casadi 3.6.4__cp39-none-manylinux2014_aarch64.whl → 3.6.6__cp39-none-manylinux2014_aarch64.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.
Files changed (1439) hide show
  1. casadi/_casadi.so +0 -0
  2. casadi/casadi.py +984 -500
  3. casadi/cmake/alpaqa/alpaqaConfigVersion.cmake +0 -5
  4. casadi/cmake/alpaqa/alpaqaTargets.cmake +1 -1
  5. casadi/cmake/casadi-config-version.cmake +1 -1
  6. casadi/cmake/casadi-targets.cmake +1 -1
  7. casadi/cmake/osqp/osqp-targets.cmake +1 -1
  8. casadi/cmake/proxsuite/proxsuiteConfigVersion.cmake +0 -5
  9. casadi/cmake/proxsuite/proxsuiteTargets.cmake +1 -1
  10. casadi/cmake/qdldl/qdldl-targets.cmake +1 -1
  11. casadi/include/casadi/casadi.i +33 -15
  12. casadi/include/casadi/casadi_c.h +2 -0
  13. casadi/include/casadi/config.h +8 -8
  14. casadi/include/casadi/core/casadi_common.hpp +1 -0
  15. casadi/include/casadi/core/casadi_misc.hpp +13 -0
  16. casadi/include/casadi/core/casadi_types.hpp +3 -2
  17. casadi/include/casadi/core/code_generator.hpp +59 -2
  18. casadi/include/casadi/core/core.hpp +1 -0
  19. casadi/include/casadi/core/generic_expression.hpp +1 -1
  20. casadi/include/casadi/core/generic_type.hpp +25 -1
  21. casadi/include/casadi/core/global_options.hpp +2 -0
  22. casadi/include/casadi/core/matrix_decl.hpp +15 -0
  23. casadi/include/casadi/core/mx.hpp +13 -3
  24. casadi/include/casadi/core/optistack.hpp +23 -0
  25. casadi/include/casadi/core/runtime/casadi_nlp.hpp +133 -6
  26. casadi/include/casadi/core/runtime/casadi_ocp_block.hpp +55 -0
  27. casadi/include/casadi/core/runtime/casadi_oracle.hpp +44 -0
  28. casadi/include/casadi/core/runtime/casadi_oracle_callback.hpp +39 -0
  29. casadi/include/casadi/core/runtime/casadi_runtime.hpp +4 -1
  30. casadi/include/casadi/core/runtime/casadi_scaled_copy.hpp +31 -0
  31. casadi/include/casadi/core/runtime/casadi_sqpmethod.hpp +11 -1
  32. casadi/include/casadi/core/serializing_stream.hpp +2 -2
  33. casadi/include/casadi/core/sparsity.hpp +12 -3
  34. casadi/include/casadi/core/tools.hpp +67 -0
  35. casadi/include/casadi/doc.i +2283 -1491
  36. casadi/include/casadi/doc_merged.i +1522 -1065
  37. casadi/include/casadi/mem.h +1 -0
  38. casadi/include/daqp/api.h +46 -0
  39. casadi/include/daqp/auxiliary.h +29 -0
  40. casadi/include/daqp/bnb.h +32 -0
  41. casadi/include/daqp/codegen.h +18 -0
  42. casadi/include/daqp/constants.h +92 -0
  43. casadi/include/daqp/daqp.h +22 -0
  44. casadi/include/daqp/daqp_prox.h +18 -0
  45. casadi/include/daqp/factorization.h +18 -0
  46. casadi/include/daqp/types.h +161 -0
  47. casadi/include/daqp/utils.h +44 -0
  48. casadi/include/fatrop/auxiliary/Common.hpp +33 -0
  49. casadi/include/fatrop/auxiliary/DynamicLib.hpp +34 -0
  50. casadi/include/fatrop/auxiliary/FatropOptions.hpp +68 -0
  51. casadi/include/fatrop/auxiliary/FatropVector.hpp +143 -0
  52. casadi/include/fatrop/auxiliary/LinearAlgebra.hpp +88 -0
  53. casadi/include/fatrop/auxiliary/VectorUtils.hpp +54 -0
  54. casadi/include/fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp +492 -0
  55. casadi/include/fatrop/function_evaluation/CasadiCodegen.hpp +104 -0
  56. casadi/include/fatrop/function_evaluation/FunctionEvaluation.hpp +60 -0
  57. casadi/include/fatrop/json/json.h +946 -0
  58. casadi/include/fatrop/ocp/CasadiCApiUserdataWrap.hpp +87 -0
  59. casadi/include/fatrop/ocp/DuInfEvaluator.hpp +38 -0
  60. casadi/include/fatrop/ocp/FatropOCP.hpp +161 -0
  61. casadi/include/fatrop/ocp/FatropOCPBuilder.hpp +52 -0
  62. casadi/include/fatrop/ocp/OCP.hpp +82 -0
  63. casadi/include/fatrop/ocp/OCPAbstract.hpp +254 -0
  64. casadi/include/fatrop/ocp/OCPAdapter.hpp +197 -0
  65. casadi/include/fatrop/ocp/OCPCInterface.h +289 -0
  66. casadi/include/fatrop/ocp/OCPDims.hpp +60 -0
  67. casadi/include/fatrop/ocp/OCPInitializer.hpp +41 -0
  68. casadi/include/fatrop/ocp/OCPKKT.hpp +69 -0
  69. casadi/include/fatrop/ocp/OCPLSRiccati.hpp +191 -0
  70. casadi/include/fatrop/ocp/OCPLSScaler.hpp +66 -0
  71. casadi/include/fatrop/ocp/OCPLinearSolver.hpp +75 -0
  72. casadi/include/fatrop/ocp/OCPNoScaling.hpp +42 -0
  73. casadi/include/fatrop/ocp/OCPScalingMethod.hpp +42 -0
  74. casadi/include/fatrop/ocp/StageOCP.hpp +592 -0
  75. casadi/include/fatrop/ocp/StageOCPApplication.hpp +242 -0
  76. casadi/include/fatrop/ocp/StageOCPExpressions.hpp +182 -0
  77. casadi/include/fatrop/ocp/UStageEvalAbstract.hpp +168 -0
  78. casadi/include/fatrop/ocp/UStageOCPImpl.hpp +152 -0
  79. casadi/include/fatrop/quasi_newton/bfgs.hpp +159 -0
  80. casadi/include/fatrop/solver/AlgBuilder.hpp +66 -0
  81. casadi/include/fatrop/solver/AlgStrategy.hpp +33 -0
  82. casadi/include/fatrop/solver/FatropAlg.hpp +108 -0
  83. casadi/include/fatrop/solver/FatropData.hpp +188 -0
  84. casadi/include/fatrop/solver/FatropOptions.hpp +94 -0
  85. casadi/include/fatrop/solver/FatropPrinter.hpp +65 -0
  86. casadi/include/fatrop/solver/FatropStats.hpp +63 -0
  87. casadi/include/fatrop/solver/Filter.hpp +54 -0
  88. casadi/include/fatrop/solver/IterationData.hpp +55 -0
  89. casadi/include/fatrop/solver/LineSearch.hpp +86 -0
  90. casadi/include/fatrop/solver/NLPL1.hpp +263 -0
  91. casadi/include/fatrop/templates/NLPAlg.hpp +102 -0
  92. casadi/include/licenses/daqp-external/LICENSE +21 -0
  93. casadi/include/licenses/fatrop-external/LICENSE.txt +165 -0
  94. casadi/include/licenses/fatrop-external/external/blasfeo/LICENSE.txt +26 -0
  95. casadi/include/licenses/fatrop-external/external/pybind11/LICENSE +29 -0
  96. casadi/include/osqp/constants.h +2 -3
  97. casadi/include/osqp/version.h +9 -0
  98. casadi/lib/cmake/tinyxml2/tinyxml2-config-version.cmake +0 -5
  99. casadi/lib/cmake/tinyxml2/tinyxml2-static-targets.cmake +1 -1
  100. casadi/libcasadi.so +0 -0
  101. casadi/libcasadi.so.3.7 +0 -0
  102. casadi/libcasadi_conic_cplex.so +0 -0
  103. casadi/libcasadi_conic_cplex.so.3.7 +0 -0
  104. casadi/libcasadi_conic_daqp.so +0 -0
  105. casadi/libcasadi_conic_daqp.so.3.7 +0 -0
  106. casadi/libcasadi_conic_fatrop.so +0 -0
  107. casadi/libcasadi_conic_fatrop.so.3.7 +0 -0
  108. casadi/libcasadi_conic_gurobi.so +0 -0
  109. casadi/libcasadi_conic_gurobi.so.3.7 +0 -0
