casadi 3.6.4__cp312-none-win_amd64.whl → 3.6.7__cp312-none-win_amd64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- casadi/_casadi.pyd +0 -0
- casadi/bin/libtinyxml2.dll +0 -0
- casadi/blasfeo.lib +0 -0
- casadi/casadi-cli.exe +0 -0
- casadi/casadi.lib +0 -0
- casadi/casadi.py +1060 -551
- casadi/cbc.exe +0 -0
- casadi/clp.exe +0 -0
- casadi/cmake/casadi-config-version.cmake +1 -1
- casadi/cmake/highs/highs-config.cmake +7 -14
- casadi/cmake/highs/highs-targets-release.cmake +13 -13
- casadi/cmake/highs/highs-targets.cmake +11 -9
- casadi/daqp.lib +0 -0
- casadi/fatrop.lib +0 -0
- casadi/highs.exe +0 -0
- casadi/highs.lib +0 -0
- casadi/hpipm.lib +0 -0
- casadi/include/casadi/casadi.i +33 -15
- casadi/include/casadi/casadi_c.h +2 -0
- casadi/include/casadi/config.h +8 -8
- casadi/include/casadi/core/casadi_common.hpp +1 -0
- casadi/include/casadi/core/casadi_misc.hpp +52 -0
- casadi/include/casadi/core/casadi_types.hpp +3 -2
- casadi/include/casadi/core/code_generator.hpp +59 -2
- casadi/include/casadi/core/core.hpp +1 -0
- casadi/include/casadi/core/generic_expression.hpp +1 -1
- casadi/include/casadi/core/generic_type.hpp +25 -1
- casadi/include/casadi/core/global_options.hpp +2 -0
- casadi/include/casadi/core/matrix_decl.hpp +15 -0
- casadi/include/casadi/core/mx.hpp +18 -3
- casadi/include/casadi/core/optistack.hpp +23 -0
- casadi/include/casadi/core/runtime/casadi_nlp.hpp +146 -6
- casadi/include/casadi/core/runtime/casadi_ocp_block.hpp +55 -0
- casadi/include/casadi/core/runtime/casadi_oracle.hpp +44 -0
- casadi/include/casadi/core/runtime/casadi_oracle_callback.hpp +39 -0
- casadi/include/casadi/core/runtime/casadi_runtime.hpp +4 -1
- casadi/include/casadi/core/runtime/casadi_scaled_copy.hpp +31 -0
- casadi/include/casadi/core/runtime/casadi_sqpmethod.hpp +11 -1
- casadi/include/casadi/core/serializing_stream.hpp +2 -2
- casadi/include/casadi/core/sparsity.hpp +12 -3
- casadi/include/casadi/core/tools.hpp +67 -0
- casadi/include/casadi/doc.i +2386 -1539
- casadi/include/casadi/doc_merged.i +1620 -1109
- casadi/include/casadi/mem.h +1 -0
- casadi/include/daqp/api.h +46 -0
- casadi/include/daqp/auxiliary.h +29 -0
- casadi/include/daqp/bnb.h +32 -0
- casadi/include/daqp/codegen.h +18 -0
- casadi/include/daqp/constants.h +92 -0
- casadi/include/daqp/daqp.h +22 -0
- casadi/include/daqp/daqp_prox.h +18 -0
- casadi/include/daqp/factorization.h +18 -0
- casadi/include/daqp/types.h +161 -0
- casadi/include/daqp/utils.h +44 -0
- casadi/include/dlfcn.h +94 -0
- casadi/include/fatrop/auxiliary/Common.hpp +34 -0
- casadi/include/fatrop/auxiliary/DynamicLib.hpp +34 -0
- casadi/include/fatrop/auxiliary/FatropOptions.hpp +68 -0
- casadi/include/fatrop/auxiliary/FatropVector.hpp +143 -0
- casadi/include/fatrop/auxiliary/LinearAlgebra.hpp +88 -0
- casadi/include/fatrop/auxiliary/VectorUtils.hpp +54 -0
- casadi/include/fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp +493 -0
- casadi/include/fatrop/fatrop.hpp +39 -0
- casadi/include/fatrop/function_evaluation/CasadiCodegen.hpp +104 -0
- casadi/include/fatrop/function_evaluation/FunctionEvaluation.hpp +60 -0
- casadi/include/fatrop/json/json.h +946 -0
- casadi/include/fatrop/ocp/CasadiCApiUserdataWrap.hpp +87 -0
- casadi/include/fatrop/ocp/DuInfEvaluator.hpp +38 -0
- casadi/include/fatrop/ocp/FatropOCP.hpp +161 -0
- casadi/include/fatrop/ocp/FatropOCPBuilder.hpp +52 -0
- casadi/include/fatrop/ocp/FatropOCPResto.hpp +299 -0
- casadi/include/fatrop/ocp/OCP.hpp +82 -0
- casadi/include/fatrop/ocp/OCPAbstract.hpp +254 -0
- casadi/include/fatrop/ocp/OCPAdapter.hpp +197 -0
- casadi/include/fatrop/ocp/OCPCInterface.h +289 -0
- casadi/include/fatrop/ocp/OCPDims.hpp +60 -0
- casadi/include/fatrop/ocp/OCPInitializer.hpp +41 -0
- casadi/include/fatrop/ocp/OCPKKT.hpp +69 -0
- casadi/include/fatrop/ocp/OCPLSRiccati.hpp +198 -0
- casadi/include/fatrop/ocp/OCPLSScaler.hpp +66 -0
- casadi/include/fatrop/ocp/OCPLinearSolver.hpp +75 -0
- casadi/include/fatrop/ocp/OCPNoScaling.hpp +42 -0
- casadi/include/fatrop/ocp/OCPScalingMethod.hpp +42 -0
- casadi/include/fatrop/ocp/StageOCP.hpp +592 -0
- casadi/include/fatrop/ocp/StageOCPApplication.hpp +242 -0
- casadi/include/fatrop/ocp/StageOCPExpressions.hpp +182 -0
- casadi/include/fatrop/ocp/UStageEvalAbstract.hpp +168 -0
- casadi/include/fatrop/ocp/UStageOCPImpl.hpp +152 -0
- casadi/include/fatrop/quasi_newton/bfgs.hpp +159 -0
- casadi/include/fatrop/solver/AlgBuilder.hpp +76 -0
- casadi/include/fatrop/solver/AlgStrategy.hpp +33 -0
- casadi/include/fatrop/solver/FatropAlg.hpp +121 -0
- casadi/include/fatrop/solver/FatropData.hpp +188 -0
- casadi/include/fatrop/solver/FatropOptions.hpp +95 -0
- casadi/include/fatrop/solver/FatropPrinter.hpp +65 -0
- casadi/include/fatrop/solver/FatropStats.hpp +63 -0
- casadi/include/fatrop/solver/Filter.hpp +54 -0
- casadi/include/fatrop/solver/IterationData.hpp +56 -0
- casadi/include/fatrop/solver/LineSearch.hpp +86 -0
- casadi/include/fatrop/solver/NLPL1.hpp +263 -0
- casadi/include/fatrop/templates/NLPAlg.hpp +104 -0
- casadi/include/highs/HConfig.h +6 -5
- casadi/include/highs/Highs.h +93 -23
- casadi/include/highs/filereaderlp/def.hpp +19 -0
- casadi/include/highs/interfaces/highs_c_api.h +200 -24
- casadi/include/highs/io/Filereader.h +1 -1
- casadi/include/highs/io/FilereaderEms.h +1 -1
- casadi/include/highs/io/FilereaderLp.h +1 -1
- casadi/include/highs/io/FilereaderMps.h +1 -1
- casadi/include/highs/io/HMPSIO.h +1 -1
- casadi/include/highs/io/HMpsFF.h +5 -3
- casadi/include/highs/io/HighsIO.h +18 -8
- casadi/include/highs/io/LoadOptions.h +1 -1
- casadi/include/highs/ipm/IpxSolution.h +35 -0
- casadi/include/highs/ipm/IpxWrapper.h +1 -1
- casadi/include/highs/ipm/basiclu/basiclu.h +161 -0
- casadi/include/highs/ipm/basiclu/basiclu_factorize.h +247 -0
- casadi/include/highs/ipm/basiclu/basiclu_get_factors.h +108 -0
- casadi/include/highs/ipm/basiclu/basiclu_initialize.h +119 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_factorize.h +34 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_free.h +19 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_get_factors.h +34 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_initialize.h +46 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_solve_dense.h +29 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_solve_for_update.h +42 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_solve_sparse.h +32 -0
- casadi/include/highs/ipm/basiclu/basiclu_obj_update.h +31 -0
- casadi/include/highs/ipm/basiclu/basiclu_object.h +30 -0
- casadi/include/highs/ipm/basiclu/basiclu_solve_dense.h +75 -0
- casadi/include/highs/ipm/basiclu/basiclu_solve_for_update.h +169 -0
- casadi/include/highs/ipm/basiclu/basiclu_solve_sparse.h +112 -0
- casadi/include/highs/ipm/basiclu/basiclu_update.h +125 -0
- casadi/include/highs/ipm/basiclu/lu_def.h +39 -0
- casadi/include/highs/ipm/basiclu/lu_file.h +21 -0
- casadi/include/highs/ipm/basiclu/lu_internal.h +220 -0
- casadi/include/highs/ipm/basiclu/lu_list.h +168 -0
- casadi/include/highs/ipm/ipx/basiclu_kernel.h +20 -0
- casadi/include/highs/ipm/ipx/basiclu_wrapper.h +47 -0
- casadi/include/highs/ipm/ipx/basis.h +351 -0
- casadi/include/highs/ipm/ipx/conjugate_residuals.h +74 -0
- casadi/include/highs/ipm/ipx/control.h +163 -0
- casadi/include/highs/ipm/ipx/crossover.h +157 -0
- casadi/include/highs/ipm/ipx/diagonal_precond.h +45 -0
- casadi/include/highs/ipm/ipx/forrest_tomlin.h +102 -0
- casadi/include/highs/ipm/ipx/guess_basis.h +21 -0
- casadi/include/highs/ipm/ipx/indexed_vector.h +113 -0
- casadi/include/highs/ipm/ipx/info.h +27 -0
- casadi/include/highs/ipm/ipx/ipm.h +94 -0
- casadi/include/highs/ipm/ipx/ipx_c.h +47 -0
- casadi/include/highs/ipm/ipx/ipx_config.h +9 -0
- casadi/include/highs/ipm/ipx/ipx_info.h +111 -0
- casadi/include/highs/ipm/ipx/ipx_internal.h +88 -0
- casadi/include/highs/ipm/ipx/ipx_parameters.h +75 -0
- casadi/include/highs/ipm/ipx/ipx_status.h +57 -0
- casadi/include/highs/ipm/ipx/iterate.h +328 -0
- casadi/include/highs/ipm/ipx/kkt_solver.h +70 -0
- casadi/include/highs/ipm/ipx/kkt_solver_basis.h +66 -0
- casadi/include/highs/ipm/ipx/kkt_solver_diag.h +48 -0
- casadi/include/highs/ipm/ipx/linear_operator.h +26 -0
- casadi/include/highs/ipm/ipx/lp_solver.h +201 -0
- casadi/include/highs/ipm/ipx/lu_factorization.h +79 -0
- casadi/include/highs/ipm/ipx/lu_update.h +129 -0
- casadi/include/highs/ipm/ipx/maxvolume.h +54 -0
- casadi/include/highs/ipm/ipx/model.h +409 -0
- casadi/include/highs/ipm/ipx/multistream.h +52 -0
- casadi/include/highs/ipm/ipx/normal_matrix.h +44 -0
- casadi/include/highs/ipm/ipx/power_method.h +44 -0
- casadi/include/highs/ipm/ipx/sparse_matrix.h +195 -0
- casadi/include/highs/ipm/ipx/sparse_utils.h +58 -0
- casadi/include/highs/ipm/ipx/splitted_normal_matrix.h +63 -0
- casadi/include/highs/ipm/ipx/starting_basis.h +39 -0
- casadi/include/highs/ipm/ipx/symbolic_invert.h +29 -0
- casadi/include/highs/ipm/ipx/timer.h +24 -0
- casadi/include/highs/ipm/ipx/utils.h +39 -0
- casadi/include/highs/lp_data/HConst.h +20 -10
- casadi/include/highs/lp_data/HStruct.h +23 -1
- casadi/include/highs/lp_data/HighsAnalysis.h +1 -1
- casadi/include/highs/lp_data/HighsCallback.h +10 -3
- casadi/include/highs/lp_data/HighsCallbackStruct.h +31 -5
- casadi/include/highs/lp_data/HighsDebug.h +1 -1
- casadi/include/highs/lp_data/HighsInfo.h +20 -2
- casadi/include/highs/lp_data/HighsInfoDebug.h +1 -1
- casadi/include/highs/lp_data/HighsLp.h +17 -1
- casadi/include/highs/lp_data/HighsLpSolverObject.h +1 -1
- casadi/include/highs/lp_data/HighsLpUtils.h +19 -19
- casadi/include/highs/lp_data/HighsModelUtils.h +1 -1
- casadi/include/highs/lp_data/HighsOptions.h +237 -10
- casadi/include/highs/lp_data/HighsRanging.h +1 -1
- casadi/include/highs/lp_data/HighsRuntimeOptions.h +2 -2
- casadi/include/highs/lp_data/HighsSolution.h +2 -2
- casadi/include/highs/lp_data/HighsSolutionDebug.h +1 -1
- casadi/include/highs/lp_data/HighsSolve.h +3 -1
- casadi/include/highs/lp_data/HighsStatus.h +1 -1
- casadi/include/highs/mip/HighsCliqueTable.h +4 -4
- casadi/include/highs/mip/HighsConflictPool.h +1 -1
- casadi/include/highs/mip/HighsCutGeneration.h +1 -1
- casadi/include/highs/mip/HighsCutPool.h +2 -2
- casadi/include/highs/mip/HighsDebugSol.h +22 -29
- casadi/include/highs/mip/HighsDomain.h +10 -2
- casadi/include/highs/mip/HighsDomainChange.h +1 -1
- casadi/include/highs/mip/HighsDynamicRowMatrix.h +5 -3
- casadi/include/highs/mip/HighsGFkSolve.h +3 -3
- casadi/include/highs/mip/HighsImplications.h +3 -3
- casadi/include/highs/mip/HighsLpAggregator.h +1 -1
- casadi/include/highs/mip/HighsLpRelaxation.h +6 -1
- casadi/include/highs/mip/HighsMipSolver.h +4 -2
- casadi/include/highs/mip/HighsMipSolverData.h +47 -4
- casadi/include/highs/mip/HighsModkSeparator.h +2 -2
- casadi/include/highs/mip/HighsNodeQueue.h +5 -3
- casadi/include/highs/mip/HighsObjectiveFunction.h +1 -1
- casadi/include/highs/mip/HighsPathSeparator.h +2 -2
- casadi/include/highs/mip/HighsPrimalHeuristics.h +1 -1
- casadi/include/highs/mip/HighsPseudocost.h +35 -23
- casadi/include/highs/mip/HighsRedcostFixing.h +1 -1
- casadi/include/highs/mip/HighsSearch.h +2 -1
- casadi/include/highs/mip/HighsSeparation.h +1 -1
- casadi/include/highs/mip/HighsSeparator.h +1 -1
- casadi/include/highs/mip/HighsTableauSeparator.h +1 -1
- casadi/include/highs/mip/HighsTransformedLp.h +1 -1
- casadi/include/highs/model/HighsHessian.h +5 -0
- casadi/include/highs/model/HighsHessianUtils.h +2 -0
- casadi/include/highs/model/HighsModel.h +10 -1
- casadi/include/highs/parallel/HighsMutex.h +2 -1
- casadi/include/highs/parallel/HighsParallel.h +7 -2
- casadi/include/highs/parallel/HighsTask.h +1 -2
- casadi/include/highs/pdlp/CupdlpWrapper.h +93 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_cs.h +41 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_defs.h +423 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_linalg.h +183 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_proj.h +19 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_restart.h +31 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_scaling_cuda.h +28 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_solver.h +98 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_step.h +33 -0
- casadi/include/highs/pdlp/cupdlp/cupdlp_utils.c +1726 -0
- casadi/include/highs/pdqsort/pdqsort.h +532 -0
- casadi/include/highs/presolve/HPresolve.h +27 -14
- casadi/include/highs/presolve/HPresolveAnalysis.h +1 -1
- casadi/include/highs/presolve/HighsPostsolveStack.h +92 -68
- casadi/include/highs/presolve/HighsSymmetry.h +6 -5
- casadi/include/highs/presolve/ICrash.h +8 -2
- casadi/include/highs/presolve/ICrashUtil.h +1 -1
- casadi/include/highs/presolve/ICrashX.h +1 -1
- casadi/include/highs/presolve/PresolveComponent.h +1 -1
- casadi/include/highs/qpsolver/a_asm.hpp +23 -12
- casadi/include/highs/qpsolver/a_quass.hpp +8 -1
- casadi/include/highs/qpsolver/basis.hpp +150 -0
- casadi/include/highs/qpsolver/crashsolution.hpp +12 -0
- casadi/include/highs/qpsolver/dantzigpricing.hpp +72 -0
- casadi/include/highs/qpsolver/devexpricing.hpp +99 -0
- casadi/include/highs/qpsolver/eventhandler.hpp +23 -0
- casadi/include/highs/qpsolver/factor.hpp +400 -0
- casadi/include/highs/qpsolver/feasibility_bounded.hpp +105 -0
- casadi/include/highs/qpsolver/feasibility_highs.hpp +270 -0
- casadi/include/highs/qpsolver/gradient.hpp +39 -0
- casadi/include/highs/qpsolver/instance.hpp +63 -0
- casadi/include/highs/qpsolver/matrix.hpp +335 -0
- casadi/include/highs/qpsolver/pricing.hpp +15 -0
- casadi/include/highs/qpsolver/qpconst.hpp +27 -0
- casadi/include/highs/qpsolver/qpvector.hpp +235 -0
- casadi/include/highs/qpsolver/quass.hpp +1 -1
- casadi/include/highs/qpsolver/ratiotest.hpp +19 -0
- casadi/include/highs/qpsolver/runtime.hpp +38 -0
- casadi/include/highs/qpsolver/settings.hpp +57 -0
- casadi/include/highs/qpsolver/snippets.hpp +29 -0
- casadi/include/highs/qpsolver/statistics.hpp +23 -0
- casadi/include/highs/qpsolver/steepestedgepricing.hpp +167 -0
- casadi/include/highs/simplex/HApp.h +1 -1
- casadi/include/highs/simplex/HEkk.h +52 -18
- casadi/include/highs/simplex/HEkkDual.h +1 -1
- casadi/include/highs/simplex/HEkkDualRHS.h +6 -7
- casadi/include/highs/simplex/HEkkDualRow.h +2 -2
- casadi/include/highs/simplex/HEkkPrimal.h +6 -1
- casadi/include/highs/simplex/HSimplex.h +1 -3
- casadi/include/highs/simplex/HSimplexDebug.h +1 -1
- casadi/include/highs/simplex/HSimplexNla.h +1 -1
- casadi/include/highs/simplex/HSimplexReport.h +1 -1
- casadi/include/highs/simplex/HighsSimplexAnalysis.h +228 -100
- casadi/include/highs/simplex/SimplexConst.h +1 -1
- casadi/include/highs/simplex/SimplexStruct.h +2 -2
- casadi/include/highs/simplex/SimplexTimer.h +1 -1
- casadi/include/highs/test/DevKkt.h +1 -1
- casadi/include/highs/test/KktCh2.h +1 -1
- casadi/include/highs/util/FactorTimer.h +1 -1
- casadi/include/highs/util/HFactor.h +35 -6
- casadi/include/highs/util/HFactorConst.h +1 -1
- casadi/include/highs/util/HFactorDebug.h +1 -1
- casadi/include/highs/util/HSet.h +1 -1
- casadi/include/highs/util/HVector.h +1 -1
- casadi/include/highs/util/HVectorBase.h +1 -1
- casadi/include/highs/util/HighsCDouble.h +3 -3
- casadi/include/highs/util/HighsComponent.h +1 -1
- casadi/include/highs/util/HighsDataStack.h +4 -4
- casadi/include/highs/util/HighsDisjointSets.h +1 -1
- casadi/include/highs/util/HighsHash.h +28 -21
- casadi/include/highs/util/HighsHashTree.h +63 -63
- casadi/include/highs/util/HighsInt.h +1 -1
- casadi/include/highs/util/HighsIntegers.h +8 -9
- casadi/include/highs/util/HighsLinearSumBounds.h +1 -1
- casadi/include/highs/util/HighsMatrixPic.h +1 -1
- casadi/include/highs/util/HighsMatrixSlice.h +9 -6
- casadi/include/highs/util/HighsMatrixUtils.h +1 -1
- casadi/include/highs/util/HighsMemoryAllocation.h +55 -0
- casadi/include/highs/util/HighsRandom.h +27 -15
- casadi/include/highs/util/HighsRbTree.h +2 -2
- casadi/include/highs/util/HighsSort.h +7 -7
- casadi/include/highs/util/HighsSparseMatrix.h +5 -2
- casadi/include/highs/util/HighsSparseVectorSum.h +2 -2
- casadi/include/highs/util/HighsSplay.h +1 -1
- casadi/include/highs/util/HighsTimer.h +18 -9
- casadi/include/highs/util/HighsUtils.h +15 -8
- casadi/include/highs/util/stringutil.h +9 -4
- casadi/include/highs/zstr/strict_fstream.hpp +237 -0
- casadi/include/highs/zstr/zstr.hpp +472 -0
- casadi/include/licenses/daqp-external/LICENSE +21 -0
- casadi/include/licenses/fatrop-external/LICENSE.txt +165 -0
- casadi/include/licenses/fatrop-external/external/blasfeo/LICENSE.txt +26 -0
- casadi/include/licenses/fatrop-external/external/pybind11/LICENSE +29 -0
- casadi/include/licenses/highs-external/LICENSE.txt +21 -0
- casadi/include/osqp/constants.h +2 -3
- casadi/include/osqp/version.h +9 -0
- casadi/include/sleqp/defs.h +58 -0
- casadi/ipopt.lib +0 -0
- casadi/lapack.lib +0 -0
- casadi/lib/libtinyxml2.dll.a +0 -0
- casadi/libCbc-3.dll +0 -0
- casadi/libCbc.dll.a +0 -0
- casadi/libCbcSolver-3.dll +0 -0
- casadi/libCbcSolver.dll.a +0 -0
- casadi/libCgl-1.dll +0 -0
- casadi/libCgl.dll.a +0 -0
- casadi/libClp-1.dll +0 -0
- casadi/libClp.dll.a +0 -0
- casadi/libClpSolver-1.dll +0 -0
- casadi/libClpSolver.dll.a +0 -0
- casadi/libCoinUtils-3.dll +0 -0
- casadi/libCoinUtils.dll.a +0 -0
- casadi/libOsi-1.dll +0 -0
- casadi/libOsi.dll.a +0 -0
- casadi/libOsiCbc-3.dll +0 -0
- casadi/libOsiCbc.dll.a +0 -0
- casadi/libOsiClp-1.dll +0 -0
- casadi/libOsiClp.dll.a +0 -0
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- /casadi/include/{include/alpaqa → alpaqa}/util/quadmath/quadmath.hpp +0 -0
- /casadi/include/{include/alpaqa → alpaqa}/util/required-method.hpp +0 -0
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- /casadi/include/{include/alpaqa → alpaqa}/zerofpr-anderson-alm.hpp +0 -0
- /casadi/include/{include/alpaqa-version.h → alpaqa-version.h} +0 -0
- /casadi/include/{include/blasfeo.h → blasfeo.h} +0 -0
- /casadi/include/{include/blasfeo_block_size.h → blasfeo_block_size.h} +0 -0
- /casadi/include/{include/blasfeo_common.h → blasfeo_common.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux.h → blasfeo_d_aux.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux_ext_dep.h → blasfeo_d_aux_ext_dep.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux_ext_dep_ref.h → blasfeo_d_aux_ext_dep_ref.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux_old.h → blasfeo_d_aux_old.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux_ref.h → blasfeo_d_aux_ref.h} +0 -0
- /casadi/include/{include/blasfeo_d_aux_test.h → blasfeo_d_aux_test.h} +0 -0
- /casadi/include/{include/blasfeo_d_blas.h → blasfeo_d_blas.h} +0 -0
- /casadi/include/{include/blasfeo_d_blas_api.h → blasfeo_d_blas_api.h} +0 -0
- /casadi/include/{include/blasfeo_d_blasfeo_api.h → blasfeo_d_blasfeo_api.h} +0 -0
- /casadi/include/{include/blasfeo_d_blasfeo_api_ref.h → blasfeo_d_blasfeo_api_ref.h} +0 -0
- /casadi/include/{include/blasfeo_d_blasfeo_hp_api.h → blasfeo_d_blasfeo_hp_api.h} +0 -0
- /casadi/include/{include/blasfeo_d_blasfeo_ref_api.h → blasfeo_d_blasfeo_ref_api.h} +0 -0
- /casadi/include/{include/blasfeo_d_kernel.h → blasfeo_d_kernel.h} +0 -0
- /casadi/include/{include/blasfeo_i_aux_ext_dep.h → blasfeo_i_aux_ext_dep.h} +0 -0
- /casadi/include/{include/blasfeo_m_aux.h → blasfeo_m_aux.h} +0 -0
- /casadi/include/{include/blasfeo_memory.h → blasfeo_memory.h} +0 -0
- /casadi/include/{include/blasfeo_naming.h → blasfeo_naming.h} +0 -0
- /casadi/include/{include/blasfeo_processor_features.h → blasfeo_processor_features.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux.h → blasfeo_s_aux.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux_ext_dep.h → blasfeo_s_aux_ext_dep.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux_ext_dep_ref.h → blasfeo_s_aux_ext_dep_ref.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux_old.h → blasfeo_s_aux_old.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux_ref.h → blasfeo_s_aux_ref.h} +0 -0
- /casadi/include/{include/blasfeo_s_aux_test.h → blasfeo_s_aux_test.h} +0 -0
- /casadi/include/{include/blasfeo_s_blas.h → blasfeo_s_blas.h} +0 -0
- /casadi/include/{include/blasfeo_s_blas_api.h → blasfeo_s_blas_api.h} +0 -0
- /casadi/include/{include/blasfeo_s_blasfeo_api.h → blasfeo_s_blasfeo_api.h} +0 -0
- /casadi/include/{include/blasfeo_s_blasfeo_api_ref.h → blasfeo_s_blasfeo_api_ref.h} +0 -0
- /casadi/include/{include/blasfeo_s_blasfeo_ref_api.h → blasfeo_s_blasfeo_ref_api.h} +0 -0
- /casadi/include/{include/blasfeo_s_kernel.h → blasfeo_s_kernel.h} +0 -0
- /casadi/include/{include/blasfeo_stdlib.h → blasfeo_stdlib.h} +0 -0
- /casadi/include/{include/blasfeo_target.h → blasfeo_target.h} +0 -0
- /casadi/include/{include/blasfeo_timing.h → blasfeo_timing.h} +0 -0
- /casadi/include/{include/blasfeo_v_aux_ext_dep.h → blasfeo_v_aux_ext_dep.h} +0 -0
- /casadi/include/{include/coin → coin}/BonArraysHelpers.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonAuxInfos.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonBabInfos.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonBabSetupBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonBonminSetup.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonBranchingTQP.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCbc.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCbcLpStrategy.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCbcNlpStrategy.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCbcNode.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonChooseVariable.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCurvBranchingSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonCutStrengthener.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonDiver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonDummyHeuristic.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonDummyPump.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonEcpCuts.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonExitCodes.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonFixAndSolveHeuristic.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonGuessHeuristic.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicDive.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicDiveFractional.hpp +0 -0
