Add ndtri function, the inverse of the normal distribution function.
diff --git a/Eigen/src/Core/GenericPacketMath.h b/Eigen/src/Core/GenericPacketMath.h
index 6ab3899..651e3f7 100644
--- a/Eigen/src/Core/GenericPacketMath.h
+++ b/Eigen/src/Core/GenericPacketMath.h
@@ -83,6 +83,7 @@
HasPolygamma = 0,
HasErf = 0,
HasErfc = 0,
+ HasNdtri = 0,
HasI0e = 0,
HasI1e = 0,
HasIGamma = 0,
@@ -257,12 +258,32 @@
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pzero(const Packet& a) { return pxor(a,a); }
+template<> EIGEN_DEVICE_FUNC inline float pzero<float>(const float& a) {
+ EIGEN_UNUSED_VARIABLE(a);
+ return 0.;
+}
+
+template<> EIGEN_DEVICE_FUNC inline double pzero<double>(const double& a) {
+ EIGEN_UNUSED_VARIABLE(a);
+ return 0.;
+}
+
/** \internal \returns bits of \a or \b according to the input bit mask \a mask */
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pselect(const Packet& mask, const Packet& a, const Packet& b) {
return por(pand(a,mask),pandnot(b,mask));
}
+template<> EIGEN_DEVICE_FUNC inline float pselect<float>(
+ const float& mask, const float& a, const float&b) {
+ return mask == 0 ? b : a;
+}
+
+template<> EIGEN_DEVICE_FUNC inline double pselect<double>(
+ const double& mask, const double& a, const double& b) {
+ return mask == 0 ? b : a;
+}
+
/** \internal \returns a <= b as a bit mask */
template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
pcmp_le(const Packet& a, const Packet& b) { return a<=b ? ptrue(a) : pzero(a); }
diff --git a/Eigen/src/Core/GlobalFunctions.h b/Eigen/src/Core/GlobalFunctions.h
index 71377ce..7f132bd 100644
--- a/Eigen/src/Core/GlobalFunctions.h
+++ b/Eigen/src/Core/GlobalFunctions.h
@@ -76,6 +76,7 @@
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(digamma,scalar_digamma_op,derivative of lgamma,\sa ArrayBase::digamma)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erf,scalar_erf_op,error function,\sa ArrayBase::erf)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erfc,scalar_erfc_op,complement error function,\sa ArrayBase::erfc)
+ EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(ndtri,scalar_ndtri_op,inverse normal distribution function,\sa ArrayBase::ndtri)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op,exponential,\sa ArrayBase::exp)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(expm1,scalar_expm1_op,exponential of a value minus 1,\sa ArrayBase::expm1)
EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op,natural logarithm,\sa Eigen::log10 DOXCOMMA ArrayBase::log)
diff --git a/Eigen/src/Core/arch/AVX/PacketMath.h b/Eigen/src/Core/arch/AVX/PacketMath.h
index 7ee9dee..9feb96f 100644
--- a/Eigen/src/Core/arch/AVX/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX/PacketMath.h
@@ -66,6 +66,7 @@
HasCos = EIGEN_FAST_MATH,
HasLog = 1,
HasExp = 1,
+ HasNdtri = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasTanh = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/AVX512/PacketMath.h b/Eigen/src/Core/arch/AVX512/PacketMath.h
index 383c496..1312829 100644
--- a/Eigen/src/Core/arch/AVX512/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX512/PacketMath.h
@@ -60,6 +60,9 @@
#if EIGEN_GNUC_AT_LEAST(5, 3) || (!EIGEN_COMP_GNUC_STRICT)
#ifdef EIGEN_VECTORIZE_AVX512DQ
HasLog = 1,
+ HasLog1p = 1,
+ HasExpm1 = 1,
+ HasNdtri = 1,
#endif
HasExp = 1,
HasSqrt = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
index 43e8276..b021bd0 100644
--- a/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
+++ b/Eigen/src/Core/arch/Default/GenericPacketMathFunctions.h
@@ -467,5 +467,60 @@
return psincos_float<false>(x);
}
+/* polevl (modified for Eigen)
+ *
+ * Evaluate polynomial
+ *
+ *
+ *
+ * SYNOPSIS:
+ *
+ * int N;
+ * Scalar x, y, coef[N+1];
+ *
+ * y = polevl<decltype(x), N>( x, coef);
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Evaluates polynomial of degree N:
+ *
+ * 2 N
+ * y = C + C x + C x +...+ C x
+ * 0 1 2 N
+ *
+ * Coefficients are stored in reverse order:
+ *
+ * coef[0] = C , ..., coef[N] = C .
+ * N 0
+ *
+ * The function p1evl() assumes that coef[N] = 1.0 and is
+ * omitted from the array. Its calling arguments are
+ * otherwise the same as polevl().
+ *
+ *
+ * The Eigen implementation is templatized. For best speed, store
+ * coef as a const array (constexpr), e.g.
