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#pragma once
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#include <c10/metal/utils.h>
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#include <metal_math>
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#include <metal_stdlib>
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using namespace c10::metal;
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using namespace metal;
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namespace c10 {
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namespace metal {
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template <typename T>
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inline float log_gamma(const T);
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inline float expm1f(float a);
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template <typename T>
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float erfc(T x);
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} // namespace metal
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} // namespace c10
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namespace {
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template <typename T>
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inline float lgamma(const T a) {
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return log_gamma(a);
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}
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inline float expm1(float a) {
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return expm1f(a);
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}
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// NOTE: The following code was ported directly from the CUDA implementation in
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// `aten/src/ATen/native/cuda/IGammaKernel.cu`
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/*
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* This implementation of the regularized incomplete gamma functions and
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* their helper functions are derived from the implementation of SciPy's
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* gammainc, Cephes's igam and igamc, and Boost's Lanczos approximations.
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* See NOTICE for the licenses.
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*/
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// regularized lower & upper incomplete gamma
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template <typename scalar_t>
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scalar_t ratevl(
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scalar_t x,
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const scalar_t num[],
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int64_t M,
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const scalar_t denom[],
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int64_t N) {
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// evaluating rational function, i.e., the ratio of two polynomials
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// the coefficients for numerator are given by `num` while coeffs for
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// denumerator are given by `denom`
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using accscalar_t = opmath_t<scalar_t>;
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int64_t i, dir;
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accscalar_t y, num_ans, denom_ans;
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accscalar_t absx = ::fabs(x);
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thread const accscalar_t* p;
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if (absx > 1) {
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/* Evaluate as a polynomial in 1/x. */
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dir = -1;
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p = num + M;
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y = 1 / x;
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} else {
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dir = 1;
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p = num;
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y = x;
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}
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/* Evaluate the numerator */
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num_ans = *p;
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p += dir;
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for (i = 1; i <= M; i++) {
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num_ans = num_ans * y + *p;
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p += dir;
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}
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/* Evaluate the denominator */
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if (absx > 1) {
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p = denom + N;
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} else {
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p = denom;
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}
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denom_ans = *p;
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p += dir;
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for (i = 1; i <= N; i++) {
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denom_ans = denom_ans * y + *p;
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p += dir;
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}
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if (absx > 1) {
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i = N - M;
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return ::pow(x, static_cast<accscalar_t>(i)) * num_ans / denom_ans;
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} else {
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return num_ans / denom_ans;
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}
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}
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template <typename scalar_t>
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scalar_t lanczos_sum_expg_scaled(scalar_t x) {
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// lanczos approximation
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using accscalar_t = opmath_t<scalar_t>;
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const accscalar_t lanczos_sum_expg_scaled_num[13] = {
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0.006061842346248906525783753964555936883222,
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0.5098416655656676188125178644804694509993,
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19.51992788247617482847860966235652136208,
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449.9445569063168119446858607650988409623,
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6955.999602515376140356310115515198987526,
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75999.29304014542649875303443598909137092,
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601859.6171681098786670226533699352302507,
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3481712.15498064590882071018964774556468,
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14605578.08768506808414169982791359218571,
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43338889.32467613834773723740590533316085,
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86363131.28813859145546927288977868422342,
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103794043.1163445451906271053616070238554,
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56906521.91347156388090791033559122686859};
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const accscalar_t lanczos_sum_expg_scaled_denom[13] = {
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1.,
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66.,
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1925.,
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32670.,
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357423.,
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2637558.,
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13339535.,
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45995730.,
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105258076.,
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150917976.,
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120543840.,
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39916800.,
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0};
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return ratevl(
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static_cast<accscalar_t>(x),
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lanczos_sum_expg_scaled_num,
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sizeof(lanczos_sum_expg_scaled_num) /
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sizeof(lanczos_sum_expg_scaled_num[0]) -
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1,
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lanczos_sum_expg_scaled_denom,
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sizeof(lanczos_sum_expg_scaled_denom) /
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sizeof(lanczos_sum_expg_scaled_denom[0]) -
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1);
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}
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template <typename scalar_t>
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scalar_t _igam_helper_fac(scalar_t a, scalar_t x) {
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// compute x^a * exp(-a) / gamma(a)
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// corrected from (15) and (16) in [igam2] by replacing exp(x - a) with
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// exp(a - x).