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- /casadi/include/{include/coin → coin}/BonHeuristicDiveMIPFractional.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicDiveMIPVectorLength.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicDiveVectorLength.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicFPump.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicLocalBranching.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonHeuristicRINS.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonIpoptInteriorWarmStarter.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonIpoptSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonIpoptWarmStart.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonLinearCutsGenerator.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonLocalSolverBasedHeuristic.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonLpBranchingSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonMilpRounding.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOACutGenerator2.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOAMessages.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOaDecBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOaFeasChecker.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOaNlpOptim.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOsiTMINLPInterface.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonOuterApprox.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonPseudoCosts.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonPumpForMinlp.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonQuadCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonQuadRow.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonRegisteredOptions.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonStrongBranchingSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonSubMipSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMINLP.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMINLP2OsiLP.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMINLP2Quad.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMINLP2TNLP.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMINLPLinObj.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTNLP2FPNLP.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTNLPSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonTypes.hpp +0 -0
- /casadi/include/{include/coin → coin}/BonminConfig.h +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchActual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchAllDifferent.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchDecision.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchDefaultDecision.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchDynamic.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchLotsize.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchToFixLots.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcBranchingObject.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcClique.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompare.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareActual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareDefault.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareDepth.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareEstimate.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCompareObjective.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcConfig.h +0 -0
- /casadi/include/{include/coin → coin}/CbcConsequence.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCountRowCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCutGenerator.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCutModifier.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcCutSubsetModifier.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcDummyBranchingObject.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcEventHandler.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFathom.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFathomDynamicProgramming.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFeasibilityBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFixVariable.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFollowOn.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcFullNodeInfo.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcGeneral.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcGeneralDepth.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristic.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDINS.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDW.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDive.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDiveCoefficient.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDiveFractional.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDiveGuided.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDiveLineSearch.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDivePseudoCost.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicDiveVectorLength.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicFPump.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicGreedy.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicLocal.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicPivotAndFix.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicRENS.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicRINS.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicRandRound.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcHeuristicVND.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcLinked.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcMessage.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcMipStartIO.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcModel.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcNWay.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcNode.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcNodeInfo.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcObject.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcObjectUpdateData.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcOrClpParam.cpp +0 -0
- /casadi/include/{include/coin → coin}/CbcOrClpParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcPartialNodeInfo.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSOS.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSimpleInteger.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSimpleIntegerDynamicPseudoCost.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSimpleIntegerPseudoCost.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSolver.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcStrategy.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcSubProblem.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcTree.hpp +0 -0
- /casadi/include/{include/coin → coin}/CbcTreeLocal.hpp +0 -0
- /casadi/include/{include/coin → coin}/Cbc_C_Interface.h +0 -0
- /casadi/include/{include/coin → coin}/Cgl012cut.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglAllDifferent.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglClique.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglConfig.h +0 -0
- /casadi/include/{include/coin → coin}/CglCutGenerator.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglDuplicateRow.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglFlowCover.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglGMI.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglGMIParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglGomory.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglKnapsackCover.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglLandP.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglLandPValidator.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglLiftAndProject.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglMessage.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglMixedIntegerRounding.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglMixedIntegerRounding2.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglOddHole.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglPreProcess.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglProbing.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglRedSplit.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglRedSplit2.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglRedSplit2Param.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglRedSplitParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglResidualCapacity.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglSimpleRounding.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglStored.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglTreeInfo.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglTwomir.hpp +0 -0
- /casadi/include/{include/coin → coin}/CglZeroHalf.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpAmplObjective.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpCholeskyBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpCholeskyDense.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpCholeskyMumps.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpCholeskyPardiso.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpConfig.h +0 -0
- /casadi/include/{include/coin → coin}/ClpConstraint.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpConstraintAmpl.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpConstraintLinear.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpConstraintQuadratic.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDualRowDantzig.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDualRowPivot.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDualRowSteepest.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDummyMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDynamicExampleMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpDynamicMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpEventHandler.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpFactorization.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpGubDynamicMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpGubMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpInterior.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpLinearObjective.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpMatrixBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpMessage.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpModel.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpNetworkMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpNode.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpNonLinearCost.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpObjective.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPEDualRowDantzig.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPEDualRowSteepest.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPEPrimalColumnDantzig.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPEPrimalColumnSteepest.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPESimplex.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPackedMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpParameters.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPdcoBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPlusMinusOneMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPresolve.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPrimalColumnDantzig.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPrimalColumnPivot.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpPrimalColumnSteepest.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpQuadraticObjective.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSimplex.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSimplexDual.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSimplexNonlinear.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSimplexOther.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSimplexPrimal.hpp +0 -0
- /casadi/include/{include/coin → coin}/ClpSolve.hpp +0 -0
- /casadi/include/{include/coin → coin}/Clp_C_Interface.h +0 -0
- /casadi/include/{include/coin → coin}/CoinAlloc.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinBuild.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinDenseFactorization.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinDenseVector.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinDistance.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinError.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinFactorization.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinFileIO.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinFinite.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinFloatEqual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinHelperFunctions.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinIndexedVector.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinLpIO.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinMessage.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinMessageHandler.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinModel.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinModelUseful.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinMpsIO.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinOslFactorization.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPackedMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPackedVector.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPackedVectorBase.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinParam.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPragma.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveDoubleton.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveDual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveDupcol.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveEmpty.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveFixed.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveForcing.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveImpliedFree.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveIsolated.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveMatrix.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveMonitor.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolvePsdebug.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveSingleton.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveSubst.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveTighten.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveTripleton.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveUseless.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinPresolveZeros.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinRational.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSearchTree.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinShallowPackedVector.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSignal.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSimpFactorization.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSmartPtr.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSnapshot.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinSort.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinStructuredModel.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinTime.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinTypes.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinUtility.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinUtilsConfig.h +0 -0
- /casadi/include/{include/coin → coin}/CoinWarmStart.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinWarmStartBasis.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinWarmStartDual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinWarmStartPrimalDual.hpp +0 -0
- /casadi/include/{include/coin → coin}/CoinWarmStartVector.hpp +0 -0
- /casadi/include/{include/coin → coin}/Coin_C_defines.h +0 -0
- /casadi/include/{include/coin → coin}/Idiot.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiAuxInfo.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiBranchingObject.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiCbcSolverInterface.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiChooseVariable.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiClpSolverInterface.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiColCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiCollections.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiConfig.h +0 -0
- /casadi/include/{include/coin → coin}/OsiCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiCuts.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiPresolve.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiRowCut.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiRowCutDebugger.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiSolverBranch.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiSolverInterface.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiSolverParameters.hpp +0 -0
- /casadi/include/{include/coin → coin}/OsiUnitTests.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpAlgBuilder.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpAlgStrategy.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpAlgTypes.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpAugSystemSolver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpBlas.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpCachedResults.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpCompoundMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpCompoundSymMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpCompoundVector.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpConvCheck.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpDebug.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpDenseVector.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpDiagMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpEqMultCalculator.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpException.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpExpansionMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpGenTMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpHessianUpdater.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIdentityMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIpoptAlg.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIpoptApplication.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIpoptCalculatedQuantities.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIpoptData.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIpoptNLP.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIterateInitializer.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIteratesVector.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpIterationOutput.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpJournalist.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpLapack.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpLibraryLoader.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpLineSearch.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpLinearSolvers.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpMuUpdate.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpNLP.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpNLPScaling.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpObserver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpOptionsList.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpOrigIpoptNLP.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpPDSystemSolver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpReferenced.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpRegOptions.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.inc +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpReturnCodes_inc.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpScaledMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSearchDirCalculator.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSmartPtr.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSolveStatistics.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSparseSymLinearSolverInterface.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpStdAugSystemSolver.cpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpStdCInterface.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSumSymMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSymLinearSolver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSymMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSymScaledMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpSymTMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTNLP.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTNLPAdapter.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTNLPReducer.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTaggedObject.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTimedTask.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTimingStatistics.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTripletHelper.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTypes.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpTypes.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpUtils.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpVector.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpZeroSymMatrix.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/IpoptConfig.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensAlgorithm.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensApplication.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensBacksolver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensMeasurement.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensPCalculator.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensRegOp.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensSchurData.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensSchurDriver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensSimpleBacksolver.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensStepCalc.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/SensUtils.hpp +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/defs.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/macros.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/metis.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/proto.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/rename.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/metis/struct.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/mumps/dmumps_c.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/mumps/mumps_c_types.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/mumps/mumps_compat.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/mumps/mumps_int_def.h +0 -0
- /casadi/include/{include/coin-or → coin-or}/mumps/mumps_mpi.h +0 -0
- /casadi/include/{include/d_blas.h → d_blas.h} +0 -0
- /casadi/include/{include/d_blas_64.h → d_blas_64.h} +0 -0
- /casadi/include/{include/highs_export.h → highs_export.h} +0 -0
- /casadi/include/{include/hpipm_aux_mem.h → hpipm_aux_mem.h} +0 -0
- /casadi/include/{include/hpipm_aux_string.h → hpipm_aux_string.h} +0 -0
- /casadi/include/{include/hpipm_common.h → hpipm_common.h} +0 -0
- /casadi/include/{include/hpipm_d_cast_qcqp.h → hpipm_d_cast_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_cond.h → hpipm_d_cond.h} +0 -0
- /casadi/include/{include/hpipm_d_cond_aux.h → hpipm_d_cond_aux.h} +0 -0
