Commit Graph

6 Commits

Author SHA1 Message Date
Gael Guennebaud
82f0ce2726 Get rid of EIGEN_TEST_FUNC, unit tests must now be declared with EIGEN_DECLARE_TEST(mytest) { /* code */ }.
This provide several advantages:
- more flexibility in designing unit tests
- unit tests can be glued to speed up compilation
- unit tests are compiled with same predefined macros, which is a requirement for zapcc
2018-07-17 14:46:15 +02:00
Michael Figurnov
30fa3d0454 Merge from eigen/eigen 2018-06-07 17:57:56 +01:00
Michael Figurnov
aa813d417b Fix compilation of special functions without C99 math.
The commit with Bessel functions i0e and i1e placed the ifdef/endif incorrectly,
causing i0e/i1e to be undefined when EIGEN_HAS_C99_MATH=0. These functions do not
actually require C99 math, so now they are always available.
2018-06-07 14:35:07 +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
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
2f7e2614e7 bug #1232: refactor special functions as a new SpecialFunctions module, currently in unsupported/. 2016-07-08 11:13:55 +02:00