integer <=0 INFINITY
+ */
+
+ Scalar p, q, nz, s, w, y;
+ bool negative = false;
+
+ const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+ const Scalar m_pi = Scalar(EIGEN_PI);
+
+ const Scalar zero = Scalar(0);
+ const Scalar one = Scalar(1);
+ const Scalar half = Scalar(0.5);
+ nz = zero;
+
+ if (x <= zero) {
+ negative = true;
+ q = x;
+ p = numext::floor(q);
+ if (p == q) {
+ return nan;
+ }
+ /* Remove the zeros of tan(m_pi x)
+ * by subtracting the nearest integer from x
+ */
+ nz = q - p;
+ if (nz != half) {
+ if (nz > half) {
+ p += one;
+ nz = q - p;
+ }
+ nz = m_pi / numext::tan(m_pi * nz);
+ }
+ else {
+ nz = zero;
+ }
+ x = one - x;
+ }
+
+ /* use the recurrence psi(x+1) = psi(x) + 1/x. */
+ s = x;
+ w = zero;
+ while (s < Scalar(10)) {
+ w += one / s;
+ s += one;
+ }
+
+ y = digamma_impl_maybe_poly<Scalar>::run(s);
+
+ y = numext::log(s) - (half / s) - y - w;
+
+ return (negative) ? y - nz : y;
+ }
+};
+
+/****************************************************************************
+ * Implementation of erf, requires C++11/C99 *
+ ****************************************************************************/
+
+/** \internal \returns the error function of \a a (coeff-wise)
+ Doesn't do anything fancy, just a 13/8-degree rational interpolant which
+ is accurate up to a couple of ulp in the range [-4, 4], outside of which
+ fl(erf(x)) = +/-1.
+
+ This implementation works on both scalars and Ts.
+*/
+template <typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf_float(const T& a_x) {
+ // Clamp the inputs to the range [-4, 4] since anything outside
+ // this range is +/-1.0f in single-precision.
+ const T plus_4 = pset1<T>(4.f);
+ const T minus_4 = pset1<T>(-4.f);
+ const T x = pmax(pmin(a_x, plus_4), minus_4);
+ // The monomial coefficients of the numerator polynomial (odd).
+ const T alpha_1 = pset1<T>(-1.60960333262415e-02f);
+ const T alpha_3 = pset1<T>(-2.95459980854025e-03f);
+ const T alpha_5 = pset1<T>(-7.34990630326855e-04f);
+ const T alpha_7 = pset1<T>(-5.69250639462346e-05f);
+ const T alpha_9 = pset1<T>(-2.10102402082508e-06f);
+ const T alpha_11 = pset1<T>(2.77068142495902e-08f);
+ const T alpha_13 = pset1<T>(-2.72614225801306e-10f);
+
+ // The monomial coefficients of the denominator polynomial (even).
+ const T beta_0 = pset1<T>(-1.42647390514189e-02f);
+ const T beta_2 = pset1<T>(-7.37332916720468e-03f);
+ const T beta_4 = pset1<T>(-1.68282697438203e-03f);
+ const T beta_6 = pset1<T>(-2.13374055278905e-04f);
+ const T beta_8 = pset1<T>(-1.45660718464996e-05f);
+
+ // Since the polynomials are odd/even, we need x^2.
+ const T x2 = pmul(x, x);
+
+ // Evaluate the numerator polynomial p.
+ T p = pmadd(x2, alpha_13, alpha_11);
+ p = pmadd(x2, p, alpha_9);
+ p = pmadd(x2, p, alpha_7);
+ p = pmadd(x2, p, alpha_5);
+ p = pmadd(x2, p, alpha_3);
+ p = pmadd(x2, p, alpha_1);
+ p = pmul(x, p);
+
+ // Evaluate the denominator polynomial p.
+ T q = pmadd(x2, beta_8, beta_6);
+ q = pmadd(x2, q, beta_4);
+ q = pmadd(x2, q, beta_2);
+ q = pmadd(x2, q, beta_0);
+
+ // Divide the numerator by the denominator.
+ return pdiv(p, q);
+}
+
+template <typename T>
+struct erf_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE T run(const T& x) {
+ return generic_fast_erf_float(x);
+ }
+};
+
+template <typename Scalar>
+struct erf_retval {
+ typedef Scalar type;
+};
+
+#if EIGEN_HAS_C99_MATH
+template <>
+struct erf_impl<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float run(float x) {
+#if defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::erf(x);
+#else
+ return generic_fast_erf_float(x);
+#endif
+ }
+};
+
+template <>
+struct erf_impl<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double run(double x) {
+#if defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::erf(x);
+#else
+ return ::erf(x);
+#endif
+ }
+};
+#endif // EIGEN_HAS_C99_MATH
+
+/***************************************************************************
+* Implementation of erfc, requires C++11/C99 *
+****************************************************************************/
+
+template <typename Scalar>
+struct erfc_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+ 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;
+};
+
+#if EIGEN_HAS_C99_MATH
+template <>
+struct erfc_impl<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float run(const float x) {
+#if defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::erfc(x);
+#else
+ return ::erfcf(x);
+#endif
+ }
+};
+
+template <>
+struct erfc_impl<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double run(const double x) {
+#if defined(SYCL_DEVICE_ONLY)
+ return cl::sycl::erfc(x);
+#else
+ return ::erfc(x);
+#endif
+ }
+};
+#endif // EIGEN_HAS_C99_MATH
+
+
+/***************************************************************************
+* Implementation of ndtri. *
+****************************************************************************/
+
+/* Inverse of Normal distribution function (modified for Eigen).
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, ndtri();
+ *
+ * x = ndtri( y );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the argument, x, for which the area under the
+ * Gaussian probability density function (integrated from
+ * minus infinity to x) is equal to y.
+ *
+ *
+ * For small arguments 0 < y < exp(-2), the program computes
+ * z = sqrt( -2.0 * log(y) ); then the approximation is
+ * x = z - log(z)/z - (1/z) P(1/z) / Q(1/z).
+ * There are two rational functions P/Q, one for 0 < y < exp(-32)
+ * and the other for y up to exp(-2). For larger arguments,
+ * w = y - 0.5, and x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * DEC 0.125, 1 5500 9.5e-17 2.1e-17
+ * DEC 6e-39, 0.135 3500 5.7e-17 1.3e-17
+ * IEEE 0.125, 1 20000 7.2e-16 1.3e-16
+ * IEEE 3e-308, 0.135 50000 4.6e-16 9.8e-17
+ *
+ *
+ * ERROR MESSAGES:
+ *
+ * message condition value returned
+ * ndtri domain x <= 0 -MAXNUM
+ * ndtri domain x >= 1 MAXNUM
+ *
+ */
+ /*
+ Cephes Math Library Release 2.2: June, 1992
+ Copyright 1985, 1987, 1992 by Stephen L. Moshier
+ Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+ */
+
+
+// TODO: Add a cheaper approximation for float.
+
+
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T flipsign(
+ const T& should_flipsign, const T& x) {
+ typedef typename unpacket_traits<T>::type Scalar;
+ const T sign_mask = pset1<T>(Scalar(-0.0));
+ T sign_bit = pand<T>(should_flipsign, sign_mask);
+ return pxor<T>(sign_bit, x);
+}
+
+template<>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double flipsign<double>(
+ const double& should_flipsign, const double& x) {
+ return should_flipsign == 0 ? x : -x;
+}
+
+template<>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float flipsign<float>(
+ const float& should_flipsign, const float& x) {
+ return should_flipsign == 0 ? x : -x;
+}
+
+// We split this computation in to two so that in the scalar path
+// only one branch is evaluated (due to our template specialization of pselect
+// being an if statement.)
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_gt_exp_neg_two(const T& b) {
+ const ScalarType p0[] = {
+ ScalarType(-5.99633501014107895267e1),
+ ScalarType(9.80010754185999661536e1),
+ ScalarType(-5.66762857469070293439e1),
+ ScalarType(1.39312609387279679503e1),
+ ScalarType(-1.23916583867381258016e0)
+ };
+ const ScalarType q0[] = {
+ ScalarType(1.0),
+ ScalarType(1.95448858338141759834e0),
+ ScalarType(4.67627912898881538453e0),
+ ScalarType(8.63602421390890590575e1),
+ ScalarType(-2.25462687854119370527e2),
+ ScalarType(2.00260212380060660359e2),
+ ScalarType(-8.20372256168333339912e1),
+ ScalarType(1.59056225126211695515e1),
+ ScalarType(-1.18331621121330003142e0)
+ };
+ const T sqrt2pi = pset1<T>(ScalarType(2.50662827463100050242e0));
+ const T half = pset1<T>(ScalarType(0.5));
+ T c, c2, ndtri_gt_exp_neg_two;
+
+ c = psub(b, half);
+ c2 = pmul(c, c);
+ ndtri_gt_exp_neg_two = pmadd(c, pmul(
+ c2, pdiv(
+ internal::ppolevl<T, 4>::run(c2, p0),
+ internal::ppolevl<T, 8>::run(c2, q0))), c);
+ return pmul(ndtri_gt_exp_neg_two, sqrt2pi);
+}
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_lt_exp_neg_two(
+ const T& b, const T& should_flipsign) {
+ /* Approximation for interval z = sqrt(-2 log a ) between 2 and 8
+ * i.e., a between exp(-2) = .135 and exp(-32) = 1.27e-14.