  110. casadi/libcasadi_conic_hpipm.so +0 -0
  111. casadi/libcasadi_conic_hpipm.so.3.7 +0 -0
  112. casadi/libcasadi_conic_ipqp.so +0 -0
  113. casadi/libcasadi_conic_ipqp.so.3.7 +0 -0
  114. casadi/libcasadi_conic_nlpsol.so +0 -0
  115. casadi/libcasadi_conic_nlpsol.so.3.7 +0 -0
  116. casadi/libcasadi_conic_osqp.so +0 -0
  117. casadi/libcasadi_conic_osqp.so.3.7 +0 -0
  118. casadi/libcasadi_conic_proxqp.so +0 -0
  119. casadi/libcasadi_conic_proxqp.so.3.7 +0 -0
  120. casadi/libcasadi_conic_qpoases.so +0 -0
  121. casadi/libcasadi_conic_qpoases.so.3.7 +0 -0
  122. casadi/libcasadi_conic_qrqp.so +0 -0
  123. casadi/libcasadi_conic_qrqp.so.3.7 +0 -0
  124. casadi/libcasadi_conic_superscs.so +0 -0
  125. casadi/libcasadi_conic_superscs.so.3.7 +0 -0
  126. casadi/libcasadi_integrator_collocation.so +0 -0
  127. casadi/libcasadi_integrator_collocation.so.3.7 +0 -0
  128. casadi/libcasadi_integrator_cvodes.so +0 -0
  129. casadi/libcasadi_integrator_cvodes.so.3.7 +0 -0
  130. casadi/libcasadi_integrator_idas.so +0 -0
  131. casadi/libcasadi_integrator_idas.so.3.7 +0 -0
  132. casadi/libcasadi_integrator_rk.so +0 -0
  133. casadi/libcasadi_integrator_rk.so.3.7 +0 -0
  134. casadi/libcasadi_nlpsol_alpaqa.so +0 -0
  135. casadi/libcasadi_nlpsol_alpaqa.so.3.7 +0 -0
  136. casadi/libcasadi_nlpsol_ampl.so +0 -0
  137. casadi/libcasadi_nlpsol_ampl.so.3.7 +0 -0
  138. casadi/libcasadi_nlpsol_blocksqp.so +0 -0
  139. casadi/libcasadi_nlpsol_blocksqp.so.3.7 +0 -0
  140. casadi/libcasadi_nlpsol_fatrop.so +0 -0
  141. casadi/libcasadi_nlpsol_fatrop.so.3.7 +0 -0
  142. casadi/libcasadi_nlpsol_feasiblesqpmethod.so +0 -0
  143. casadi/libcasadi_nlpsol_feasiblesqpmethod.so.3.7 +0 -0
  144. casadi/libcasadi_nlpsol_ipopt.so +0 -0
  145. casadi/libcasadi_nlpsol_ipopt.so.3.7 +0 -0
  146. casadi/libcasadi_nlpsol_knitro.so +0 -0
  147. casadi/libcasadi_nlpsol_knitro.so.3.7 +0 -0
  148. casadi/libcasadi_nlpsol_madnlp.so +0 -0
  149. casadi/libcasadi_nlpsol_madnlp.so.3.7 +0 -0
  150. casadi/libcasadi_nlpsol_qrsqp.so +0 -0
  151. casadi/libcasadi_nlpsol_qrsqp.so.3.7 +0 -0
  152. casadi/libcasadi_nlpsol_scpgen.so +0 -0
  153. casadi/libcasadi_nlpsol_scpgen.so.3.7 +0 -0
  154. casadi/libcasadi_nlpsol_snopt.so +0 -0
  155. casadi/libcasadi_nlpsol_snopt.so.3.7 +0 -0
  156. casadi/libcasadi_nlpsol_sqpmethod.so +0 -0
  157. casadi/libcasadi_nlpsol_sqpmethod.so.3.7 +0 -0
  158. casadi/libcasadi_nlpsol_worhp.so +0 -0
  159. casadi/libcasadi_nlpsol_worhp.so.3.7 +0 -0
  160. casadi/libcasadi_rootfinder_fast_newton.so +0 -0
  161. casadi/libcasadi_rootfinder_fast_newton.so.3.7 +0 -0
  162. casadi/libcasadi_rootfinder_kinsol.so +0 -0
  163. casadi/libcasadi_rootfinder_kinsol.so.3.7 +0 -0
  164. casadi/libcasadi_rootfinder_newton.so +0 -0
  165. casadi/libcasadi_rootfinder_newton.so.3.7 +0 -0
  166. casadi/libcasadi_rootfinder_nlpsol.so +0 -0
  167. casadi/libcasadi_rootfinder_nlpsol.so.3.7 +0 -0
  168. casadi/libcasadi_sundials_common.so +0 -0
  169. casadi/libcasadi_sundials_common.so.3.7 +0 -0
  170. casadi/libdaqp.so +0 -0
  171. casadi/libdaqpstat.a +0 -0
  172. casadi/libfatrop.so +0 -0
  173. casadi/libipopt.so +0 -0
  174. casadi/libipopt.so.3 +0 -0
  175. casadi/libipopt.so.3.14.11 +0 -0
  176. casadi/libmatlab_ipc.so +0 -0
  177. casadi/libosqp.a +0 -0
  178. casadi/libosqp.so +0 -0
  179. casadi/libsipopt.so +0 -0
  180. casadi/libsipopt.so.3 +0 -0
  181. casadi/libsipopt.so.3.14.11 +0 -0
  182. casadi/pkgconfig/casadi.pc +1 -1
  183. casadi/tools/__init__.py +4 -0
  184. casadi/tools/bounds.py +3 -3
  185. {casadi-3.6.4.dist-info → casadi-3.6.6.dist-info}/METADATA +12 -4
  186. casadi-3.6.6.dist-info/RECORD +1681 -0
  187. casadi/include/include/eigen3/Eigen/Cholesky +0 -45
  188. casadi/include/include/eigen3/Eigen/CholmodSupport +0 -48
  189. casadi/include/include/eigen3/Eigen/Core +0 -384
  190. casadi/include/include/eigen3/Eigen/Dense +0 -7
  191. casadi/include/include/eigen3/Eigen/Eigen +0 -2
  192. casadi/include/include/eigen3/Eigen/Eigenvalues +0 -60
  193. casadi/include/include/eigen3/Eigen/Geometry +0 -59
  194. casadi/include/include/eigen3/Eigen/Householder +0 -29
  195. casadi/include/include/eigen3/Eigen/IterativeLinearSolvers +0 -48
  196. casadi/include/include/eigen3/Eigen/Jacobi +0 -32
  197. casadi/include/include/eigen3/Eigen/KLUSupport +0 -41
  198. casadi/include/include/eigen3/Eigen/LU +0 -47
  199. casadi/include/include/eigen3/Eigen/MetisSupport +0 -35
  200. casadi/include/include/eigen3/Eigen/OrderingMethods +0 -70
  201. casadi/include/include/eigen3/Eigen/PaStiXSupport +0 -49
  202. casadi/include/include/eigen3/Eigen/PardisoSupport +0 -35
  203. casadi/include/include/eigen3/Eigen/QR +0 -50
  204. casadi/include/include/eigen3/Eigen/QtAlignedMalloc +0 -39
  205. casadi/include/include/eigen3/Eigen/SPQRSupport +0 -34
  206. casadi/include/include/eigen3/Eigen/SVD +0 -50
  207. casadi/include/include/eigen3/Eigen/Sparse +0 -34
  208. casadi/include/include/eigen3/Eigen/SparseCholesky +0 -37
  209. casadi/include/include/eigen3/Eigen/SparseCore +0 -69
  210. casadi/include/include/eigen3/Eigen/SparseLU +0 -50
  211. casadi/include/include/eigen3/Eigen/SparseQR +0 -36
  212. casadi/include/include/eigen3/Eigen/StdDeque +0 -27
  213. casadi/include/include/eigen3/Eigen/StdList +0 -26
  214. casadi/include/include/eigen3/Eigen/StdVector +0 -27
  215. casadi/include/include/eigen3/Eigen/SuperLUSupport +0 -64
  216. casadi/include/include/eigen3/Eigen/UmfPackSupport +0 -40
  217. casadi/include/include/eigen3/Eigen/src/Cholesky/LDLT.h +0 -688
  218. casadi/include/include/eigen3/Eigen/src/Cholesky/LLT.h +0 -558
  219. casadi/include/include/eigen3/Eigen/src/Cholesky/LLT_LAPACKE.h +0 -99
  220. casadi/include/include/eigen3/Eigen/src/CholmodSupport/CholmodSupport.h +0 -682
  221. casadi/include/include/eigen3/Eigen/src/Core/ArithmeticSequence.h +0 -413
  222. casadi/include/include/eigen3/Eigen/src/Core/Array.h +0 -417
  223. casadi/include/include/eigen3/Eigen/src/Core/ArrayBase.h +0 -226
  224. casadi/include/include/eigen3/Eigen/src/Core/ArrayWrapper.h +0 -209
  225. casadi/include/include/eigen3/Eigen/src/Core/Assign.h +0 -90