- /casadi/include/{include/hpipm_d_cond_qcqp.h → hpipm_d_cond_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_core_qp_ipm.h → hpipm_d_core_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_core_qp_ipm_aux.h → hpipm_d_core_qp_ipm_aux.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp.h → hpipm_d_dense_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp_dim.h → hpipm_d_dense_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp_ipm.h → hpipm_d_dense_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp_res.h → hpipm_d_dense_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp_sol.h → hpipm_d_dense_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qcqp_utils.h → hpipm_d_dense_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp.h → hpipm_d_dense_qp.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_dim.h → hpipm_d_dense_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_ipm.h → hpipm_d_dense_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_kkt.h → hpipm_d_dense_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_res.h → hpipm_d_dense_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_sol.h → hpipm_d_dense_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_dense_qp_utils.h → hpipm_d_dense_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp.h → hpipm_d_ocp_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_dim.h → hpipm_d_ocp_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_ipm.h → hpipm_d_ocp_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_red.h → hpipm_d_ocp_qcqp_red.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_res.h → hpipm_d_ocp_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_sol.h → hpipm_d_ocp_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qcqp_utils.h → hpipm_d_ocp_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp.h → hpipm_d_ocp_qp.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_dim.h → hpipm_d_ocp_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_ipm.h → hpipm_d_ocp_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_kkt.h → hpipm_d_ocp_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_red.h → hpipm_d_ocp_qp_red.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_res.h → hpipm_d_ocp_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_sol.h → hpipm_d_ocp_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_ocp_qp_utils.h → hpipm_d_ocp_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_d_part_cond.h → hpipm_d_part_cond.h} +0 -0
- /casadi/include/{include/hpipm_d_part_cond_qcqp.h → hpipm_d_part_cond_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_sim_erk.h → hpipm_d_sim_erk.h} +0 -0
- /casadi/include/{include/hpipm_d_sim_rk.h → hpipm_d_sim_rk.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp.h → hpipm_d_tree_ocp_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp_dim.h → hpipm_d_tree_ocp_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp_ipm.h → hpipm_d_tree_ocp_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp_res.h → hpipm_d_tree_ocp_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp_sol.h → hpipm_d_tree_ocp_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qcqp_utils.h → hpipm_d_tree_ocp_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp.h → hpipm_d_tree_ocp_qp.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_dim.h → hpipm_d_tree_ocp_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_ipm.h → hpipm_d_tree_ocp_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_kkt.h → hpipm_d_tree_ocp_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_res.h → hpipm_d_tree_ocp_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_sol.h → hpipm_d_tree_ocp_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_d_tree_ocp_qp_utils.h → hpipm_d_tree_ocp_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_m_dense_qp.h → hpipm_m_dense_qp.h} +0 -0
- /casadi/include/{include/hpipm_m_dense_qp_dim.h → hpipm_m_dense_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_m_ocp_qp.h → hpipm_m_ocp_qp.h} +0 -0
- /casadi/include/{include/hpipm_m_ocp_qp_ipm_hard.h → hpipm_m_ocp_qp_ipm_hard.h} +0 -0
- /casadi/include/{include/hpipm_m_ocp_qp_kkt.h → hpipm_m_ocp_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_s_cast_qcqp.h → hpipm_s_cast_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_cond.h → hpipm_s_cond.h} +0 -0
- /casadi/include/{include/hpipm_s_cond_aux.h → hpipm_s_cond_aux.h} +0 -0
- /casadi/include/{include/hpipm_s_cond_qcqp.h → hpipm_s_cond_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_core_qp_ipm.h → hpipm_s_core_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_core_qp_ipm_aux.h → hpipm_s_core_qp_ipm_aux.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp.h → hpipm_s_dense_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp_dim.h → hpipm_s_dense_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp_ipm.h → hpipm_s_dense_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp_res.h → hpipm_s_dense_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp_sol.h → hpipm_s_dense_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qcqp_utils.h → hpipm_s_dense_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp.h → hpipm_s_dense_qp.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_dim.h → hpipm_s_dense_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_ipm.h → hpipm_s_dense_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_kkt.h → hpipm_s_dense_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_res.h → hpipm_s_dense_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_sol.h → hpipm_s_dense_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_dense_qp_utils.h → hpipm_s_dense_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp.h → hpipm_s_ocp_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_dim.h → hpipm_s_ocp_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_ipm.h → hpipm_s_ocp_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_red.h → hpipm_s_ocp_qcqp_red.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_res.h → hpipm_s_ocp_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_sol.h → hpipm_s_ocp_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qcqp_utils.h → hpipm_s_ocp_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp.h → hpipm_s_ocp_qp.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_dim.h → hpipm_s_ocp_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_ipm.h → hpipm_s_ocp_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_kkt.h → hpipm_s_ocp_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_red.h → hpipm_s_ocp_qp_red.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_res.h → hpipm_s_ocp_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_sol.h → hpipm_s_ocp_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_ocp_qp_utils.h → hpipm_s_ocp_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_s_part_cond.h → hpipm_s_part_cond.h} +0 -0
- /casadi/include/{include/hpipm_s_part_cond_qcqp.h → hpipm_s_part_cond_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_sim_erk.h → hpipm_s_sim_erk.h} +0 -0
- /casadi/include/{include/hpipm_s_sim_rk.h → hpipm_s_sim_rk.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp.h → hpipm_s_tree_ocp_qcqp.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp_dim.h → hpipm_s_tree_ocp_qcqp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp_ipm.h → hpipm_s_tree_ocp_qcqp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp_res.h → hpipm_s_tree_ocp_qcqp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp_sol.h → hpipm_s_tree_ocp_qcqp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qcqp_utils.h → hpipm_s_tree_ocp_qcqp_utils.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp.h → hpipm_s_tree_ocp_qp.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_dim.h → hpipm_s_tree_ocp_qp_dim.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_ipm.h → hpipm_s_tree_ocp_qp_ipm.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_kkt.h → hpipm_s_tree_ocp_qp_kkt.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_res.h → hpipm_s_tree_ocp_qp_res.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_sol.h → hpipm_s_tree_ocp_qp_sol.h} +0 -0
- /casadi/include/{include/hpipm_s_tree_ocp_qp_utils.h → hpipm_s_tree_ocp_qp_utils.h} +0 -0
- /casadi/include/{include/hpipm_scenario_tree.h → hpipm_scenario_tree.h} +0 -0
- /casadi/include/{include/hpipm_timing.h → hpipm_timing.h} +0 -0
- /casadi/include/{include/hpipm_tree.h → hpipm_tree.h} +0 -0
- /casadi/include/{include/openblas → openblas}/cblas.h +0 -0
- /casadi/include/{include/openblas → openblas}/f77blas.h +0 -0
- /casadi/include/{include/openblas → openblas}/lapack.h +0 -0
- /casadi/include/{include/openblas → openblas}/lapacke.h +0 -0
- /casadi/include/{include/openblas → openblas}/lapacke_config.h +0 -0
- /casadi/include/{include/openblas → openblas}/lapacke_example_aux.h +0 -0
- /casadi/include/{include/eigen3/Eigen/src/misc → openblas}/lapacke_mangling.h +0 -0
- /casadi/include/{include/openblas → openblas}/lapacke_utils.h +0 -0
- /casadi/include/{include → openblas}/openblas/lapacke_mangling.h +0 -0
- /casadi/include/{include/openblas → openblas}/openblas_config.h +0 -0
- /casadi/include/{include/qdldl → qdldl}/qdldl.h +0 -0
- /casadi/include/{include/qdldl → qdldl}/qdldl_types.h +0 -0
- /casadi/include/{include/s_blas.h → s_blas.h} +0 -0
- /casadi/include/{include/s_blas_64.h → s_blas_64.h} +0 -0
- /casadi/include/{include/sleqp → sleqp}/export.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_cmp.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_dyn.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_error.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_func.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_hess_struct.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_iterate.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_log.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_lsq.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_mem.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_problem.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_scale.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_settings.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_solver.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_types.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/pub_working_set.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/sparse/pub_mat.h +0 -0
- /casadi/include/{include/sleqp → sleqp}/sparse/pub_vec.h +0 -0
- /casadi/include/{include/sleqp.h → sleqp.h} +0 -0
- /casadi/include/{include/spral.h → spral.h} +0 -0
- /casadi/include/{include/spral_lsmr.h → spral_lsmr.h} +0 -0
- /casadi/include/{include/spral_matrix_util.h → spral_matrix_util.h} +0 -0
- /casadi/include/{include/spral_random.h → spral_random.h} +0 -0
- /casadi/include/{include/spral_random_matrix.h → spral_random_matrix.h} +0 -0
- /casadi/include/{include/spral_rutherford_boeing.h → spral_rutherford_boeing.h} +0 -0
- /casadi/include/{include/spral_scaling.h → spral_scaling.h} +0 -0
- /casadi/include/{include/spral_ssids.h → spral_ssids.h} +0 -0
- /casadi/include/{include/spral_ssmfe.h → spral_ssmfe.h} +0 -0
- /casadi/include/{include/trlib.h → trlib.h} +0 -0
- {casadi-3.6.4.dist-info → casadi-3.6.7.dist-info}/WHEEL +0 -0
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// Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
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//
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// Good luck with your project,
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// Steve
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/****************************************************************************
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* Implementation of lgamma, requires C++11/C99 *
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****************************************************************************/
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template <typename Scalar>
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struct lgamma_impl {
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EIGEN_DEVICE_FUNC
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static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
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EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
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THIS_TYPE_IS_NOT_SUPPORTED);
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return Scalar(0);
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}
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};
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template <typename Scalar>
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struct lgamma_retval {
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typedef Scalar type;
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};
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#if EIGEN_HAS_C99_MATH
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// Since glibc 2.19
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#if defined(__GLIBC__) && ((__GLIBC__>=2 && __GLIBC_MINOR__ >= 19) || __GLIBC__>2) \
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&& (defined(_DEFAULT_SOURCE) || defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
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#define EIGEN_HAS_LGAMMA_R
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#endif
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// Glibc versions before 2.19
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#if defined(__GLIBC__) && ((__GLIBC__==2 && __GLIBC_MINOR__ < 19) || __GLIBC__<2) \
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&& (defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
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#define EIGEN_HAS_LGAMMA_R
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#endif
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template <>
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struct lgamma_impl<float> {
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EIGEN_DEVICE_FUNC
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static EIGEN_STRONG_INLINE float run(float x) {
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#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined (EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
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int dummy;
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return ::lgammaf_r(x, &dummy);
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#elif defined(SYCL_DEVICE_ONLY)
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return cl::sycl::lgamma(x);
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#else
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return ::lgammaf(x);
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#endif
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}
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};
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template <>
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struct lgamma_impl<double> {
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EIGEN_DEVICE_FUNC
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static EIGEN_STRONG_INLINE double run(double x) {
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#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined(EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
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int dummy;
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return ::lgamma_r(x, &dummy);
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#elif defined(SYCL_DEVICE_ONLY)
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return cl::sycl::lgamma(x);
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#else
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return ::lgamma(x);
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#endif
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}
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};
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#undef EIGEN_HAS_LGAMMA_R
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#endif
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/****************************************************************************
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106
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* Implementation of digamma (psi), based on Cephes *
|
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****************************************************************************/
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|
109
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template <typename Scalar>
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struct digamma_retval {
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typedef Scalar type;
|
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|
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};
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|
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/*
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115
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*
|
116
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* Polynomial evaluation helper for the Psi (digamma) function.
|
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*
|
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* digamma_impl_maybe_poly::run(s) evaluates the asymptotic Psi expansion for
|
119
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* input Scalar s, assuming s is above 10.0.
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*
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* If s is above a certain threshold for the given Scalar type, zero
|
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* is returned. Otherwise the polynomial is evaluated with enough
|
123
|
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* coefficients for results matching Scalar machine precision.
|
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*
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*
|
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*/
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template <typename Scalar>
|
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|
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struct digamma_impl_maybe_poly {
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EIGEN_DEVICE_FUNC
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static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
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EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
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THIS_TYPE_IS_NOT_SUPPORTED);
|
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return Scalar(0);
|
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|
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}
|
135
|
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};
|
136
|
-
|
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-
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138
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template <>
|
139
|
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struct digamma_impl_maybe_poly<float> {
|
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|
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EIGEN_DEVICE_FUNC
|
141
|
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static EIGEN_STRONG_INLINE float run(const float s) {
|
142
|
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const float A[] = {
|
143
|
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-4.16666666666666666667E-3f,
|
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3.96825396825396825397E-3f,
|
145
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-8.33333333333333333333E-3f,
|
146
|
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8.33333333333333333333E-2f
|
147
|
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};
|
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|
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|
149
|
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float z;
|
150
|
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if (s < 1.0e8f) {
|
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|
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z = 1.0f / (s * s);
|
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|
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return z * internal::ppolevl<float, 3>::run(z, A);
|
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|
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} else return 0.0f;
|
154
|
-
}
|
155
|
-
};
|
156
|
-
|
157
|
-
template <>
|
158
|
-
struct digamma_impl_maybe_poly<double> {
|
159
|
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EIGEN_DEVICE_FUNC
|
160
|
-
static EIGEN_STRONG_INLINE double run(const double s) {
|
161
|
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const double A[] = {
|
162
|
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8.33333333333333333333E-2,
|
163
|
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-2.10927960927960927961E-2,
|
164
|
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7.57575757575757575758E-3,
|
165
|
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-4.16666666666666666667E-3,
|
166
|
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3.96825396825396825397E-3,
|
167
|
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-8.33333333333333333333E-3,
|
168
|
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8.33333333333333333333E-2
|
169
|
-
};
|
170
|
-
|
171
|
-
double z;
|
172
|
-
if (s < 1.0e17) {
|
173
|
-
z = 1.0 / (s * s);
|
174
|
-
return z * internal::ppolevl<double, 6>::run(z, A);
|
175
|
-
}
|
176
|
-
else return 0.0;
|
177
|
-
}
|
178
|
-
};
|
179
|
-
|
180
|
-
template <typename Scalar>
|
181
|
-
struct digamma_impl {
|
182
|
-
EIGEN_DEVICE_FUNC
|
183
|
-
static Scalar run(Scalar x) {
|
184
|
-
/*
|
185
|
-
*
|
186
|
-
* Psi (digamma) function (modified for Eigen)
|
187
|
-
*
|
188
|
-
*
|
189
|
-
* SYNOPSIS:
|
190
|
-
*
|
191
|
-
* double x, y, psi();
|
192
|
-
*
|
193
|
-
* y = psi( x );
|
194
|
-
*
|
195
|
-
*
|
196
|
-
* DESCRIPTION:
|
197
|
-
*
|
198
|
-
* d -
|
199
|
-
* psi(x) = -- ln | (x)
|
200
|
-
* dx
|
201
|
-
*
|
202
|
-
* is the logarithmic derivative of the gamma function.
|
203
|
-
* For integer x,
|
204
|
-
* n-1
|
205
|
-
* -
|
206
|
-
* psi(n) = -EUL + > 1/k.
|
207
|
-
* -
|
208
|
-
* k=1
|
209
|
-
*
|
210
|
-
* If x is negative, it is transformed to a positive argument by the
|
211
|
-
* reflection formula psi(1-x) = psi(x) + pi cot(pi x).
|
212
|
-
* For general positive x, the argument is made greater than 10
|
213
|
-
* using the recurrence psi(x+1) = psi(x) + 1/x.
|
214
|
-
* Then the following asymptotic expansion is applied:
|
215
|
-
*
|
216
|
-
* inf. B
|
217
|
-
* - 2k
|
218
|
-
* psi(x) = log(x) - 1/2x - > -------
|
219
|
-
* - 2k
|
220
|
-
* k=1 2k x
|
221
|
-
*
|
222
|
-
* where the B2k are Bernoulli numbers.