+ */
+ const ScalarType p1[] = {
+ ScalarType(4.05544892305962419923e0),
+ ScalarType(3.15251094599893866154e1),
+ ScalarType(5.71628192246421288162e1),
+ ScalarType(4.40805073893200834700e1),
+ ScalarType(1.46849561928858024014e1),
+ ScalarType(2.18663306850790267539e0),
+ ScalarType(-1.40256079171354495875e-1),
+ ScalarType(-3.50424626827848203418e-2),
+ ScalarType(-8.57456785154685413611e-4)
+ };
+ const ScalarType q1[] = {
+ ScalarType(1.0),
+ ScalarType(1.57799883256466749731e1),
+ ScalarType(4.53907635128879210584e1),
+ ScalarType(4.13172038254672030440e1),
+ ScalarType(1.50425385692907503408e1),
+ ScalarType(2.50464946208309415979e0),
+ ScalarType(-1.42182922854787788574e-1),
+ ScalarType(-3.80806407691578277194e-2),
+ ScalarType(-9.33259480895457427372e-4)
+ };
+ /* Approximation for interval z = sqrt(-2 log a ) between 8 and 64
+ * i.e., a between exp(-32) = 1.27e-14 and exp(-2048) = 3.67e-890.
+ */
+ const ScalarType p2[] = {
+ ScalarType(3.23774891776946035970e0),
+ ScalarType(6.91522889068984211695e0),
+ ScalarType(3.93881025292474443415e0),
+ ScalarType(1.33303460815807542389e0),
+ ScalarType(2.01485389549179081538e-1),
+ ScalarType(1.23716634817820021358e-2),
+ ScalarType(3.01581553508235416007e-4),
+ ScalarType(2.65806974686737550832e-6),
+ ScalarType(6.23974539184983293730e-9)
+ };
+ const ScalarType q2[] = {
+ ScalarType(1.0),
+ ScalarType(6.02427039364742014255e0),
+ ScalarType(3.67983563856160859403e0),
+ ScalarType(1.37702099489081330271e0),
+ ScalarType(2.16236993594496635890e-1),
+ ScalarType(1.34204006088543189037e-2),
+ ScalarType(3.28014464682127739104e-4),
+ ScalarType(2.89247864745380683936e-6),
+ ScalarType(6.79019408009981274425e-9)
+ };
+ const T eight = pset1<T>(ScalarType(8.0));
+ const T one = pset1<T>(ScalarType(1));
+ const T neg_two = pset1<T>(ScalarType(-2));
+ T x, x0, x1, z;
+
+ x = psqrt(pmul(neg_two, plog(b)));
+ x0 = psub(x, pdiv(plog(x), x));
+ z = pdiv(one, x);
+ x1 = pmul(
+ z, pselect(
+ pcmp_lt(x, eight),
+ pdiv(internal::ppolevl<T, 8>::run(z, p1),
+ internal::ppolevl<T, 8>::run(z, q1)),
+ pdiv(internal::ppolevl<T, 8>::run(z, p2),
+ internal::ppolevl<T, 8>::run(z, q2))));
+ return flipsign(should_flipsign, psub(x0, x1));
+}
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+T generic_ndtri(const T& a) {
+ const T maxnum = pset1<T>(NumTraits<ScalarType>::infinity());
+ const T neg_maxnum = pset1<T>(-NumTraits<ScalarType>::infinity());
+
+ const T zero = pset1<T>(ScalarType(0));
+ const T one = pset1<T>(ScalarType(1));
+ // exp(-2)
+ const T exp_neg_two = pset1<T>(ScalarType(0.13533528323661269189));
+ T b, ndtri, should_flipsign;
+
+ should_flipsign = pcmp_le(a, psub(one, exp_neg_two));
+ b = pselect(should_flipsign, a, psub(one, a));
+
+ ndtri = pselect(
+ pcmp_lt(exp_neg_two, b),
+ generic_ndtri_gt_exp_neg_two<T, ScalarType>(b),
+ generic_ndtri_lt_exp_neg_two<T, ScalarType>(b, should_flipsign));
+
+ return pselect(
+ pcmp_le(a, zero), neg_maxnum,
+ pselect(pcmp_le(one, a), maxnum, ndtri));
+}
+
+template <typename Scalar>
+struct ndtri_retval {
+ typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct ndtri_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+# else
+
+template <typename Scalar>
+struct ndtri_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar x) {
+ return generic_ndtri<Scalar, Scalar>(x);
+ }
+};
+
+#endif // EIGEN_HAS_C99_MATH
+
+
+/**************************************************************************************************************
+ * Implementation of igammac (complemented incomplete gamma integral), based on Cephes but requires C++11/C99 *
+ **************************************************************************************************************/
+
+template <typename Scalar>
+struct igammac_retval {
+ typedef Scalar type;
+};
+
+// NOTE: cephes_helper is also used to implement zeta
+template <typename Scalar>
+struct cephes_helper {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar machep() { assert(false && "machep not supported for this type"); return 0.0; }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar big() { assert(false && "big not supported for this type"); return 0.0; }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar biginv() { assert(false && "biginv not supported for this type"); return 0.0; }
+};
+
+template <>
+struct cephes_helper<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float machep() {
+ return NumTraits<float>::epsilon() / 2; // 1.0 - machep == 1.0
+ }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float big() {
+ // use epsneg (1.0 - epsneg == 1.0)
+ return 1.0f / (NumTraits<float>::epsilon() / 2);
+ }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float biginv() {
+ // epsneg
+ return machep();
+ }
+};
+
+template <>
+struct cephes_helper<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double machep() {
+ return NumTraits<double>::epsilon() / 2; // 1.0 - machep == 1.0
+ }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double big() {
+ return 1.0 / NumTraits<double>::epsilon();
+ }
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double biginv() {
+ // inverse of eps
+ return NumTraits<double>::epsilon();
+ }
+};
+
+enum IgammaComputationMode { VALUE, DERIVATIVE, SAMPLE_DERIVATIVE };
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC
+static EIGEN_STRONG_INLINE Scalar main_igamma_term(Scalar a, Scalar x) {
+ /* Compute x**a * exp(-x) / gamma(a) */
+ Scalar logax = a * numext::log(x) - x - lgamma_impl<Scalar>::run(a);
+ if (logax < -numext::log(NumTraits<Scalar>::highest()) ||
+ // Assuming x and a aren't Nan.
+ (numext::isnan)(logax)) {
+ return Scalar(0);
+ }
+ return numext::exp(logax);
+}
+
+template <typename Scalar, IgammaComputationMode mode>
+EIGEN_DEVICE_FUNC
+int igamma_num_iterations() {
+ /* Returns the maximum number of internal iterations for igamma computation.
+ */
+ if (mode == VALUE) {
+ return 2000;
+ }
+
+ if (internal::is_same<Scalar, float>::value) {
+ return 200;
+ } else if (internal::is_same<Scalar, double>::value) {
+ return 500;
+ } else {
+ return 2000;
+ }
+}
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igammac_cf_impl {
+ /* Computes igamc(a, x) or derivative (depending on the mode)
+ * using the continued fraction expansion of the complementary
+ * incomplete Gamma function.
+ *
+ * Preconditions:
+ * a > 0
+ * x >= 1
+ * x >= a
+ */
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar a, Scalar x) {
+ const Scalar zero = 0;
+ const Scalar one = 1;
+ const Scalar two = 2;
+ const Scalar machep = cephes_helper<Scalar>::machep();
+ const Scalar big = cephes_helper<Scalar>::big();
+ const Scalar biginv = cephes_helper<Scalar>::biginv();
+
+ if ((numext::isinf)(x)) {
+ return zero;
+ }
+
+ Scalar ax = main_igamma_term<Scalar>(a, x);
+ // This is independent of mode. If this value is zero,
+ // then the function value is zero. If the function value is zero,
+ // then we are in a neighborhood where the function value evalutes to zero,
+ // so the derivative is zero.