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using accscalar_t = opmath_t<scalar_t>;
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accscalar_t ax, fac, res, num, numfac;
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const accscalar_t MAXLOG = 88.72283905206835;
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const accscalar_t EXP1 = 2.718281828459045;
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const accscalar_t lanczos_g = 6.024680040776729583740234375;
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if (::fabs(a - x) > 0.4 * ::fabs(a)) {
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ax = a * ::log(x) - x - ::lgamma(a);
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if (ax < -MAXLOG) {
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return 0.0;
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}
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return ::exp(ax);
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}
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fac = a + lanczos_g - 0.5;
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res = ::sqrt(fac / EXP1) / lanczos_sum_expg_scaled(a);
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if ((a < 200) && (x < 200)) {
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res *= ::exp(a - x) * ::pow(x / fac, a);
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} else {
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num = x - a - lanczos_g + 0.5;
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numfac = num / fac;
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res *= ::exp(a * (::log1p(numfac) - numfac) + x * (0.5 - lanczos_g) / fac);
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}
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return res;
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}
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template <typename scalar_t>
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scalar_t _igam_helper_series(scalar_t a, scalar_t x) {
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// Compute igam using DLMF 8.11.4. [igam1]
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using accscalar_t = opmath_t<scalar_t>;
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const accscalar_t MACHEP = 5.9604644775390625E-8;
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const int MAXITER = 2000;
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int i;
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accscalar_t ans, ax, c, r;
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ax = _igam_helper_fac(a, x);
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if (ax == 0.0) {
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return 0.0;
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}
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/* power series */
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r = a;
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c = 1.0;
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ans = 1.0;
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for (i = 0; i < MAXITER; i++) {
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r += 1.0;
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c *= x / r;
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ans += c;
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if (c <= MACHEP * ans) {
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break;
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}
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}
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return (ans * ax / a);
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}