|
223
|
-
*
|
224
|
-
* ACCURACY (float):
|
225
|
-
* Relative error (except absolute when |psi| < 1):
|
226
|
-
* arithmetic domain # trials peak rms
|
227
|
-
* IEEE 0,30 30000 1.3e-15 1.4e-16
|
228
|
-
* IEEE -30,0 40000 1.5e-15 2.2e-16
|
229
|
-
*
|
230
|
-
* ACCURACY (double):
|
231
|
-
* Absolute error, relative when |psi| > 1 :
|
232
|
-
* arithmetic domain # trials peak rms
|
233
|
-
* IEEE -33,0 30000 8.2e-7 1.2e-7
|
234
|
-
* IEEE 0,33 100000 7.3e-7 7.7e-8
|
235
|
-
*
|
236
|
-
* ERROR MESSAGES:
|
237
|
-
* message condition value returned
|
238
|
-
* psi singularity x integer <=0 INFINITY
|
239
|
-
*/
|
240
|
-
|
241
|
-
Scalar p, q, nz, s, w, y;
|
242
|
-
bool negative = false;
|
243
|
-
|
244
|
-
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
|
245
|
-
const Scalar m_pi = Scalar(EIGEN_PI);
|
246
|
-
|
247
|
-
const Scalar zero = Scalar(0);
|
248
|
-
const Scalar one = Scalar(1);
|
249
|
-
const Scalar half = Scalar(0.5);
|
250
|
-
nz = zero;
|
251
|
-
|
252
|
-
if (x <= zero) {
|
253
|
-
negative = true;
|
254
|
-
q = x;
|
255
|
-
p = numext::floor(q);
|
256
|
-
if (p == q) {
|
257
|
-
return nan;
|
258
|
-
}
|
259
|
-
/* Remove the zeros of tan(m_pi x)
|
260
|
-
* by subtracting the nearest integer from x
|
261
|
-
*/
|
262
|
-
nz = q - p;
|
263
|
-
if (nz != half) {
|
264
|
-
if (nz > half) {
|
265
|
-
p += one;
|
266
|
-
nz = q - p;
|
267
|
-
}
|
268
|
-
nz = m_pi / numext::tan(m_pi * nz);
|
269
|
-
}
|
270
|
-
else {
|
271
|
-
nz = zero;
|
272
|
-
}
|
273
|
-
x = one - x;
|
274
|
-
}
|
275
|
-
|
276
|
-
/* use the recurrence psi(x+1) = psi(x) + 1/x. */
|
277
|
-
s = x;
|
278
|
-
w = zero;
|
279
|
-
while (s < Scalar(10)) {
|
280
|
-
w += one / s;
|
281
|
-
s += one;
|
282
|
-
}
|
283
|
-
|
284
|
-
y = digamma_impl_maybe_poly<Scalar>::run(s);
|
285
|
-
|
286
|
-
y = numext::log(s) - (half / s) - y - w;
|
287
|
-
|
288
|
-
return (negative) ? y - nz : y;
|
289
|
-
}
|
290
|
-
};
|
291
|
-
|
292
|
-
/****************************************************************************
|
293
|
-
* Implementation of erf, requires C++11/C99 *
|
294
|
-
****************************************************************************/
|
295
|
-
|
296
|
-
/** \internal \returns the error function of \a a (coeff-wise)
|
297
|
-
Doesn't do anything fancy, just a 13/8-degree rational interpolant which
|
298
|
-
is accurate up to a couple of ulp in the range [-4, 4], outside of which
|
299
|
-
fl(erf(x)) = +/-1.
|
300
|
-
|
301
|
-
This implementation works on both scalars and Ts.
|
302
|
-
*/
|
303
|
-
template <typename T>
|
304
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf_float(const T& a_x) {
|
305
|
-
// Clamp the inputs to the range [-4, 4] since anything outside
|
306
|
-
// this range is +/-1.0f in single-precision.
|
307
|
-
const T plus_4 = pset1<T>(4.f);
|
308
|
-
const T minus_4 = pset1<T>(-4.f);
|
309
|
-
const T x = pmax(pmin(a_x, plus_4), minus_4);
|
310
|
-
// The monomial coefficients of the numerator polynomial (odd).
|
311
|
-
const T alpha_1 = pset1<T>(-1.60960333262415e-02f);
|
312
|
-
const T alpha_3 = pset1<T>(-2.95459980854025e-03f);
|
313
|
-
const T alpha_5 = pset1<T>(-7.34990630326855e-04f);
|
314
|
-
const T alpha_7 = pset1<T>(-5.69250639462346e-05f);
|
315
|
-
const T alpha_9 = pset1<T>(-2.10102402082508e-06f);
|
316
|
-
const T alpha_11 = pset1<T>(2.77068142495902e-08f);
|
317
|
-
const T alpha_13 = pset1<T>(-2.72614225801306e-10f);
|
318
|
-
|
319
|
-
// The monomial coefficients of the denominator polynomial (even).
|
320
|
-
const T beta_0 = pset1<T>(-1.42647390514189e-02f);
|
321
|
-
const T beta_2 = pset1<T>(-7.37332916720468e-03f);
|
322
|
-
const T beta_4 = pset1<T>(-1.68282697438203e-03f);
|
323
|
-
const T beta_6 = pset1<T>(-2.13374055278905e-04f);
|
324
|
-
const T beta_8 = pset1<T>(-1.45660718464996e-05f);
|
325
|
-
|
326
|
-
// Since the polynomials are odd/even, we need x^2.
|
327
|
-
const T x2 = pmul(x, x);
|
328
|
-
|
329
|
-
// Evaluate the numerator polynomial p.
|
330
|
-
T p = pmadd(x2, alpha_13, alpha_11);
|
331
|
-
p = pmadd(x2, p, alpha_9);
|
332
|
-
p = pmadd(x2, p, alpha_7);
|
333
|
-
p = pmadd(x2, p, alpha_5);
|
334
|
-
p = pmadd(x2, p, alpha_3);
|
335
|
-
p = pmadd(x2, p, alpha_1);
|
336
|
-
p = pmul(x, p);
|
337
|
-
|
338
|
-
// Evaluate the denominator polynomial p.
|
339
|
-
T q = pmadd(x2, beta_8, beta_6);
|
340
|
-
q = pmadd(x2, q, beta_4);
|
341
|
-
q = pmadd(x2, q, beta_2);
|
342
|
-
q = pmadd(x2, q, beta_0);
|
343
|
-
|
344
|
-
// Divide the numerator by the denominator.
|
345
|
-
return pdiv(p, q);
|
346
|
-
}
|
347
|
-
|
348
|
-
template <typename T>
|
349
|
-
struct erf_impl {
|
350
|
-
EIGEN_DEVICE_FUNC
|
351
|
-
static EIGEN_STRONG_INLINE T run(const T& x) {
|
352
|
-
return generic_fast_erf_float(x);
|
353
|
-
}
|
354
|
-
};
|
355
|
-
|
356
|
-
template <typename Scalar>
|
357
|
-
struct erf_retval {
|
358
|
-
typedef Scalar type;
|
359
|
-
};
|
360
|
-
|
361
|
-
#if EIGEN_HAS_C99_MATH
|
362
|
-
template <>
|
363
|
-
struct erf_impl<float> {
|
364
|
-
EIGEN_DEVICE_FUNC
|
365
|
-
static EIGEN_STRONG_INLINE float run(float x) {
|
366
|
-
#if defined(SYCL_DEVICE_ONLY)
|
367
|
-
return cl::sycl::erf(x);
|
368
|
-
#else
|
369
|
-
return generic_fast_erf_float(x);
|
370
|
-
#endif
|
371
|
-
}
|
372
|
-
};
|
373
|
-
|
374
|
-
template <>
|
375
|
-
struct erf_impl<double> {
|
376
|
-
EIGEN_DEVICE_FUNC
|
377
|
-
static EIGEN_STRONG_INLINE double run(double x) {
|
378
|
-
#if defined(SYCL_DEVICE_ONLY)
|
379
|
-
return cl::sycl::erf(x);
|
380
|
-
#else
|
381
|
-
return ::erf(x);
|
382
|
-
#endif
|
383
|
-
}
|
384
|
-
};
|
385
|
-
#endif // EIGEN_HAS_C99_MATH
|
386
|
-
|
387
|
-
/***************************************************************************
|
388
|
-
* Implementation of erfc, requires C++11/C99 *
|
389
|
-
****************************************************************************/
|
390
|
-
|
391
|
-
template <typename Scalar>
|
392
|
-
struct erfc_impl {
|
393
|
-
EIGEN_DEVICE_FUNC
|
394
|
-
static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
|
395
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
396
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
397
|
-
return Scalar(0);
|
398
|
-
}
|
399
|
-
};
|
400
|
-
|
401
|
-
template <typename Scalar>
|
402
|
-
struct erfc_retval {
|
403
|
-
typedef Scalar type;
|
404
|
-
};
|
405
|
-
|
406
|
-
#if EIGEN_HAS_C99_MATH
|
407
|
-
template <>
|
408
|
-
struct erfc_impl<float> {
|
409
|
-
EIGEN_DEVICE_FUNC
|
410
|
-
static EIGEN_STRONG_INLINE float run(const float x) {
|
411
|
-
#if defined(SYCL_DEVICE_ONLY)
|
412
|
-
return cl::sycl::erfc(x);
|
413
|
-
#else
|
414
|
-
return ::erfcf(x);
|
415
|
-
#endif
|
416
|
-
}
|
417
|
-
};
|
418
|
-
|
419
|
-
template <>
|
420
|
-
struct erfc_impl<double> {
|
421
|
-
EIGEN_DEVICE_FUNC
|
422
|
-
static EIGEN_STRONG_INLINE double run(const double x) {
|
423
|
-
#if defined(SYCL_DEVICE_ONLY)
|
424
|
-
return cl::sycl::erfc(x);
|
425
|
-
#else
|
426
|
-
return ::erfc(x);
|
427
|
-
#endif
|
428
|
-
}
|
429
|
-
};
|
430
|
-
#endif // EIGEN_HAS_C99_MATH
|
431
|
-
|
432
|
-
|
433
|
-
/***************************************************************************
|
434
|
-
* Implementation of ndtri. *
|
435
|
-
****************************************************************************/
|
436
|
-
|
437
|
-
/* Inverse of Normal distribution function (modified for Eigen).
|
438
|
-
*
|
439
|
-
*
|
440
|
-
* SYNOPSIS:
|
441
|
-
*
|
442
|
-
* double x, y, ndtri();
|
443
|
-
*
|
444
|
-
* x = ndtri( y );
|
445
|
-
*
|
446
|
-
*
|
447
|
-
*
|
448
|
-
* DESCRIPTION:
|
449
|
-
*
|
450
|
-
* Returns the argument, x, for which the area under the
|
451
|
-
* Gaussian probability density function (integrated from
|
452
|
-
* minus infinity to x) is equal to y.
|
453
|
-
*
|
454
|
-
*
|
455
|
-
* For small arguments 0 < y < exp(-2), the program computes
|
456
|
-
* z = sqrt( -2.0 * log(y) ); then the approximation is
|
457
|
-
* x = z - log(z)/z - (1/z) P(1/z) / Q(1/z).
|
458
|
-
* There are two rational functions P/Q, one for 0 < y < exp(-32)
|
459
|
-
* and the other for y up to exp(-2). For larger arguments,
|
460
|
-
* w = y - 0.5, and x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).
|
461
|
-
*
|
462
|
-
*
|
463
|
-
* ACCURACY:
|
464
|
-
*
|
465
|
-
* Relative error:
|
466
|
-
* arithmetic domain # trials peak rms
|
467
|
-
* DEC 0.125, 1 5500 9.5e-17 2.1e-17
|
468
|
-
* DEC 6e-39, 0.135 3500 5.7e-17 1.3e-17
|
469
|
-
* IEEE 0.125, 1 20000 7.2e-16 1.3e-16
|
470
|
-
* IEEE 3e-308, 0.135 50000 4.6e-16 9.8e-17
|
471
|
-
*
|
472
|
-
*
|
473
|
-
* ERROR MESSAGES:
|
474
|
-
*
|
475
|
-
* message condition value returned
|
476
|
-
* ndtri domain x <= 0 -MAXNUM
|
477
|
-
* ndtri domain x >= 1 MAXNUM
|
478
|
-
*
|
479
|
-
*/
|
480
|
-
/*
|
481
|
-
Cephes Math Library Release 2.2: June, 1992
|
482
|
-
Copyright 1985, 1987, 1992 by Stephen L. Moshier
|
483
|
-
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
|
484
|
-
*/
|
485
|
-
|
486
|
-
|
487
|
-
// TODO: Add a cheaper approximation for float.
|
488
|
-
|
489
|
-
|
490
|
-
template<typename T>
|
491
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T flipsign(
|
492
|
-
const T& should_flipsign, const T& x) {
|
493
|
-
typedef typename unpacket_traits<T>::type Scalar;
|
494
|
-
const T sign_mask = pset1<T>(Scalar(-0.0));
|
495
|
-
T sign_bit = pand<T>(should_flipsign, sign_mask);
|
496
|
-
return pxor<T>(sign_bit, x);
|
497
|
-
}
|
498
|
-
|
499
|
-
template<>
|
500
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double flipsign<double>(
|
501
|
-
const double& should_flipsign, const double& x) {
|
502
|
-
return should_flipsign == 0 ? x : -x;
|
503
|
-
}
|
504
|
-
|
505
|
-
template<>
|
506
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float flipsign<float>(
|
507
|
-
const float& should_flipsign, const float& x) {
|
508
|
-
return should_flipsign == 0 ? x : -x;
|
509
|
-
}
|
510
|
-
|
511
|
-
// We split this computation in to two so that in the scalar path
|
512
|
-
// only one branch is evaluated (due to our template specialization of pselect
|
513
|
-
// being an if statement.)
|
514
|
-
|
515
|
-
template <typename T, typename ScalarType>
|
516
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_gt_exp_neg_two(const T& b) {
|
517
|
-
const ScalarType p0[] = {
|
518
|
-
ScalarType(-5.99633501014107895267e1),
|
519
|
-
ScalarType(9.80010754185999661536e1),
|
520
|
-
ScalarType(-5.66762857469070293439e1),
|
521
|
-
ScalarType(1.39312609387279679503e1),
|
522
|
-
ScalarType(-1.23916583867381258016e0)
|
523
|
-
};
|
524
|
-
const ScalarType q0[] = {
|
525
|
-
ScalarType(1.0),
|
526
|
-
ScalarType(1.95448858338141759834e0),
|
527
|
-
ScalarType(4.67627912898881538453e0),
|
528
|
-
ScalarType(8.63602421390890590575e1),
|
529
|
-
ScalarType(-2.25462687854119370527e2),
|
530
|
-
ScalarType(2.00260212380060660359e2),
|
531
|
-
ScalarType(-8.20372256168333339912e1),
|
532
|
-
ScalarType(1.59056225126211695515e1),
|
533
|
-
ScalarType(-1.18331621121330003142e0)
|
534
|
-
};
|
535
|
-
const T sqrt2pi = pset1<T>(ScalarType(2.50662827463100050242e0));
|
536
|
-
const T half = pset1<T>(ScalarType(0.5));
|
537
|
-
T c, c2, ndtri_gt_exp_neg_two;
|
538
|
-
|
539
|
-
c = psub(b, half);
|
540
|
-
c2 = pmul(c, c);
|
541
|
-
ndtri_gt_exp_neg_two = pmadd(c, pmul(
|
542
|
-
c2, pdiv(
|
543
|
-
internal::ppolevl<T, 4>::run(c2, p0),
|
544
|
-
internal::ppolevl<T, 8>::run(c2, q0))), c);
|
545
|
-
return pmul(ndtri_gt_exp_neg_two, sqrt2pi);
|
546
|
-
}
|
547
|
-
|
548
|
-
template <typename T, typename ScalarType>
|
549
|
-
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_lt_exp_neg_two(
|
550
|
-
const T& b, const T& should_flipsign) {
|
551
|
-
/* Approximation for interval z = sqrt(-2 log a ) between 2 and 8
|
552
|
-
* i.e., a between exp(-2) = .135 and exp(-32) = 1.27e-14.
|
553
|
-
*/
|
554
|
-
const ScalarType p1[] = {
|
555
|
-
ScalarType(4.05544892305962419923e0),
|
556
|
-
ScalarType(3.15251094599893866154e1),
|
557
|
-
ScalarType(5.71628192246421288162e1),
|
558
|
-
ScalarType(4.40805073893200834700e1),
|
559
|
-
ScalarType(1.46849561928858024014e1),
|
560
|
-
ScalarType(2.18663306850790267539e0),
|
561
|
-
ScalarType(-1.40256079171354495875e-1),
|
562
|
-
ScalarType(-3.50424626827848203418e-2),
|
563
|
-
ScalarType(-8.57456785154685413611e-4)
|
564
|
-
};
|
565
|
-
const ScalarType q1[] = {
|
566
|
-
ScalarType(1.0),
|
567
|
-
ScalarType(1.57799883256466749731e1),
|
568
|
-
ScalarType(4.53907635128879210584e1),
|
569
|
-
ScalarType(4.13172038254672030440e1),
|
570
|
-
ScalarType(1.50425385692907503408e1),
|
571
|
-
ScalarType(2.50464946208309415979e0),
|
572
|
-
ScalarType(-1.42182922854787788574e-1),
|
573
|
-
ScalarType(-3.80806407691578277194e-2),
|
574
|
-
ScalarType(-9.33259480895457427372e-4)
|
575
|
-
};
|
576
|
-
/* Approximation for interval z = sqrt(-2 log a ) between 8 and 64
|
577
|
-
* i.e., a between exp(-32) = 1.27e-14 and exp(-2048) = 3.67e-890.