  226. casadi/include/include/eigen3/Eigen/src/Core/AssignEvaluator.h +0 -1010
  227. casadi/include/include/eigen3/Eigen/src/Core/Assign_MKL.h +0 -178
  228. casadi/include/include/eigen3/Eigen/src/Core/BandMatrix.h +0 -353
  229. casadi/include/include/eigen3/Eigen/src/Core/Block.h +0 -448
  230. casadi/include/include/eigen3/Eigen/src/Core/BooleanRedux.h +0 -162
  231. casadi/include/include/eigen3/Eigen/src/Core/CommaInitializer.h +0 -164
  232. casadi/include/include/eigen3/Eigen/src/Core/ConditionEstimator.h +0 -175
  233. casadi/include/include/eigen3/Eigen/src/Core/CoreEvaluators.h +0 -1741
  234. casadi/include/include/eigen3/Eigen/src/Core/CoreIterators.h +0 -132
  235. casadi/include/include/eigen3/Eigen/src/Core/CwiseBinaryOp.h +0 -183
  236. casadi/include/include/eigen3/Eigen/src/Core/CwiseNullaryOp.h +0 -1001
  237. casadi/include/include/eigen3/Eigen/src/Core/CwiseTernaryOp.h +0 -197
  238. casadi/include/include/eigen3/Eigen/src/Core/CwiseUnaryOp.h +0 -103
  239. casadi/include/include/eigen3/Eigen/src/Core/CwiseUnaryView.h +0 -132
  240. casadi/include/include/eigen3/Eigen/src/Core/DenseBase.h +0 -701
  241. casadi/include/include/eigen3/Eigen/src/Core/DenseCoeffsBase.h +0 -685
  242. casadi/include/include/eigen3/Eigen/src/Core/DenseStorage.h +0 -652
  243. casadi/include/include/eigen3/Eigen/src/Core/Diagonal.h +0 -258
  244. casadi/include/include/eigen3/Eigen/src/Core/DiagonalMatrix.h +0 -391
  245. casadi/include/include/eigen3/Eigen/src/Core/DiagonalProduct.h +0 -28
  246. casadi/include/include/eigen3/Eigen/src/Core/Dot.h +0 -318
  247. casadi/include/include/eigen3/Eigen/src/Core/EigenBase.h +0 -160
  248. casadi/include/include/eigen3/Eigen/src/Core/ForceAlignedAccess.h +0 -150
  249. casadi/include/include/eigen3/Eigen/src/Core/Fuzzy.h +0 -155
  250. casadi/include/include/eigen3/Eigen/src/Core/GeneralProduct.h +0 -465
  251. casadi/include/include/eigen3/Eigen/src/Core/GenericPacketMath.h +0 -1040
  252. casadi/include/include/eigen3/Eigen/src/Core/GlobalFunctions.h +0 -194
  253. casadi/include/include/eigen3/Eigen/src/Core/IO.h +0 -258
  254. casadi/include/include/eigen3/Eigen/src/Core/IndexedView.h +0 -237
  255. casadi/include/include/eigen3/Eigen/src/Core/Inverse.h +0 -117
  256. casadi/include/include/eigen3/Eigen/src/Core/Map.h +0 -171
  257. casadi/include/include/eigen3/Eigen/src/Core/MapBase.h +0 -310
  258. casadi/include/include/eigen3/Eigen/src/Core/MathFunctions.h +0 -2057
  259. casadi/include/include/eigen3/Eigen/src/Core/MathFunctionsImpl.h +0 -200
  260. casadi/include/include/eigen3/Eigen/src/Core/Matrix.h +0 -565
  261. casadi/include/include/eigen3/Eigen/src/Core/MatrixBase.h +0 -547
  262. casadi/include/include/eigen3/Eigen/src/Core/NestByValue.h +0 -85
  263. casadi/include/include/eigen3/Eigen/src/Core/NoAlias.h +0 -109
  264. casadi/include/include/eigen3/Eigen/src/Core/NumTraits.h +0 -335
  265. casadi/include/include/eigen3/Eigen/src/Core/PartialReduxEvaluator.h +0 -232
  266. casadi/include/include/eigen3/Eigen/src/Core/PermutationMatrix.h +0 -605
  267. casadi/include/include/eigen3/Eigen/src/Core/PlainObjectBase.h +0 -1128
  268. casadi/include/include/eigen3/Eigen/src/Core/Product.h +0 -191
  269. casadi/include/include/eigen3/Eigen/src/Core/ProductEvaluators.h +0 -1179
  270. casadi/include/include/eigen3/Eigen/src/Core/Random.h +0 -218
  271. casadi/include/include/eigen3/Eigen/src/Core/Redux.h +0 -515
  272. casadi/include/include/eigen3/Eigen/src/Core/Ref.h +0 -381
  273. casadi/include/include/eigen3/Eigen/src/Core/Replicate.h +0 -142
  274. casadi/include/include/eigen3/Eigen/src/Core/Reshaped.h +0 -454
  275. casadi/include/include/eigen3/Eigen/src/Core/ReturnByValue.h +0 -119
  276. casadi/include/include/eigen3/Eigen/src/Core/Reverse.h +0 -217
  277. casadi/include/include/eigen3/Eigen/src/Core/Select.h +0 -164
  278. casadi/include/include/eigen3/Eigen/src/Core/SelfAdjointView.h +0 -365
  279. casadi/include/include/eigen3/Eigen/src/Core/SelfCwiseBinaryOp.h +0 -47
  280. casadi/include/include/eigen3/Eigen/src/Core/Solve.h +0 -188
  281. casadi/include/include/eigen3/Eigen/src/Core/SolveTriangular.h +0 -235
  282. casadi/include/include/eigen3/Eigen/src/Core/SolverBase.h +0 -168
  283. casadi/include/include/eigen3/Eigen/src/Core/StableNorm.h +0 -251
  284. casadi/include/include/eigen3/Eigen/src/Core/StlIterators.h +0 -463
  285. casadi/include/include/eigen3/Eigen/src/Core/Stride.h +0 -116
  286. casadi/include/include/eigen3/Eigen/src/Core/Swap.h +0 -68
  287. casadi/include/include/eigen3/Eigen/src/Core/Transpose.h +0 -464
  288. casadi/include/include/eigen3/Eigen/src/Core/Transpositions.h +0 -386
  289. casadi/include/include/eigen3/Eigen/src/Core/TriangularMatrix.h +0 -1001
  290. casadi/include/include/eigen3/Eigen/src/Core/VectorBlock.h +0 -96
  291. casadi/include/include/eigen3/Eigen/src/Core/VectorwiseOp.h +0 -784
  292. casadi/include/include/eigen3/Eigen/src/Core/Visitor.h +0 -381
  293. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX/Complex.h +0 -372
  294. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX/MathFunctions.h +0 -228
  295. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX/PacketMath.h +0 -1574
  296. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX/TypeCasting.h +0 -115
  297. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX512/Complex.h +0 -422
  298. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX512/MathFunctions.h +0 -362
  299. casadi/include/include/eigen3/Eigen/src/Core/arch/AVX512/PacketMath.h +0 -2303
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  755. casadi/include/include/proxsuite/linalg/veg/internal/epilogue.hpp +0 -31
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  757. casadi/include/include/proxsuite/linalg/veg/internal/external/unhedley.ext.hpp +0 -148
  758. casadi/include/include/proxsuite/linalg/veg/internal/fix_index.hpp +0 -339
  759. casadi/include/include/proxsuite/linalg/veg/internal/has_asan.hpp +0 -17
  760. casadi/include/include/proxsuite/linalg/veg/internal/integer_seq.hpp +0 -248
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  762. casadi/include/include/proxsuite/linalg/veg/internal/narrow.hpp +0 -46