+ if (ax == zero) {
+ return zero;
+ }
+
+ // continued fraction
+ Scalar y = one - a;
+ Scalar z = x + y + one;
+ Scalar c = zero;
+ Scalar pkm2 = one;
+ Scalar qkm2 = x;
+ Scalar pkm1 = x + one;
+ Scalar qkm1 = z * x;
+ Scalar ans = pkm1 / qkm1;
+
+ Scalar dpkm2_da = zero;
+ Scalar dqkm2_da = zero;
+ Scalar dpkm1_da = zero;
+ Scalar dqkm1_da = -x;
+ Scalar dans_da = (dpkm1_da - ans * dqkm1_da) / qkm1;
+
+ for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
+ c += one;
+ y += one;
+ z += two;
+
+ Scalar yc = y * c;
+ Scalar pk = pkm1 * z - pkm2 * yc;
+ Scalar qk = qkm1 * z - qkm2 * yc;
+
+ Scalar dpk_da = dpkm1_da * z - pkm1 - dpkm2_da * yc + pkm2 * c;
+ Scalar dqk_da = dqkm1_da * z - qkm1 - dqkm2_da * yc + qkm2 * c;
+
+ if (qk != zero) {
+ Scalar ans_prev = ans;
+ ans = pk / qk;
+
+ Scalar dans_da_prev = dans_da;
+ dans_da = (dpk_da - ans * dqk_da) / qk;
+
+ if (mode == VALUE) {
+ if (numext::abs(ans_prev - ans) <= machep * numext::abs(ans)) {
+ break;
+ }
+ } else {
+ if (numext::abs(dans_da - dans_da_prev) <= machep) {
+ break;
+ }
+ }
+ }
+
+ pkm2 = pkm1;
+ pkm1 = pk;
+ qkm2 = qkm1;
+ qkm1 = qk;
+
+ dpkm2_da = dpkm1_da;
+ dpkm1_da = dpk_da;
+ dqkm2_da = dqkm1_da;
+ dqkm1_da = dqk_da;
+
+ if (numext::abs(pk) > big) {
+ pkm2 *= biginv;
+ pkm1 *= biginv;
+ qkm2 *= biginv;
+ qkm1 *= biginv;
+
+ dpkm2_da *= biginv;
+ dpkm1_da *= biginv;
+ dqkm2_da *= biginv;
+ dqkm1_da *= biginv;
+ }
+ }
+
+ /* Compute x**a * exp(-x) / gamma(a) */
+ Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a);
+ Scalar dax_da = ax * dlogax_da;
+
+ switch (mode) {
+ case VALUE:
+ return ans * ax;
+ case DERIVATIVE:
+ return ans * dax_da + dans_da * ax;
+ case SAMPLE_DERIVATIVE:
+ default: // this is needed to suppress clang warning
+ return -(dans_da + ans * dlogax_da) * x;
+ }
+ }
+};
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_series_impl {
+ /* Computes igam(a, x) or its derivative (depending on the mode)
+ * using the series expansion of the incomplete Gamma function.
+ *
+ * Preconditions:
+ * x > 0
+ * a > 0
+ * !(x > 1 && x > a)
+ */
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar a, Scalar x) {
+ const Scalar zero = 0;
+ const Scalar one = 1;
+ const Scalar machep = cephes_helper<Scalar>::machep();
+
+ Scalar ax = main_igamma_term<Scalar>(a, x);
+
+ // This is independent of mode. If this value is zero,
+ // then the function value is zero. If the function value is zero,
+ // then we are in a neighborhood where the function value evalutes to zero,
+ // so the derivative is zero.
+ if (ax == zero) {
+ return zero;
+ }
+
+ ax /= a;
+
+ /* power series */
+ Scalar r = a;
+ Scalar c = one;
+ Scalar ans = one;
+
+ Scalar dc_da = zero;
+ Scalar dans_da = zero;
+
+ for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
+ r += one;
+ Scalar term = x / r;
+ Scalar dterm_da = -x / (r * r);
+ dc_da = term * dc_da + dterm_da * c;
+ dans_da += dc_da;
+ c *= term;
+ ans += c;
+
+ if (mode == VALUE) {
+ if (c <= machep * ans) {
+ break;
+ }
+ } else {
+ if (numext::abs(dc_da) <= machep * numext::abs(dans_da)) {
+ break;
+ }
+ }
+ }
+
+ Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a + one);
+ Scalar dax_da = ax * dlogax_da;
+
+ switch (mode) {
+ case VALUE:
+ return ans * ax;
+ case DERIVATIVE:
+ return ans * dax_da + dans_da * ax;
+ case SAMPLE_DERIVATIVE:
+ default: // this is needed to suppress clang warning
+ return -(dans_da + ans * dlogax_da) * x / a;
+ }
+ }
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct igammac_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar a, Scalar x) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+#else
+
+template <typename Scalar>
+struct igammac_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar a, Scalar x) {
+ /* igamc()
+ *
+ * Incomplete gamma integral (modified for Eigen)
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double a, x, y, igamc();
+ *
+ * y = igamc( a, x );
+ *
+ * DESCRIPTION:
+ *
+ * The function is defined by
+ *
+ *
+ * igamc(a,x) = 1 - igam(a,x)
+ *
+ * inf.
+ * -
+ * 1 | | -t a-1
+ * = ----- | e t dt.
+ * - | |
+ * | (a) -
+ * x
+ *
+ *
+ * In this implementation both arguments must be positive.
+ * The integral is evaluated by either a power series or
+ * continued fraction expansion, depending on the relative
+ * values of a and x.
+ *
+ * ACCURACY (float):
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 30000 7.8e-6 5.9e-7
+ *
+ *
+ * ACCURACY (double):
+ *
+ * Tested at random a, x.
+ * a x Relative error:
+ * arithmetic domain domain # trials peak rms
+ * IEEE 0.5,100 0,100 200000 1.9e-14 1.7e-15
+ * IEEE 0.01,0.5 0,100 200000 1.4e-13 1.6e-15
+ *
+ */
+ /*
+ Cephes Math Library Release 2.2: June, 1992
+ Copyright 1985, 1987, 1992 by Stephen L. Moshier
+ Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+ */
+ const Scalar zero = 0;
+ const Scalar one = 1;
+ const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+ if ((x < zero) || (a <= zero)) {
+ // domain error
+ return nan;
+ }
+
+ if ((numext::isnan)(a) || (numext::isnan)(x)) { // propagate nans
+ return nan;
+ }
+
+ if ((x < one) || (x < a)) {
+ return (one - igamma_series_impl<Scalar, VALUE>::run(a, x));
+ }
+
+ return igammac_cf_impl<Scalar, VALUE>::run(a, x);
+ }
+};
+
+#endif // EIGEN_HAS_C99_MATH
+
+/************************************************************************************************
+ * Implementation of igamma (incomplete gamma integral), based on Cephes but requires C++11/C99 *
+ ************************************************************************************************/
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_generic_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar x) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+#else
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_generic_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar a, Scalar x) {
+ /* Depending on the mode, returns
+ * - VALUE: incomplete Gamma function igamma(a, x)
+ * - DERIVATIVE: derivative of incomplete Gamma function d/da igamma(a, x)
+ * - SAMPLE_DERIVATIVE: implicit derivative of a Gamma random variable
+ * x ~ Gamma(x | a, 1), dx/da = -1 / Gamma(x | a, 1) * d igamma(a, x) / dx
+ *
+ * Derivatives are implemented by forward-mode differentiation.
+ */
+ const Scalar zero = 0;
+ const Scalar one = 1;
+ const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+ if (x == zero) return zero;
+
+ if ((x < zero) || (a <= zero)) { // domain error
+ return nan;
+ }
+
+ if ((numext::isnan)(a) || (numext::isnan)(x)) { // propagate nans
+ return nan;
+ }
+
+ if ((x > one) && (x > a)) {
+ Scalar ret = igammac_cf_impl<Scalar, mode>::run(a, x);
+ if (mode == VALUE) {
+ return one - ret;
+ } else {
+ return -ret;
+ }
+ }
+
+ return igamma_series_impl<Scalar, mode>::run(a, x);
+ }
+};
+
+#endif // EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct igamma_retval {
+ typedef Scalar type;
+};
+
+template <typename Scalar>
+struct igamma_impl : igamma_generic_impl<Scalar, VALUE> {
+ /* igam()
+ * Incomplete gamma integral.
+ *
+ * The CDF of Gamma(a, 1) random variable at the point x.
+ *
+ * Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
+ * 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
+ * The ground truth is computed by mpmath. Mean absolute error:
+ * float: 1.26713e-05
+ * double: 2.33606e-12
+ *
+ * Cephes documentation below.