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template <typename scalar_t>
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scalar_t _igamc_helper_series(scalar_t a, scalar_t x) {
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// Compute igamc using DLMF 8.7.3 [igam1]. This is related to the series in
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// _igam_helper_series but extra care is taken to avoid cancellation.
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using accscalar_t = opmath_t<scalar_t>;
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int n;
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accscalar_t fac = 1;
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accscalar_t sum = 0;
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accscalar_t term, logx;
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const int MAXITER = 2000;
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const accscalar_t MACHEP = 5.9604644775390625E-8;
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for (n = 1; n < MAXITER; n++) {
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fac *= -x / n;
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term = fac / (a + n);
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sum += term;
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if (::fabs(term) <= MACHEP * ::fabs(sum)) {
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break;
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}
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}
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logx = ::log(x);
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term = -::expm1(a * logx - ::lgamma(1 + a));
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return term - ::exp(a * logx - ::lgamma(a)) * sum;
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}
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template <typename scalar_t>
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scalar_t _igam_helper_asymptotic_series(scalar_t a, scalar_t x, bool igam) {
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// Compute igam/igamc using DLMF 8.12.3/8.12.4 [igam1]
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using accscalar_t = opmath_t<scalar_t>;
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const accscalar_t d[25][25] = {
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{-3.3333333333333333e-1, 8.3333333333333333e-2,
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-1.4814814814814815e-2, 1.1574074074074074e-3,
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3.527336860670194e-4, -1.7875514403292181e-4,
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3.9192631785224378e-5, -2.1854485106799922e-6,
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-1.85406221071516e-6, 8.296711340953086e-7,
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-1.7665952736826079e-7, 6.7078535434014986e-9,
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1.0261809784240308e-8, -4.3820360184533532e-9,
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9.1476995822367902e-10, -2.551419399494625e-11,
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-5.8307721325504251e-11, 2.4361948020667416e-11,
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-5.0276692801141756e-12, 1.1004392031956135e-13,
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3.3717632624009854e-13, -1.3923887224181621e-13,
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2.8534893807047443e-14, -5.1391118342425726e-16,
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-1.9752288294349443e-15},
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{-1.8518518518518519e-3, -3.4722222222222222e-3, 2.6455026455026455e-3,
