eigen/Eigen/Core
Eugene Brevdo 39baff850c Add TernaryFunctors and the betainc SpecialFunction.
TernaryFunctors and their executors allow operations on 3-tuples of inputs.
API fully implemented for Arrays and Tensors based on binary functors.

Ported the cephes betainc function (regularized incomplete beta
integral) to Eigen, with support for CPU and GPU, floats, doubles, and
half types.

Added unit tests in array.cpp and cxx11_tensor_cuda.cu


Collapsed revision
* Merged helper methods for betainc across floats and doubles.
* Added TensorGlobalFunctions with betainc().  Removed betainc() from TensorBase.
* Clean up CwiseTernaryOp checks, change igamma_helper to cephes_helper.
* betainc: merge incbcf and incbd into incbeta_cfe.  and more cleanup.
* Update TernaryOp and SpecialFunctions (betainc) based on review comments.
2016-06-02 17:04:19 -07:00

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// This file is part of Eigen, a lightweight C++ template library
// for linear algebra.
//
// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
// Copyright (C) 2007-2011 Benoit Jacob <jacob.benoit.1@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_CORE_H
#define EIGEN_CORE_H
// first thing Eigen does: stop the compiler from committing suicide
#include "src/Core/util/DisableStupidWarnings.h"
// Handle NVCC/CUDA
#ifdef __CUDACC__
// Do not try asserts on CUDA!
#ifndef EIGEN_NO_DEBUG
#define EIGEN_NO_DEBUG
#endif
#ifdef EIGEN_INTERNAL_DEBUGGING
#undef EIGEN_INTERNAL_DEBUGGING
#endif
// Do not try to vectorize on CUDA!
#ifndef EIGEN_DONT_VECTORIZE
#define EIGEN_DONT_VECTORIZE
#endif
#ifdef EIGEN_EXCEPTIONS
#undef EIGEN_EXCEPTIONS
#endif
// All functions callable from CUDA code must be qualified with __device__
#define EIGEN_DEVICE_FUNC __host__ __device__
#else
#define EIGEN_DEVICE_FUNC
#endif
// When compiling CUDA device code with NVCC, pull in math functions from the
// global namespace. In host mode, and when device doee with clang, use the
// std versions.
#if defined(__CUDA_ARCH__) && defined(__NVCC__)
#define EIGEN_USING_STD_MATH(FUNC) using ::FUNC;
#else
#define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
#endif
#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__) && !defined(EIGEN_EXCEPTIONS)
#define EIGEN_EXCEPTIONS
#endif
#ifdef EIGEN_EXCEPTIONS
#include <new>
#endif
// then include this file where all our macros are defined. It's really important to do it first because
// it's where we do all the alignment settings (platform detection and honoring the user's will if he
// defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
#include "src/Core/util/Macros.h"
// Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
// See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6)
#pragma GCC optimize ("-fno-ipa-cp-clone")
#endif
#include <complex>
// this include file manages BLAS and MKL related macros
// and inclusion of their respective header files
#include "src/Core/util/MKL_support.h"
// if alignment is disabled, then disable vectorization. Note: EIGEN_MAX_ALIGN_BYTES is the proper check, it takes into
// account both the user's will (EIGEN_MAX_ALIGN_BYTES,EIGEN_DONT_ALIGN) and our own platform checks
#if EIGEN_MAX_ALIGN_BYTES==0
#ifndef EIGEN_DONT_VECTORIZE
#define EIGEN_DONT_VECTORIZE
#endif
#endif
#if EIGEN_COMP_MSVC
#include <malloc.h> // for _aligned_malloc -- need it regardless of whether vectorization is enabled
#if (EIGEN_COMP_MSVC >= 1500) // 2008 or later
// Remember that usage of defined() in a #define is undefined by the standard.
// a user reported that in 64-bit mode, MSVC doesn't care to define _M_IX86_FP.
#if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || EIGEN_ARCH_x86_64
#define EIGEN_SSE2_ON_MSVC_2008_OR_LATER
#endif
#endif
#else
// Remember that usage of defined() in a #define is undefined by the standard
#if (defined __SSE2__) && ( (!EIGEN_COMP_GNUC) || EIGEN_COMP_ICC || EIGEN_GNUC_AT_LEAST(4,2) )
#define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
#endif
#endif
#ifndef EIGEN_DONT_VECTORIZE
#if defined (EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC) || defined(EIGEN_SSE2_ON_MSVC_2008_OR_LATER)
// Defines symbols for compile-time detection of which instructions are
// used.
// EIGEN_VECTORIZE_YY is defined if and only if the instruction set YY is used
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_SSE
#define EIGEN_VECTORIZE_SSE2
// Detect sse3/ssse3/sse4:
// gcc and icc defines __SSE3__, ...