+ *
+ * SYNOPSIS:
+ *
+ * double a, x, y, igam();
+ *
+ * y = igam( a, x );
+ *
+ * DESCRIPTION:
+ *
+ * The function is defined by
+ *
+ * x
+ * -
+ * 1 | | -t a-1
+ * igam(a,x) = ----- | e t dt.
+ * - | |
+ * | (a) -
+ * 0
+ *
+ *
+ * In this implementation both arguments must be positive.
+ * The integral is evaluated by either a power series or
+ * continued fraction expansion, depending on the relative
+ * values of a and x.
+ *
+ * ACCURACY (double):
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 200000 3.6e-14 2.9e-15
+ * IEEE 0,100 300000 9.9e-14 1.5e-14
+ *
+ *
+ * ACCURACY (float):
+ *
+ * Relative error:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,30 20000 7.8e-6 5.9e-7
+ *
+ */
+ /*
+ Cephes Math Library Release 2.2: June, 1992
+ Copyright 1985, 1987, 1992 by Stephen L. Moshier
+ Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+ */
+
+ /* left tail of incomplete gamma function:
+ *
+ * inf. k
+ * a -x - x
+ * x e > ----------
+ * - -
+ * k=0 | (a+k+1)
+ *
+ */
+};
+
+template <typename Scalar>
+struct igamma_der_a_retval : igamma_retval<Scalar> {};
+
+template <typename Scalar>
+struct igamma_der_a_impl : igamma_generic_impl<Scalar, DERIVATIVE> {
+ /* Derivative of the incomplete Gamma function with respect to a.
+ *
+ * Computes d/da igamma(a, x) by forward differentiation of the igamma code.
+ *
+ * Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
+ * 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
+ * The ground truth is computed by mpmath. Mean absolute error:
+ * float: 6.17992e-07
+ * double: 4.60453e-12
+ *
+ * Reference:
+ * R. Moore. "Algorithm AS 187: Derivatives of the incomplete gamma
+ * integral". Journal of the Royal Statistical Society. 1982
+ */
+};
+
+template <typename Scalar>
+struct gamma_sample_der_alpha_retval : igamma_retval<Scalar> {};
+
+template <typename Scalar>
+struct gamma_sample_der_alpha_impl
+ : igamma_generic_impl<Scalar, SAMPLE_DERIVATIVE> {
+ /* Derivative of a Gamma random variable sample with respect to alpha.
+ *
+ * Consider a sample of a Gamma random variable with the concentration
+ * parameter alpha: sample ~ Gamma(alpha, 1). The reparameterization
+ * derivative that we want to compute is dsample / dalpha =
+ * d igammainv(alpha, u) / dalpha, where u = igamma(alpha, sample).
+ * However, this formula is numerically unstable and expensive, so instead
+ * we use implicit differentiation:
+ *
+ * igamma(alpha, sample) = u, where u ~ Uniform(0, 1).
+ * Apply d / dalpha to both sides:
+ * d igamma(alpha, sample) / dalpha
+ * + d igamma(alpha, sample) / dsample * dsample/dalpha = 0
+ * d igamma(alpha, sample) / dalpha
+ * + Gamma(sample | alpha, 1) dsample / dalpha = 0
+ * dsample/dalpha = - (d igamma(alpha, sample) / dalpha)
+ * / Gamma(sample | alpha, 1)
+ *
+ * Here Gamma(sample | alpha, 1) is the PDF of the Gamma distribution
+ * (note that the derivative of the CDF w.r.t. sample is the PDF).
+ * See the reference below for more details.
+ *
+ * The derivative of igamma(alpha, sample) is computed by forward
+ * differentiation of the igamma code. Division by the Gamma PDF is performed
+ * in the same code, increasing the accuracy and speed due to cancellation
+ * of some terms.
+ *
+ * Accuracy estimation. For each alpha in [10^-2, 10^-1...10^3] we sample
+ * 50 Gamma random variables sample ~ Gamma(sample | alpha, 1), a total of 300
+ * points. The ground truth is computed by mpmath. Mean absolute error:
+ * float: 2.1686e-06
+ * double: 1.4774e-12
+ *
+ * Reference:
+ * M. Figurnov, S. Mohamed, A. Mnih "Implicit Reparameterization Gradients".
+ * 2018
+ */
+};
+
+/*****************************************************************************
+ * Implementation of Riemann zeta function of two arguments, based on Cephes *
+ *****************************************************************************/
+
+template <typename Scalar>
+struct zeta_retval {
+ typedef Scalar type;
+};
+
+template <typename Scalar>
+struct zeta_impl_series {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+template <>
+struct zeta_impl_series<float> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE bool run(float& a, float& b, float& s, const float x, const float machep) {
+ int i = 0;
+ while(i < 9)
+ {
+ i += 1;
+ a += 1.0f;
+ b = numext::pow( a, -x );
+ s += b;
+ if( numext::abs(b/s) < machep )
+ return true;
+ }
+
+ //Return whether we are done
+ return false;
+ }
+};
+
+template <>
+struct zeta_impl_series<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE bool run(double& a, double& b, double& s, const double x, const double machep) {
+ int i = 0;
+ while( (i < 9) || (a <= 9.0) )
+ {
+ i += 1;
+ a += 1.0;
+ b = numext::pow( a, -x );
+ s += b;
+ if( numext::abs(b/s) < machep )
+ return true;
+ }
+
+ //Return whether we are done
+ return false;
+ }
+};
+
+template <typename Scalar>
+struct zeta_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar x, Scalar q) {
+ /* zeta.c
+ *
+ * Riemann zeta function of two arguments
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, q, y, zeta();
+ *
+ * y = zeta( x, q );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ *
+ *
+ * inf.
+ * - -x
+ * zeta(x,q) = > (k+q)
+ * -
+ * k=0
+ *
+ * where x > 1 and q is not a negative integer or zero.
+ * The Euler-Maclaurin summation formula is used to obtain
+ * the expansion
+ *
+ * n
+ * - -x
+ * zeta(x,q) = > (k+q)
+ * -
+ * k=1
+ *
+ * 1-x inf. B x(x+1)...(x+2j)
+ * (n+q) 1 - 2j
+ * + --------- - ------- + > --------------------
+ * x-1 x - x+2j+1
+ * 2(n+q) j=1 (2j)! (n+q)
+ *
+ * where the B2j are Bernoulli numbers. Note that (see zetac.c)
+ * zeta(x,1) = zetac(x) + 1.
+ *
+ *
+ *
+ * ACCURACY:
+ *
+ * Relative error for single precision:
+ * arithmetic domain # trials peak rms
+ * IEEE 0,25 10000 6.9e-7 1.0e-7
+ *
+ * Large arguments may produce underflow in powf(), in which
+ * case the results are inaccurate.
+ *
+ * REFERENCE:
+ *
+ * Gradshteyn, I. S., and I. M. Ryzhik, Tables of Integrals,
+ * Series, and Products, p. 1073; Academic Press, 1980.
+ *
+ */
+
+ int i;
+ Scalar p, r, a, b, k, s, t, w;
+
+ const Scalar A[] = {
+ Scalar(12.0),
+ Scalar(-720.0),
+ Scalar(30240.0),
+ Scalar(-1209600.0),
+ Scalar(47900160.0),
+ Scalar(-1.8924375803183791606e9), /*1.307674368e12/691*/
+ Scalar(7.47242496e10),
+ Scalar(-2.950130727918164224e12), /*1.067062284288e16/3617*/
+ Scalar(1.1646782814350067249e14), /*5.109094217170944e18/43867*/
+ Scalar(-4.5979787224074726105e15), /*8.028576626982912e20/174611*/
+ Scalar(1.8152105401943546773e17), /*1.5511210043330985984e23/854513*/
+ Scalar(-7.1661652561756670113e18) /*1.6938241367317436694528e27/236364091*/
+ };
+
+ const Scalar maxnum = NumTraits<Scalar>::infinity();
+ const Scalar zero = 0.0, half = 0.5, one = 1.0;
+ const Scalar machep = cephes_helper<Scalar>::machep();
+ const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+ if( x == one )
+ return maxnum;
+
+ if( x < one )
+ {
+ return nan;
+ }
+
+ if( q <= zero )
+ {
+ if(q == numext::floor(q))
+ {
+ if (x == numext::floor(x) && long(x) % 2 == 0) {
+ return maxnum;
+ }
+ else {
+ return nan;
+ }
+ }
+ p = x;
+ r = numext::floor(p);
+ if (p != r)
+ return nan;
+ }
+
+ /* Permit negative q but continue sum until n+q > +9 .
