tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
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#pragma once
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/**
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* @file GammaPoisson.h
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* @author bab2min (bab2min@gmail.com)
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* @brief
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* @version 0.2.0
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* @date 2020-06-22
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*
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* @copyright Copyright (c) 2020
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*
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*/
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#ifndef EIGENRAND_DISTS_GAMMAPOISSON_H
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#define EIGENRAND_DISTS_GAMMAPOISSON_H
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#include <memory>
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#include <iterator>
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#include <limits>
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namespace Eigen
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{
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namespace internal
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{
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template<typename Scalar, typename Rng>
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struct scalar_negative_binomial_dist_op : public scalar_gamma_dist_op<float, Rng>
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{
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static_assert(std::is_same<Scalar, int32_t>::value, "uniformInt needs integral types.");
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scalar_negative_binomial_dist_op(const Rng& _rng, Scalar _trials = 1, double _p = 0.5)
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: scalar_gamma_dist_op<float, Rng>{ _rng, (float)_trials, (float)((1 - _p) / _p) }
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{
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}
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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float v = scalar_gamma_dist_op<float, Rng>::operator()();
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return scalar_poisson_dist_op<Scalar, Rng>{ this->rng, v }();
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}
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
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{
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using ur_base = scalar_uniform_real_op<float, Rng>;
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using PacketType = decltype(reinterpret_to_float(std::declval<Packet>()));
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auto mean = scalar_gamma_dist_op<float, Rng>::template packetOp<PacketType>();
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auto res = pset1<Packet>(0);
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PacketType val = pset1<PacketType>(1), pne_mean = pexp(pnegate(mean));
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if (pmovemask(pcmplt(pset1<PacketType>(12), mean)) == 0)
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{
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while (1)
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{
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val = pmul(val, ur_base::template packetOp<PacketType>());
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auto c = reinterpret_to_int(pcmplt(pne_mean, val));
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if (pmovemask(c) == 0) break;
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res = padd(res, pnegate(c));
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}
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return res;
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}
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else