// there is no way to know about this on msvc. You can define EIGEN_VECTORIZE_SSE* if you
// want to force the use of those instructions with msvc.
#ifdef __SSE3__
#define EIGEN_VECTORIZE_SSE3
#endif
#ifdef __SSSE3__
#define EIGEN_VECTORIZE_SSSE3
#endif
#ifdef __SSE4_1__
#define EIGEN_VECTORIZE_SSE4_1
#endif
#ifdef __SSE4_2__
#define EIGEN_VECTORIZE_SSE4_2
#endif
#ifdef __AVX__
#define EIGEN_VECTORIZE_AVX
#define EIGEN_VECTORIZE_SSE3
#define EIGEN_VECTORIZE_SSSE3
#define EIGEN_VECTORIZE_SSE4_1
#define EIGEN_VECTORIZE_SSE4_2
#endif
#ifdef __AVX2__
#define EIGEN_VECTORIZE_AVX2
#endif
#ifdef __FMA__
#define EIGEN_VECTORIZE_FMA
#endif
// include files
// This extern "C" works around a MINGW-w64 compilation issue
// https://sourceforge.net/tracker/index.php?func=detail&aid=3018394&group_id=202880&atid=983354
// In essence, intrin.h is included by windows.h and also declares intrinsics (just as emmintrin.h etc. below do).
// However, intrin.h uses an extern "C" declaration, and g++ thus complains of duplicate declarations
// with conflicting linkage. The linkage for intrinsics doesn't matter, but at that stage the compiler doesn't know;
// so, to avoid compile errors when windows.h is included after Eigen/Core, ensure intrinsics are extern "C" here too.
// notice that since these are C headers, the extern "C" is theoretically needed anyways.
extern "C" {
// In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
// Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
#if EIGEN_COMP_ICC >= 1110
#include <immintrin.h>
#else
#include <mmintrin.h>
#include <emmintrin.h>
#include <xmmintrin.h>
#ifdef EIGEN_VECTORIZE_SSE3
#include <pmmintrin.h>
#endif
#ifdef EIGEN_VECTORIZE_SSSE3
#include <tmmintrin.h>
#endif
#ifdef EIGEN_VECTORIZE_SSE4_1
#include <smmintrin.h>
#endif
#ifdef EIGEN_VECTORIZE_SSE4_2
#include <nmmintrin.h>
#endif
#ifdef EIGEN_VECTORIZE_AVX
#include <immintrin.h>
#endif
#endif
} // end extern "C"
#elif defined __VSX__
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_VSX
#include <altivec.h>
// We need to #undef all these ugly tokens defined in <altivec.h>
// => use __vector instead of vector
#undef bool
#undef vector
#undef pixel
#elif defined __ALTIVEC__
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_ALTIVEC
#include <altivec.h>
// We need to #undef all these ugly tokens defined in <altivec.h>
// => use __vector instead of vector
#undef bool
#undef vector
#undef pixel
#elif (defined __ARM_NEON) || (defined __ARM_NEON__)
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_NEON
#include <arm_neon.h>
#elif (defined __s390x__ && defined __VEC__)
#define EIGEN_VECTORIZE
#define EIGEN_VECTORIZE_ZVECTOR
#include <vecintrin.h>
#endif
#endif
#if defined(__F16C__) && !defined(EIGEN_COMP_CLANG)
// We can use the optimized fp16 to float and float to fp16 conversion routines
#define EIGEN_HAS_FP16_C
#endif
#if defined __CUDACC__
#define EIGEN_VECTORIZE_CUDA
#include <vector_types.h>
#if defined __CUDACC_VER__ && __CUDACC_VER__ >= 70500
#define EIGEN_HAS_CUDA_FP16
#endif
#endif
#if defined EIGEN_HAS_CUDA_FP16
#include <host_defines.h>
#include <cuda_fp16.h>
#endif
#if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
#define EIGEN_HAS_OPENMP
#endif
#ifdef EIGEN_HAS_OPENMP
#include <omp.h>
#endif
// MSVC for windows mobile does not have the errno.h file
#if !(EIGEN_COMP_MSVC && EIGEN_OS_WINCE) && !EIGEN_COMP_ARM
#define EIGEN_HAS_ERRNO
#endif
#ifdef EIGEN_HAS_ERRNO
#include <cerrno>
#endif
#include <cstddef>
#include <cstdlib>
#include <cmath>
#include <cassert>
#include <functional>
#include <iosfwd>
#include <cstring>
#include <string>
#include <limits>
#include <climits> // for CHAR_BIT
// for min/max:
#include <algorithm>
// for std::is_nothrow_move_assignable
#ifdef EIGEN_INCLUDE_TYPE_TRAITS
#include <type_traits>
#endif
// for outputting debug info
#ifdef EIGEN_DEBUG_ASSIGN