|
578
|
-
*/
|
579
|
-
const ScalarType p2[] = {
|
580
|
-
ScalarType(3.23774891776946035970e0),
|
581
|
-
ScalarType(6.91522889068984211695e0),
|
582
|
-
ScalarType(3.93881025292474443415e0),
|
583
|
-
ScalarType(1.33303460815807542389e0),
|
584
|
-
ScalarType(2.01485389549179081538e-1),
|
585
|
-
ScalarType(1.23716634817820021358e-2),
|
586
|
-
ScalarType(3.01581553508235416007e-4),
|
587
|
-
ScalarType(2.65806974686737550832e-6),
|
588
|
-
ScalarType(6.23974539184983293730e-9)
|
589
|
-
};
|
590
|
-
const ScalarType q2[] = {
|
591
|
-
ScalarType(1.0),
|
592
|
-
ScalarType(6.02427039364742014255e0),
|
593
|
-
ScalarType(3.67983563856160859403e0),
|
594
|
-
ScalarType(1.37702099489081330271e0),
|
595
|
-
ScalarType(2.16236993594496635890e-1),
|
596
|
-
ScalarType(1.34204006088543189037e-2),
|
597
|
-
ScalarType(3.28014464682127739104e-4),
|
598
|
-
ScalarType(2.89247864745380683936e-6),
|
599
|
-
ScalarType(6.79019408009981274425e-9)
|
600
|
-
};
|
601
|
-
const T eight = pset1<T>(ScalarType(8.0));
|
602
|
-
const T one = pset1<T>(ScalarType(1));
|
603
|
-
const T neg_two = pset1<T>(ScalarType(-2));
|
604
|
-
T x, x0, x1, z;
|
605
|
-
|
606
|
-
x = psqrt(pmul(neg_two, plog(b)));
|
607
|
-
x0 = psub(x, pdiv(plog(x), x));
|
608
|
-
z = pdiv(one, x);
|
609
|
-
x1 = pmul(
|
610
|
-
z, pselect(
|
611
|
-
pcmp_lt(x, eight),
|
612
|
-
pdiv(internal::ppolevl<T, 8>::run(z, p1),
|
613
|
-
internal::ppolevl<T, 8>::run(z, q1)),
|
614
|
-
pdiv(internal::ppolevl<T, 8>::run(z, p2),
|
615
|
-
internal::ppolevl<T, 8>::run(z, q2))));
|
616
|
-
return flipsign(should_flipsign, psub(x0, x1));
|
617
|
-
}
|
618
|
-
|
619
|
-
template <typename T, typename ScalarType>
|
620
|
-
EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
|
621
|
-
T generic_ndtri(const T& a) {
|
622
|
-
const T maxnum = pset1<T>(NumTraits<ScalarType>::infinity());
|
623
|
-
const T neg_maxnum = pset1<T>(-NumTraits<ScalarType>::infinity());
|
624
|
-
|
625
|
-
const T zero = pset1<T>(ScalarType(0));
|
626
|
-
const T one = pset1<T>(ScalarType(1));
|
627
|
-
// exp(-2)
|
628
|
-
const T exp_neg_two = pset1<T>(ScalarType(0.13533528323661269189));
|
629
|
-
T b, ndtri, should_flipsign;
|
630
|
-
|
631
|
-
should_flipsign = pcmp_le(a, psub(one, exp_neg_two));
|
632
|
-
b = pselect(should_flipsign, a, psub(one, a));
|
633
|
-
|
634
|
-
ndtri = pselect(
|
635
|
-
pcmp_lt(exp_neg_two, b),
|
636
|
-
generic_ndtri_gt_exp_neg_two<T, ScalarType>(b),
|
637
|
-
generic_ndtri_lt_exp_neg_two<T, ScalarType>(b, should_flipsign));
|
638
|
-
|
639
|
-
return pselect(
|
640
|
-
pcmp_le(a, zero), neg_maxnum,
|
641
|
-
pselect(pcmp_le(one, a), maxnum, ndtri));
|
642
|
-
}
|
643
|
-
|
644
|
-
template <typename Scalar>
|
645
|
-
struct ndtri_retval {
|
646
|
-
typedef Scalar type;
|
647
|
-
};
|
648
|
-
|
649
|
-
#if !EIGEN_HAS_C99_MATH
|
650
|
-
|
651
|
-
template <typename Scalar>
|
652
|
-
struct ndtri_impl {
|
653
|
-
EIGEN_DEVICE_FUNC
|
654
|
-
static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
|
655
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
656
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
657
|
-
return Scalar(0);
|
658
|
-
}
|
659
|
-
};
|
660
|
-
|
661
|
-
# else
|
662
|
-
|
663
|
-
template <typename Scalar>
|
664
|
-
struct ndtri_impl {
|
665
|
-
EIGEN_DEVICE_FUNC
|
666
|
-
static EIGEN_STRONG_INLINE Scalar run(const Scalar x) {
|
667
|
-
return generic_ndtri<Scalar, Scalar>(x);
|
668
|
-
}
|
669
|
-
};
|
670
|
-
|
671
|
-
#endif // EIGEN_HAS_C99_MATH
|
672
|
-
|
673
|
-
|
674
|
-
/**************************************************************************************************************
|
675
|
-
* Implementation of igammac (complemented incomplete gamma integral), based on Cephes but requires C++11/C99 *
|
676
|
-
**************************************************************************************************************/
|
677
|
-
|
678
|
-
template <typename Scalar>
|
679
|
-
struct igammac_retval {
|
680
|
-
typedef Scalar type;
|
681
|
-
};
|
682
|
-
|
683
|
-
// NOTE: cephes_helper is also used to implement zeta
|
684
|
-
template <typename Scalar>
|
685
|
-
struct cephes_helper {
|
686
|
-
EIGEN_DEVICE_FUNC
|
687
|
-
static EIGEN_STRONG_INLINE Scalar machep() { assert(false && "machep not supported for this type"); return 0.0; }
|
688
|
-
EIGEN_DEVICE_FUNC
|
689
|
-
static EIGEN_STRONG_INLINE Scalar big() { assert(false && "big not supported for this type"); return 0.0; }
|
690
|
-
EIGEN_DEVICE_FUNC
|
691
|
-
static EIGEN_STRONG_INLINE Scalar biginv() { assert(false && "biginv not supported for this type"); return 0.0; }
|
692
|
-
};
|
693
|
-
|
694
|
-
template <>
|
695
|
-
struct cephes_helper<float> {
|
696
|
-
EIGEN_DEVICE_FUNC
|
697
|
-
static EIGEN_STRONG_INLINE float machep() {
|
698
|
-
return NumTraits<float>::epsilon() / 2; // 1.0 - machep == 1.0
|
699
|
-
}
|
700
|
-
EIGEN_DEVICE_FUNC
|
701
|
-
static EIGEN_STRONG_INLINE float big() {
|
702
|
-
// use epsneg (1.0 - epsneg == 1.0)
|
703
|
-
return 1.0f / (NumTraits<float>::epsilon() / 2);
|
704
|
-
}
|
705
|
-
EIGEN_DEVICE_FUNC
|
706
|
-
static EIGEN_STRONG_INLINE float biginv() {
|
707
|
-
// epsneg
|
708
|
-
return machep();
|
709
|
-
}
|
710
|
-
};
|
711
|
-
|
712
|
-
template <>
|
713
|
-
struct cephes_helper<double> {
|
714
|
-
EIGEN_DEVICE_FUNC
|
715
|
-
static EIGEN_STRONG_INLINE double machep() {
|
716
|
-
return NumTraits<double>::epsilon() / 2; // 1.0 - machep == 1.0
|
717
|
-
}
|
718
|
-
EIGEN_DEVICE_FUNC
|
719
|
-
static EIGEN_STRONG_INLINE double big() {
|
720
|
-
return 1.0 / NumTraits<double>::epsilon();
|
721
|
-
}
|
722
|
-
EIGEN_DEVICE_FUNC
|
723
|
-
static EIGEN_STRONG_INLINE double biginv() {
|
724
|
-
// inverse of eps
|
725
|
-
return NumTraits<double>::epsilon();
|
726
|
-
}
|
727
|
-
};
|
728
|
-
|
729
|
-
enum IgammaComputationMode { VALUE, DERIVATIVE, SAMPLE_DERIVATIVE };
|
730
|
-
|
731
|
-
template <typename Scalar>
|
732
|
-
EIGEN_DEVICE_FUNC
|
733
|
-
static EIGEN_STRONG_INLINE Scalar main_igamma_term(Scalar a, Scalar x) {
|
734
|
-
/* Compute x**a * exp(-x) / gamma(a) */
|
735
|
-
Scalar logax = a * numext::log(x) - x - lgamma_impl<Scalar>::run(a);
|
736
|
-
if (logax < -numext::log(NumTraits<Scalar>::highest()) ||
|
737
|
-
// Assuming x and a aren't Nan.
|
738
|
-
(numext::isnan)(logax)) {
|
739
|
-
return Scalar(0);
|
740
|
-
}
|
741
|
-
return numext::exp(logax);
|
742
|
-
}
|
743
|
-
|
744
|
-
template <typename Scalar, IgammaComputationMode mode>
|
745
|
-
EIGEN_DEVICE_FUNC
|
746
|
-
int igamma_num_iterations() {
|
747
|
-
/* Returns the maximum number of internal iterations for igamma computation.
|
748
|
-
*/
|
749
|
-
if (mode == VALUE) {
|
750
|
-
return 2000;
|
751
|
-
}
|
752
|
-
|
753
|
-
if (internal::is_same<Scalar, float>::value) {
|
754
|
-
return 200;
|
755
|
-
} else if (internal::is_same<Scalar, double>::value) {
|
756
|
-
return 500;
|
757
|
-
} else {
|
758
|
-
return 2000;
|
759
|
-
}
|
760
|
-
}
|
761
|
-
|
762
|
-
template <typename Scalar, IgammaComputationMode mode>
|
763
|
-
struct igammac_cf_impl {
|
764
|
-
/* Computes igamc(a, x) or derivative (depending on the mode)
|
765
|
-
* using the continued fraction expansion of the complementary
|
766
|
-
* incomplete Gamma function.
|
767
|
-
*
|
768
|
-
* Preconditions:
|
769
|
-
* a > 0
|
770
|
-
* x >= 1
|
771
|
-
* x >= a
|
772
|
-
*/
|
773
|
-
EIGEN_DEVICE_FUNC
|
774
|
-
static Scalar run(Scalar a, Scalar x) {
|
775
|
-
const Scalar zero = 0;
|
776
|
-
const Scalar one = 1;
|
777
|
-
const Scalar two = 2;
|
778
|
-
const Scalar machep = cephes_helper<Scalar>::machep();
|
779
|
-
const Scalar big = cephes_helper<Scalar>::big();
|
780
|
-
const Scalar biginv = cephes_helper<Scalar>::biginv();
|
781
|
-
|
782
|
-
if ((numext::isinf)(x)) {
|
783
|
-
return zero;
|
784
|
-
}
|
785
|
-
|
786
|
-
Scalar ax = main_igamma_term<Scalar>(a, x);
|
787
|
-
// This is independent of mode. If this value is zero,
|
788
|
-
// then the function value is zero. If the function value is zero,
|
789
|
-
// then we are in a neighborhood where the function value evalutes to zero,
|
790
|
-
// so the derivative is zero.
|
791
|
-
if (ax == zero) {
|
792
|
-
return zero;
|
793
|
-
}
|
794
|
-
|
795
|
-
// continued fraction
|
796
|
-
Scalar y = one - a;
|
797
|
-
Scalar z = x + y + one;
|
798
|
-
Scalar c = zero;
|
799
|
-
Scalar pkm2 = one;
|
800
|
-
Scalar qkm2 = x;
|
801
|
-
Scalar pkm1 = x + one;
|
802
|
-
Scalar qkm1 = z * x;
|
803
|
-
Scalar ans = pkm1 / qkm1;
|
804
|
-
|
805
|
-
Scalar dpkm2_da = zero;
|
806
|
-
Scalar dqkm2_da = zero;
|
807
|
-
Scalar dpkm1_da = zero;
|
808
|
-
Scalar dqkm1_da = -x;
|
809
|
-
Scalar dans_da = (dpkm1_da - ans * dqkm1_da) / qkm1;
|
810
|
-
|
811
|
-
for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
|
812
|
-
c += one;
|
813
|
-
y += one;
|
814
|
-
z += two;
|
815
|
-
|
816
|
-
Scalar yc = y * c;
|
817
|
-
Scalar pk = pkm1 * z - pkm2 * yc;
|
818
|
-
Scalar qk = qkm1 * z - qkm2 * yc;
|
819
|
-
|
820
|
-
Scalar dpk_da = dpkm1_da * z - pkm1 - dpkm2_da * yc + pkm2 * c;
|
821
|
-
Scalar dqk_da = dqkm1_da * z - qkm1 - dqkm2_da * yc + qkm2 * c;
|
822
|
-
|
823
|
-
if (qk != zero) {
|
824
|
-
Scalar ans_prev = ans;
|
825
|
-
ans = pk / qk;
|
826
|
-
|
827
|
-
Scalar dans_da_prev = dans_da;
|
828
|
-
dans_da = (dpk_da - ans * dqk_da) / qk;
|
829
|
-
|
830
|
-
if (mode == VALUE) {
|
831
|
-
if (numext::abs(ans_prev - ans) <= machep * numext::abs(ans)) {
|
832
|
-
break;
|
833
|
-
}
|
834
|
-
} else {
|
835
|
-
if (numext::abs(dans_da - dans_da_prev) <= machep) {
|
836
|
-
break;
|
837
|
-
}
|
838
|
-
}
|
839
|
-
}
|
840
|
-
|
841
|
-
pkm2 = pkm1;
|
842
|
-
pkm1 = pk;
|
843
|
-
qkm2 = qkm1;
|
844
|
-
qkm1 = qk;
|
845
|
-
|
846
|
-
dpkm2_da = dpkm1_da;
|
847
|
-
dpkm1_da = dpk_da;
|
848
|
-
dqkm2_da = dqkm1_da;
|
849
|
-
dqkm1_da = dqk_da;
|
850
|
-
|
851
|
-
if (numext::abs(pk) > big) {
|
852
|
-
pkm2 *= biginv;
|
853
|
-
pkm1 *= biginv;
|
854
|
-
qkm2 *= biginv;
|
855
|
-
qkm1 *= biginv;
|
856
|
-
|
857
|
-
dpkm2_da *= biginv;
|
858
|
-
dpkm1_da *= biginv;
|
859
|
-
dqkm2_da *= biginv;
|
860
|
-
dqkm1_da *= biginv;
|
861
|
-
}
|
862
|
-
}
|
863
|
-
|
864
|
-
/* Compute x**a * exp(-x) / gamma(a) */
|
865
|
-
Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a);
|
866
|
-
Scalar dax_da = ax * dlogax_da;
|
867
|
-
|
868
|
-
switch (mode) {
|
869
|
-
case VALUE:
|
870
|
-
return ans * ax;
|
871
|
-
case DERIVATIVE:
|
872
|
-
return ans * dax_da + dans_da * ax;
|
873
|
-
case SAMPLE_DERIVATIVE:
|
874
|
-
default: // this is needed to suppress clang warning
|
875
|
-
return -(dans_da + ans * dlogax_da) * x;
|
876
|
-
}
|
877
|
-
}
|
878
|
-
};
|
879
|
-
|
880
|
-
template <typename Scalar, IgammaComputationMode mode>
|
881
|
-
struct igamma_series_impl {
|
882
|
-
/* Computes igam(a, x) or its derivative (depending on the mode)
|
883
|
-
* using the series expansion of the incomplete Gamma function.
|
884
|
-
*
|
885
|
-
* Preconditions:
|
886
|
-
* x > 0
|
887
|
-
* a > 0
|
888
|
-
* !(x > 1 && x > a)
|
889
|
-
*/
|
890
|
-
EIGEN_DEVICE_FUNC
|
891
|
-
static Scalar run(Scalar a, Scalar x) {
|
892
|
-
const Scalar zero = 0;
|
893
|
-
const Scalar one = 1;
|
894
|
-
const Scalar machep = cephes_helper<Scalar>::machep();
|
895
|
-
|
896
|
-
Scalar ax = main_igamma_term<Scalar>(a, x);
|
897
|
-
|
898
|
-
// This is independent of mode. If this value is zero,
|
899
|
-
// then the function value is zero. If the function value is zero,
|
900
|
-
// then we are in a neighborhood where the function value evalutes to zero,
|
901
|
-
// so the derivative is zero.