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{
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auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
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thread_local PacketType cache_rest;
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thread_local int cache_rest_cnt;
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thread_local const scalar_negative_binomial_dist_op* cache_ptr = nullptr;
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if (cache_ptr != this)
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{
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cache_ptr = this;
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cache_rest = pset1<PacketType>(0);
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cache_rest_cnt = 0;
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}
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const PacketType ppi = pset1<PacketType>(constant::pi),
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psqrt_tmean = psqrt(pmul(pset1<PacketType>(2), mean)),
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plog_mean = plog(mean),
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pg1 = psub(pmul(mean, plog_mean), plgamma(padd(mean, pset1<PacketType>(1))));
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while (1)
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{
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PacketType fres, yx, psin, pcos;
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psincos(pmul(ppi, ur_base::template packetOp<PacketType>()), psin, pcos);
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yx = pdiv(psin, pcos);
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fres = ptruncate(padd(pmul(psqrt_tmean, yx), mean));
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auto p1 = pmul(padd(pmul(yx, yx), pset1<PacketType>(1)), pset1<PacketType>(0.9));
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auto p2 = pexp(psub(psub(pmul(fres, plog_mean), plgamma(padd(fres, pset1<PacketType>(1)))), pg1));
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auto c1 = pcmple(pset1<PacketType>(0), fres);
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auto c2 = pcmple(ur_base::template packetOp<PacketType>(), pmul(p1, p2));
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auto cands = fres;
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bool full = false;
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cache_rest_cnt = cm.compress_append(cands, pand(c1, c2),
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cache_rest, cache_rest_cnt, full);
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if (full) return pcast<PacketType, Packet>(cands);
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}
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}
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}
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};
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template<typename Scalar, typename Urng>
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struct functor_traits<scalar_negative_binomial_dist_op<Scalar, Urng> >
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{
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
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};
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}
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}
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#endif
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/**
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* @file NormalExp.h
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* @author bab2min (bab2min@gmail.com)
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* @brief
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* @version 0.2.0
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* @date 2020-06-22
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*
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* @copyright Copyright (c) 2020
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*
