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Author SHA1 Message Date
Michael Figurnov
5172a32849 Updated the stopping criteria in igammac_cf_impl. 
Previously, when computing the derivative, it used a relative error threshold. Now it uses an absolute error threshold. The behavior for computing the value is unchanged. This makes more sense since we do not expect the derivative to often be close to zero. This change makes the derivatives about 30% faster across the board. The error for the igamma_der_a is almost unchanged, while for gamma_sample_der_alpha it is a bit worse for float32 and unchanged for float64.
 2018-06-07 12:03:58 +01:00
Michael Figurnov
4bd158fa37 Derivative of the incomplete Gamma function and the sample of a Gamma random variable. 
In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter

The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
 2018-06-06 18:49:26 +01:00
Benoit Steiner
e206f8d4a4 Merged in mfigurnov/eigen (pull request PR-400) 
Exponentially scaled modified Bessel functions of order zero and one.

Approved-by: Benoit Steiner <benoit.steiner.goog@gmail.com>
 2018-06-05 17:05:21 +00:00
Penporn Koanantakool
e2ed0cf8ab Add a ThreadPoolInterface* getter for ThreadPoolDevice. 2018-06-02 12:07:49 -07:00
Gael Guennebaud
84868da904 Don't run hg on non mercurial clone 2018-05-31 21:21:57 +02:00
Michael Figurnov
f216854453 Exponentially scaled modified Bessel functions of order zero and one. 
The functions are conventionally called i0e and i1e. The exponentially scaled version is more numerically stable. The standard Bessel functions can be obtained as i0(x) = exp(|x|) i0e(x)

The code is ported from Cephes and tested against SciPy.
 2018-05-31 15:34:53 +01:00
Gael Guennebaud
6af1433cb5 Doc: add aliasing in common pitfaffs. 2018-05-29 22:37:47 +02:00
Katrin Leinweber
ea94543190 Hyperlink DOIs against preferred resolver 2018-05-24 18:55:40 +02:00
Gael Guennebaud
999b552c16 Search for sequential Pastix. 2018-05-29 20:49:25 +02:00
Gael Guennebaud
eef4b7bd87 Fix handling of path names containing spaces and the likes. 2018-05-29 20:49:06 +02:00
Gael Guennebaud
647b724a36 Define pcast<> for SSE types even when AVX is enabled. (otherwise float are silently reinterpreted as int instead of being converted) 2018-05-29 20:46:46 +02:00
Gael Guennebaud
49262dfee6 Fix compilation and SSE support with PGI compiler 2018-05-29 15:09:31 +02:00
Christoph Hertzberg
750af06362 Add an option to test with external BLAS library 2018-05-22 21:04:32 +02:00
Christoph Hertzberg
d06a753d10 Make qr_fullpivoting unit test run for fixed-sized matrices 2018-05-22 20:29:17 +02:00
Gael Guennebaud
f0862b062f Fix internal::is_integral<size_t/ptrdiff_t> with MSVC 2013 and older. 2018-05-22 19:29:51 +02:00
Gael Guennebaud
36e413a534 Workaround a MSVC 2013 compilation issue with MatrixBase(Index,int) 2018-05-22 18:51:35 +02:00
Gael Guennebaud
725bd92903 fix stupid typo 2018-05-18 17:46:43 +02:00
Gael Guennebaud
a382bc9364 is_convertible<T,Index> does not seems to work well with MSVC 2013, so let's rather use __is_enum(T) for old MSVC versions 2018-05-18 17:02:27 +02:00
Gael Guennebaud
4dd767f455 add some internal checks 2018-05-18 13:59:55 +02:00
Gael Guennebaud
345c0ab450 check that all integer types are properly handled by mat(i,j) 2018-05-18 13:46:46 +02:00
Jeff Trull
e7147f69ae Add tests for sparseQR results (value and size) covering bugs #1522 and #1544 2018-04-21 10:26:30 -07:00
Jeff Trull
9f0c5c3669 Make sparse QR result sizes consistent with dense QR, with the following rules: 
1) Q is always square
2) Q*R*P' is valid and recovers the original matrix