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-9.9022633744855967e-4, 2.0576131687242798e-4, -4.0187757201646091e-7,
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-1.8098550334489978e-5, 7.6491609160811101e-6, -1.6120900894563446e-6,
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4.6471278028074343e-9, 1.378633446915721e-7, -5.752545603517705e-8,
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1.1951628599778147e-8, -1.7543241719747648e-11, -1.0091543710600413e-9,
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4.1627929918425826e-10, -8.5639070264929806e-11, 6.0672151016047586e-14,
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7.1624989648114854e-12, -2.9331866437714371e-12, 5.9966963656836887e-13,
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-2.1671786527323314e-16, -4.9783399723692616e-14, 2.0291628823713425e-14,
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-4.13125571381061e-15},
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{4.1335978835978836e-3, -2.6813271604938272e-3, 7.7160493827160494e-4,
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2.0093878600823045e-6, -1.0736653226365161e-4, 5.2923448829120125e-5,
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-1.2760635188618728e-5, 3.4235787340961381e-8, 1.3721957309062933e-6,
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-6.298992138380055e-7, 1.4280614206064242e-7, -2.0477098421990866e-10,
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-1.4092529910867521e-8, 6.228974084922022e-9, -1.3670488396617113e-9,
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9.4283561590146782e-13, 1.2872252400089318e-10, -5.5645956134363321e-11,
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1.1975935546366981e-11, -4.1689782251838635e-15, -1.0940640427884594e-12,
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4.6622399463901357e-13, -9.905105763906906e-14, 1.8931876768373515e-17,
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8.8592218725911273e-15},
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{6.4943415637860082e-4, 2.2947209362139918e-4, -4.6918949439525571e-4,
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2.6772063206283885e-4, -7.5618016718839764e-5, -2.3965051138672967e-7,
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1.1082654115347302e-5, -5.6749528269915966e-6, 1.4230900732435884e-6,
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-2.7861080291528142e-11, -1.6958404091930277e-7, 8.0994649053880824e-8,
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-1.9111168485973654e-8, 2.3928620439808118e-12, 2.0620131815488798e-9,
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-9.4604966618551322e-10, 2.1541049775774908e-10, -1.388823336813903e-14,
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-2.1894761681963939e-11, 9.7909989511716851e-12, -2.1782191880180962e-12,
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6.2088195734079014e-17, 2.126978363279737e-13, -9.3446887915174333e-14,
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2.0453671226782849e-14},
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{-8.618882909167117e-4, 7.8403922172006663e-4,
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|
|
|
8.4329730484871625e-10, -2.7998284958442595e-2, 2.0066274144976813e-2,
|
|
|
|
|
-7.0554368915086242e-3, 1.9402238183698188e-12, 1.6562888105449611e-3,
|
|
|
|
|
-1.1082898580743683e-3, 3.654545161310169e-4, -5.1290032026971794e-11,
|
|
|
|
|
-7.6340103696869031e-5},
|
|
|
|
|
{-1.7112706061976095e+1, -1.1208044642899116, 3.7131966511885444e+1,
|
|
|
|
|
-5.2298271025348962e+1, 3.3058589696624618e+1, 2.4791298976200222e-3,
|
|
|
|
|
-2.061089403411526e+1, 2.088672775145582e+1, -1.0045703956517752e+1,
|
|
|
|
|
-1.2238783449063012e-5, 4.0770134274221141, -3.473667358470195,