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*/
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#ifndef EIGENRAND_DISTS_NORMAL_EXP_H
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#define EIGENRAND_DISTS_NORMAL_EXP_H
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namespace Eigen
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{
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namespace internal
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{
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template<typename Scalar, typename Rng>
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struct scalar_norm_dist_op : public scalar_uniform_real_op<Scalar, Rng>
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{
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static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
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using ur_base = scalar_uniform_real_op<Scalar, Rng>;
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using ur_base::scalar_uniform_real_op;
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
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{
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thread_local Scalar cache;
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thread_local const scalar_norm_dist_op* cache_ptr = nullptr;
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if (cache_ptr == this)
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{
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cache_ptr = nullptr;
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return cache;
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}
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cache_ptr = this;
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Scalar v1, v2, sx;
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while (1)
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{
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v1 = 2 * ur_base::operator()() - 1;
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v2 = 2 * ur_base::operator()() - 1;
|
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sx = v1 * v1 + v2 * v2;
|
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if (sx && sx < 1) break;
|
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}
|
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Scalar fx = std::sqrt((Scalar)-2.0 * std::log(sx) / sx);
|
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cache = fx * v2;
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return fx * v1;
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}
|
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template<typename Packet>
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EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
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{
|
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thread_local Packet cache;
|
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thread_local const scalar_norm_dist_op* cache_ptr = nullptr;
|
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if (cache_ptr == this)
|
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{
|
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cache_ptr = nullptr;
|
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return cache;
|
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}
|
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cache_ptr = this;
|
63
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Packet u1 = ur_base::template packetOp<Packet>(),
|
64
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u2 = ur_base::template packetOp<Packet>();
|
65
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|
66
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u1 = psub(pset1<Packet>(1), u1);
|
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|
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auto radius = psqrt(pmul(pset1<Packet>(-2), plog(u1)));
|
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auto theta = pmul(pset1<Packet>(2 * constant::pi), u2);
|
70
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Packet sintheta, costheta;