|
902
|
-
if (ax == zero) {
|
903
|
-
return zero;
|
904
|
-
}
|
905
|
-
|
906
|
-
ax /= a;
|
907
|
-
|
908
|
-
/* power series */
|
909
|
-
Scalar r = a;
|
910
|
-
Scalar c = one;
|
911
|
-
Scalar ans = one;
|
912
|
-
|
913
|
-
Scalar dc_da = zero;
|
914
|
-
Scalar dans_da = zero;
|
915
|
-
|
916
|
-
for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
|
917
|
-
r += one;
|
918
|
-
Scalar term = x / r;
|
919
|
-
Scalar dterm_da = -x / (r * r);
|
920
|
-
dc_da = term * dc_da + dterm_da * c;
|
921
|
-
dans_da += dc_da;
|
922
|
-
c *= term;
|
923
|
-
ans += c;
|
924
|
-
|
925
|
-
if (mode == VALUE) {
|
926
|
-
if (c <= machep * ans) {
|
927
|
-
break;
|
928
|
-
}
|
929
|
-
} else {
|
930
|
-
if (numext::abs(dc_da) <= machep * numext::abs(dans_da)) {
|
931
|
-
break;
|
932
|
-
}
|
933
|
-
}
|
934
|
-
}
|
935
|
-
|
936
|
-
Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a + one);
|
937
|
-
Scalar dax_da = ax * dlogax_da;
|
938
|
-
|
939
|
-
switch (mode) {
|
940
|
-
case VALUE:
|
941
|
-
return ans * ax;
|
942
|
-
case DERIVATIVE:
|
943
|
-
return ans * dax_da + dans_da * ax;
|
944
|
-
case SAMPLE_DERIVATIVE:
|
945
|
-
default: // this is needed to suppress clang warning
|
946
|
-
return -(dans_da + ans * dlogax_da) * x / a;
|
947
|
-
}
|
948
|
-
}
|
949
|
-
};
|
950
|
-
|
951
|
-
#if !EIGEN_HAS_C99_MATH
|
952
|
-
|
953
|
-
template <typename Scalar>
|
954
|
-
struct igammac_impl {
|
955
|
-
EIGEN_DEVICE_FUNC
|
956
|
-
static Scalar run(Scalar a, Scalar x) {
|
957
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
958
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
959
|
-
return Scalar(0);
|
960
|
-
}
|
961
|
-
};
|
962
|
-
|
963
|
-
#else
|
964
|
-
|
965
|
-
template <typename Scalar>
|
966
|
-
struct igammac_impl {
|
967
|
-
EIGEN_DEVICE_FUNC
|
968
|
-
static Scalar run(Scalar a, Scalar x) {
|
969
|
-
/* igamc()
|
970
|
-
*
|
971
|
-
* Incomplete gamma integral (modified for Eigen)
|
972
|
-
*
|
973
|
-
*
|
974
|
-
*
|
975
|
-
* SYNOPSIS:
|
976
|
-
*
|
977
|
-
* double a, x, y, igamc();
|
978
|
-
*
|
979
|
-
* y = igamc( a, x );
|
980
|
-
*
|
981
|
-
* DESCRIPTION:
|
982
|
-
*
|
983
|
-
* The function is defined by
|
984
|
-
*
|
985
|
-
*
|
986
|
-
* igamc(a,x) = 1 - igam(a,x)
|
987
|
-
*
|
988
|
-
* inf.
|
989
|
-
* -
|
990
|
-
* 1 | | -t a-1
|
991
|
-
* = ----- | e t dt.
|
992
|
-
* - | |
|
993
|
-
* | (a) -
|
994
|
-
* x
|
995
|
-
*
|
996
|
-
*
|
997
|
-
* In this implementation both arguments must be positive.
|
998
|
-
* The integral is evaluated by either a power series or
|
999
|
-
* continued fraction expansion, depending on the relative
|
1000
|
-
* values of a and x.
|
1001
|
-
*
|
1002
|
-
* ACCURACY (float):
|
1003
|
-
*
|
1004
|
-
* Relative error:
|
1005
|
-
* arithmetic domain # trials peak rms
|
1006
|
-
* IEEE 0,30 30000 7.8e-6 5.9e-7
|
1007
|
-
*
|
1008
|
-
*
|
1009
|
-
* ACCURACY (double):
|
1010
|
-
*
|
1011
|
-
* Tested at random a, x.
|
1012
|
-
* a x Relative error:
|
1013
|
-
* arithmetic domain domain # trials peak rms
|
1014
|
-
* IEEE 0.5,100 0,100 200000 1.9e-14 1.7e-15
|
1015
|
-
* IEEE 0.01,0.5 0,100 200000 1.4e-13 1.6e-15
|
1016
|
-
*
|
1017
|
-
*/
|
1018
|
-
/*
|
1019
|
-
Cephes Math Library Release 2.2: June, 1992
|
1020
|
-
Copyright 1985, 1987, 1992 by Stephen L. Moshier
|
1021
|
-
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
|
1022
|
-
*/
|
1023
|
-
const Scalar zero = 0;
|
1024
|
-
const Scalar one = 1;
|
1025
|
-
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
|
1026
|
-
|
1027
|
-
if ((x < zero) || (a <= zero)) {
|
1028
|
-
// domain error
|
1029
|
-
return nan;
|
1030
|
-
}
|
1031
|
-
|
1032
|
-
if ((numext::isnan)(a) || (numext::isnan)(x)) { // propagate nans
|
1033
|
-
return nan;
|
1034
|
-
}
|
1035
|
-
|
1036
|
-
if ((x < one) || (x < a)) {
|
1037
|
-
return (one - igamma_series_impl<Scalar, VALUE>::run(a, x));
|
1038
|
-
}
|
1039
|
-
|
1040
|
-
return igammac_cf_impl<Scalar, VALUE>::run(a, x);
|
1041
|
-
}
|
1042
|
-
};
|
1043
|
-
|
1044
|
-
#endif // EIGEN_HAS_C99_MATH
|
1045
|
-
|
1046
|
-
/************************************************************************************************
|
1047
|
-
* Implementation of igamma (incomplete gamma integral), based on Cephes but requires C++11/C99 *
|
1048
|
-
************************************************************************************************/
|
1049
|
-
|
1050
|
-
#if !EIGEN_HAS_C99_MATH
|
1051
|
-
|
1052
|
-
template <typename Scalar, IgammaComputationMode mode>
|
1053
|
-
struct igamma_generic_impl {
|
1054
|
-
EIGEN_DEVICE_FUNC
|
1055
|
-
static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar x) {
|
1056
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
1057
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1058
|
-
return Scalar(0);
|
1059
|
-
}
|
1060
|
-
};
|
1061
|
-
|
1062
|
-
#else
|
1063
|
-
|
1064
|
-
template <typename Scalar, IgammaComputationMode mode>
|
1065
|
-
struct igamma_generic_impl {
|
1066
|
-
EIGEN_DEVICE_FUNC
|
1067
|
-
static Scalar run(Scalar a, Scalar x) {
|
1068
|
-
/* Depending on the mode, returns
|
1069
|
-
* - VALUE: incomplete Gamma function igamma(a, x)
|
1070
|
-
* - DERIVATIVE: derivative of incomplete Gamma function d/da igamma(a, x)
|
1071
|
-
* - SAMPLE_DERIVATIVE: implicit derivative of a Gamma random variable
|
1072
|
-
* x ~ Gamma(x | a, 1), dx/da = -1 / Gamma(x | a, 1) * d igamma(a, x) / dx
|
1073
|
-
*
|
1074
|
-
* Derivatives are implemented by forward-mode differentiation.
|
1075
|
-
*/
|
1076
|
-
const Scalar zero = 0;
|
1077
|
-
const Scalar one = 1;
|
1078
|
-
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
|
1079
|
-
|
1080
|
-
if (x == zero) return zero;
|
1081
|
-
|
1082
|
-
if ((x < zero) || (a <= zero)) { // domain error
|
1083
|
-
return nan;
|
1084
|
-
}
|
1085
|
-
|
1086
|
-
if ((numext::isnan)(a) || (numext::isnan)(x)) { // propagate nans
|
1087
|
-
return nan;
|
1088
|
-
}
|
1089
|
-
|
1090
|
-
if ((x > one) && (x > a)) {
|
1091
|
-
Scalar ret = igammac_cf_impl<Scalar, mode>::run(a, x);
|
1092
|
-
if (mode == VALUE) {
|
1093
|
-
return one - ret;
|
1094
|
-
} else {
|
1095
|
-
return -ret;
|
1096
|
-
}
|
1097
|
-
}
|
1098
|
-
|
1099
|
-
return igamma_series_impl<Scalar, mode>::run(a, x);
|
1100
|
-
}
|
1101
|
-
};
|
1102
|
-
|
1103
|
-
#endif // EIGEN_HAS_C99_MATH
|
1104
|
-
|
1105
|
-
template <typename Scalar>
|
1106
|
-
struct igamma_retval {
|
1107
|
-
typedef Scalar type;
|
1108
|
-
};
|
1109
|
-
|
1110
|
-
template <typename Scalar>
|
1111
|
-
struct igamma_impl : igamma_generic_impl<Scalar, VALUE> {
|
1112
|
-
/* igam()
|
1113
|
-
* Incomplete gamma integral.
|
1114
|
-
*
|
1115
|
-
* The CDF of Gamma(a, 1) random variable at the point x.
|
1116
|
-
*
|
1117
|
-
* Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
|
1118
|
-
* 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
|
1119
|
-
* The ground truth is computed by mpmath. Mean absolute error:
|
1120
|
-
* float: 1.26713e-05
|
1121
|
-
* double: 2.33606e-12
|
1122
|
-
*
|
1123
|
-
* Cephes documentation below.
|
1124
|
-
*
|
1125
|
-
* SYNOPSIS:
|
1126
|
-
*
|
1127
|
-
* double a, x, y, igam();
|
1128
|
-
*
|
1129
|
-
* y = igam( a, x );
|
1130
|
-
*
|
1131
|
-
* DESCRIPTION:
|
1132
|
-
*
|
1133
|
-
* The function is defined by
|
1134
|
-
*
|
1135
|
-
* x
|
1136
|
-
* -
|
1137
|
-
* 1 | | -t a-1
|
1138
|
-
* igam(a,x) = ----- | e t dt.
|
1139
|
-
* - | |
|
1140
|
-
* | (a) -
|
1141
|
-
* 0
|
1142
|
-
*
|
1143
|
-
*
|
1144
|
-
* In this implementation both arguments must be positive.
|
1145
|
-
* The integral is evaluated by either a power series or
|
1146
|
-
* continued fraction expansion, depending on the relative
|
1147
|
-
* values of a and x.
|
1148
|
-
*
|
1149
|
-
* ACCURACY (double):
|
1150
|
-
*
|
1151
|
-
* Relative error:
|
1152
|
-
* arithmetic domain # trials peak rms
|
1153
|
-
* IEEE 0,30 200000 3.6e-14 2.9e-15
|
1154
|
-
* IEEE 0,100 300000 9.9e-14 1.5e-14
|
1155
|
-
*
|
1156
|
-
*
|
1157
|
-
* ACCURACY (float):
|
1158
|
-
*
|
1159
|
-
* Relative error:
|
1160
|
-
* arithmetic domain # trials peak rms
|
1161
|
-
* IEEE 0,30 20000 7.8e-6 5.9e-7
|
1162
|
-
*
|
1163
|
-
*/
|
1164
|
-
/*
|
1165
|
-
Cephes Math Library Release 2.2: June, 1992
|
1166
|
-
Copyright 1985, 1987, 1992 by Stephen L. Moshier
|
1167
|
-
Direct inquiries to 30 Frost Street, Cambridge, MA 02140
|
1168
|
-
*/
|
1169
|
-
|
1170
|
-
/* left tail of incomplete gamma function:
|
1171
|
-
*
|
1172
|
-
* inf. k
|
1173
|
-
* a -x - x
|
1174
|
-
* x e > ----------
|
1175
|
-
* - -
|
1176
|
-
* k=0 | (a+k+1)
|
1177
|
-
*
|
1178
|
-
*/
|
1179
|
-
};
|
1180
|
-
|
1181
|
-
template <typename Scalar>
|
1182
|
-
struct igamma_der_a_retval : igamma_retval<Scalar> {};
|
1183
|
-
|
1184
|
-
template <typename Scalar>
|
1185
|
-
struct igamma_der_a_impl : igamma_generic_impl<Scalar, DERIVATIVE> {
|
1186
|
-
/* Derivative of the incomplete Gamma function with respect to a.
|
1187
|
-
*
|
1188
|
-
* Computes d/da igamma(a, x) by forward differentiation of the igamma code.
|
1189
|
-
*
|
1190
|
-
* Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
|
1191
|
-
* 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
|
1192
|
-
* The ground truth is computed by mpmath. Mean absolute error:
|
1193
|
-
* float: 6.17992e-07
|
1194
|
-
* double: 4.60453e-12
|
1195
|
-
*
|
1196
|
-
* Reference:
|
1197
|
-
* R. Moore. "Algorithm AS 187: Derivatives of the incomplete gamma
|
1198
|
-
* integral". Journal of the Royal Statistical Society. 1982
|
1199
|
-
*/
|
1200
|
-
};
|
1201
|
-
|
1202
|
-
template <typename Scalar>
|
1203
|
-
struct gamma_sample_der_alpha_retval : igamma_retval<Scalar> {};
|
1204
|
-
|
1205
|
-
template <typename Scalar>
|
1206
|
-
struct gamma_sample_der_alpha_impl
|
1207
|
-
: igamma_generic_impl<Scalar, SAMPLE_DERIVATIVE> {
|
1208
|
-
/* Derivative of a Gamma random variable sample with respect to alpha.
|
1209
|
-
*
|
1210
|
-
* Consider a sample of a Gamma random variable with the concentration
|
1211
|
-
* parameter alpha: sample ~ Gamma(alpha, 1). The reparameterization
|
1212
|
-
* derivative that we want to compute is dsample / dalpha =
|
1213
|
-
* d igammainv(alpha, u) / dalpha, where u = igamma(alpha, sample).
|
1214
|
-
* However, this formula is numerically unstable and expensive, so instead
|
1215
|
-
* we use implicit differentiation:
|
1216
|
-
*
|
1217
|
-
* igamma(alpha, sample) = u, where u ~ Uniform(0, 1).
|
1218
|
-
* Apply d / dalpha to both sides:
|
1219
|
-
* d igamma(alpha, sample) / dalpha
|
1220
|
-
* + d igamma(alpha, sample) / dsample * dsample/dalpha = 0
|
1221
|
-
* d igamma(alpha, sample) / dalpha
|
1222
|
-
* + Gamma(sample | alpha, 1) dsample / dalpha = 0
|
1223
|
-
* dsample/dalpha = - (d igamma(alpha, sample) / dalpha)
|
1224
|
-
* / Gamma(sample | alpha, 1)
|
1225
|
-
*
|
1226
|
-
* Here Gamma(sample | alpha, 1) is the PDF of the Gamma distribution
|
1227
|
-
* (note that the derivative of the CDF w.r.t. sample is the PDF).
|
1228
|
-
* See the reference below for more details.
|
1229
|
-
*
|
1230
|
-
* The derivative of igamma(alpha, sample) is computed by forward
|
1231
|
-
* differentiation of the igamma code. Division by the Gamma PDF is performed
|
1232
|
-
* in the same code, increasing the accuracy and speed due to cancellation
|
1233
|
-
* of some terms.
|
1234
|
-
*
|
1235
|
-
* Accuracy estimation. For each alpha in [10^-2, 10^-1...10^3] we sample
|
1236
|
-
* 50 Gamma random variables sample ~ Gamma(sample | alpha, 1), a total of 300
|
1237
|
-
* points. The ground truth is computed by mpmath. Mean absolute error:
|
1238
|
-
* float: 2.1686e-06
|
1239
|
-
* double: 1.4774e-12
|
1240
|
-
*
|
1241
|
-
* Reference:
|
1242
|
-
* M. Figurnov, S. Mohamed, A. Mnih "Implicit Reparameterization Gradients".
|
1243
|
-
* 2018
|
1244
|
-
*/
|
1245
|
-
};
|
1246
|
-
|
1247
|
-
/*****************************************************************************
|
1248
|
-
* Implementation of Riemann zeta function of two arguments, based on Cephes *
|
1249
|
-
*****************************************************************************/
|
1250
|
-
|
1251
|
-
template <typename Scalar>
|
1252
|
-
struct zeta_retval {
|
1253
|
-
typedef Scalar type;
|
1254
|
-
};
|
1255
|
-
|
1256
|
-
template <typename Scalar>
|
1257
|
-
struct zeta_impl_series {
|
1258
|
-
EIGEN_DEVICE_FUNC
|
1259
|
-
static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
|
1260
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
1261
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1262
|
-
return Scalar(0);
|
1263
|
-
}
|
1264
|
-
};
|
1265
|
-
|
1266
|
-
template <>
|
1267
|
-
struct zeta_impl_series<float> {
|
1268
|
-
EIGEN_DEVICE_FUNC
|
1269
|
-
static EIGEN_STRONG_INLINE bool run(float& a, float& b, float& s, const float x, const float machep) {
|
1270
|
-
int i = 0;
|
1271
|
-
while(i < 9)
|
1272
|
-
{
|
1273
|
-
i += 1;
|
1274
|
-
a += 1.0f;
|
1275
|
-
b = numext::pow( a, -x );
|
1276
|
-
s += b;
|
1277
|
-
if( numext::abs(b/s) < machep )
|
1278
|
-
return true;
|
1279
|
-
}
|
1280
|
-
|
1281
|
-
//Return whether we are done
|
1282
|
-
return false;
|
1283
|
-
}
|
1284
|
-
};
|
1285
|
-
|
1286
|
-
template <>
|
1287
|
-
struct zeta_impl_series<double> {
|
1288
|
-
EIGEN_DEVICE_FUNC
|
1289
|
-
static EIGEN_STRONG_INLINE bool run(double& a, double& b, double& s, const double x, const double machep) {
|
1290
|
-
int i = 0;
|
1291
|
-
while( (i < 9) || (a <= 9.0) )
|
1292
|
-
{
|
1293
|
-
i += 1;
|
1294
|
-
a += 1.0;
|
1295
|
-
b = numext::pow( a, -x );
|
1296
|
-
s += b;
|
1297
|
-
if( numext::abs(b/s) < machep )
|
1298
|
-
return true;
|
1299
|
-
}
|
1300
|
-
|
1301
|
-
//Return whether we are done
|
1302
|
-
return false;
|
1303
|
-
}
|
1304
|
-
};
|
1305
|
-
|
1306
|
-
template <typename Scalar>
|
1307
|
-
struct zeta_impl {
|
1308
|
-
EIGEN_DEVICE_FUNC
|
1309
|
-
static Scalar run(Scalar x, Scalar q) {
|
1310
|
-
/* zeta.c
|
1311
|
-
*
|
1312
|
-
* Riemann zeta function of two arguments
|
1313
|
-
*
|
1314
|
-
*
|
1315
|
-
*
|
1316
|
-
* SYNOPSIS:
|
1317
|
-
*
|
1318
|
-
* double x, q, y, zeta();
|
1319
|
-
*
|
1320
|
-
* y = zeta( x, q );
|
1321
|
-
*
|
1322
|
-
*
|
1323
|
-
*
|
1324
|
-
* DESCRIPTION:
|
1325
|
-
*
|
1326
|
-
*
|
1327
|
-
*
|
1328
|
-
* inf.