|
|
|
|
|
1.4329352617312006, 7.1359914411879712e-8, -4.4797257159115612e-1,
|
|
|
|
|
3.4112666080644461e-1, -1.2699786326594923e-1, -2.8953677269081528e-10,
|
|
|
|
|
3.3125776278259863e-2, -2.3274087021036101e-2, 8.0399993503648882e-3,
|
|
|
|
|
-1.177805216235265e-9, -1.8321624891071668e-3, 1.2108282933588665e-3,
|
|
|
|
|
-3.9479941246822517e-4},
|
|
|
|
|
{7.389033153567425e+1, -1.5680141270402273e+2, 1.322177542759164e+2,
|
|
|
|
|
1.3692876877324546e-2, -1.2366496885920151e+2, 1.4620689391062729e+2,
|
|
|
|
|
-8.0365587724865346e+1, -1.1259851148881298e-4, 4.0770132196179938e+1,
|
|
|
|
|
-3.8210340013273034e+1, 1.719522294277362e+1, 9.3519707955168356e-7,
|
|
|
|
|
-6.2716159907747034, 5.1168999071852637, -2.0319658112299095,
|
|
|
|
|
-4.9507215582761543e-9, 5.9626397294332597e-1, -4.4220765337238094e-1,
|
|
|
|
|
1.6079998700166273e-1, -2.4733786203223402e-8, -4.0307574759979762e-2,
|
|
|
|
|
2.7849050747097869e-2, -9.4751858992054221e-3, 6.419922235909132e-6,
|
|
|
|
|
2.1250180774699461e-3},
|
|
|
|
|
{2.1216837098382522e+2, 1.3107863022633868e+1, -4.9698285932871748e+2,
|
|
|
|
|
7.3121595266969204e+2, -4.8213821720890847e+2, -2.8817248692894889e-2,
|
|
|
|
|
3.2616720302947102e+2, -3.4389340280087117e+2, 1.7195193870816232e+2,
|
|
|
|
|
1.4038077378096158e-4, -7.52594195897599e+1, 6.651969984520934e+1,
|
|
|
|
|
-2.8447519748152462e+1, -7.613702615875391e-7, 9.5402237105304373,
|
|
|
|
|
-7.5175301113311376, 2.8943997568871961, -4.6612194999538201e-7,
|
|
|
|
|
-8.0615149598794088e-1, 5.8483006570631029e-1, -2.0845408972964956e-1,
|
|
|
|
|
1.4765818959305817e-4, 5.1000433863753019e-2, -3.3066252141883665e-2,
|
|
|
|
|
1.5109265210467774e-2},
|
|
|
|
|
{-9.8959643098322368e+2, 2.1925555360905233e+3, -1.9283586782723356e+3,
|
|
|
|
|
-1.5925738122215253e-1, 1.9569985945919857e+3, -2.4072514765081556e+3,
|
|
|
|
|
1.3756149959336496e+3, 1.2920735237496668e-3, -7.525941715948055e+2,
|
|
|
|
|
7.3171668742208716e+2, -3.4137023466220065e+2, -9.9857390260608043e-6,
|
|
|
|
|
1.3356313181291573e+2, -1.1276295161252794e+2, 4.6310396098204458e+1,
|
|
|
|
|
-7.9237387133614756e-6, -1.4510726927018646e+1, 1.1111771248100563e+1,
|
|
|
|
|
-4.1690817945270892, 3.1008219800117808e-3, 1.1220095449981468,
|
|
|
|
|
-7.6052379926149916e-1, 3.6262236505085254e-1, 2.216867741940747e-1,
|
|
|
|
|
4.8683443692930507e-1}};
|
|
|
|
|
|
|
|
|
|
int k, n, sgn;
|
|
|
|
|
int maxpow = 0;
|
|
|
|
|
const accscalar_t MACHEP = 5.9604644775390625E-8;
|
|
|
|
|
accscalar_t lambda = x / a;
|
|
|
|
|
accscalar_t sigma = (x - a) / a;
|
|
|
|
|
accscalar_t eta, res, ck, ckterm, term, absterm;
|
|
|
|
|
accscalar_t absoldterm = INFINITY;
|
|
|
|
|
accscalar_t etapow[25] = {1};
|
|
|
|
|
accscalar_t sum = 0;
|
|
|
|
|
accscalar_t afac = 1;
|
|
|
|
|
|
|
|
|
|
if (igam) {
|
|
|
|
|
sgn = -1;
|
|
|
|
|
} else {
|
|
|
|
|
sgn = 1;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (lambda > 1) {
|
|
|
|
|
eta = ::sqrt(-2 * (::log1p(sigma) - sigma));
|
|
|
|
|
} else if (lambda < 1) {
|
|
|
|
|
eta = -::sqrt(-2 * (::log1p(sigma) - sigma));
|
|
|
|
|
} else {
|
|
|
|
|
eta = 0;
|
|
|
|
|
}
|
|
|
|
|
res = 0.5 * ::erfc(sgn * eta * ::sqrt(a / 2));
|
|
|
|
|
|
|
|
|
|
for (k = 0; k < 25; k++) {
|
|
|
|
|
ck = d[k][0];
|
|
|
|
|
for (n = 1; n < 25; n++) {
|
|
|
|
|
if (n > maxpow) {
|
|
|
|
|
etapow[n] = eta * etapow[n - 1];
|
|
|
|
|
maxpow += 1;
|
|
|
|
|
}
|
|
|
|
|
ckterm = d[k][n] * etapow[n];
|
|
|
|
|
ck += ckterm;
|
|
|
|
|
if (::fabs(ckterm) < MACHEP * ::fabs(ck)) {
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
term = ck * afac;
|
|
|
|
|
absterm = ::fabs(term);
|
|
|
|
|
if (absterm > absoldterm) {
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
sum += term;
|
|
|
|
|
if (absterm < MACHEP * ::fabs(sum)) {