+ * This case should be handled by a reflection formula.
+ * If q<0 and x is an integer, there is a relation to
+ * the polygamma function.
+ */
+ s = numext::pow( q, -x );
+ a = q;
+ b = zero;
+ // Run the summation in a helper function that is specific to the floating precision
+ if (zeta_impl_series<Scalar>::run(a, b, s, x, machep)) {
+ return s;
+ }
+
+ w = a;
+ s += b*w/(x-one);
+ s -= half * b;
+ a = one;
+ k = zero;
+ for( i=0; i<12; i++ )
+ {
+ a *= x + k;
+ b /= w;
+ t = a*b/A[i];
+ s = s + t;
+ t = numext::abs(t/s);
+ if( t < machep ) {
+ break;
+ }
+ k += one;
+ a *= x + k;
+ b /= w;
+ k += one;
+ }
+ return s;
+ }
+};
+
+/****************************************************************************
+ * Implementation of polygamma function, requires C++11/C99 *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct polygamma_retval {
+ typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct polygamma_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(Scalar n, Scalar x) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+#else
+
+template <typename Scalar>
+struct polygamma_impl {
+ EIGEN_DEVICE_FUNC
+ static Scalar run(Scalar n, Scalar x) {
+ Scalar zero = 0.0, one = 1.0;
+ Scalar nplus = n + one;
+ const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+ // Check that n is a non-negative integer
+ if (numext::floor(n) != n || n < zero) {
+ return nan;
+ }
+ // Just return the digamma function for n = 0
+ else if (n == zero) {
+ return digamma_impl<Scalar>::run(x);
+ }
+ // Use the same implementation as scipy
+ else {
+ Scalar factorial = numext::exp(lgamma_impl<Scalar>::run(nplus));
+ return numext::pow(-one, nplus) * factorial * zeta_impl<Scalar>::run(nplus, x);
+ }
+ }
+};
+
+#endif // EIGEN_HAS_C99_MATH
+
+/************************************************************************************************
+ * Implementation of betainc (incomplete beta integral), based on Cephes but requires C++11/C99 *
+ ************************************************************************************************/
+
+template <typename Scalar>
+struct betainc_retval {
+ typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct betainc_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+#else
+
+template <typename Scalar>
+struct betainc_impl {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(Scalar, Scalar, Scalar) {
+ /* betaincf.c
+ *
+ * Incomplete beta integral
+ *
+ *
+ * SYNOPSIS:
+ *
+ * float a, b, x, y, betaincf();
+ *
+ * y = betaincf( a, b, x );
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns incomplete beta integral of the arguments, evaluated
+ * from zero to x. The function is defined as
+ *
+ * x
+ * - -
+ * | (a+b) | | a-1 b-1
+ * ----------- | t (1-t) dt.
+ * - - | |
+ * | (a) | (b) -
+ * 0
+ *
+ * The domain of definition is 0 <= x <= 1. In this
+ * implementation a and b are restricted to positive values.
+ * The integral from x to 1 may be obtained by the symmetry
+ * relation
+ *
+ * 1 - betainc( a, b, x ) = betainc( b, a, 1-x ).
+ *
+ * The integral is evaluated by a continued fraction expansion.
+ * If a < 1, the function calls itself recursively after a
+ * transformation to increase a to a+1.
+ *
+ * ACCURACY (float):
+ *
+ * Tested at random points (a,b,x) with a and b in the indicated
+ * interval and x between 0 and 1.
+ *
+ * arithmetic domain # trials peak rms
+ * Relative error:
+ * IEEE 0,30 10000 3.7e-5 5.1e-6
+ * IEEE 0,100 10000 1.7e-4 2.5e-5
+ * The useful domain for relative error is limited by underflow
+ * of the single precision exponential function.
+ * Absolute error:
+ * IEEE 0,30 100000 2.2e-5 9.6e-7
+ * IEEE 0,100 10000 6.5e-5 3.7e-6
+ *
+ * Larger errors may occur for extreme ratios of a and b.
+ *
+ * ACCURACY (double):
+ * arithmetic domain # trials peak rms
+ * IEEE 0,5 10000 6.9e-15 4.5e-16
+ * IEEE 0,85 250000 2.2e-13 1.7e-14
+ * IEEE 0,1000 30000 5.3e-12 6.3e-13
+ * IEEE 0,10000 250000 9.3e-11 7.1e-12
+ * IEEE 0,100000 10000 8.7e-10 4.8e-11
+ * Outputs smaller than the IEEE gradual underflow threshold
+ * were excluded from these statistics.
+ *
+ * ERROR MESSAGES:
+ * message condition value returned
+ * incbet domain x<0, x>1 nan
+ * incbet underflow nan
+ */
+
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ return Scalar(0);
+ }
+};
+
+/* Continued fraction expansion #1 for incomplete beta integral (small_branch = True)
+ * Continued fraction expansion #2 for incomplete beta integral (small_branch = False)
+ */
+template <typename Scalar>
+struct incbeta_cfe {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x, bool small_branch) {
+ EIGEN_STATIC_ASSERT((internal::is_same<Scalar, float>::value ||
+ internal::is_same<Scalar, double>::value),
+ THIS_TYPE_IS_NOT_SUPPORTED);
+ const Scalar big = cephes_helper<Scalar>::big();
+ const Scalar machep = cephes_helper<Scalar>::machep();
+ const Scalar biginv = cephes_helper<Scalar>::biginv();
+
+ const Scalar zero = 0;
+ const Scalar one = 1;
+ const Scalar two = 2;
+
+ Scalar xk, pk, pkm1, pkm2, qk, qkm1, qkm2;
+ Scalar k1, k2, k3, k4, k5, k6, k7, k8, k26update;
+ Scalar ans;
+ int n;
+
+ const int num_iters = (internal::is_same<Scalar, float>::value) ? 100 : 300;
+ const Scalar thresh =
+ (internal::is_same<Scalar, float>::value) ? machep : Scalar(3) * machep;
+ Scalar r = (internal::is_same<Scalar, float>::value) ? zero : one;
+
+ if (small_branch) {
+ k1 = a;
+ k2 = a + b;
+ k3 = a;
+ k4 = a + one;
+ k5 = one;
+ k6 = b - one;
+ k7 = k4;
+ k8 = a + two;
+ k26update = one;
+ } else {
+ k1 = a;
+ k2 = b - one;
+ k3 = a;
+ k4 = a + one;
+ k5 = one;
+ k6 = a + b;
+ k7 = a + one;
+ k8 = a + two;
+ k26update = -one;
+ x = x / (one - x);
+ }
+
+ pkm2 = zero;
+ qkm2 = one;
+ pkm1 = one;
+ qkm1 = one;
+ ans = one;
+ n = 0;
+
+ do {
+ xk = -(x * k1 * k2) / (k3 * k4);
+ pk = pkm1 + pkm2 * xk;