|
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|
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psincos(theta, sintheta, costheta);
|
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cache = pmul(radius, costheta);
|
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return pmul(radius, sintheta);
|
75
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}
|
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};
|
77
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+
|
78
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template<typename Scalar, typename Urng>
|
79
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struct functor_traits<scalar_norm_dist_op<Scalar, Urng> >
|
80
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{
|
81
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enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
82
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};
|
83
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+
|
84
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template<typename Scalar, typename Rng>
|
85
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struct scalar_norm_dist2_op : public scalar_norm_dist_op<Scalar, Rng>
|
86
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+
{
|
87
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static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
|
88
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+
|
89
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+
Scalar mean = 0, stdev = 1;
|
90
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+
|
91
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+
scalar_norm_dist2_op(const Rng& _rng,
|
92
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Scalar _mean = 0, Scalar _stdev = 1)
|
93
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+
: scalar_norm_dist_op<Scalar, Rng>{ _rng },
|
94
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mean{ _mean }, stdev{ _stdev }
|
95
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+
{
|
96
|
+
}
|
97
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+
|
98
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+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
99
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+
{
|
100
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+
return scalar_norm_dist_op<Scalar, Rng>::operator()() * stdev + mean;
|
101
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+
}
|
102
|
+
|
103
|
+
template<typename Packet>
|
104
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
105
|
+
{
|
106
|
+
return padd(pmul(
|
107
|
+
scalar_norm_dist_op<Scalar, Rng>::template packetOp<Packet>(),
|
108
|
+
pset1<Packet>(stdev)
|
109
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+
), pset1<Packet>(mean));
|
110
|
+
}
|
111
|
+
};
|
112
|
+
|
113
|
+
template<typename Scalar, typename Urng>
|
114
|
+
struct functor_traits<scalar_norm_dist2_op<Scalar, Urng> >
|
115
|
+
{
|
116
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
117
|
+
};
|
118
|
+
|
119
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+
template<typename Scalar, typename Rng>
|
120
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+
struct scalar_lognorm_dist_op : public scalar_norm_dist2_op<Scalar, Rng>
|
121
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+
{
|
122
|
+
static_assert(std::is_floating_point<Scalar>::value, "lognormalDist needs floating point types.");
|
123
|
+
|
124
|
+
using scalar_norm_dist2_op<Scalar, Rng>::scalar_norm_dist2_op;
|
125
|
+
|
126
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
127
|
+
{
|
128
|
+
return std::exp(scalar_norm_dist2_op<Scalar, Rng>::operator()());
|
129
|
+
}
|
130
|
+
|
131
|
+
template<typename Packet>
|
132
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
133
|
+
{
|
134
|
+
return pexp(scalar_norm_dist2_op<Scalar, Rng>::template packetOp<Packet>());
|
135
|
+
}
|
136
|
+
};
|
137
|
+
|
138
|
+
template<typename Scalar, typename Urng>
|
139
|
+
struct functor_traits<scalar_lognorm_dist_op<Scalar, Urng> >
|
140
|
+
{
|
141
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