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  764. casadi/include/include/proxsuite/linalg/veg/internal/prologue.hpp +0 -157
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  766. casadi/include/include/proxsuite/linalg/veg/internal/terminate.hpp +0 -22
  767. casadi/include/include/proxsuite/linalg/veg/internal/typedefs.hpp +0 -58
  768. casadi/include/include/proxsuite/linalg/veg/memory/address.hpp +0 -97
  769. casadi/include/include/proxsuite/linalg/veg/memory/alloc.hpp +0 -352
  770. casadi/include/include/proxsuite/linalg/veg/memory/dynamic_stack.hpp +0 -504
  771. casadi/include/include/proxsuite/linalg/veg/memory/placement.hpp +0 -202
  772. casadi/include/include/proxsuite/linalg/veg/memory/stack_alloc.hpp +0 -239
  773. casadi/include/include/proxsuite/linalg/veg/ref.hpp +0 -148
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  775. casadi/include/include/proxsuite/linalg/veg/tuple.hpp +0 -876
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  777. casadi/include/include/proxsuite/linalg/veg/type_traits/assignable.hpp +0 -53
  778. casadi/include/include/proxsuite/linalg/veg/type_traits/constructible.hpp +0 -217
  779. casadi/include/include/proxsuite/linalg/veg/type_traits/core.hpp +0 -298
  780. casadi/include/include/proxsuite/linalg/veg/type_traits/invocable.hpp +0 -47
  781. casadi/include/include/proxsuite/linalg/veg/type_traits/primitives.hpp +0 -43
  782. casadi/include/include/proxsuite/linalg/veg/type_traits/tags.hpp +0 -47
  783. casadi/include/include/proxsuite/linalg/veg/util/assert.hpp +0 -48
  784. casadi/include/include/proxsuite/linalg/veg/util/dbg.hpp +0 -6
  785. casadi/include/include/proxsuite/linalg/veg/util/defer.hpp +0 -57
  786. casadi/include/include/proxsuite/linalg/veg/util/dynstack_alloc.hpp +0 -19
  787. casadi/include/include/proxsuite/linalg/veg/util/get.hpp +0 -153
  788. casadi/include/include/proxsuite/linalg/veg/util/index.hpp +0 -6
  789. casadi/include/include/proxsuite/linalg/veg/util/unreachable.hpp +0 -41
  790. casadi/include/include/proxsuite/linalg/veg/vec.hpp +0 -1034
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  793. casadi/include/include/proxsuite/proxqp/dense/helpers.hpp +0 -520
  794. casadi/include/include/proxsuite/proxqp/dense/linesearch.hpp +0 -517
  795. casadi/include/include/proxsuite/proxqp/dense/model.hpp +0 -147
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  797. casadi/include/include/proxsuite/proxqp/dense/preconditioner/ruiz.hpp +0 -571
  798. casadi/include/include/proxsuite/proxqp/dense/solver.hpp +0 -1330
  799. casadi/include/include/proxsuite/proxqp/dense/utils.hpp +0 -415
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  801. casadi/include/include/proxsuite/proxqp/dense/workspace.hpp +0 -264
  802. casadi/include/include/proxsuite/proxqp/dense/wrapper.hpp +0 -491
  803. casadi/include/include/proxsuite/proxqp/results.hpp +0 -212
  804. casadi/include/include/proxsuite/proxqp/settings.hpp +0 -302
  805. casadi/include/include/proxsuite/proxqp/sparse/fwd.hpp +0 -58
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  807. casadi/include/include/proxsuite/proxqp/sparse/model.hpp +0 -228
  808. casadi/include/include/proxsuite/proxqp/sparse/preconditioner/identity.hpp +0 -64
  809. casadi/include/include/proxsuite/proxqp/sparse/preconditioner/ruiz.hpp +0 -569
  810. casadi/include/include/proxsuite/proxqp/sparse/solver.hpp +0 -1441
  811. casadi/include/include/proxsuite/proxqp/sparse/sparse.hpp +0 -10
  812. casadi/include/include/proxsuite/proxqp/sparse/utils.hpp +0 -815
  813. casadi/include/include/proxsuite/proxqp/sparse/views.hpp +0 -63
  814. casadi/include/include/proxsuite/proxqp/sparse/workspace.hpp +0 -790
  815. casadi/include/include/proxsuite/proxqp/sparse/wrapper.hpp +0 -772
  816. casadi/include/include/proxsuite/proxqp/status.hpp +0 -46
  817. casadi/include/include/proxsuite/proxqp/timings.hpp +0 -101
  818. casadi/include/include/proxsuite/proxqp/utils/prints.hpp +0 -47
  819. casadi/include/include/proxsuite/proxqp/utils/random_qp_problems.hpp +0 -669
  820. casadi/include/include/proxsuite/serialization/archive.hpp +0 -231
  821. casadi/include/include/proxsuite/serialization/eigen.hpp +0 -107
  822. casadi/include/include/proxsuite/serialization/model.hpp +0 -34
  823. casadi/include/include/proxsuite/serialization/results.hpp +0 -74
  824. casadi/include/include/proxsuite/serialization/settings.hpp +0 -60
  825. casadi/include/include/proxsuite/serialization/wrapper.hpp +0 -24
  826. casadi/include/include/proxsuite/warning.hpp +0 -35
  827. casadi/include/include/simde/arm/neon/aba.h +0 -208
  828. casadi/include/include/simde/arm/neon/abd.h +0 -384
  829. casadi/include/include/simde/arm/neon/abdl.h +0 -147
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  831. casadi/include/include/simde/arm/neon/add.h +0 -681
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  833. casadi/include/include/simde/arm/neon/addl_high.h +0 -127
  834. casadi/include/include/simde/arm/neon/addlv.h +0 -317
  835. casadi/include/include/simde/arm/neon/addv.h +0 -447
  836. casadi/include/include/simde/arm/neon/addw.h +0 -222
  837. casadi/include/include/simde/arm/neon/addw_high.h +0 -193
  838. casadi/include/include/simde/arm/neon/and.h +0 -552
  839. casadi/include/include/simde/arm/neon/bic.h +0 -472
  840. casadi/include/include/simde/arm/neon/bsl.h +0 -448
  841. casadi/include/include/simde/arm/neon/cagt.h +0 -168
  842. casadi/include/include/simde/arm/neon/ceq.h +0 -711
  843. casadi/include/include/simde/arm/neon/ceqz.h +0 -335
  844. casadi/include/include/simde/arm/neon/cge.h +0 -677
  845. casadi/include/include/simde/arm/neon/cgez.h +0 -378
  846. casadi/include/include/simde/arm/neon/cgt.h +0 -686
  847. casadi/include/include/simde/arm/neon/cgtz.h +0 -380
  848. casadi/include/include/simde/arm/neon/cle.h +0 -677
  849. casadi/include/include/simde/arm/neon/clez.h +0 -378
  850. casadi/include/include/simde/arm/neon/cls.h +0 -148
  851. casadi/include/include/simde/arm/neon/clt.h +0 -679
  852. casadi/include/include/simde/arm/neon/cltz.h +0 -263