+ qk = qkm1 + qkm2 * xk;
+ pkm2 = pkm1;
+ pkm1 = pk;
+ qkm2 = qkm1;
+ qkm1 = qk;
+
+ xk = (x * k5 * k6) / (k7 * k8);
+ pk = pkm1 + pkm2 * xk;
+ qk = qkm1 + qkm2 * xk;
+ pkm2 = pkm1;
+ pkm1 = pk;
+ qkm2 = qkm1;
+ qkm1 = qk;
+
+ if (qk != zero) {
+ r = pk / qk;
+ if (numext::abs(ans - r) < numext::abs(r) * thresh) {
+ return r;
+ }
+ ans = r;
+ }
+
+ k1 += one;
+ k2 += k26update;
+ k3 += two;
+ k4 += two;
+ k5 += one;
+ k6 -= k26update;
+ k7 += two;
+ k8 += two;
+
+ if ((numext::abs(qk) + numext::abs(pk)) > big) {
+ pkm2 *= biginv;
+ pkm1 *= biginv;
+ qkm2 *= biginv;
+ qkm1 *= biginv;
+ }
+ if ((numext::abs(qk) < biginv) || (numext::abs(pk) < biginv)) {
+ pkm2 *= big;
+ pkm1 *= big;
+ qkm2 *= big;
+ qkm1 *= big;
+ }
+ } while (++n < num_iters);
+
+ return ans;
+ }
+};
+
+/* Helper functions depending on the Scalar type */
+template <typename Scalar>
+struct betainc_helper {};
+
+template <>
+struct betainc_helper<float> {
+ /* Core implementation, assumes a large (> 1.0) */
+ EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE float incbsa(float aa, float bb,
+ float xx) {
+ float ans, a, b, t, x, onemx;
+ bool reversed_a_b = false;
+
+ onemx = 1.0f - xx;
+
+ /* see if x is greater than the mean */
+ if (xx > (aa / (aa + bb))) {
+ reversed_a_b = true;
+ a = bb;
+ b = aa;
+ t = xx;
+ x = onemx;
+ } else {
+ a = aa;
+ b = bb;
+ t = onemx;
+ x = xx;
+ }
+
+ /* Choose expansion for optimal convergence */
+ if (b > 10.0f) {
+ if (numext::abs(b * x / a) < 0.3f) {
+ t = betainc_helper<float>::incbps(a, b, x);
+ if (reversed_a_b) t = 1.0f - t;
+ return t;
+ }
+ }
+
+ ans = x * (a + b - 2.0f) / (a - 1.0f);
+ if (ans < 1.0f) {
+ ans = incbeta_cfe<float>::run(a, b, x, true /* small_branch */);
+ t = b * numext::log(t);
+ } else {
+ ans = incbeta_cfe<float>::run(a, b, x, false /* small_branch */);
+ t = (b - 1.0f) * numext::log(t);
+ }
+
+ t += a * numext::log(x) + lgamma_impl<float>::run(a + b) -
+ lgamma_impl<float>::run(a) - lgamma_impl<float>::run(b);
+ t += numext::log(ans / a);
+ t = numext::exp(t);
+
+ if (reversed_a_b) t = 1.0f - t;
+ return t;
+ }
+
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE float incbps(float a, float b, float x) {
+ float t, u, y, s;
+ const float machep = cephes_helper<float>::machep();
+
+ y = a * numext::log(x) + (b - 1.0f) * numext::log1p(-x) - numext::log(a);
+ y -= lgamma_impl<float>::run(a) + lgamma_impl<float>::run(b);
+ y += lgamma_impl<float>::run(a + b);
+
+ t = x / (1.0f - x);
+ s = 0.0f;
+ u = 1.0f;
+ do {
+ b -= 1.0f;
+ if (b == 0.0f) {
+ break;
+ }
+ a += 1.0f;
+ u *= t * b / a;
+ s += u;
+ } while (numext::abs(u) > machep);
+
+ return numext::exp(y) * (1.0f + s);
+ }
+};
+
+template <>
+struct betainc_impl<float> {
+ EIGEN_DEVICE_FUNC
+ static float run(float a, float b, float x) {
+ const float nan = NumTraits<float>::quiet_NaN();
+ float ans, t;
+
+ if (a <= 0.0f) return nan;
+ if (b <= 0.0f) return nan;
+ if ((x <= 0.0f) || (x >= 1.0f)) {
+ if (x == 0.0f) return 0.0f;
+ if (x == 1.0f) return 1.0f;
+ // mtherr("betaincf", DOMAIN);
+ return nan;
+ }
+
+ /* transformation for small aa */
+ if (a <= 1.0f) {
+ ans = betainc_helper<float>::incbsa(a + 1.0f, b, x);
+ t = a * numext::log(x) + b * numext::log1p(-x) +
+ lgamma_impl<float>::run(a + b) - lgamma_impl<float>::run(a + 1.0f) -
+ lgamma_impl<float>::run(b);
+ return (ans + numext::exp(t));
+ } else {
+ return betainc_helper<float>::incbsa(a, b, x);
+ }
+ }
+};
+
+template <>
+struct betainc_helper<double> {
+ EIGEN_DEVICE_FUNC
+ static EIGEN_STRONG_INLINE double incbps(double a, double b, double x) {
+ const double machep = cephes_helper<double>::machep();
+
+ double s, t, u, v, n, t1, z, ai;
+
+ ai = 1.0 / a;
+ u = (1.0 - b) * x;
+ v = u / (a + 1.0);
+ t1 = v;
+ t = u;
+ n = 2.0;
+ s = 0.0;
+ z = machep * ai;
+ while (numext::abs(v) > z) {
+ u = (n - b) * x / n;
+ t *= u;
+ v = t / (a + n);
+ s += v;
+ n += 1.0;
+ }
+ s += t1;
+ s += ai;
+
+ u = a * numext::log(x);
+ // TODO: gamma() is not directly implemented in Eigen.
+ /*
+ if ((a + b) < maxgam && numext::abs(u) < maxlog) {
+ t = gamma(a + b) / (gamma(a) * gamma(b));
+ s = s * t * pow(x, a);
+ }
+ */
+ t = lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
+ lgamma_impl<double>::run(b) + u + numext::log(s);
+ return s = numext::exp(t);
+ }
+};
+
+template <>
+struct betainc_impl<double> {
+ EIGEN_DEVICE_FUNC
+ static double run(double aa, double bb, double xx) {
+ const double nan = NumTraits<double>::quiet_NaN();
+ const double machep = cephes_helper<double>::machep();
+ // const double maxgam = 171.624376956302725;
+
+ double a, b, t, x, xc, w, y;
+ bool reversed_a_b = false;
+
+ if (aa <= 0.0 || bb <= 0.0) {
+ return nan; // goto domerr;
+ }
+
+ if ((xx <= 0.0) || (xx >= 1.0)) {
+ if (xx == 0.0) return (0.0);
+ if (xx == 1.0) return (1.0);
+ // mtherr("incbet", DOMAIN);
+ return nan;
+ }
+
+ if ((bb * xx) <= 1.0 && xx <= 0.95) {
+ return betainc_helper<double>::incbps(aa, bb, xx);
+ }
+
+ w = 1.0 - xx;
+
+ /* Reverse a and b if x is greater than the mean. */
+ if (xx > (aa / (aa + bb))) {
+ reversed_a_b = true;
+ a = bb;
+ b = aa;
+ xc = xx;
+ x = w;
+ } else {
+ a = aa;
+ b = bb;
+ xc = w;
+ x = xx;
+ }
+
+ if (reversed_a_b && (b * x) <= 1.0 && x <= 0.95) {
+ t = betainc_helper<double>::incbps(a, b, x);
+ if (t <= machep) {
+ t = 1.0 - machep;
+ } else {
+ t = 1.0 - t;
+ }
+ return t;
+ }
+
+ /* Choose expansion for better convergence. */
+ y = x * (a + b - 2.0) - (a - 1.0);
+ if (y < 0.0) {
+ w = incbeta_cfe<double>::run(a, b, x, true /* small_branch */);
+ } else {
+ w = incbeta_cfe<double>::run(a, b, x, false /* small_branch */) / xc;
+ }
+
+ /* Multiply w by the factor
+ a b _ _ _
+ x (1-x) | (a+b) / ( a | (a) | (b) ) . */
+
+ y = a * numext::log(x);
+ t = b * numext::log(xc);
+ // TODO: gamma is not directly implemented in Eigen.