142
|
+
};
|
143
|
+
|
144
|
+
template<typename Scalar, typename Rng>
|
145
|
+
struct scalar_student_t_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
146
|
+
{
|
147
|
+
static_assert(std::is_floating_point<Scalar>::value, "normalDist needs floating point types.");
|
148
|
+
using ur_base = scalar_uniform_real_op<Scalar, Rng>;
|
149
|
+
|
150
|
+
Scalar n;
|
151
|
+
|
152
|
+
scalar_student_t_dist_op(const Rng& _rng, Scalar _n = 1)
|
153
|
+
: ur_base{ _rng }, n{ _n }
|
154
|
+
{
|
155
|
+
}
|
156
|
+
|
157
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
158
|
+
{
|
159
|
+
Scalar v1, v2, sx;
|
160
|
+
while (1)
|
161
|
+
{
|
162
|
+
v1 = 2 * ur_base::operator()() - 1;
|
163
|
+
v2 = 2 * ur_base::operator()() - 1;
|
164
|
+
sx = v1 * v1 + v2 * v2;
|
165
|
+
if (sx && sx < 1) break;
|
166
|
+
}
|
167
|
+
|
168
|
+
Scalar fx = std::sqrt(n * (std::pow(sx, -2 / n) - 1) / sx);
|
169
|
+
return fx * v1;
|
170
|
+
}
|
171
|
+
|
172
|
+
template<typename Packet>
|
173
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
174
|
+
{
|
175
|
+
Packet u1 = ur_base::template packetOp<Packet>(),
|
176
|
+
u2 = ur_base::template packetOp<Packet>();
|
177
|
+
|
178
|
+
u1 = psub(pset1<Packet>(1), u1);
|
179
|
+
auto pn = pset1<Packet>(n);
|
180
|
+
auto radius = psqrt(pmul(pn,
|
181
|
+
psub(pexp(pmul(plog(u1), pset1<Packet>(-2 / n))), pset1<Packet>(1))
|
182
|
+
));
|
183
|
+
auto theta = pmul(pset1<Packet>(2 * constant::pi), u2);
|
184
|
+
Packet sintheta, costheta;
|
185
|
+
|
186
|
+
//psincos(theta, sintheta, costheta);
|
187
|
+
return pmul(radius, psin(theta));
|
188
|
+
}
|
189
|
+
};
|
190
|
+
|
191
|
+
template<typename Scalar, typename Urng>
|
192
|
+
struct functor_traits<scalar_student_t_dist_op<Scalar, Urng> >
|
193
|
+
{
|
194
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
195
|
+
};
|
196
|
+
|
197
|
+
template<typename Scalar, typename Rng>
|
198
|
+
struct scalar_exp_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
199
|
+
{
|
200
|
+
static_assert(std::is_floating_point<Scalar>::value, "expDist needs floating point types.");
|
201
|
+
|
202
|
+
Scalar lambda = 1;
|
203
|
+
|
204
|
+
scalar_exp_dist_op(const Rng& _rng, Scalar _lambda = 1)
|
205
|
+
: scalar_uniform_real_op<Scalar, Rng>{ _rng }, lambda{ _lambda }
|
206
|
+
{
|
207
|
+
}
|
208
|
+
|
209
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
210
|
+
{
|
211
|
+
return -std::log(1 - scalar_uniform_real_op<Scalar, Rng>::operator()()) / lambda;
|
212
|
+
}
|
213
|
+
|
214
|
+
template<typename Packet>
|
215
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
216
|
+
{
|
217
|
+
return pnegate(pdiv(plog(
|
218
|
+
psub(pset1<Packet>(1), scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>())
|
219
|
+
), pset1<Packet>(lambda)));
|
220
|
+
}
|
221
|
+
};
|
222
|
+
|
223
|
+
template<typename Scalar, typename Urng>
|
224
|
+
struct functor_traits<scalar_exp_dist_op<Scalar, Urng> >
|
225
|
+
{
|
226
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
227
|
+
};
|
228
|
+
|
229
|
+
template<typename Scalar, typename Rng>
|
230
|
+
struct scalar_gamma_dist_op : public scalar_exp_dist_op<Scalar, Rng>
|
231
|
+
{
|
232
|
+
static_assert(std::is_floating_point<Scalar>::value, "gammaDist needs floating point types.");
|
233
|
+
|
234
|
+
Scalar alpha, beta, px, sqrt;
|
235
|
+
|
236
|
+
scalar_gamma_dist_op(const Rng& _rng, Scalar _alpha = 1, Scalar _beta = 1)
|
237
|
+
: scalar_exp_dist_op<Scalar, Rng>{ _rng }, alpha{ _alpha }, beta{ _beta }
|
238
|
+
{
|
239
|
+
px = constant::e / (alpha + constant::e);
|
240
|
+
sqrt = std::sqrt(2 * alpha - 1);
|
241
|
+
}
|
242
|
+
|
243
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
244
|
+
{
|
245
|
+
using ur_base = scalar_uniform_real_op<Scalar, Rng>;
|
246
|
+
if (alpha < 1)
|
247
|
+
{
|
248
|
+
Scalar ux, vx, xx, qx;
|
249
|
+
while (1)
|
250
|
+
{
|
251
|
+
ux = ur_base::operator()();
|
252
|
+
vx = this->nzur_scalar();
|
253
|
+
|
254
|
+
if (ux < px)
|
255
|
+
{
|
256
|
+
xx = std::pow(vx, 1 / alpha);
|
257
|
+
qx = std::exp(-xx);
|
258
|
+
}
|
259
|
+
else
|
260
|
+
{
|
261
|
+
xx = 1 - std::log(vx);
|
262
|
+
qx = std::pow(xx, alpha - 1);
|
263
|