#include <iostream>
#endif
// required for __cpuid, needs to be included after cmath
#if EIGEN_COMP_MSVC && EIGEN_ARCH_i386_OR_x86_64 && !EIGEN_OS_WINCE
#include <intrin.h>
#endif
/** \brief Namespace containing all symbols from the %Eigen library. */
namespace Eigen {
inline static const char *SimdInstructionSetsInUse(void) {
#if defined(EIGEN_VECTORIZE_AVX)
return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
#elif defined(EIGEN_VECTORIZE_SSE4_2)
return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
#elif defined(EIGEN_VECTORIZE_SSE4_1)
return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
#elif defined(EIGEN_VECTORIZE_SSSE3)
return "SSE, SSE2, SSE3, SSSE3";
#elif defined(EIGEN_VECTORIZE_SSE3)
return "SSE, SSE2, SSE3";
#elif defined(EIGEN_VECTORIZE_SSE2)
return "SSE, SSE2";
#elif defined(EIGEN_VECTORIZE_ALTIVEC)
return "AltiVec";
#elif defined(EIGEN_VECTORIZE_VSX)
return "VSX";
#elif defined(EIGEN_VECTORIZE_NEON)
return "ARM NEON";
#elif defined(EIGEN_VECTORIZE_ZVECTOR)
return "S390X ZVECTOR";
#else
return "None";
#endif
}
} // end namespace Eigen
#if defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS || defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API || defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS || defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API || defined EIGEN2_SUPPORT
// This will generate an error message:
#error Eigen2-support is only available up to version 3.2. Please go to "http://eigen.tuxfamily.org/index.php?title=Eigen2" for further information
#endif
// we use size_t frequently and we'll never remember to prepend it with std:: everytime just to
// ensure QNX/QCC support
using std::size_t;
// gcc 4.6.0 wants std:: for ptrdiff_t
using std::ptrdiff_t;
/** \defgroup Core_Module Core module
* This is the main module of Eigen providing dense matrix and vector support
* (both fixed and dynamic size) with all the features corresponding to a BLAS library
* and much more...
*
* \code
* #include <Eigen/Core>
* \endcode
*/
#include "src/Core/util/Constants.h"
#include "src/Core/util/Meta.h"
#include "src/Core/util/ForwardDeclarations.h"
#include "src/Core/util/StaticAssert.h"
#include "src/Core/util/XprHelper.h"
#include "src/Core/util/Memory.h"
#include "src/Core/NumTraits.h"
#include "src/Core/MathFunctions.h"
#include "src/Core/SpecialFunctions.h"
#include "src/Core/GenericPacketMath.h"
#if defined EIGEN_VECTORIZE_AVX
// Use AVX for floats and doubles, SSE for integers
#include "src/Core/arch/SSE/PacketMath.h"
#include "src/Core/arch/SSE/Complex.h"
#include "src/Core/arch/SSE/MathFunctions.h"
#include "src/Core/arch/AVX/PacketMath.h"
#include "src/Core/arch/AVX/MathFunctions.h"
#include "src/Core/arch/AVX/Complex.h"
#include "src/Core/arch/AVX/TypeCasting.h"
#elif defined EIGEN_VECTORIZE_SSE
#include "src/Core/arch/SSE/PacketMath.h"
#include "src/Core/arch/SSE/MathFunctions.h"
#include "src/Core/arch/SSE/Complex.h"
#include "src/Core/arch/SSE/TypeCasting.h"
#elif defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
#include "src/Core/arch/AltiVec/PacketMath.h"
#include "src/Core/arch/AltiVec/MathFunctions.h"
#include "src/Core/arch/AltiVec/Complex.h"
#elif defined EIGEN_VECTORIZE_NEON
#include "src/Core/arch/NEON/PacketMath.h"
#include "src/Core/arch/NEON/MathFunctions.h"
#include "src/Core/arch/NEON/Complex.h"
#elif defined EIGEN_VECTORIZE_ZVECTOR
#include "src/Core/arch/ZVector/PacketMath.h"
#include "src/Core/arch/ZVector/MathFunctions.h"
#include "src/Core/arch/ZVector/Complex.h"
#endif
// Half float support
#include "src/Core/arch/CUDA/Half.h"
#include "src/Core/arch/CUDA/PacketMathHalf.h"
#include "src/Core/arch/CUDA/TypeCasting.h"
#if defined EIGEN_VECTORIZE_CUDA
#include "src/Core/arch/CUDA/PacketMath.h"
#include "src/Core/arch/CUDA/MathFunctions.h"
#endif
#include "src/Core/arch/Default/Settings.h"