  853. casadi/include/include/simde/arm/neon/clz.h +0 -423
  854. casadi/include/include/simde/arm/neon/cnt.h +0 -145
  855. casadi/include/include/simde/arm/neon/combine.h +0 -343
  856. casadi/include/include/simde/arm/neon/create.h +0 -186
  857. casadi/include/include/simde/arm/neon/cvt.h +0 -492
  858. casadi/include/include/simde/arm/neon/dot.h +0 -171
  859. casadi/include/include/simde/arm/neon/dot_lane.h +0 -196
  860. casadi/include/include/simde/arm/neon/dup_lane.h +0 -702
  861. casadi/include/include/simde/arm/neon/dup_n.h +0 -534
  862. casadi/include/include/simde/arm/neon/eor.h +0 -552
  863. casadi/include/include/simde/arm/neon/ext.h +0 -887
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  865. casadi/include/include/simde/arm/neon/get_lane.h +0 -499
  866. casadi/include/include/simde/arm/neon/get_low.h +0 -276
  867. casadi/include/include/simde/arm/neon/hadd.h +0 -287
  868. casadi/include/include/simde/arm/neon/hsub.h +0 -287
  869. casadi/include/include/simde/arm/neon/ld1.h +0 -399
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  871. casadi/include/include/simde/arm/neon/ld4.h +0 -448
  872. casadi/include/include/simde/arm/neon/max.h +0 -614
  873. casadi/include/include/simde/arm/neon/maxnm.h +0 -215
  874. casadi/include/include/simde/arm/neon/maxv.h +0 -400
  875. casadi/include/include/simde/arm/neon/min.h +0 -660
  876. casadi/include/include/simde/arm/neon/minnm.h +0 -215
  877. casadi/include/include/simde/arm/neon/minv.h +0 -424
  878. casadi/include/include/simde/arm/neon/mla.h +0 -530
  879. casadi/include/include/simde/arm/neon/mla_n.h +0 -333
  880. casadi/include/include/simde/arm/neon/mlal.h +0 -156
  881. casadi/include/include/simde/arm/neon/mlal_high.h +0 -156
  882. casadi/include/include/simde/arm/neon/mlal_n.h +0 -128
  883. casadi/include/include/simde/arm/neon/mls.h +0 -264
  884. casadi/include/include/simde/arm/neon/mlsl.h +0 -124
  885. casadi/include/include/simde/arm/neon/mlsl_high.h +0 -124
  886. casadi/include/include/simde/arm/neon/mlsl_n.h +0 -96
  887. casadi/include/include/simde/arm/neon/movl.h +0 -208
  888. casadi/include/include/simde/arm/neon/movl_high.h +0 -126
  889. casadi/include/include/simde/arm/neon/movn.h +0 -195
  890. casadi/include/include/simde/arm/neon/movn_high.h +0 -125
  891. casadi/include/include/simde/arm/neon/mul.h +0 -594
  892. casadi/include/include/simde/arm/neon/mul_lane.h +0 -472
  893. casadi/include/include/simde/arm/neon/mul_n.h +0 -383
  894. casadi/include/include/simde/arm/neon/mull.h +0 -236
  895. casadi/include/include/simde/arm/neon/mull_high.h +0 -125
  896. casadi/include/include/simde/arm/neon/mull_n.h +0 -158
  897. casadi/include/include/simde/arm/neon/mvn.h +0 -426
  898. casadi/include/include/simde/arm/neon/neg.h +0 -393
  899. casadi/include/include/simde/arm/neon/orn.h +0 -505
  900. casadi/include/include/simde/arm/neon/orr.h +0 -552
  901. casadi/include/include/simde/arm/neon/padal.h +0 -211
  902. casadi/include/include/simde/arm/neon/padd.h +0 -293
  903. casadi/include/include/simde/arm/neon/paddl.h +0 -239
  904. casadi/include/include/simde/arm/neon/pmax.h +0 -253
  905. casadi/include/include/simde/arm/neon/pmin.h +0 -260
  906. casadi/include/include/simde/arm/neon/qabs.h +0 -281
  907. casadi/include/include/simde/arm/neon/qadd.h +0 -553
  908. casadi/include/include/simde/arm/neon/qdmulh.h +0 -125
  909. casadi/include/include/simde/arm/neon/qdmull.h +0 -125
  910. casadi/include/include/simde/arm/neon/qmovn.h +0 -273
  911. casadi/include/include/simde/arm/neon/qmovn_high.h +0 -127
  912. casadi/include/include/simde/arm/neon/qmovun.h +0 -159
  913. casadi/include/include/simde/arm/neon/qneg.h +0 -301
  914. casadi/include/include/simde/arm/neon/qrdmulh.h +0 -165
  915. casadi/include/include/simde/arm/neon/qrdmulh_n.h +0 -136
  916. casadi/include/include/simde/arm/neon/qshl.h +0 -732
  917. casadi/include/include/simde/arm/neon/qsub.h +0 -549
  918. casadi/include/include/simde/arm/neon/qtbl.h +0 -455
  919. casadi/include/include/simde/arm/neon/qtbx.h +0 -470
  920. casadi/include/include/simde/arm/neon/rbit.h +0 -165
  921. casadi/include/include/simde/arm/neon/reinterpret.h +0 -3101
  922. casadi/include/include/simde/arm/neon/rev16.h +0 -137
  923. casadi/include/include/simde/arm/neon/rev32.h +0 -235
  924. casadi/include/include/simde/arm/neon/rev64.h +0 -358
  925. casadi/include/include/simde/arm/neon/rhadd.h +0 -406
  926. casadi/include/include/simde/arm/neon/rnd.h +0 -143
  927. casadi/include/include/simde/arm/neon/rndi.h +0 -135
  928. casadi/include/include/simde/arm/neon/rndm.h +0 -143
  929. casadi/include/include/simde/arm/neon/rndn.h +0 -135
  930. casadi/include/include/simde/arm/neon/rndp.h +0 -143
  931. casadi/include/include/simde/arm/neon/rshl.h +0 -903
  932. casadi/include/include/simde/arm/neon/rshr_n.h +0 -471
  933. casadi/include/include/simde/arm/neon/rsra_n.h +0 -209
  934. casadi/include/include/simde/arm/neon/set_lane.h +0 -422
  935. casadi/include/include/simde/arm/neon/shl.h +0 -805
  936. casadi/include/include/simde/arm/neon/shl_n.h +0 -560
  937. casadi/include/include/simde/arm/neon/shr_n.h +0 -612
  938. casadi/include/include/simde/arm/neon/sra_n.h +0 -202
  939. casadi/include/include/simde/arm/neon/st1.h +0 -353
  940. casadi/include/include/simde/arm/neon/st1_lane.h +0 -363
  941. casadi/include/include/simde/arm/neon/st3.h +0 -426
  942. casadi/include/include/simde/arm/neon/st4.h +0 -445
  943. casadi/include/include/simde/arm/neon/sub.h +0 -659
  944. casadi/include/include/simde/arm/neon/subl.h +0 -127
  945. casadi/include/include/simde/arm/neon/subw.h +0 -221
  946. casadi/include/include/simde/arm/neon/subw_high.h +0 -222
  947. casadi/include/include/simde/arm/neon/tbl.h +0 -224
  948. casadi/include/include/simde/arm/neon/tbx.h +0 -247
  949. casadi/include/include/simde/arm/neon/trn.h +0 -252
  950. casadi/include/include/simde/arm/neon/trn1.h +0 -500
  951. casadi/include/include/simde/arm/neon/trn2.h +0 -499
  952. casadi/include/include/simde/arm/neon/tst.h +0 -540
  953. casadi/include/include/simde/arm/neon/types.h +0 -683