+
}
|
264
|
+
|
265
|
+
if (ur_base::operator()() < qx)
|
266
|
+
{
|
267
|
+
return beta * xx;
|
268
|
+
}
|
269
|
+
}
|
270
|
+
}
|
271
|
+
if (alpha == 1)
|
272
|
+
{
|
273
|
+
return beta * scalar_exp_dist_op<Scalar, Rng>::operator()();
|
274
|
+
}
|
275
|
+
int count;
|
276
|
+
if ((count = alpha) == alpha && count < 20)
|
277
|
+
{
|
278
|
+
Scalar yx;
|
279
|
+
yx = this->nzur_scalar();
|
280
|
+
while (--count)
|
281
|
+
{
|
282
|
+
yx *= this->nzur_scalar();
|
283
|
+
}
|
284
|
+
return -beta * std::log(yx);
|
285
|
+
}
|
286
|
+
|
287
|
+
while (1)
|
288
|
+
{
|
289
|
+
Scalar yx, xx;
|
290
|
+
yx = std::tan(constant::pi * ur_base::operator()());
|
291
|
+
xx = sqrt * yx + alpha - 1;
|
292
|
+
if (xx <= 0) continue;
|
293
|
+
if (ur_base::operator()() <= (1 + yx * yx)
|
294
|
+
* std::exp((alpha - 1) * std::log(xx / (alpha - 1)) - sqrt * yx))
|
295
|
+
{
|
296
|
+
return beta * xx;
|
297
|
+
}
|
298
|
+
}
|
299
|
+
}
|
300
|
+
|
301
|
+
template<typename Packet>
|
302
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
303
|
+
{
|
304
|
+
using RUtils = RandUtils<Packet, Rng>;
|
305
|
+
auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
|
306
|
+
|
307
|
+
RUtils ru;
|
308
|
+
thread_local Packet cache_rest;
|
309
|
+
thread_local int cache_rest_cnt;
|
310
|
+
thread_local const scalar_gamma_dist_op* cache_ptr = nullptr;
|
311
|
+
if (cache_ptr != this)
|
312
|
+
{
|
313
|
+
cache_ptr = this;
|
314
|
+
cache_rest = pset1<Packet>(0);
|
315
|
+
cache_rest_cnt = 0;
|
316
|
+
}
|
317
|
+
|
318
|
+
if (alpha < 1)
|
319
|
+
{
|
320
|
+
while (1)
|
321
|
+
{
|
322
|
+
Packet ux = ru.uniform_real(this->rng);
|
323
|
+
Packet vx = ru.nonzero_uniform_real(this->rng);
|
324
|
+
|
325
|
+
Packet xx = pexp(pmul(pset1<Packet>(1 / alpha), plog(vx)));
|
326
|
+
Packet qx = pexp(pnegate(xx));
|
327
|
+
|
328
|
+
Packet xx2 = psub(pset1<Packet>(1), plog(vx));
|
329
|
+
Packet qx2 = pexp(pmul(plog(xx2), pset1<Packet>(alpha - 1)));
|
330
|
+
|
331
|
+
auto c = pcmplt(ux, pset1<Packet>(px));
|
332
|
+
xx = pblendv(c, xx, xx2);
|
333
|
+
qx = pblendv(c, qx, qx2);
|
334
|
+
|
335
|
+
ux = ru.uniform_real(this->rng);
|
336
|
+
Packet cands = pmul(pset1<Packet>(beta), xx);
|
337
|
+
bool full = false;
|
338
|
+
cache_rest_cnt = cm.compress_append(cands, pcmplt(ux, qx),
|
339
|
+
cache_rest, cache_rest_cnt, full);
|
340
|
+
if (full) return cands;
|
341
|
+
}
|
342
|
+
}
|
343
|
+
if (alpha == 1)
|
344
|
+
{
|
345
|
+
return pmul(pset1<Packet>(beta),
|
346
|
+
scalar_exp_dist_op<Scalar, Rng>::template packetOp<Packet>()
|
347
|
+
);
|
348
|
+
}
|
349
|
+
int count;
|
350
|
+
if ((count = alpha) == alpha && count < 20)
|
351
|
+
{
|
352
|
+
RUtils ru;
|
353
|
+
Packet ux, yx;
|
354
|
+
yx = ru.nonzero_uniform_real(this->rng);
|
355
|
+
while (--count)
|
356
|
+
{
|
357
|
+
yx = pmul(yx, ru.nonzero_uniform_real(this->rng));
|
358
|
+
}
|
359
|
+
return pnegate(pmul(pset1<Packet>(beta), plog(yx)));
|
360
|
+
}
|
361
|
+
else
|
362
|
+
{
|
363
|
+
while (1)
|
364
|
+
{
|
365
|
+
Packet alpha_1 = pset1<Packet>(alpha - 1);
|
366
|
+
Packet ys, yc;
|
367
|
+
psincos(pmul(pset1<Packet>(constant::pi), ru.uniform_real(this->rng)), ys, yc);
|
368
|
+
Packet yx = pdiv(ys, yc);
|
369
|
+
Packet xx = padd(pmul(pset1<Packet>(sqrt), yx), alpha_1);
|
370
|
+
auto c = pcmplt(pset1<Packet>(0), xx);
|
371
|
+
Packet ux = ru.uniform_real(this->rng);
|
372
|
+
Packet ub = pmul(padd(pmul(yx, yx), pset1<Packet>(1)),
|
373
|
+
pexp(psub(
|
374
|
+
pmul(alpha_1, plog(pdiv(xx, alpha_1))),
|
375
|
+
pmul(yx, pset1<Packet>(sqrt))
|
376
|
+
))
|
377
|
+
);
|
378
|
+
c = pand(c, pcmple(ux, ub));
|
379
|
+
Packet cands = pmul(pset1<Packet>(beta), xx);
|
380
|
+
bool full = false;
|
381
|
+
cache_rest_cnt = cm.compress_append(cands, c,
|
382
|
+
cache_rest, cache_rest_cnt, full);
|
383
|
+
if (full) return cands;
|
384
|
+
}
|
385
|
+
}
|
386
|
+
}
|
387
|
+
};
|
388
|
+
|
389
|
+
template<typename Scalar, typename Urng>
|
390
|
+
struct functor_traits<scalar_gamma_dist_op<Scalar, Urng> >
|
391
|
+
{
|
392
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
393
|
+
};
|
394
|
+
|
395
|
+
template<typename Scalar, typename Rng>
|
396
|
+