This implies that the size of Q is the number of rows in the original matrix, square,
and that the size of R is the size of the original matrix.
 2018-02-15 15:00:31 -08:00
Christoph Hertzberg
d655900953 bug #1544: Generate correct Q matrix in complex case. Original patch was by Jeff Trull in PR-386. 2018-05-17 19:17:01 +02:00
Benoit Steiner
0371380d5b Merged in rmlarsen/eigen2 (pull request PR-393) 
Rename scalar_clip_op to scalar_clamp_op to prevent collision with existing functor in TensorFlow.
 2018-05-16 21:45:42 +00:00
Rasmus Munk Larsen
b8d36774fa Rename clip2 to clamp. 2018-05-16 14:04:48 -07:00
Rasmus Munk Larsen
812480baa3 Rename scalar_clip_op to scalar_clip2_op to prevent collision with existing functor in TensorFlow. 2018-05-16 09:49:24 -07:00
Benoit Steiner
1403c2c15b Merged in didierjansen/eigen (pull request PR-360) 
Fix bugs and typos in the contraction example of the tensor README
 2018-05-16 01:16:36 +00:00
Benoit Steiner
ad355b3f05 Merged in rmlarsen/eigen2 (pull request PR-392) 
Add vectorized clip functor for Eigen Tensors
 2018-05-16 01:15:56 +00:00
Christoph Hertzberg
0272f2451a Fix "suggest parentheses around comparison" warning 2018-05-15 19:35:53 +02:00
Rasmus Munk Larsen
afec3021f7 Use numext::maxi & numext::mini. 2018-05-14 16:35:39 -07:00
Rasmus Munk Larsen
b8c8e5f436 Add vectorized clip functor for Eigen Tensors. 2018-05-14 16:07:13 -07:00
Benoit Steiner
6118c6ff4f Enable RawAccess to tensor slices whenever possinle. 
Avoid 32-bit integer overflow in TensorSlicingOp
 2018-04-30 11:28:12 -07:00
Gael Guennebaud
6e7118265d Fix compilation with NEON+MSVC 2018-04-26 10:50:41 +02:00
Gael Guennebaud
097dd4616d Fix unit test for SIMD engine not supporting sqrt 2018-04-26 10:47:39 +02:00
Gael Guennebaud
8810baaed4 Add multi-threading for sparse-row-major * dense-row-major 2018-04-25 10:14:48 +02:00
Gael Guennebaud
2f3287da7d Fix "used uninitialized" warnings 2018-04-24 17:17:25 +02:00
Gael Guennebaud
3ffd449ef5 Workaround warning 2018-04-24 17:11:51 +02:00
Gael Guennebaud
e8ca5166a9 bug #1428: atempt to make NEON vectorization compilable by MSVC. 
The workaround is to wrap NEON packet types to make them different c++ types.
 2018-04-24 11:19:49 +02:00
Benoit Steiner
6f5935421a fix AVX512 plog 2018-04-23 15:49:26 +00:00
Gael Guennebaud
e9da464e20 Add specializations of is_arithmetic for long long in c++11 2018-04-23 16:26:29 +02:00
Gael Guennebaud
a57e6e5f0f workaround MSVC 2013 compilation issue (ambiguous call) 2018-04-23 15:31:51 +02:00
Gael Guennebaud
11123175db typo in doc 2018-04-23 15:30:35 +02:00
Gael Guennebaud
5679e439e0 bug #1543: fix linear indexing in generic block evaluation (this completes the fix in commit 12efc7d41b 
)
 2018-04-23 14:40:16 +02:00
Gael Guennebaud
35b31353ab Fix unit test 2018-04-22 22:49:08 +02:00
Christoph Hertzberg
34e499ad36 Disable -Wshadow when compiling with g++ 2018-04-21 22:08:26 +02:00
Jayaram Bobba
b7b868d1c4 fix AVX512 plog 2018-04-20 13:39:18 -07:00
Gael Guennebaud
686fb57233 fix const cast in NEON 2018-04-18 18:46:34 +02:00
Dmitriy Korchemkin
02d2f1cb4a Cast zeros to Scalar in RealSchur 2018-04-18 13:52:46 +03:00
Christoph Hertzberg
50633d1a83 Renamed .trans() et al. to .reverseFlag() et at. Adapted documentation of .setReverseFlag() 2018-04-17 11:30:27 +02:00
nicolov
39c2cba810 Add a specialization of Eigen::numext::conj for std::complex<T> to be used when compiling a cuda kernel. This fixes the compilation of TensorFlow 1.4 with clang 6.0 used as CUDA compiler with libc++. 
This follows the previous change in 2a69290ddb
, which mentions OSX (I guess because it uses libc++ too).
 2018-04-13 22:29:10 +00:00