  954. casadi/include/include/simde/arm/neon/uqadd.h +0 -325
  955. casadi/include/include/simde/arm/neon/uzp.h +0 -252
  956. casadi/include/include/simde/arm/neon/uzp1.h +0 -643
  957. casadi/include/include/simde/arm/neon/uzp2.h +0 -647
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  959. casadi/include/include/simde/arm/neon/zip1.h +0 -625
  960. casadi/include/include/simde/arm/neon/zip2.h +0 -625
  961. casadi/include/include/simde/arm/neon.h +0 -166
  962. casadi/include/include/simde/check.h +0 -276
  963. casadi/include/include/simde/debug-trap.h +0 -85
  964. casadi/include/include/simde/hedley.h +0 -1971
  965. casadi/include/include/simde/simde-align.h +0 -449
  966. casadi/include/include/simde/simde-arch.h +0 -532
  967. casadi/include/include/simde/simde-common.h +0 -890
  968. casadi/include/include/simde/simde-complex.h +0 -148
  969. casadi/include/include/simde/simde-constify.h +0 -397
  970. casadi/include/include/simde/simde-detect-clang.h +0 -109
  971. casadi/include/include/simde/simde-diagnostic.h +0 -428
  972. casadi/include/include/simde/simde-features.h +0 -522
  973. casadi/include/include/simde/simde-math.h +0 -1805
  974. casadi/include/include/simde/x86/avx.h +0 -6193
  975. casadi/include/include/simde/x86/avx2.h +0 -5660
  976. casadi/include/include/simde/x86/avx512/2intersect.h +0 -250
  977. casadi/include/include/simde/x86/avx512/abs.h +0 -562
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  979. casadi/include/include/simde/x86/avx512/adds.h +0 -390
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  981. casadi/include/include/simde/x86/avx512/andnot.h +0 -193
  982. casadi/include/include/simde/x86/avx512/avg.h +0 -258
  983. casadi/include/include/simde/x86/avx512/blend.h +0 -293
  984. casadi/include/include/simde/x86/avx512/broadcast.h +0 -897
  985. casadi/include/include/simde/x86/avx512/cast.h +0 -324
  986. casadi/include/include/simde/x86/avx512/cmp.h +0 -587
  987. casadi/include/include/simde/x86/avx512/cmpeq.h +0 -179
  988. casadi/include/include/simde/x86/avx512/cmpge.h +0 -104
  989. casadi/include/include/simde/x86/avx512/cmpgt.h +0 -189
  990. casadi/include/include/simde/x86/avx512/cmple.h +0 -103
  991. casadi/include/include/simde/x86/avx512/cmplt.h +0 -123
  992. casadi/include/include/simde/x86/avx512/copysign.h +0 -86
  993. casadi/include/include/simde/x86/avx512/cvt.h +0 -122
  994. casadi/include/include/simde/x86/avx512/cvts.h +0 -723
  995. casadi/include/include/simde/x86/avx512/div.h +0 -162
  996. casadi/include/include/simde/x86/avx512/extract.h +0 -198
  997. casadi/include/include/simde/x86/avx512/fmadd.h +0 -136
  998. casadi/include/include/simde/x86/avx512/fmsub.h +0 -108
  999. casadi/include/include/simde/x86/avx512/fnmadd.h +0 -108
  1000. casadi/include/include/simde/x86/avx512/fnmsub.h +0 -108
  1001. casadi/include/include/simde/x86/avx512/insert.h +0 -193
  1002. casadi/include/include/simde/x86/avx512/kshift.h +0 -152
  1003. casadi/include/include/simde/x86/avx512/load.h +0 -67
  1004. casadi/include/include/simde/x86/avx512/loadu.h +0 -113
  1005. casadi/include/include/simde/x86/avx512/lzcnt.h +0 -209
  1006. casadi/include/include/simde/x86/avx512/madd.h +0 -155
  1007. casadi/include/include/simde/x86/avx512/maddubs.h +0 -159
  1008. casadi/include/include/simde/x86/avx512/max.h +0 -587
  1009. casadi/include/include/simde/x86/avx512/min.h +0 -587
  1010. casadi/include/include/simde/x86/avx512/mov.h +0 -859
  1011. casadi/include/include/simde/x86/avx512/mov_mask.h +0 -372
  1012. casadi/include/include/simde/x86/avx512/movm.h +0 -460
  1013. casadi/include/include/simde/x86/avx512/mul.h +0 -279
  1014. casadi/include/include/simde/x86/avx512/mulhi.h +0 -65
  1015. casadi/include/include/simde/x86/avx512/mulhrs.h +0 -65
  1016. casadi/include/include/simde/x86/avx512/mullo.h +0 -117
  1017. casadi/include/include/simde/x86/avx512/negate.h +0 -88
  1018. casadi/include/include/simde/x86/avx512/or.h +0 -252
  1019. casadi/include/include/simde/x86/avx512/packs.h +0 -122
  1020. casadi/include/include/simde/x86/avx512/packus.h +0 -122
  1021. casadi/include/include/simde/x86/avx512/permutex2var.h +0 -1645
  1022. casadi/include/include/simde/x86/avx512/permutexvar.h +0 -1180
  1023. casadi/include/include/simde/x86/avx512/sad.h +0 -77
  1024. casadi/include/include/simde/x86/avx512/set.h +0 -477
  1025. casadi/include/include/simde/x86/avx512/set1.h +0 -331
  1026. casadi/include/include/simde/x86/avx512/set4.h +0 -140
  1027. casadi/include/include/simde/x86/avx512/setone.h +0 -66
  1028. casadi/include/include/simde/x86/avx512/setr.h +0 -144
  1029. casadi/include/include/simde/x86/avx512/setr4.h +0 -140
  1030. casadi/include/include/simde/x86/avx512/setzero.h +0 -90
  1031. casadi/include/include/simde/x86/avx512/shuffle.h +0 -176
  1032. casadi/include/include/simde/x86/avx512/sll.h +0 -247
  1033. casadi/include/include/simde/x86/avx512/slli.h +0 -179
  1034. casadi/include/include/simde/x86/avx512/sllv.h +0 -68
  1035. casadi/include/include/simde/x86/avx512/sqrt.h +0 -127
  1036. casadi/include/include/simde/x86/avx512/sra.h +0 -81
  1037. casadi/include/include/simde/x86/avx512/srai.h +0 -70
  1038. casadi/include/include/simde/x86/avx512/srav.h +0 -67
  1039. casadi/include/include/simde/x86/avx512/srl.h +0 -216
  1040. casadi/include/include/simde/x86/avx512/srli.h +0 -180
  1041. casadi/include/include/simde/x86/avx512/srlv.h +0 -282
  1042. casadi/include/include/simde/x86/avx512/store.h +0 -93
  1043. casadi/include/include/simde/x86/avx512/storeu.h +0 -93
  1044. casadi/include/include/simde/x86/avx512/sub.h +0 -351
  1045. casadi/include/include/simde/x86/avx512/subs.h +0 -222
  1046. casadi/include/include/simde/x86/avx512/test.h +0 -193
  1047. casadi/include/include/simde/x86/avx512/types.h +0 -380
  1048. casadi/include/include/simde/x86/avx512/unpackhi.h +0 -380
  1049. casadi/include/include/simde/x86/avx512/unpacklo.h +0 -104
  1050. casadi/include/include/simde/x86/avx512/xor.h +0 -263
  1051. casadi/include/include/simde/x86/avx512/xorsign.h +0 -72
  1052. casadi/include/include/simde/x86/avx512.h +0 -108