struct scalar_weibull_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
397
|
+
{
|
398
|
+
static_assert(std::is_floating_point<Scalar>::value, "weilbullDist needs floating point types.");
|
399
|
+
|
400
|
+
Scalar a = 1, b = 1;
|
401
|
+
|
402
|
+
scalar_weibull_dist_op(const Rng& _rng, Scalar _a = 1, Scalar _b = 1)
|
403
|
+
: scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
|
404
|
+
{
|
405
|
+
}
|
406
|
+
|
407
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
408
|
+
{
|
409
|
+
return std::pow(-std::log(1 - scalar_uniform_real_op<Scalar, Rng>::operator()()), 1 / a) * b;
|
410
|
+
}
|
411
|
+
|
412
|
+
template<typename Packet>
|
413
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
414
|
+
{
|
415
|
+
return pmul(pexp(pmul(plog(pnegate(plog(
|
416
|
+
psub(pset1<Packet>(1), scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>())
|
417
|
+
))), pset1<Packet>(1 / a))), pset1<Packet>(b));
|
418
|
+
}
|
419
|
+
};
|
420
|
+
|
421
|
+
template<typename Scalar, typename Urng>
|
422
|
+
struct functor_traits<scalar_weibull_dist_op<Scalar, Urng> >
|
423
|
+
{
|
424
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
425
|
+
};
|
426
|
+
|
427
|
+
template<typename Scalar, typename Rng>
|
428
|
+
struct scalar_extreme_value_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
429
|
+
{
|
430
|
+
static_assert(std::is_floating_point<Scalar>::value, "extremeValueDist needs floating point types.");
|
431
|
+
|
432
|
+
Scalar a = 0, b = 1;
|
433
|
+
|
434
|
+
scalar_extreme_value_dist_op(const Rng& _rng, Scalar _a = 0, Scalar _b = 1)
|
435
|
+
: scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
|
436
|
+
{
|
437
|
+
}
|
438
|
+
|
439
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
440
|
+
{
|
441
|
+
return (a - b * std::log(-std::log(this->nzur_scalar())));
|
442
|
+
}
|
443
|
+
|
444
|
+
template<typename Packet>
|
445
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
446
|
+
{
|
447
|
+
using RUtils = RandUtils<Packet, Rng>;
|
448
|
+
return psub(pset1<Packet>(a),
|
449
|
+
pmul(plog(pnegate(plog(RUtils{}.nonzero_uniform_real(this->rng)))), pset1<Packet>(b))
|
450
|
+
);
|
451
|
+
}
|
452
|
+
};
|
453
|
+
|
454
|
+
template<typename Scalar, typename Urng>
|
455
|
+
struct functor_traits<scalar_extreme_value_dist_op<Scalar, Urng> >
|
456
|
+
{
|
457
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
458
|
+
};
|
459
|
+
|
460
|
+
template<typename Scalar, typename Rng>
|
461
|
+
struct scalar_chi_squared_dist_op : public scalar_gamma_dist_op<Scalar, Rng>
|
462
|
+
{
|
463
|
+
static_assert(std::is_floating_point<Scalar>::value, "chiSquaredDist needs floating point types.");
|
464
|
+
|
465
|
+
scalar_chi_squared_dist_op(const Rng& _rng, Scalar n = 1)
|
466
|
+
: scalar_gamma_dist_op<Scalar, Rng>{ _rng, n * Scalar(0.5), 2 }
|
467
|
+
{
|
468
|
+
}
|
469
|
+
};
|
470
|
+
|
471
|
+
template<typename Scalar, typename Urng>
|
472
|
+
struct functor_traits<scalar_chi_squared_dist_op<Scalar, Urng> >
|
473
|
+
{
|
474
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
475
|
+
};
|
476
|
+
|
477
|
+
template<typename Scalar, typename Rng>
|
478
|
+
struct scalar_cauchy_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
479
|
+
{
|
480
|
+
static_assert(std::is_floating_point<Scalar>::value, "cauchyDist needs floating point types.");
|
481
|
+
|
482
|
+
Scalar a = 0, b = 1;
|
483
|
+
|
484
|
+
scalar_cauchy_dist_op(const Rng& _rng, Scalar _a = 0, Scalar _b = 1)
|
485
|
+
: scalar_uniform_real_op<Scalar, Rng>{ _rng }, a{ _a }, b{ _b }
|
486
|
+
{
|
487
|
+
}
|
488
|
+
|
489
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
490
|
+
{
|
491
|
+
return a + b * std::tan(constant::pi * (scalar_uniform_real_op<Scalar, Rng>::operator()() - 0.5));
|
492
|
+
}
|
493
|
+
|
494
|
+
template<typename Packet>
|
495
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
496
|
+
{
|
497
|
+
Packet s, c;
|
498
|
+
psincos(pmul(pset1<Packet>(constant::pi),
|
499
|
+
psub(scalar_uniform_real_op<Scalar, Rng>::template packetOp<Packet>(), pset1<Packet>(0.5))
|
500
|
+
), s, c);
|
501
|
+
return padd(pset1<Packet>(a),
|
502
|
+
pmul(pset1<Packet>(b), pdiv(s, c))
|
503
|
+
);
|
504
|
+
}
|
505
|
+
};