|
1329
|
-
* - -x
|
1330
|
-
* zeta(x,q) = > (k+q)
|
1331
|
-
* -
|
1332
|
-
* k=0
|
1333
|
-
*
|
1334
|
-
* where x > 1 and q is not a negative integer or zero.
|
1335
|
-
* The Euler-Maclaurin summation formula is used to obtain
|
1336
|
-
* the expansion
|
1337
|
-
*
|
1338
|
-
* n
|
1339
|
-
* - -x
|
1340
|
-
* zeta(x,q) = > (k+q)
|
1341
|
-
* -
|
1342
|
-
* k=1
|
1343
|
-
*
|
1344
|
-
* 1-x inf. B x(x+1)...(x+2j)
|
1345
|
-
* (n+q) 1 - 2j
|
1346
|
-
* + --------- - ------- + > --------------------
|
1347
|
-
* x-1 x - x+2j+1
|
1348
|
-
* 2(n+q) j=1 (2j)! (n+q)
|
1349
|
-
*
|
1350
|
-
* where the B2j are Bernoulli numbers. Note that (see zetac.c)
|
1351
|
-
* zeta(x,1) = zetac(x) + 1.
|
1352
|
-
*
|
1353
|
-
*
|
1354
|
-
*
|
1355
|
-
* ACCURACY:
|
1356
|
-
*
|
1357
|
-
* Relative error for single precision:
|
1358
|
-
* arithmetic domain # trials peak rms
|
1359
|
-
* IEEE 0,25 10000 6.9e-7 1.0e-7
|
1360
|
-
*
|
1361
|
-
* Large arguments may produce underflow in powf(), in which
|
1362
|
-
* case the results are inaccurate.
|
1363
|
-
*
|
1364
|
-
* REFERENCE:
|
1365
|
-
*
|
1366
|
-
* Gradshteyn, I. S., and I. M. Ryzhik, Tables of Integrals,
|
1367
|
-
* Series, and Products, p. 1073; Academic Press, 1980.
|
1368
|
-
*
|
1369
|
-
*/
|
1370
|
-
|
1371
|
-
int i;
|
1372
|
-
Scalar p, r, a, b, k, s, t, w;
|
1373
|
-
|
1374
|
-
const Scalar A[] = {
|
1375
|
-
Scalar(12.0),
|
1376
|
-
Scalar(-720.0),
|
1377
|
-
Scalar(30240.0),
|
1378
|
-
Scalar(-1209600.0),
|
1379
|
-
Scalar(47900160.0),
|
1380
|
-
Scalar(-1.8924375803183791606e9), /*1.307674368e12/691*/
|
1381
|
-
Scalar(7.47242496e10),
|
1382
|
-
Scalar(-2.950130727918164224e12), /*1.067062284288e16/3617*/
|
1383
|
-
Scalar(1.1646782814350067249e14), /*5.109094217170944e18/43867*/
|
1384
|
-
Scalar(-4.5979787224074726105e15), /*8.028576626982912e20/174611*/
|
1385
|
-
Scalar(1.8152105401943546773e17), /*1.5511210043330985984e23/854513*/
|
1386
|
-
Scalar(-7.1661652561756670113e18) /*1.6938241367317436694528e27/236364091*/
|
1387
|
-
};
|
1388
|
-
|
1389
|
-
const Scalar maxnum = NumTraits<Scalar>::infinity();
|
1390
|
-
const Scalar zero = 0.0, half = 0.5, one = 1.0;
|
1391
|
-
const Scalar machep = cephes_helper<Scalar>::machep();
|
1392
|
-
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
|
1393
|
-
|
1394
|
-
if( x == one )
|
1395
|
-
return maxnum;
|
1396
|
-
|
1397
|
-
if( x < one )
|
1398
|
-
{
|
1399
|
-
return nan;
|
1400
|
-
}
|
1401
|
-
|
1402
|
-
if( q <= zero )
|
1403
|
-
{
|
1404
|
-
if(q == numext::floor(q))
|
1405
|
-
{
|
1406
|
-
if (x == numext::floor(x) && long(x) % 2 == 0) {
|
1407
|
-
return maxnum;
|
1408
|
-
}
|
1409
|
-
else {
|
1410
|
-
return nan;
|
1411
|
-
}
|
1412
|
-
}
|
1413
|
-
p = x;
|
1414
|
-
r = numext::floor(p);
|
1415
|
-
if (p != r)
|
1416
|
-
return nan;
|
1417
|
-
}
|
1418
|
-
|
1419
|
-
/* Permit negative q but continue sum until n+q > +9 .
|
1420
|
-
* This case should be handled by a reflection formula.
|
1421
|
-
* If q<0 and x is an integer, there is a relation to
|
1422
|
-
* the polygamma function.
|
1423
|
-
*/
|
1424
|
-
s = numext::pow( q, -x );
|
1425
|
-
a = q;
|
1426
|
-
b = zero;
|
1427
|
-
// Run the summation in a helper function that is specific to the floating precision
|
1428
|
-
if (zeta_impl_series<Scalar>::run(a, b, s, x, machep)) {
|
1429
|
-
return s;
|
1430
|
-
}
|
1431
|
-
|
1432
|
-
w = a;
|
1433
|
-
s += b*w/(x-one);
|
1434
|
-
s -= half * b;
|
1435
|
-
a = one;
|
1436
|
-
k = zero;
|
1437
|
-
for( i=0; i<12; i++ )
|
1438
|
-
{
|
1439
|
-
a *= x + k;
|
1440
|
-
b /= w;
|
1441
|
-
t = a*b/A[i];
|
1442
|
-
s = s + t;
|
1443
|
-
t = numext::abs(t/s);
|
1444
|
-
if( t < machep ) {
|
1445
|
-
break;
|
1446
|
-
}
|
1447
|
-
k += one;
|
1448
|
-
a *= x + k;
|
1449
|
-
b /= w;
|
1450
|
-
k += one;
|
1451
|
-
}
|
1452
|
-
return s;
|
1453
|
-
}
|
1454
|
-
};
|
1455
|
-
|
1456
|
-
/****************************************************************************
|
1457
|
-
* Implementation of polygamma function, requires C++11/C99 *
|
1458
|
-
****************************************************************************/
|
1459
|
-
|
1460
|
-
template <typename Scalar>
|
1461
|
-
struct polygamma_retval {
|
1462
|
-
typedef Scalar type;
|
1463
|
-
};
|
1464
|
-
|
1465
|
-
#if !EIGEN_HAS_C99_MATH
|
1466
|
-
|
1467
|
-
template <typename Scalar>
|
1468
|
-
struct polygamma_impl {
|
1469
|
-
EIGEN_DEVICE_FUNC
|
1470
|
-
static EIGEN_STRONG_INLINE Scalar run(Scalar n, Scalar x) {
|
1471
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
1472
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1473
|
-
return Scalar(0);
|
1474
|
-
}
|
1475
|
-
};
|
1476
|
-
|
1477
|
-
#else
|
1478
|
-
|
1479
|
-
template <typename Scalar>
|
1480
|
-
struct polygamma_impl {
|
1481
|
-
EIGEN_DEVICE_FUNC
|
1482
|
-
static Scalar run(Scalar n, Scalar x) {
|
1483
|
-
Scalar zero = 0.0, one = 1.0;
|
1484
|
-
Scalar nplus = n + one;
|
1485
|
-
const Scalar nan = NumTraits<Scalar>::quiet_NaN();
|
1486
|
-
|
1487
|
-
// Check that n is a non-negative integer
|
1488
|
-
if (numext::floor(n) != n || n < zero) {
|
1489
|
-
return nan;
|
1490
|
-
}
|
1491
|
-
// Just return the digamma function for n = 0
|
1492
|
-
else if (n == zero) {
|
1493
|
-
return digamma_impl<Scalar>::run(x);
|
1494
|
-
}
|
1495
|
-
// Use the same implementation as scipy
|
1496
|
-
else {
|
1497
|
-
Scalar factorial = numext::exp(lgamma_impl<Scalar>::run(nplus));
|
1498
|
-
return numext::pow(-one, nplus) * factorial * zeta_impl<Scalar>::run(nplus, x);
|
1499
|
-
}
|
1500
|
-
}
|
1501
|
-
};
|
1502
|
-
|
1503
|
-
#endif // EIGEN_HAS_C99_MATH
|
1504
|
-
|
1505
|
-
/************************************************************************************************
|
1506
|
-
* Implementation of betainc (incomplete beta integral), based on Cephes but requires C++11/C99 *
|
1507
|
-
************************************************************************************************/
|
1508
|
-
|
1509
|
-
template <typename Scalar>
|
1510
|
-
struct betainc_retval {
|
1511
|
-
typedef Scalar type;
|
1512
|
-
};
|
1513
|
-
|
1514
|
-
#if !EIGEN_HAS_C99_MATH
|
1515
|
-
|
1516
|
-
template <typename Scalar>
|
1517
|
-
struct betainc_impl {
|
1518
|
-
EIGEN_DEVICE_FUNC
|
1519
|
-
static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x) {
|
1520
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
1521
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1522
|
-
return Scalar(0);
|
1523
|
-
}
|
1524
|
-
};
|
1525
|
-
|
1526
|
-
#else
|
1527
|
-
|
1528
|
-
template <typename Scalar>
|
1529
|
-
struct betainc_impl {
|
1530
|
-
EIGEN_DEVICE_FUNC
|
1531
|
-
static EIGEN_STRONG_INLINE Scalar run(Scalar, Scalar, Scalar) {
|
1532
|
-
/* betaincf.c
|
1533
|
-
*
|
1534
|
-
* Incomplete beta integral
|
1535
|
-
*
|
1536
|
-
*
|
1537
|
-
* SYNOPSIS:
|
1538
|
-
*
|
1539
|
-
* float a, b, x, y, betaincf();
|
1540
|
-
*
|
1541
|
-
* y = betaincf( a, b, x );
|
1542
|
-
*
|
1543
|
-
*
|
1544
|
-
* DESCRIPTION:
|
1545
|
-
*
|
1546
|
-
* Returns incomplete beta integral of the arguments, evaluated
|
1547
|
-
* from zero to x. The function is defined as
|
1548
|
-
*
|
1549
|
-
* x
|
1550
|
-
* - -
|
1551
|
-
* | (a+b) | | a-1 b-1
|
1552
|
-
* ----------- | t (1-t) dt.
|
1553
|
-
* - - | |
|
1554
|
-
* | (a) | (b) -
|
1555
|
-
* 0
|
1556
|
-
*
|
1557
|
-
* The domain of definition is 0 <= x <= 1. In this
|
1558
|
-
* implementation a and b are restricted to positive values.
|
1559
|
-
* The integral from x to 1 may be obtained by the symmetry
|
1560
|
-
* relation
|
1561
|
-
*
|
1562
|
-
* 1 - betainc( a, b, x ) = betainc( b, a, 1-x ).
|
1563
|
-
*
|
1564
|
-
* The integral is evaluated by a continued fraction expansion.
|
1565
|
-
* If a < 1, the function calls itself recursively after a
|
1566
|
-
* transformation to increase a to a+1.
|
1567
|
-
*
|
1568
|
-
* ACCURACY (float):
|
1569
|
-
*
|
1570
|
-
* Tested at random points (a,b,x) with a and b in the indicated
|
1571
|
-
* interval and x between 0 and 1.
|
1572
|
-
*
|
1573
|
-
* arithmetic domain # trials peak rms
|
1574
|
-
* Relative error:
|
1575
|
-
* IEEE 0,30 10000 3.7e-5 5.1e-6
|
1576
|
-
* IEEE 0,100 10000 1.7e-4 2.5e-5
|
1577
|
-
* The useful domain for relative error is limited by underflow
|
1578
|
-
* of the single precision exponential function.
|
1579
|
-
* Absolute error:
|
1580
|
-
* IEEE 0,30 100000 2.2e-5 9.6e-7
|
1581
|
-
* IEEE 0,100 10000 6.5e-5 3.7e-6
|
1582
|
-
*
|
1583
|
-
* Larger errors may occur for extreme ratios of a and b.
|
1584
|
-
*
|
1585
|
-
* ACCURACY (double):
|
1586
|
-
* arithmetic domain # trials peak rms
|
1587
|
-
* IEEE 0,5 10000 6.9e-15 4.5e-16
|
1588
|
-
* IEEE 0,85 250000 2.2e-13 1.7e-14
|
1589
|
-
* IEEE 0,1000 30000 5.3e-12 6.3e-13
|
1590
|
-
* IEEE 0,10000 250000 9.3e-11 7.1e-12
|
1591
|
-
* IEEE 0,100000 10000 8.7e-10 4.8e-11
|
1592
|
-
* Outputs smaller than the IEEE gradual underflow threshold
|
1593
|
-
* were excluded from these statistics.