  1053. casadi/include/include/simde/x86/clmul.h +0 -414
  1054. casadi/include/include/simde/x86/fma.h +0 -724
  1055. casadi/include/include/simde/x86/gfni.h +0 -802
  1056. casadi/include/include/simde/x86/mmx.h +0 -2399
  1057. casadi/include/include/simde/x86/sse.h +0 -4471
  1058. casadi/include/include/simde/x86/sse2.h +0 -7389
  1059. casadi/include/include/simde/x86/sse3.h +0 -499
  1060. casadi/include/include/simde/x86/sse4.1.h +0 -2216
  1061. casadi/include/include/simde/x86/sse4.2.h +0 -347
  1062. casadi/include/include/simde/x86/ssse3.h +0 -1032
  1063. casadi/include/include/simde/x86/svml.h +0 -12139
  1064. casadi/include/include/simde/x86/xop.h +0 -3644
  1065. casadi/include/include/superscs/cones.h +0 -185
  1066. casadi/include/include/superscs/constants.h +0 -144
  1067. casadi/include/include/superscs/cs.h +0 -109
  1068. casadi/include/include/superscs/ctrlc.h +0 -77
  1069. casadi/include/include/superscs/directions.h +0 -125
  1070. casadi/include/include/superscs/glbopts.h +0 -240
  1071. casadi/include/include/superscs/linAlg.h +0 -437
  1072. casadi/include/include/superscs/linSys.h +0 -205
  1073. casadi/include/include/superscs/linsys/amatrix.h +0 -77
  1074. casadi/include/include/superscs/linsys/common.h +0 -49
  1075. casadi/include/include/superscs/normalize.h +0 -138
  1076. casadi/include/include/superscs/scs.h +0 -656
  1077. casadi/include/include/superscs/scs_blas.h +0 -79
  1078. casadi/include/include/superscs/scs_parser.h +0 -187
  1079. casadi/include/include/superscs/unit_test_util.h +0 -210
  1080. casadi/include/include/superscs/util.h +0 -354
  1081. casadi-3.6.4.dist-info/RECORD +0 -2499
  1082. /casadi/include/{include/alpaqa → alpaqa}/accelerators/anderson.hpp +0 -0
  1083. /casadi/include/{include/alpaqa → alpaqa}/accelerators/internal/anderson-helpers.hpp +0 -0
  1084. /casadi/include/{include/alpaqa → alpaqa}/accelerators/internal/limited-memory-qr.hpp +0 -0
  1085. /casadi/include/{include/alpaqa → alpaqa}/accelerators/lbfgs.hpp +0 -0
  1086. /casadi/include/{include/alpaqa → alpaqa}/accelerators/steihaugcg.hpp +0 -0
  1087. /casadi/include/{include/alpaqa → alpaqa}/alpaqa.hpp +0 -0
  1088. /casadi/include/{include/alpaqa → alpaqa}/casadi/CasADiControlProblem.hpp +0 -0
  1089. /casadi/include/{include/alpaqa → alpaqa}/casadi/CasADiFunctionWrapper.hpp +0 -0
  1090. /casadi/include/{include/alpaqa → alpaqa}/casadi/CasADiProblem.hpp +0 -0
  1091. /casadi/include/{include/alpaqa → alpaqa}/casadi-loader-export.hpp +0 -0
  1092. /casadi/include/{include/alpaqa → alpaqa}/casadi-ocp-loader-export.hpp +0 -0
  1093. /casadi/include/{include/alpaqa → alpaqa}/config/config.hpp +0 -0
  1094. /casadi/include/{include/alpaqa → alpaqa}/dl/dl-problem.h +0 -0
  1095. /casadi/include/{include/alpaqa → alpaqa}/dl/dl-problem.hpp +0 -0
  1096. /casadi/include/{include/alpaqa → alpaqa}/export.h +0 -0
  1097. /casadi/include/{include/alpaqa → alpaqa}/export.hpp +0 -0
  1098. /casadi/include/{include/alpaqa → alpaqa}/implementation/accelerators/lbfgs.tpp +0 -0
  1099. /casadi/include/{include/alpaqa → alpaqa}/implementation/casadi/CasADiControlProblem.tpp +0 -0
  1100. /casadi/include/{include/alpaqa → alpaqa}/implementation/casadi/CasADiLoader-util.hpp +0 -0
  1101. /casadi/include/{include/alpaqa → alpaqa}/implementation/casadi/CasADiProblem.tpp +0 -0
  1102. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/directions/panoc/structured-lbfgs.tpp +0 -0
  1103. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/panoc-helpers.tpp +0 -0
  1104. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/panoc-ocp.tpp +0 -0
  1105. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/panoc.tpp +0 -0
  1106. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/pantr.tpp +0 -0
  1107. /casadi/include/{include/alpaqa → alpaqa}/implementation/inner/zerofpr.tpp +0 -0
  1108. /casadi/include/{include/alpaqa → alpaqa}/implementation/outer/alm.tpp +0 -0
  1109. /casadi/include/{include/alpaqa → alpaqa}/implementation/outer/internal/alm-helpers.tpp +0 -0
  1110. /casadi/include/{include/alpaqa → alpaqa}/implementation/params/params.tpp +0 -0
  1111. /casadi/include/{include/alpaqa → alpaqa}/implementation/problem/ocproblem.tpp +0 -0
  1112. /casadi/include/{include/alpaqa → alpaqa}/implementation/problem/type-erased-problem.tpp +0 -0
  1113. /casadi/include/{include/alpaqa → alpaqa}/implementation/util/io/csv.tpp +0 -0
  1114. /casadi/include/{include/alpaqa → alpaqa}/implementation/util/print.tpp +0 -0
  1115. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc/anderson.hpp +0 -0
  1116. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc/lbfgs.hpp +0 -0
  1117. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc/structured-lbfgs.hpp +0 -0
  1118. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc/structured-newton.hpp +0 -0
  1119. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc-direction-update.hpp +0 -0
  1120. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc-ocp/lqr.hpp +0 -0
  1121. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/panoc-ocp/ocp-vars.hpp +0 -0
  1122. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/pantr/newton-tr.hpp +0 -0
  1123. /casadi/include/{include/alpaqa → alpaqa}/inner/directions/pantr/pantr-direction.hpp +0 -0
  1124. /casadi/include/{include/alpaqa → alpaqa}/inner/inner-solve-options.hpp +0 -0
  1125. /casadi/include/{include/alpaqa → alpaqa}/inner/internal/lipschitz.hpp +0 -0
  1126. /casadi/include/{include/alpaqa → alpaqa}/inner/internal/panoc-helpers.hpp +0 -0
  1127. /casadi/include/{include/alpaqa → alpaqa}/inner/internal/panoc-stop-crit.hpp +0 -0
  1128. /casadi/include/{include/alpaqa → alpaqa}/inner/internal/solverstatus.hpp +0 -0
  1129. /casadi/include/{include/alpaqa → alpaqa}/inner/panoc-ocp.hpp +0 -0
  1130. /casadi/include/{include/alpaqa → alpaqa}/inner/panoc.hpp +0 -0
  1131. /casadi/include/{include/alpaqa → alpaqa}/inner/pantr.hpp +0 -0
  1132. /casadi/include/{include/alpaqa → alpaqa}/inner/zerofpr.hpp +0 -0
  1133. /casadi/include/{include/alpaqa → alpaqa}/ipopt/ipopt-adapter.hpp +0 -0
  1134. /casadi/include/{include/alpaqa → alpaqa}/ipopt/ipopt-enums.hpp +0 -0