+ /*
+ if ((a + b) < maxgam && numext::abs(y) < maxlog && numext::abs(t) < maxlog)
+ {
+ t = pow(xc, b);
+ t *= pow(x, a);
+ t /= a;
+ t *= w;
+ t *= gamma(a + b) / (gamma(a) * gamma(b));
+ } else {
+ */
+ /* Resort to logarithms. */
+ y += t + lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
+ lgamma_impl<double>::run(b);
+ y += numext::log(w / a);
+ t = numext::exp(y);
+
+ /* } */
+ // done:
+
+ if (reversed_a_b) {
+ if (t <= machep) {
+ t = 1.0 - machep;
+ } else {
+ t = 1.0 - t;
+ }
+ }
+ return t;
+ }
+};
+
+#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(digamma, Scalar)
+ digamma(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(digamma, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(zeta, Scalar)
+zeta(const Scalar& x, const Scalar& q) {
+ return EIGEN_MATHFUNC_IMPL(zeta, Scalar)::run(x, q);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(polygamma, Scalar)
+polygamma(const Scalar& n, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(polygamma, Scalar)::run(n, 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);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(ndtri, Scalar)
+ ndtri(const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(ndtri, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma, Scalar)
+ igamma(const Scalar& a, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(igamma, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma_der_a, Scalar)
+ igamma_der_a(const Scalar& a, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(igamma_der_a, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(gamma_sample_der_alpha, Scalar)
+ gamma_sample_der_alpha(const Scalar& a, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(gamma_sample_der_alpha, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igammac, Scalar)
+ igammac(const Scalar& a, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(igammac, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(betainc, Scalar)
+ betainc(const Scalar& a, const Scalar& b, const Scalar& x) {
+ return EIGEN_MATHFUNC_IMPL(betainc, Scalar)::run(a, b, x);
+}
+
+} // end namespace numext
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIAL_FUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsPacketMath.h b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsPacketMath.h
new file mode 100644
index 0000000..2bb0179
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/SpecialFunctionsPacketMath.h
@@ -0,0 +1,79 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_SPECIALFUNCTIONS_PACKETMATH_H
+#define EIGEN_SPECIALFUNCTIONS_PACKETMATH_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \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 derivative of lgamma, psi(\a a) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pdigamma(const Packet& a) { using numext::digamma; return digamma(a); }
+
+/** \internal \returns the zeta function of two arguments (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pzeta(const Packet& x, const Packet& q) { using numext::zeta; return zeta(x, q); }
+
+/** \internal \returns the polygamma function (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet ppolygamma(const Packet& n, const Packet& x) { using numext::polygamma; return polygamma(n, x); }
+
+/** \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); }
+
+/** \internal \returns the ndtri(\a a) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pndtri(const Packet& a) {
+ typedef typename unpacket_traits<Packet>::type ScalarType;
+ using internal::generic_ndtri; return generic_ndtri<Packet, ScalarType>(a);
+}
+
+/** \internal \returns the incomplete gamma function igamma(\a a, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pigamma(const Packet& a, const Packet& x) { using numext::igamma; return igamma(a, x); }
+
+/** \internal \returns the derivative of the incomplete gamma function
+ * igamma_der_a(\a a, \a x) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pigamma_der_a(const Packet& a, const Packet& x) {
+ using numext::igamma_der_a; return igamma_der_a(a, x);
+}
+
+/** \internal \returns compute the derivative of the sample
+ * of Gamma(alpha, 1) random variable with respect to the parameter a
+ * gamma_sample_der_alpha(\a alpha, \a sample) */
+template <typename Packet>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet pgamma_sample_der_alpha(const Packet& alpha, const Packet& sample) {
+ using numext::gamma_sample_der_alpha; return gamma_sample_der_alpha(alpha, sample);
+}
+
+/** \internal \returns the complementary incomplete gamma function igammac(\a a, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pigammac(const Packet& a, const Packet& x) { using numext::igammac; return igammac(a, x); }
+
+/** \internal \returns the complementary incomplete gamma function betainc(\a a, \a b, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pbetainc(const Packet& a, const Packet& b,const Packet& x) { using numext::betainc; return betainc(a, b, x); }
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_PACKETMATH_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/BesselFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/BesselFunctions.h
new file mode 100644
index 0000000..2d76692
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/BesselFunctions.h
@@ -0,0 +1,46 @@
+#ifndef EIGEN_AVX_BESSELFUNCTIONS_H
+#define EIGEN_AVX_BESSELFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_i0)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_i0)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_i0e)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_i0e)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_i1)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_i1)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_i1e)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_i1e)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_j0)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_j0)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_j1)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_j1)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_k0)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_k0)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_k0e)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_k0e)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_k1)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_k1)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_k1e)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_k1e)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_y0)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_y0)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pbessel_y1)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pbessel_y1)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_AVX_BESSELFUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/SpecialFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/SpecialFunctions.h
new file mode 100644
index 0000000..35e62a8
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX/SpecialFunctions.h
@@ -0,0 +1,16 @@
+#ifndef EIGEN_AVX_SPECIALFUNCTIONS_H
+#define EIGEN_AVX_SPECIALFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, perf)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, perf)
+
+F16_PACKET_FUNCTION(Packet8f, Packet8h, pndtri)
+BF16_PACKET_FUNCTION(Packet8f, Packet8bf, pndtri)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_AVX_SPECIAL_FUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/BesselFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/BesselFunctions.h
new file mode 100644
index 0000000..7dd3c3e
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/BesselFunctions.h
@@ -0,0 +1,46 @@
+#ifndef EIGEN_AVX512_BESSELFUNCTIONS_H
+#define EIGEN_AVX512_BESSELFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_i0)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_i0)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_i0e)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_i0e)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_i1)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_i1)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_i1e)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_i1e)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_j0)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_j0)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_j1)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_j1)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_k0)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_k0)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_k0e)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_k0e)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_k1)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_k1)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_k1e)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_k1e)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_y0)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_y0)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pbessel_y1)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pbessel_y1)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_AVX512_BESSELFUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/SpecialFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/SpecialFunctions.h
new file mode 100644
index 0000000..79878f2
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/AVX512/SpecialFunctions.h
@@ -0,0 +1,16 @@
+#ifndef EIGEN_AVX512_SPECIALFUNCTIONS_H
+#define EIGEN_AVX512_SPECIALFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, perf)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, perf)
+
+F16_PACKET_FUNCTION(Packet16f, Packet16h, pndtri)
+BF16_PACKET_FUNCTION(Packet16f, Packet16bf, pndtri)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_AVX512_SPECIAL_FUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/GPU/SpecialFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/GPU/SpecialFunctions.h
new file mode 100644
index 0000000..dd3bf4d
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/GPU/SpecialFunctions.h
@@ -0,0 +1,369 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@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_GPU_SPECIALFUNCTIONS_H
+#define EIGEN_GPU_SPECIALFUNCTIONS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// Make sure this is only available when targeting a GPU: we don't want to
+// introduce conflicts between these packet_traits definitions and the ones
+// we'll use on the host side (SSE, AVX, ...)
+#if defined(EIGEN_GPUCC) && defined(EIGEN_USE_GPU)
+
+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)
+{
+ using numext::lgamma;
+ return make_double2(lgamma(a.x), lgamma(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pdigamma<float4>(const float4& a)
+{
+ using numext::digamma;
+ return make_float4(digamma(a.x), digamma(a.y), digamma(a.z), digamma(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pdigamma<double2>(const double2& a)
+{
+ using numext::digamma;
+ return make_double2(digamma(a.x), digamma(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pzeta<float4>(const float4& x, const float4& q)
+{
+ using numext::zeta;
+ return make_float4(zeta(x.x, q.x), zeta(x.y, q.y), zeta(x.z, q.z), zeta(x.w, q.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pzeta<double2>(const double2& x, const double2& q)
+{
+ using numext::zeta;
+ return make_double2(zeta(x.x, q.x), zeta(x.y, q.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 ppolygamma<float4>(const float4& n, const float4& x)
+{
+ using numext::polygamma;
+ return make_float4(polygamma(n.x, x.x), polygamma(n.y, x.y), polygamma(n.z, x.z), polygamma(n.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 ppolygamma<double2>(const double2& n, const double2& x)