|
1594
|
-
*
|
1595
|
-
* ERROR MESSAGES:
|
1596
|
-
* message condition value returned
|
1597
|
-
* incbet domain x<0, x>1 nan
|
1598
|
-
* incbet underflow nan
|
1599
|
-
*/
|
1600
|
-
|
1601
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
|
1602
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1603
|
-
return Scalar(0);
|
1604
|
-
}
|
1605
|
-
};
|
1606
|
-
|
1607
|
-
/* Continued fraction expansion #1 for incomplete beta integral (small_branch = True)
|
1608
|
-
* Continued fraction expansion #2 for incomplete beta integral (small_branch = False)
|
1609
|
-
*/
|
1610
|
-
template <typename Scalar>
|
1611
|
-
struct incbeta_cfe {
|
1612
|
-
EIGEN_DEVICE_FUNC
|
1613
|
-
static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x, bool small_branch) {
|
1614
|
-
EIGEN_STATIC_ASSERT((internal::is_same<Scalar, float>::value ||
|
1615
|
-
internal::is_same<Scalar, double>::value),
|
1616
|
-
THIS_TYPE_IS_NOT_SUPPORTED);
|
1617
|
-
const Scalar big = cephes_helper<Scalar>::big();
|
1618
|
-
const Scalar machep = cephes_helper<Scalar>::machep();
|
1619
|
-
const Scalar biginv = cephes_helper<Scalar>::biginv();
|
1620
|
-
|
1621
|
-
const Scalar zero = 0;
|
1622
|
-
const Scalar one = 1;
|
1623
|
-
const Scalar two = 2;
|
1624
|
-
|
1625
|
-
Scalar xk, pk, pkm1, pkm2, qk, qkm1, qkm2;
|
1626
|
-
Scalar k1, k2, k3, k4, k5, k6, k7, k8, k26update;
|
1627
|
-
Scalar ans;
|
1628
|
-
int n;
|
1629
|
-
|
1630
|
-
const int num_iters = (internal::is_same<Scalar, float>::value) ? 100 : 300;
|
1631
|
-
const Scalar thresh =
|
1632
|
-
(internal::is_same<Scalar, float>::value) ? machep : Scalar(3) * machep;
|
1633
|
-
Scalar r = (internal::is_same<Scalar, float>::value) ? zero : one;
|
1634
|
-
|
1635
|
-
if (small_branch) {
|
1636
|
-
k1 = a;
|
1637
|
-
k2 = a + b;
|
1638
|
-
k3 = a;
|
1639
|
-
k4 = a + one;
|
1640
|
-
k5 = one;
|
1641
|
-
k6 = b - one;
|
1642
|
-
k7 = k4;
|
1643
|
-
k8 = a + two;
|
1644
|
-
k26update = one;
|
1645
|
-
} else {
|
1646
|
-
k1 = a;
|
1647
|
-
k2 = b - one;
|
1648
|
-
k3 = a;
|
1649
|
-
k4 = a + one;
|
1650
|
-
k5 = one;
|
1651
|
-
k6 = a + b;
|
1652
|
-
k7 = a + one;
|
1653
|
-
k8 = a + two;
|
1654
|
-
k26update = -one;
|
1655
|
-
x = x / (one - x);
|
1656
|
-
}
|
1657
|
-
|
1658
|
-
pkm2 = zero;
|
1659
|
-
qkm2 = one;
|
1660
|
-
pkm1 = one;
|
1661
|
-
qkm1 = one;
|
1662
|
-
ans = one;
|
1663
|
-
n = 0;
|
1664
|
-
|
1665
|
-
do {
|
1666
|
-
xk = -(x * k1 * k2) / (k3 * k4);
|
1667
|
-
pk = pkm1 + pkm2 * xk;
|
1668
|
-
qk = qkm1 + qkm2 * xk;
|
1669
|
-
pkm2 = pkm1;
|
1670
|
-
pkm1 = pk;
|
1671
|
-
qkm2 = qkm1;
|
1672
|
-
qkm1 = qk;
|
1673
|
-
|
1674
|
-
xk = (x * k5 * k6) / (k7 * k8);
|
1675
|
-
pk = pkm1 + pkm2 * xk;
|
1676
|
-
qk = qkm1 + qkm2 * xk;
|
1677
|
-
pkm2 = pkm1;
|
1678
|
-
pkm1 = pk;
|
1679
|
-
qkm2 = qkm1;
|
1680
|
-
qkm1 = qk;
|
1681
|
-
|
1682
|
-
if (qk != zero) {
|
1683
|
-
r = pk / qk;
|
1684
|
-
if (numext::abs(ans - r) < numext::abs(r) * thresh) {
|
1685
|
-
return r;
|
1686
|
-
}
|
1687
|
-
ans = r;
|
1688
|
-
}
|
1689
|
-
|
1690
|
-
k1 += one;
|
1691
|
-
k2 += k26update;
|
1692
|
-
k3 += two;
|
1693
|
-
k4 += two;
|
1694
|
-
k5 += one;
|
1695
|
-
k6 -= k26update;
|
1696
|
-
k7 += two;
|
1697
|
-
k8 += two;
|
1698
|
-
|
1699
|
-
if ((numext::abs(qk) + numext::abs(pk)) > big) {
|
1700
|
-
pkm2 *= biginv;
|
1701
|
-
pkm1 *= biginv;
|
1702
|
-
qkm2 *= biginv;
|
1703
|
-
qkm1 *= biginv;
|
1704
|
-
}
|
1705
|
-
if ((numext::abs(qk) < biginv) || (numext::abs(pk) < biginv)) {
|
1706
|
-
pkm2 *= big;
|
1707
|
-
pkm1 *= big;
|
1708
|
-
qkm2 *= big;
|
1709
|
-
qkm1 *= big;
|
1710
|
-
}
|
1711
|
-
} while (++n < num_iters);
|
1712
|
-
|
1713
|
-
return ans;
|
1714
|
-
}
|
1715
|
-
};
|
1716
|
-
|
1717
|
-
/* Helper functions depending on the Scalar type */
|
1718
|
-
template <typename Scalar>
|
1719
|
-
struct betainc_helper {};
|
1720
|
-
|
1721
|
-
template <>
|
1722
|
-
struct betainc_helper<float> {
|
1723
|
-
/* Core implementation, assumes a large (> 1.0) */
|
1724
|
-
EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE float incbsa(float aa, float bb,
|
1725
|
-
float xx) {
|
1726
|
-
float ans, a, b, t, x, onemx;
|
1727
|
-
bool reversed_a_b = false;
|
1728
|
-
|
1729
|
-
onemx = 1.0f - xx;
|
1730
|
-
|
1731
|
-
/* see if x is greater than the mean */
|
1732
|
-
if (xx > (aa / (aa + bb))) {
|
1733
|
-
reversed_a_b = true;
|
1734
|
-
a = bb;
|
1735
|
-
b = aa;
|
1736
|
-
t = xx;
|
1737
|
-
x = onemx;
|
1738
|
-
} else {
|
1739
|
-
a = aa;
|
1740
|
-
b = bb;
|
1741
|
-
t = onemx;
|
1742
|
-
x = xx;
|
1743
|
-
}
|
1744
|
-
|
1745
|
-
/* Choose expansion for optimal convergence */
|
1746
|
-
if (b > 10.0f) {
|
1747
|
-
if (numext::abs(b * x / a) < 0.3f) {
|
1748
|
-
t = betainc_helper<float>::incbps(a, b, x);
|
1749
|
-
if (reversed_a_b) t = 1.0f - t;
|
1750
|
-
return t;
|
1751
|
-
}
|
1752
|
-
}
|
1753
|
-
|
1754
|
-
ans = x * (a + b - 2.0f) / (a - 1.0f);
|
1755
|
-
if (ans < 1.0f) {
|
1756
|
-
ans = incbeta_cfe<float>::run(a, b, x, true /* small_branch */);
|
1757
|
-
t = b * numext::log(t);
|
1758
|
-
} else {
|
1759
|
-
ans = incbeta_cfe<float>::run(a, b, x, false /* small_branch */);
|
1760
|
-
t = (b - 1.0f) * numext::log(t);
|
1761
|
-
}
|
1762
|
-
|
1763
|
-
t += a * numext::log(x) + lgamma_impl<float>::run(a + b) -
|
1764
|
-
lgamma_impl<float>::run(a) - lgamma_impl<float>::run(b);
|
1765
|
-
t += numext::log(ans / a);
|
1766
|
-
t = numext::exp(t);
|
1767
|
-
|
1768
|
-
if (reversed_a_b) t = 1.0f - t;
|
1769
|
-
return t;
|
1770
|
-
}
|
1771
|
-
|
1772
|
-
EIGEN_DEVICE_FUNC
|
1773
|
-
static EIGEN_STRONG_INLINE float incbps(float a, float b, float x) {
|
1774
|
-
float t, u, y, s;
|
1775
|
-
const float machep = cephes_helper<float>::machep();
|
1776
|
-
|
1777
|
-
y = a * numext::log(x) + (b - 1.0f) * numext::log1p(-x) - numext::log(a);
|
1778
|
-
y -= lgamma_impl<float>::run(a) + lgamma_impl<float>::run(b);
|
1779
|
-
y += lgamma_impl<float>::run(a + b);
|
1780
|
-
|
1781
|
-
t = x / (1.0f - x);
|
1782
|
-
s = 0.0f;
|
1783
|
-
u = 1.0f;
|
1784
|
-
do {
|
1785
|
-
b -= 1.0f;
|
1786
|
-
if (b == 0.0f) {
|
1787
|
-
break;
|
1788
|
-
}
|
1789
|
-
a += 1.0f;
|
1790
|
-
u *= t * b / a;
|
1791
|
-
s += u;
|
1792
|
-
} while (numext::abs(u) > machep);
|
1793
|
-
|
1794
|
-
return numext::exp(y) * (1.0f + s);
|
1795
|
-
}
|
1796
|
-
};
|
1797
|
-
|
1798
|
-
template <>
|
1799
|
-
struct betainc_impl<float> {
|
1800
|
-
EIGEN_DEVICE_FUNC
|
1801
|
-
static float run(float a, float b, float x) {
|
1802
|
-
const float nan = NumTraits<float>::quiet_NaN();
|
1803
|
-
float ans, t;
|
1804
|
-
|
1805
|
-
if (a <= 0.0f) return nan;
|
1806
|
-
if (b <= 0.0f) return nan;
|
1807
|
-
if ((x <= 0.0f) || (x >= 1.0f)) {
|
1808
|
-
if (x == 0.0f) return 0.0f;
|
1809
|
-
if (x == 1.0f) return 1.0f;
|
1810
|
-
// mtherr("betaincf", DOMAIN);
|
1811
|
-
return nan;
|
1812
|
-
}
|
1813
|
-
|
1814
|
-
/* transformation for small aa */
|
1815
|
-
if (a <= 1.0f) {
|
1816
|
-
ans = betainc_helper<float>::incbsa(a + 1.0f, b, x);
|
1817
|
-
t = a * numext::log(x) + b * numext::log1p(-x) +
|
1818
|
-
lgamma_impl<float>::run(a + b) - lgamma_impl<float>::run(a + 1.0f) -
|
1819
|
-
lgamma_impl<float>::run(b);
|
1820
|
-
return (ans + numext::exp(t));
|
1821
|
-
} else {
|
1822
|
-
return betainc_helper<float>::incbsa(a, b, x);
|
1823
|
-
}
|
1824
|
-
}
|
1825
|
-
};
|
1826
|
-
|
1827
|
-
template <>
|
1828
|
-
struct betainc_helper<double> {
|
1829
|
-
EIGEN_DEVICE_FUNC
|
1830
|
-
static EIGEN_STRONG_INLINE double incbps(double a, double b, double x) {
|
1831
|
-
const double machep = cephes_helper<double>::machep();
|
1832
|
-
|
1833
|
-
double s, t, u, v, n, t1, z, ai;
|
1834
|
-
|
1835
|
-
ai = 1.0 / a;
|
1836
|
-
u = (1.0 - b) * x;
|
1837
|
-
v = u / (a + 1.0);
|
1838
|
-
t1 = v;
|
1839
|
-
t = u;
|
1840
|
-
n = 2.0;
|
1841
|
-
s = 0.0;
|
1842
|
-
z = machep * ai;
|
1843
|
-
while (numext::abs(v) > z) {
|
1844
|
-
u = (n - b) * x / n;
|
1845
|
-
t *= u;
|
1846
|
-
v = t / (a + n);
|
1847
|
-
s += v;
|
1848
|
-
n += 1.0;
|
1849
|
-
}
|
1850
|
-
s += t1;
|
1851
|
-
s += ai;
|
1852
|
-
|
1853
|
-
u = a * numext::log(x);
|
1854
|
-
// TODO: gamma() is not directly implemented in Eigen.
|
1855
|
-
/*
|
1856
|
-
if ((a + b) < maxgam && numext::abs(u) < maxlog) {
|
1857
|
-
t = gamma(a + b) / (gamma(a) * gamma(b));
|
1858
|
-
s = s * t * pow(x, a);
|
1859
|
-
}
|
1860
|
-
*/
|
1861
|
-
t = lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
|
1862
|
-
lgamma_impl<double>::run(b) + u + numext::log(s);
|
1863
|
-
return s = numext::exp(t);
|
1864
|
-
}
|
1865
|
-
};
|
1866
|
-
|
1867
|
-
template <>
|
1868
|
-
struct betainc_impl<double> {
|
1869
|
-
EIGEN_DEVICE_FUNC
|
1870
|
-
static double run(double aa, double bb, double xx) {
|
1871
|
-
const double nan = NumTraits<double>::quiet_NaN();
|
1872
|
-
const double machep = cephes_helper<double>::machep();
|
1873
|
-
// const double maxgam = 171.624376956302725;
|
1874
|
-
|
1875
|
-
double a, b, t, x, xc, w, y;
|
1876
|
-
bool reversed_a_b = false;
|
1877
|
-
|
1878
|
-
if (aa <= 0.0 || bb <= 0.0) {
|
1879
|
-
return nan; // goto domerr;
|
1880
|
-
}
|
1881
|
-
|
1882
|
-
if ((xx <= 0.0) || (xx >= 1.0)) {
|
1883
|
-
if (xx == 0.0) return (0.0);
|
1884
|
-
if (xx == 1.0) return (1.0);
|
1885
|
-
// mtherr("incbet", DOMAIN);
|
1886
|
-
return nan;
|
1887
|
-
}
|
1888
|
-
|
1889
|
-
if ((bb * xx) <= 1.0 && xx <= 0.95) {
|
1890
|
-
return betainc_helper<double>::incbps(aa, bb, xx);
|
1891
|
-
}
|
1892
|
-
|
1893
|
-
w = 1.0 - xx;
|
1894
|
-
|
1895
|
-
/* Reverse a and b if x is greater than the mean. */
|
1896
|
-
if (xx > (aa / (aa + bb))) {
|
1897
|
-
reversed_a_b = true;
|
1898
|
-
a = bb;
|
1899
|
-
b = aa;
|
1900
|
-
xc = xx;
|
1901
|
-
x = w;
|
1902
|
-
} else {
|
1903
|
-
a = aa;
|
1904
|
-
b = bb;
|
1905
|
-
xc = w;
|
1906
|
-
x = xx;
|
1907
|
-
}
|
1908
|
-
|
1909
|
-
if (reversed_a_b && (b * x) <= 1.0 && x <= 0.95) {
|
1910
|
-
t = betainc_helper<double>::incbps(a, b, x);
|
1911
|
-
if (t <= machep) {
|
1912
|
-
t = 1.0 - machep;
|
1913
|
-
} else {
|
1914
|
-
t = 1.0 - t;
|
1915
|
-
}
|
1916
|
-
return t;
|
1917
|
-
}
|
1918
|
-
|
1919
|
-
/* Choose expansion for better convergence. */
|
1920
|
-
y = x * (a + b - 2.0) - (a - 1.0);
|
1921
|
-
if (y < 0.0) {
|
1922
|
-
w = incbeta_cfe<double>::run(a, b, x, true /* small_branch */);
|
1923
|
-
} else {
|
1924
|
-
w = incbeta_cfe<double>::run(a, b, x, false /* small_branch */) / xc;
|
1925
|
-
}
|
1926
|
-
|
1927
|
-
/* Multiply w by the factor
|
1928
|
-
a b _ _ _
|
1929
|
-
x (1-x) | (a+b) / ( a | (a) | (b) ) . */
|
1930
|
-
|
1931
|
-
y = a * numext::log(x);
|
1932
|
-
t = b * numext::log(xc);
|
1933
|
-
// TODO: gamma is not directly implemented in Eigen.
|
1934
|
-
/*
|
1935
|
-
if ((a + b) < maxgam && numext::abs(y) < maxlog && numext::abs(t) < maxlog)
|
1936
|
-
{
|
1937
|
-
t = pow(xc, b);
|
1938
|
-
t *= pow(x, a);
|
1939
|
-
t /= a;
|
1940
|
-
t *= w;
|
1941
|
-
t *= gamma(a + b) / (gamma(a) * gamma(b));
|
1942
|
-
} else {
|
1943
|
-
*/
|
1944
|
-
/* Resort to logarithms. */
|
1945
|
-
y += t + lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
|
1946
|
-
lgamma_impl<double>::run(b);
|
1947
|
-
y += numext::log(w / a);
|
1948
|
-
t = numext::exp(y);
|
1949
|
-
|
1950
|
-
/* } */
|
1951
|
-
// done:
|
1952
|
-
|
1953
|
-
if (reversed_a_b) {
|
1954
|
-
if (t <= machep) {
|
1955
|
-
t = 1.0 - machep;
|
1956
|
-
} else {
|
1957
|
-
t = 1.0 - t;
|
1958
|
-
}
|
1959
|
-
}
|
1960
|
-
return t;
|
1961
|
-
}
|
1962
|
-
};
|
1963
|
-
|
1964
|
-
#endif // EIGEN_HAS_C99_MATH
|
1965
|
-
|
1966
|
-
} // end namespace internal
|
1967
|
-
|
1968
|
-
namespace numext {
|
1969
|
-
|
1970
|
-
template <typename Scalar>
|
1971
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(lgamma, Scalar)
|
1972
|
-
lgamma(const Scalar& x) {
|
1973
|
-
return EIGEN_MATHFUNC_IMPL(lgamma, Scalar)::run(x);
|
1974
|
-
}
|
1975
|
-
|
1976
|
-
template <typename Scalar>
|
1977
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(digamma, Scalar)
|
1978
|
-
digamma(const Scalar& x) {
|
1979
|
-
return EIGEN_MATHFUNC_IMPL(digamma, Scalar)::run(x);
|
1980
|
-
}
|
1981
|
-
|
1982
|
-
template <typename Scalar>
|
1983
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(zeta, Scalar)
|
1984
|
-
zeta(const Scalar& x, const Scalar& q) {
|
1985
|
-
return EIGEN_MATHFUNC_IMPL(zeta, Scalar)::run(x, q);
|
1986
|
-
}
|
1987
|
-
|
1988
|
-
template <typename Scalar>
|
1989
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(polygamma, Scalar)
|
1990
|
-
polygamma(const Scalar& n, const Scalar& x) {
|
1991
|
-
return EIGEN_MATHFUNC_IMPL(polygamma, Scalar)::run(n, x);
|
1992
|
-
}
|
1993
|
-
|
1994
|
-
template <typename Scalar>
|
1995
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(erf, Scalar)
|
1996
|
-
erf(const Scalar& x) {
|
1997
|
-
return EIGEN_MATHFUNC_IMPL(erf, Scalar)::run(x);
|
1998
|
-
}
|
1999
|
-
|
2000
|
-
template <typename Scalar>
|
2001
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(erfc, Scalar)
|
2002
|
-
erfc(const Scalar& x) {
|
2003
|
-
return EIGEN_MATHFUNC_IMPL(erfc, Scalar)::run(x);
|
2004
|
-
}
|
2005
|
-
|
2006
|
-
template <typename Scalar>
|
2007
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(ndtri, Scalar)
|
2008
|
-
ndtri(const Scalar& x) {
|
2009
|
-
return EIGEN_MATHFUNC_IMPL(ndtri, Scalar)::run(x);
|
2010
|
-
}
|
2011
|
-
|
2012
|
-
template <typename Scalar>
|
2013
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma, Scalar)
|
2014
|
-
igamma(const Scalar& a, const Scalar& x) {
|
2015
|
-
return EIGEN_MATHFUNC_IMPL(igamma, Scalar)::run(a, x);
|
2016
|
-
}
|
2017
|
-
|
2018
|
-
template <typename Scalar>
|
2019
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma_der_a, Scalar)
|
2020
|
-
igamma_der_a(const Scalar& a, const Scalar& x) {
|
2021
|
-
return EIGEN_MATHFUNC_IMPL(igamma_der_a, Scalar)::run(a, x);
|
2022
|
-
}
|
2023
|
-
|
2024
|
-
template <typename Scalar>
|
2025
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(gamma_sample_der_alpha, Scalar)
|
2026
|
-
gamma_sample_der_alpha(const Scalar& a, const Scalar& x) {
|
2027
|
-
return EIGEN_MATHFUNC_IMPL(gamma_sample_der_alpha, Scalar)::run(a, x);
|
2028
|
-
}
|
2029
|
-
|
2030
|
-
template <typename Scalar>
|
2031
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igammac, Scalar)
|
2032
|
-
igammac(const Scalar& a, const Scalar& x) {
|
2033
|
-
return EIGEN_MATHFUNC_IMPL(igammac, Scalar)::run(a, x);
|
2034
|
-
}
|
2035
|
-
|
2036
|
-
template <typename Scalar>
|
2037
|
-
EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(betainc, Scalar)
|
2038
|
-
betainc(const Scalar& a, const Scalar& b, const Scalar& x) {
|
2039
|
-
return EIGEN_MATHFUNC_IMPL(betainc, Scalar)::run(a, b, x);
|
2040
|
-
}
|
2041
|
-
|
2042
|
-
} // end namespace numext
|
2043
|
-
} // end namespace Eigen
|
2044
|
-
|
2045
|
-
#endif // EIGEN_SPECIAL_FUNCTIONS_H
|