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
absoldterm = absterm;
|
|
|
|
|
afac /= a;
|
|
|
|
|
}
|
|
|
|
|
res += sgn * ::exp(-0.5 * a * eta * eta) * sum / ::sqrt(2 * 3.1415926535 * a);
|
|
|
|
|
|
|
|
|
|
return res;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <typename scalar_t>
|
|
|
|
|
scalar_t _igamc_helper_continued_fraction(scalar_t a, scalar_t x) {
|
|
|
|
|
// Compute igamc using DLMF 8.9.2. [igam1]
|
|
|
|
|
|
|
|
|
|
using accscalar_t = opmath_t<scalar_t>;
|
|
|
|
|
int i;
|
|
|
|
|
accscalar_t ans, ax, c, yc, r, t, y, z;
|
|
|
|
|
accscalar_t pk, pkm1, pkm2, qk, qkm1, qkm2;
|
|
|
|
|
const int MAXITER = 2000;
|
|
|
|
|
const accscalar_t MACHEP = 5.9604644775390625E-8;
|
|
|
|
|
const accscalar_t BIG = 16777216.;
|
|
|
|
|
const accscalar_t BIGINV = 5.9604644775390625E-8;
|
|
|
|
|
|
|
|
|
|
ax = _igam_helper_fac(a, x);
|
|
|
|
|
if (ax == 0.0) {
|
|
|
|
|
return 0.0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/* continued fraction */
|
|
|
|
|
y = 1.0 - a;
|
|
|
|
|
z = x + y + 1.0;
|
|
|
|
|
c = 0.0;
|
|
|
|
|
pkm2 = 1.0;
|
|
|
|
|
qkm2 = x;
|
|
|
|
|
pkm1 = x + 1.0;
|
|
|
|
|
qkm1 = z * x;
|
|
|
|
|
ans = pkm1 / qkm1;
|
|
|
|
|
|
|
|
|
|
for (i = 0; i < MAXITER; i++) {
|
|
|
|
|
c += 1.0;
|
|
|
|
|
y += 1.0;
|
|
|
|
|
z += 2.0;
|
|
|
|
|
yc = y * c;
|
|
|
|
|
pk = pkm1 * z - pkm2 * yc;
|
|
|
|
|
qk = qkm1 * z - qkm2 * yc;
|
|
|
|
|
if (qk != 0) {
|
|
|
|
|
r = pk / qk;
|
|
|
|
|
t = ::fabs((ans - r) / r);
|
|
|
|
|
ans = r;
|
|
|
|
|
} else {
|
|
|
|
|
t = 1.0;
|
|
|
|
|
}
|
|
|
|
|
pkm2 = pkm1;
|
|
|
|
|
pkm1 = pk;
|
|
|
|
|
qkm2 = qkm1;
|
|
|
|
|
qkm1 = qk;
|
|
|
|
|
if (::fabs(pk) > BIG) {
|
|
|
|
|
pkm2 *= BIGINV;
|
|
|
|
|
pkm1 *= BIGINV;
|
|
|
|
|
qkm2 *= BIGINV;
|
|
|
|
|
qkm1 *= BIGINV;
|
|
|
|
|
}
|
|
|
|
|
if (t <= MACHEP) {
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
return ans * ax;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <typename scalar_t>
|
|
|
|
|
scalar_t calc_igammac(scalar_t a, scalar_t x) {
|
|
|
|
|
/* the calculation of the regularized upper incomplete gamma function
|
|
|
|
|
* is done differently based on the values of a and x:
|
|
|
|
|
* - if x and/or a is at the boundary of defined region, then assign the
|
|
|
|
|
* result at the boundary
|
|
|
|
|
* - if a is large and a ~ x, then using Uniform Asymptotic Expansions for
|
|
|
|
|
* Large Parameter (see DLMF 8.12.4 [igam1])
|
|
|
|
|
* - if x > 1.1 and x < a, using the subtraction from the regularized lower
|
|
|
|
|
* incomplete gamma
|
|
|
|
|
* - otherwise, calculate the series from [igam2] eq (5)
|
|
|
|
|
*/
|
|
|
|
|
|
|
|
|
|
using accscalar_t = opmath_t<scalar_t>;
|
|
|
|
|
accscalar_t absxma_a;
|
|
|
|
|
|
|
|
|
|
const accscalar_t SMALL = 20.0;
|
|
|
|
|
const accscalar_t LARGE = 200.0;
|
|
|
|
|
const accscalar_t SMALLRATIO = 0.3;
|
|
|
|
|
const accscalar_t LARGERATIO = 4.5;
|
|
|
|
|
|
|
|
|
|
if ((x < 0) || (a < 0)) {
|
|
|
|
|
// out of defined-region of the function
|
|
|
|
|
return NAN;
|
|
|
|
|
} else if (a == 0) {
|
|
|
|
|
if (x > 0) {
|
|
|
|
|
return 0.0;
|
|
|
|
|
} else {
|
|
|
|
|
return NAN;
|
|
|
|
|
}
|
|
|
|
|
} else if (x == 0) {
|
|
|
|
|
return 1.0;
|
|
|
|
|
} else if (isinf(a)) {
|
|
|
|
|
if (isinf(x)) {
|
|
|
|
|
return NAN;
|
|
|
|
|
}
|
|
|
|
|
return 1.0;
|
|
|
|
|
} else if (isinf(x)) {
|
|
|
|
|
return 0.0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
absxma_a = ::fabs(x - a) / a;
|
|
|
|
|
if ((a > SMALL) && (a < LARGE) && (absxma_a < SMALLRATIO)) {
|
|
|
|
|
return _igam_helper_asymptotic_series(a, x, 0);
|
|
|
|
|
} else if ((a > LARGE) && (absxma_a < LARGERATIO / ::sqrt(a))) {
|
|
|
|
|
return _igam_helper_asymptotic_series(a, x, 0);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (x > 1.1) {
|
|
|
|
|
if (x < a) {
|
|
|
|
|
return 1.0 - _igam_helper_series(a, x);