#include "src/Core/functors/TernaryFunctors.h"
#include "src/Core/functors/BinaryFunctors.h"
#include "src/Core/functors/UnaryFunctors.h"
#include "src/Core/functors/NullaryFunctors.h"
#include "src/Core/functors/StlFunctors.h"
#include "src/Core/functors/AssignmentFunctors.h"
#include "src/Core/DenseCoeffsBase.h"
#include "src/Core/DenseBase.h"
#include "src/Core/MatrixBase.h"
#include "src/Core/EigenBase.h"
#include "src/Core/Product.h"
#include "src/Core/CoreEvaluators.h"
#include "src/Core/AssignEvaluator.h"
#ifndef EIGEN_PARSED_BY_DOXYGEN // work around Doxygen bug triggered by Assign.h r814874
// at least confirmed with Doxygen 1.5.5 and 1.5.6
#include "src/Core/Assign.h"
#endif
#include "src/Core/ArrayBase.h"
#include "src/Core/util/BlasUtil.h"
#include "src/Core/DenseStorage.h"
#include "src/Core/NestByValue.h"
// #include "src/Core/ForceAlignedAccess.h"
#include "src/Core/ReturnByValue.h"
#include "src/Core/NoAlias.h"
#include "src/Core/PlainObjectBase.h"
#include "src/Core/Matrix.h"
#include "src/Core/Array.h"
#include "src/Core/CwiseTernaryOp.h"
#include "src/Core/CwiseBinaryOp.h"
#include "src/Core/CwiseUnaryOp.h"
#include "src/Core/CwiseNullaryOp.h"
#include "src/Core/CwiseUnaryView.h"
#include "src/Core/SelfCwiseBinaryOp.h"
#include "src/Core/Dot.h"
#include "src/Core/StableNorm.h"
#include "src/Core/Stride.h"
#include "src/Core/MapBase.h"
#include "src/Core/Map.h"
#include "src/Core/Ref.h"
#include "src/Core/Block.h"
#include "src/Core/VectorBlock.h"
#include "src/Core/Transpose.h"
#include "src/Core/DiagonalMatrix.h"
#include "src/Core/Diagonal.h"
#include "src/Core/DiagonalProduct.h"
#include "src/Core/Redux.h"
#include "src/Core/Visitor.h"
#include "src/Core/Fuzzy.h"
#include "src/Core/IO.h"
#include "src/Core/Swap.h"
#include "src/Core/CommaInitializer.h"
#include "src/Core/GeneralProduct.h"
#include "src/Core/Solve.h"
#include "src/Core/Inverse.h"
#include "src/Core/SolverBase.h"
#include "src/Core/PermutationMatrix.h"
#include "src/Core/Transpositions.h"
#include "src/Core/TriangularMatrix.h"
#include "src/Core/SelfAdjointView.h"
#include "src/Core/products/GeneralBlockPanelKernel.h"
#include "src/Core/products/Parallelizer.h"
#include "src/Core/ProductEvaluators.h"
#include "src/Core/products/GeneralMatrixVector.h"
#include "src/Core/products/GeneralMatrixMatrix.h"
#include "src/Core/SolveTriangular.h"
#include "src/Core/products/GeneralMatrixMatrixTriangular.h"
#include "src/Core/products/SelfadjointMatrixVector.h"
#include "src/Core/products/SelfadjointMatrixMatrix.h"
#include "src/Core/products/SelfadjointProduct.h"
#include "src/Core/products/SelfadjointRank2Update.h"
#include "src/Core/products/TriangularMatrixVector.h"
#include "src/Core/products/TriangularMatrixMatrix.h"
#include "src/Core/products/TriangularSolverMatrix.h"
#include "src/Core/products/TriangularSolverVector.h"
#include "src/Core/BandMatrix.h"
#include "src/Core/CoreIterators.h"
#include "src/Core/ConditionEstimator.h"
#include "src/Core/BooleanRedux.h"
#include "src/Core/Select.h"
#include "src/Core/VectorwiseOp.h"
#include "src/Core/Random.h"
#include "src/Core/Replicate.h"
#include "src/Core/Reverse.h"
#include "src/Core/ArrayWrapper.h"
#ifdef EIGEN_USE_BLAS
#include "src/Core/products/GeneralMatrixMatrix_BLAS.h"
#include "src/Core/products/GeneralMatrixVector_BLAS.h"
#include "src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h"
#include "src/Core/products/SelfadjointMatrixMatrix_BLAS.h"
#include "src/Core/products/SelfadjointMatrixVector_BLAS.h"
#include "src/Core/products/TriangularMatrixMatrix_BLAS.h"
#include "src/Core/products/TriangularMatrixVector_BLAS.h"
#include "src/Core/products/TriangularSolverMatrix_BLAS.h"
#endif // EIGEN_USE_BLAS
#ifdef EIGEN_USE_MKL_VML
#include "src/Core/Assign_MKL.h"
#endif
#include "src/Core/GlobalFunctions.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_CORE_H