|
506
|
+
|
507
|
+
template<typename Scalar, typename Urng>
|
508
|
+
struct functor_traits<scalar_cauchy_dist_op<Scalar, Urng> >
|
509
|
+
{
|
510
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
511
|
+
};
|
512
|
+
|
513
|
+
template<typename Scalar, typename Rng>
|
514
|
+
struct scalar_beta_dist_op : public scalar_uniform_real_op<Scalar, Rng>
|
515
|
+
{
|
516
|
+
static_assert(std::is_floating_point<Scalar>::value, "betaDist needs floating point types.");
|
517
|
+
using ur_base = scalar_uniform_real_op<Scalar, Rng>;
|
518
|
+
|
519
|
+
Scalar a, b;
|
520
|
+
scalar_gamma_dist_op<Scalar, Rng> gd1, gd2;
|
521
|
+
|
522
|
+
scalar_beta_dist_op(const Rng& _rng, Scalar _a = 1, Scalar _b = 1)
|
523
|
+
: ur_base{ _rng }, a{ _a }, b{ _b },
|
524
|
+
gd1{ _rng, _a }, gd2{ _rng, _b }
|
525
|
+
{
|
526
|
+
}
|
527
|
+
|
528
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
529
|
+
{
|
530
|
+
if (a < 1 && b < 1)
|
531
|
+
{
|
532
|
+
Scalar x, p1, p2;
|
533
|
+
while(1)
|
534
|
+
{
|
535
|
+
p1 = std::pow(ur_base::operator()(), 1 / a);
|
536
|
+
p2 = std::pow(ur_base::operator()(), 1 / b);
|
537
|
+
x = p1 + p2;
|
538
|
+
if (x <= 1) break;
|
539
|
+
}
|
540
|
+
return p1 / x;
|
541
|
+
}
|
542
|
+
else
|
543
|
+
{
|
544
|
+
Scalar p1 = gd1(), p2 = gd2();
|
545
|
+
return p1 / (p1 + p2);
|
546
|
+
}
|
547
|
+
}
|
548
|
+
|
549
|
+
template<typename Packet>
|
550
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
551
|
+
{
|
552
|
+
if (a < 1 && b < 1)
|
553
|
+
{
|
554
|
+
auto& cm = Rand::detail::CompressMask<sizeof(Packet)>::get_inst();
|
555
|
+
|
556
|
+
thread_local Packet cache_rest;
|
557
|
+
thread_local int cache_rest_cnt;
|
558
|
+
thread_local const scalar_beta_dist_op* cache_ptr = nullptr;
|
559
|
+
if (cache_ptr != this)
|
560
|
+
{
|
561
|
+
cache_ptr = this;
|
562
|
+
cache_rest = pset1<Packet>(0);
|
563
|
+
cache_rest_cnt = 0;
|
564
|
+
}
|
565
|
+
|
566
|
+
Packet x, p1, p2;
|
567
|
+
while (1)
|
568
|
+
{
|
569
|
+
p1 = pexp(pmul(plog(ur_base::template packetOp<Packet>()), pset1<Packet>(1 / a)));
|
570
|
+
p2 = pexp(pmul(plog(ur_base::template packetOp<Packet>()), pset1<Packet>(1 / b)));
|
571
|
+
x = padd(p1, p2);
|
572
|
+
Packet cands = pdiv(p1, x);
|
573
|
+
bool full = false;
|
574
|
+
cache_rest_cnt = cm.compress_append(cands, pcmple(x, pset1<Packet>(1)),
|
575
|
+
cache_rest, cache_rest_cnt, full);
|
576
|
+
if (full) return cands;
|
577
|
+
}
|
578
|
+
}
|
579
|
+
else
|
580
|
+
{
|
581
|
+
auto p1 = gd1.template packetOp<Packet>(),
|
582
|
+
p2 = gd2.template packetOp<Packet>();
|
583
|
+
return pdiv(p1, padd(p1, p2));
|
584
|
+
}
|
585
|
+
}
|
586
|
+
};
|
587
|
+
|
588
|
+
template<typename Scalar, typename Urng>
|
589
|
+
struct functor_traits<scalar_beta_dist_op<Scalar, Urng> >
|
590
|
+
{
|
591
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
592
|
+
};
|
593
|
+
|
594
|
+
template<typename Scalar, typename Rng>
|
595
|
+
struct scalar_fisher_f_dist_op : public scalar_beta_dist_op<Scalar, Rng>
|
596
|
+
{
|
597
|
+
static_assert(std::is_floating_point<Scalar>::value, "chiSquaredDist needs floating point types.");
|
598
|
+
|
599
|
+
scalar_fisher_f_dist_op(const Rng& _rng, Scalar m = 1, Scalar n = 1)
|
600
|
+
: scalar_beta_dist_op<Scalar, Rng>{ _rng, m * Scalar(0.5), n * Scalar(0.5) }
|
601
|
+
{
|
602
|
+
}
|
603
|
+
|
604
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() () const
|
605
|
+
{
|
606
|
+
auto x = scalar_beta_dist_op<Scalar, Rng>::operator()();
|
607
|
+
return this->b / this->a * x / (1 - x);
|
608
|
+
}
|
609
|
+
|
610
|
+
template<typename Packet>
|
611
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp() const
|
612
|
+
{
|
613
|
+
auto x = scalar_beta_dist_op<Scalar, Rng>::template packetOp<Packet>();
|
614
|
+
return pdiv(pmul(pset1<Packet>(this->b / this->a), x), psub(pset1<Packet>(1), x));
|
615
|
+
}
|
616
|
+
};
|
617
|
+
|
618
|
+
template<typename Scalar, typename Urng>
|
619
|
+
struct functor_traits<scalar_fisher_f_dist_op<Scalar, Urng> >
|
620
|
+
{
|
621
|
+
enum { Cost = HugeCost, PacketAccess = packet_traits<Scalar>::Vectorizable, IsRepeatable = false };
|
622
|
+
};
|
623
|
+
}
|
624
|
+
}
|
625
|
+
|
626
|
+
#endif
|