|
|
|
|
|
} else {
|
|
|
|
|
return _igamc_helper_continued_fraction(a, x);
|
|
|
|
|
}
|
|
|
|
|
} else if (x <= 0.5) {
|
|
|
|
|
if (-0.4 / ::log(x) < a) {
|
|
|
|
|
return 1.0 - _igam_helper_series(a, x);
|
|
|
|
|
} else {
|
|
|
|
|
return _igamc_helper_series(a, x);
|
|
|
|
|
}
|
|
|
|
|
} else {
|
|
|
|
|
if (x * 1.1 < a) {
|
|
|
|
|
return 1.0 - _igam_helper_series(a, x);
|
|
|
|
|
} else {
|
|
|
|
|
return _igamc_helper_series(a, x);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
template <typename scalar_t>
|
|
|
|
|
scalar_t calc_igamma(scalar_t a, scalar_t x) {
|
|
|
|
|
/* the calculation of the regularized lower incomplete gamma function
|
|
|
|
|
* is done differently based on the values of a and x:
|
|
|
|
|
* - if x and/or a is at the boundary of defined region, then assign the
|
|
|
|
|
* result at the boundary
|
|
|
|
|
* - if a is large and a ~ x, then using Uniform Asymptotic Expansions for
|
|
|
|
|
* Large Parameter (see DLMF 8.12.3 [igam1])
|
|
|
|
|
* - if x > 1 and x > a, using the subtraction from the regularized upper
|
|
|
|
|
* incomplete gamma
|
|
|
|
|
* - otherwise, calculate the series from [igam2] eq (4)
|
|
|
|
|
*/
|
|
|
|
|
|
|
|
|
|
using accscalar_t = opmath_t<scalar_t>;
|
|
|
|
|
accscalar_t absxma_a;
|
|
|
|
|
const accscalar_t SMALL = 20.0;
|
|
|
|
|
const accscalar_t LARGE = 200.0;
|
|
|
|
|
const accscalar_t SMALLRATIO = 0.3;
|
|
|
|
|
const accscalar_t LARGERATIO = 4.5;
|
|
|
|
|
|
|
|
|
|
// boundary values following SciPy
|
|
|
|
|
if ((x < 0) || (a < 0)) {
|
|
|
|
|
// out of defined-region of the function
|
|
|
|
|
return NAN;
|
|
|
|
|
} else if (a == 0) {
|
|
|
|
|
if (x > 0) {
|
|
|
|
|
return 1.0;
|
|
|
|
|
} else {
|
|
|
|
|
return NAN;
|
|
|
|
|
}
|
|
|
|
|
} else if (x == 0) {
|
|
|
|
|
return 0.0; // zero integration limit
|
|
|
|
|
} else if (isinf(a)) {
|
|
|
|
|
if (isinf(x)) {
|
|
|
|
|
return NAN;
|
|
|
|
|
}
|
|
|
|
|
return 0.0;
|
|
|
|
|
} else if (isinf(x)) {
|
|
|
|
|
return 1.0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/* Asymptotic regime where a ~ x. */
|
|
|
|
|
absxma_a = ::fabs(x - a) / a;
|
|
|
|
|
if ((a > SMALL) && (a < LARGE) && (absxma_a < SMALLRATIO)) {
|
|
|
|
|
return _igam_helper_asymptotic_series(a, x, 1);
|
|
|
|
|
} else if ((a > LARGE) && (absxma_a < LARGERATIO / ::sqrt(a))) {
|
|
|
|
|
return _igam_helper_asymptotic_series(a, x, 1);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if ((x > 1.0) && (x > a)) {
|
|
|
|
|
return 1.0 - calc_igammac(a, x);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
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return _igam_helper_series(a, x);
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}
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} // namespace
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// end of regularized lower & upper incomplete gamma
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namespace c10 {
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namespace metal {
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template <typename T>
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inline T igamma(T a, T b) {
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return calc_igamma(a, b);
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}
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template <typename T>
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inline T igammac(T a, T b) {
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return calc_igammac(a, b);
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}
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} // namespace metal
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} // namespace c10
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