+ *
+ * const double coef[] = {1.0, 2.0, 3.0, ...};
+ *
+ */
+template <typename Packet, int N>
+struct ppolevl {
+ static EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits<Packet>::type coeff[]) {
+ EIGEN_STATIC_ASSERT((N > 0), YOU_MADE_A_PROGRAMMING_MISTAKE);
+ return pmadd(ppolevl<Packet, N-1>::run(x, coeff), x, pset1<Packet>(coeff[N]));
+ }
+};
+
+template <typename Packet>
+struct ppolevl<Packet, 0> {
+ static EIGEN_STRONG_INLINE Packet run(const Packet& x, const typename unpacket_traits<Packet>::type coeff[]) {
+ EIGEN_UNUSED_VARIABLE(x);
+ return pset1<Packet>(coeff[0]);
+ }
+};
+
} // end namespace internal
} // end namespace Eigen
diff --git a/Eigen/src/Core/arch/GPU/PacketMath.h b/Eigen/src/Core/arch/GPU/PacketMath.h
index 5084fc7..6ba2990 100644
--- a/Eigen/src/Core/arch/GPU/PacketMath.h
+++ b/Eigen/src/Core/arch/GPU/PacketMath.h
@@ -44,6 +44,7 @@
HasPolygamma = 1,
HasErf = 1,
HasErfc = 1,
+ HasNdtri = 1,
HasI0e = 1,
HasI1e = 1,
HasIGamma = 1,
@@ -78,6 +79,7 @@
HasPolygamma = 1,
HasErf = 1,
HasErfc = 1,
+ HasNdtri = 1,
HasI0e = 1,
HasI1e = 1,
HasIGamma = 1,
diff --git a/Eigen/src/Core/arch/SSE/PacketMath.h b/Eigen/src/Core/arch/SSE/PacketMath.h
index 0d571ce..69daea8 100755
--- a/Eigen/src/Core/arch/SSE/PacketMath.h
+++ b/Eigen/src/Core/arch/SSE/PacketMath.h
@@ -111,6 +111,9 @@
HasCos = EIGEN_FAST_MATH,
HasLog = 1,
HasExp = 1,
+ HasLog1p = 1,
+ HasExpm1 = 1,
+ HasNdtri = 1,
HasSqrt = 1,
HasRsqrt = 1,
HasTanh = EIGEN_FAST_MATH,
diff --git a/Eigen/src/Core/arch/SYCL/InteropHeaders.h b/Eigen/src/Core/arch/SYCL/InteropHeaders.h
index ef66fc7..d760304 100644
--- a/Eigen/src/Core/arch/SYCL/InteropHeaders.h
+++ b/Eigen/src/Core/arch/SYCL/InteropHeaders.h
@@ -54,6 +54,7 @@
HasPolygamma = 0,
HasErf = 0,
HasErfc = 0,
+ HasNdtri = 0,
HasIGamma = 0,
HasIGammac = 0,
HasBetaInc = 0,
diff --git a/Eigen/src/Core/util/ForwardDeclarations.h b/Eigen/src/Core/util/ForwardDeclarations.h
index 050d15e..18889fc 100644
--- a/Eigen/src/Core/util/ForwardDeclarations.h
+++ b/Eigen/src/Core/util/ForwardDeclarations.h
@@ -214,6 +214,7 @@
template<typename Scalar> struct scalar_digamma_op;
template<typename Scalar> struct scalar_erf_op;
template<typename Scalar> struct scalar_erfc_op;
+template<typename Scalar> struct scalar_ndtri_op;
template<typename Scalar> struct scalar_igamma_op;
template<typename Scalar> struct scalar_igammac_op;
template<typename Scalar> struct scalar_zeta_op;
diff --git a/Eigen/src/plugins/ArrayCwiseUnaryOps.h b/Eigen/src/plugins/ArrayCwiseUnaryOps.h
index 2f99ee0..4aef72d 100644
--- a/Eigen/src/plugins/ArrayCwiseUnaryOps.h
+++ b/Eigen/src/plugins/ArrayCwiseUnaryOps.h
@@ -536,14 +536,12 @@
typedef CwiseUnaryOp<internal::scalar_digamma_op<Scalar>, const Derived> DigammaReturnType;
typedef CwiseUnaryOp<internal::scalar_erf_op<Scalar>, const Derived> ErfReturnType;
typedef CwiseUnaryOp<internal::scalar_erfc_op<Scalar>, const Derived> ErfcReturnType;
+typedef CwiseUnaryOp<internal::scalar_ndtri_op<Scalar>, const Derived> NdtriReturnType;
/** \cpp11 \returns an expression of the coefficient-wise ln(|gamma(*this)|).
*
* \specialfunctions_module
*
- * Example: \include Cwise_lgamma.cpp
- * Output: \verbinclude Cwise_lgamma.out
- *
* \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 lgamma(T) for any scalar
* type T to be supported.
@@ -579,9 +577,6 @@
*
* \specialfunctions_module
*
- * Example: \include Cwise_erf.cpp
- * Output: \verbinclude Cwise_erf.out
- *
* \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 erf(T) for any scalar
* type T to be supported.
@@ -600,9 +595,6 @@
*
* \specialfunctions_module
*
- * Example: \include Cwise_erfc.cpp
- * Output: \verbinclude Cwise_erfc.out
- *
* \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 erfc(T) for any scalar
* type T to be supported.
@@ -615,3 +607,21 @@
{
return ErfcReturnType(derived());
}
+
+/** \cpp11 \returns an expression of the coefficient-wise Complementary error
+ * function of *this.
+ *
+ * \specialfunctions_module
+ *
+ * \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 ndtri(T) for any scalar
+ * type T to be supported.
+ *
+ * \sa <a href="group__CoeffwiseMathFunctions.html#cwisetable_ndtri">Math functions</a>, erf()
+ */
+EIGEN_DEVICE_FUNC
+inline const NdtriReturnType
+ndtri() const
+{
+ return NdtriReturnType(derived());
+}