+{
+ using numext::polygamma;
+ return make_double2(polygamma(n.x, x.x), polygamma(n.y, x.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 perf<float4>(const float4& a)
+{
+ return make_float4(erff(a.x), erff(a.y), erff(a.z), erff(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 perf<double2>(const double2& a)
+{
+ using numext::erf;
+ return make_double2(erf(a.x), erf(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 perfc<float4>(const float4& a)
+{
+ using numext::erfc;
+ 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)
+{
+ using numext::erfc;
+ return make_double2(erfc(a.x), erfc(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pndtri<float4>(const float4& a)
+{
+ using numext::ndtri;
+ return make_float4(ndtri(a.x), ndtri(a.y), ndtri(a.z), ndtri(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pndtri<double2>(const double2& a)
+{
+ using numext::ndtri;
+ return make_double2(ndtri(a.x), ndtri(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pigamma<float4>(const float4& a, const float4& x)
+{
+ using numext::igamma;
+ return make_float4(
+ igamma(a.x, x.x),
+ igamma(a.y, x.y),
+ igamma(a.z, x.z),
+ igamma(a.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pigamma<double2>(const double2& a, const double2& x)
+{
+ using numext::igamma;
+ return make_double2(igamma(a.x, x.x), igamma(a.y, x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pigamma_der_a<float4>(
+ const float4& a, const float4& x) {
+ using numext::igamma_der_a;
+ return make_float4(igamma_der_a(a.x, x.x), igamma_der_a(a.y, x.y),
+ igamma_der_a(a.z, x.z), igamma_der_a(a.w, x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pigamma_der_a<double2>(const double2& a, const double2& x) {
+ using numext::igamma_der_a;
+ return make_double2(igamma_der_a(a.x, x.x), igamma_der_a(a.y, x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pgamma_sample_der_alpha<float4>(
+ const float4& alpha, const float4& sample) {
+ using numext::gamma_sample_der_alpha;
+ return make_float4(
+ gamma_sample_der_alpha(alpha.x, sample.x),
+ gamma_sample_der_alpha(alpha.y, sample.y),
+ gamma_sample_der_alpha(alpha.z, sample.z),
+ gamma_sample_der_alpha(alpha.w, sample.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pgamma_sample_der_alpha<double2>(const double2& alpha, const double2& sample) {
+ using numext::gamma_sample_der_alpha;
+ return make_double2(
+ gamma_sample_der_alpha(alpha.x, sample.x),
+ gamma_sample_der_alpha(alpha.y, sample.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pigammac<float4>(const float4& a, const float4& x)
+{
+ using numext::igammac;
+ return make_float4(
+ igammac(a.x, x.x),
+ igammac(a.y, x.y),
+ igammac(a.z, x.z),
+ igammac(a.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pigammac<double2>(const double2& a, const double2& x)
+{
+ using numext::igammac;
+ return make_double2(igammac(a.x, x.x), igammac(a.y, x.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pbetainc<float4>(const float4& a, const float4& b, const float4& x)
+{
+ using numext::betainc;
+ return make_float4(
+ betainc(a.x, b.x, x.x),
+ betainc(a.y, b.y, x.y),
+ betainc(a.z, b.z, x.z),
+ betainc(a.w, b.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pbetainc<double2>(const double2& a, const double2& b, const double2& x)
+{
+ using numext::betainc;
+ return make_double2(betainc(a.x, b.x, x.x), betainc(a.y, b.y, x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_i0e<float4>(const float4& x) {
+ using numext::bessel_i0e;
+ return make_float4(bessel_i0e(x.x), bessel_i0e(x.y), bessel_i0e(x.z), bessel_i0e(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_i0e<double2>(const double2& x) {
+ using numext::bessel_i0e;
+ return make_double2(bessel_i0e(x.x), bessel_i0e(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_i0<float4>(const float4& x) {
+ using numext::bessel_i0;
+ return make_float4(bessel_i0(x.x), bessel_i0(x.y), bessel_i0(x.z), bessel_i0(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_i0<double2>(const double2& x) {
+ using numext::bessel_i0;
+ return make_double2(bessel_i0(x.x), bessel_i0(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_i1e<float4>(const float4& x) {
+ using numext::bessel_i1e;
+ return make_float4(bessel_i1e(x.x), bessel_i1e(x.y), bessel_i1e(x.z), bessel_i1e(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_i1e<double2>(const double2& x) {
+ using numext::bessel_i1e;
+ return make_double2(bessel_i1e(x.x), bessel_i1e(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_i1<float4>(const float4& x) {
+ using numext::bessel_i1;
+ return make_float4(bessel_i1(x.x), bessel_i1(x.y), bessel_i1(x.z), bessel_i1(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_i1<double2>(const double2& x) {
+ using numext::bessel_i1;
+ return make_double2(bessel_i1(x.x), bessel_i1(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_k0e<float4>(const float4& x) {
+ using numext::bessel_k0e;
+ return make_float4(bessel_k0e(x.x), bessel_k0e(x.y), bessel_k0e(x.z), bessel_k0e(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_k0e<double2>(const double2& x) {
+ using numext::bessel_k0e;
+ return make_double2(bessel_k0e(x.x), bessel_k0e(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_k0<float4>(const float4& x) {
+ using numext::bessel_k0;
+ return make_float4(bessel_k0(x.x), bessel_k0(x.y), bessel_k0(x.z), bessel_k0(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_k0<double2>(const double2& x) {
+ using numext::bessel_k0;
+ return make_double2(bessel_k0(x.x), bessel_k0(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_k1e<float4>(const float4& x) {
+ using numext::bessel_k1e;
+ return make_float4(bessel_k1e(x.x), bessel_k1e(x.y), bessel_k1e(x.z), bessel_k1e(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_k1e<double2>(const double2& x) {
+ using numext::bessel_k1e;
+ return make_double2(bessel_k1e(x.x), bessel_k1e(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_k1<float4>(const float4& x) {
+ using numext::bessel_k1;
+ return make_float4(bessel_k1(x.x), bessel_k1(x.y), bessel_k1(x.z), bessel_k1(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_k1<double2>(const double2& x) {
+ using numext::bessel_k1;
+ return make_double2(bessel_k1(x.x), bessel_k1(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_j0<float4>(const float4& x) {
+ using numext::bessel_j0;
+ return make_float4(bessel_j0(x.x), bessel_j0(x.y), bessel_j0(x.z), bessel_j0(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_j0<double2>(const double2& x) {
+ using numext::bessel_j0;
+ return make_double2(bessel_j0(x.x), bessel_j0(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_j1<float4>(const float4& x) {
+ using numext::bessel_j1;
+ return make_float4(bessel_j1(x.x), bessel_j1(x.y), bessel_j1(x.z), bessel_j1(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_j1<double2>(const double2& x) {
+ using numext::bessel_j1;
+ return make_double2(bessel_j1(x.x), bessel_j1(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_y0<float4>(const float4& x) {
+ using numext::bessel_y0;
+ return make_float4(bessel_y0(x.x), bessel_y0(x.y), bessel_y0(x.z), bessel_y0(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_y0<double2>(const double2& x) {
+ using numext::bessel_y0;
+ return make_double2(bessel_y0(x.x), bessel_y0(x.y));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float4 pbessel_y1<float4>(const float4& x) {
+ using numext::bessel_y1;
+ return make_float4(bessel_y1(x.x), bessel_y1(x.y), bessel_y1(x.z), bessel_y1(x.w));
+}
+
+template <>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double2
+pbessel_y1<double2>(const double2& x) {
+ using numext::bessel_y1;
+ return make_double2(bessel_y1(x.x), bessel_y1(x.y));
+}
+
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GPU_SPECIALFUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/BesselFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/BesselFunctions.h
new file mode 100644
index 0000000..67433b0
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/BesselFunctions.h
@@ -0,0 +1,54 @@
+#ifndef EIGEN_NEON_BESSELFUNCTIONS_H
+#define EIGEN_NEON_BESSELFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+#if EIGEN_HAS_ARM64_FP16_VECTOR_ARITHMETIC
+
+#define NEON_HALF_TO_FLOAT_FUNCTIONS(METHOD) \
+template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE \
+Packet8hf METHOD<Packet8hf>(const Packet8hf& x) { \
+ const Packet4f lo = METHOD<Packet4f>(vcvt_f32_f16(vget_low_f16(x))); \
+ const Packet4f hi = METHOD<Packet4f>(vcvt_f32_f16(vget_high_f16(x))); \
+ return vcombine_f16(vcvt_f16_f32(lo), vcvt_f16_f32(hi)); \
+} \
+ \
+template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE \
+Packet4hf METHOD<Packet4hf>(const Packet4hf& x) { \
+ return vcvt_f16_f32(METHOD<Packet4f>(vcvt_f32_f16(x))); \
+}
+
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_i0)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_i0e)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_i1)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_i1e)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_j0)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_j1)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_k0)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_k0e)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_k1)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_k1e)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_y0)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pbessel_y1)
+
+#undef NEON_HALF_TO_FLOAT_FUNCTIONS
+#endif
+
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_i0)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_i0e)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_i1)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_i1e)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_j0)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_j1)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_k0)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_k0e)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_k1)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_k1e)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_y0)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pbessel_y1)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_NEON_BESSELFUNCTIONS_H
diff --git a/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/SpecialFunctions.h b/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/SpecialFunctions.h
new file mode 100644
index 0000000..ec92951
--- /dev/null
+++ b/src/EigenUnsupported/src/SpecialFunctions/arch/NEON/SpecialFunctions.h
@@ -0,0 +1,34 @@
+#ifndef EIGEN_NEON_SPECIALFUNCTIONS_H
+#define EIGEN_NEON_SPECIALFUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+#if EIGEN_HAS_ARM64_FP16_VECTOR_ARITHMETIC
+
+#define NEON_HALF_TO_FLOAT_FUNCTIONS(METHOD) \
+template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE \
+Packet8hf METHOD<Packet8hf>(const Packet8hf& x) { \
+ const Packet4f lo = METHOD<Packet4f>(vcvt_f32_f16(vget_low_f16(x))); \
+ const Packet4f hi = METHOD<Packet4f>(vcvt_f32_f16(vget_high_f16(x))); \
+ return vcombine_f16(vcvt_f16_f32(lo), vcvt_f16_f32(hi)); \
+} \
+ \
+template <> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE \
+Packet4hf METHOD<Packet4hf>(const Packet4hf& x) { \
+ return vcvt_f16_f32(METHOD<Packet4f>(vcvt_f32_f16(x))); \
+}
+
+NEON_HALF_TO_FLOAT_FUNCTIONS(perf)
+NEON_HALF_TO_FLOAT_FUNCTIONS(pndtri)
+
+#undef NEON_HALF_TO_FLOAT_FUNCTIONS
+#endif
+
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, perf)
+BF16_PACKET_FUNCTION(Packet4f, Packet4bf, pndtri)
+
+} // namespace internal
+} // namespace Eigen
+
+#endif // EIGEN_NEON_SPECIALFUNCTIONS_H