  1135. /casadi/include/{include/alpaqa → alpaqa}/lbfgsb/lbfgsb-adapter.hpp +0 -0
  1136. /casadi/include/{include/alpaqa → alpaqa}/newton-tr-pantr-alm.hpp +0 -0
  1137. /casadi/include/{include/alpaqa → alpaqa}/outer/alm.hpp +0 -0
  1138. /casadi/include/{include/alpaqa → alpaqa}/outer/internal/alm-helpers.hpp +0 -0
  1139. /casadi/include/{include/alpaqa → alpaqa}/panoc-alm.hpp +0 -0
  1140. /casadi/include/{include/alpaqa → alpaqa}/panoc-anderson-alm.hpp +0 -0
  1141. /casadi/include/{include/alpaqa → alpaqa}/params/params.hpp +0 -0
  1142. /casadi/include/{include/alpaqa → alpaqa}/problem/box-constr-problem.hpp +0 -0
  1143. /casadi/include/{include/alpaqa → alpaqa}/problem/box.hpp +0 -0
  1144. /casadi/include/{include/alpaqa → alpaqa}/problem/functional-problem.hpp +0 -0
  1145. /casadi/include/{include/alpaqa → alpaqa}/problem/kkt-error.hpp +0 -0
  1146. /casadi/include/{include/alpaqa → alpaqa}/problem/ocproblem-counters.hpp +0 -0
  1147. /casadi/include/{include/alpaqa → alpaqa}/problem/ocproblem.hpp +0 -0
  1148. /casadi/include/{include/alpaqa → alpaqa}/problem/problem-counters.hpp +0 -0
  1149. /casadi/include/{include/alpaqa → alpaqa}/problem/problem-with-counters.hpp +0 -0
  1150. /casadi/include/{include/alpaqa → alpaqa}/problem/type-erased-problem.hpp +0 -0
  1151. /casadi/include/{include/alpaqa → alpaqa}/problem/unconstr-problem.hpp +0 -0
  1152. /casadi/include/{include/alpaqa → alpaqa}/structured-panoc-alm.hpp +0 -0
  1153. /casadi/include/{include/alpaqa → alpaqa}/structured-zerofpr-alm.hpp +0 -0
  1154. /casadi/include/{include/alpaqa → alpaqa}/util/alloc-check.hpp +0 -0
  1155. /casadi/include/{include/alpaqa → alpaqa}/util/atomic-stop-signal.hpp +0 -0
  1156. /casadi/include/{include/alpaqa → alpaqa}/util/check-dim.hpp +0 -0
  1157. /casadi/include/{include/alpaqa → alpaqa}/util/copyable_unique_ptr.hpp +0 -0
  1158. /casadi/include/{include/alpaqa → alpaqa}/util/demangled-typename.hpp +0 -0
  1159. /casadi/include/{include/alpaqa → alpaqa}/util/enumerate.hpp +0 -0
  1160. /casadi/include/{include/alpaqa → alpaqa}/util/float.hpp +0 -0
  1161. /casadi/include/{include/alpaqa → alpaqa}/util/index-set.hpp +0 -0
  1162. /casadi/include/{include/alpaqa → alpaqa}/util/io/csv.hpp +0 -0
  1163. /casadi/include/{include/alpaqa → alpaqa}/util/iter-adapter.hpp +0 -0
  1164. /casadi/include/{include/alpaqa → alpaqa}/util/max-history.hpp +0 -0
  1165. /casadi/include/{include/alpaqa → alpaqa}/util/noop-delete.hpp +0 -0
  1166. /casadi/include/{include/alpaqa → alpaqa}/util/not-implemented.hpp +0 -0
  1167. /casadi/include/{include/alpaqa → alpaqa}/util/print.hpp +0 -0
  1168. /casadi/include/{include/alpaqa → alpaqa}/util/quadmath/quadmath-print.hpp +0 -0
  1169. /casadi/include/{include/alpaqa → alpaqa}/util/quadmath/quadmath.hpp +0 -0
  1170. /casadi/include/{include/alpaqa → alpaqa}/util/required-method.hpp +0 -0
  1171. /casadi/include/{include/alpaqa → alpaqa}/util/ringbuffer.hpp +0 -0
  1172. /casadi/include/{include/alpaqa → alpaqa}/util/set-intersection.hpp +0 -0
  1173. /casadi/include/{include/alpaqa → alpaqa}/util/sparse-ops.hpp +0 -0
  1174. /casadi/include/{include/alpaqa → alpaqa}/util/timed.hpp +0 -0
  1175. /casadi/include/{include/alpaqa → alpaqa}/util/type-erasure.hpp +0 -0
  1176. /casadi/include/{include/alpaqa → alpaqa}/util/type-traits.hpp +0 -0
  1177. /casadi/include/{include/alpaqa → alpaqa}/zerofpr-alm.hpp +0 -0
  1178. /casadi/include/{include/alpaqa → alpaqa}/zerofpr-anderson-alm.hpp +0 -0
  1179. /casadi/include/{include/alpaqa-version.h → alpaqa-version.h} +0 -0
  1180. /casadi/include/{include/blasfeo.h → blasfeo.h} +0 -0
  1181. /casadi/include/{include/blasfeo_block_size.h → blasfeo_block_size.h} +0 -0
  1182. /casadi/include/{include/blasfeo_common.h → blasfeo_common.h} +0 -0
  1183. /casadi/include/{include/blasfeo_d_aux.h → blasfeo_d_aux.h} +0 -0
  1184. /casadi/include/{include/blasfeo_d_aux_ext_dep.h → blasfeo_d_aux_ext_dep.h} +0 -0
  1185. /casadi/include/{include/blasfeo_d_aux_ext_dep_ref.h → blasfeo_d_aux_ext_dep_ref.h} +0 -0
  1186. /casadi/include/{include/blasfeo_d_aux_old.h → blasfeo_d_aux_old.h} +0 -0
  1187. /casadi/include/{include/blasfeo_d_aux_ref.h → blasfeo_d_aux_ref.h} +0 -0
  1188. /casadi/include/{include/blasfeo_d_aux_test.h → blasfeo_d_aux_test.h} +0 -0
  1189. /casadi/include/{include/blasfeo_d_blas.h → blasfeo_d_blas.h} +0 -0
  1190. /casadi/include/{include/blasfeo_d_blas_api.h → blasfeo_d_blas_api.h} +0 -0
  1191. /casadi/include/{include/blasfeo_d_blasfeo_api.h → blasfeo_d_blasfeo_api.h} +0 -0
  1192. /casadi/include/{include/blasfeo_d_blasfeo_api_ref.h → blasfeo_d_blasfeo_api_ref.h} +0 -0
  1193. /casadi/include/{include/blasfeo_d_blasfeo_hp_api.h → blasfeo_d_blasfeo_hp_api.h} +0 -0
  1194. /casadi/include/{include/blasfeo_d_blasfeo_ref_api.h → blasfeo_d_blasfeo_ref_api.h} +0 -0
  1195. /casadi/include/{include/blasfeo_d_kernel.h → blasfeo_d_kernel.h} +0 -0
  1196. /casadi/include/{include/blasfeo_i_aux_ext_dep.h → blasfeo_i_aux_ext_dep.h} +0 -0
  1197. /casadi/include/{include/blasfeo_m_aux.h → blasfeo_m_aux.h} +0 -0
  1198. /casadi/include/{include/blasfeo_memory.h → blasfeo_memory.h} +0 -0
  1199. /casadi/include/{include/blasfeo_naming.h → blasfeo_naming.h} +0 -0
  1200. /casadi/include/{include/blasfeo_processor_features.h → blasfeo_processor_features.h} +0 -0
  1201. /casadi/include/{include/blasfeo_s_aux.h → blasfeo_s_aux.h} +0 -0
  1202. /casadi/include/{include/blasfeo_s_aux_ext_dep.h → blasfeo_s_aux_ext_dep.h} +0 -0
  1203. /casadi/include/{include/blasfeo_s_aux_ext_dep_ref.h → blasfeo_s_aux_ext_dep_ref.h} +0 -0
  1204. /casadi/include/{include/blasfeo_s_aux_old.h → blasfeo_s_aux_old.h} +0 -0
  1205. /casadi/include/{include/blasfeo_s_aux_ref.h → blasfeo_s_aux_ref.h} +0 -0
  1206. /casadi/include/{include/blasfeo_s_aux_test.h → blasfeo_s_aux_test.h} +0 -0
  1207. /casadi/include/{include/blasfeo_s_blas.h → blasfeo_s_blas.h} +0 -0
  1208. /casadi/include/{include/blasfeo_s_blas_api.h → blasfeo_s_blas_api.h} +0 -0
  1209. /casadi/include/{include/blasfeo_s_blasfeo_api.h → blasfeo_s_blasfeo_api.h} +0 -0
  1210. /casadi/include/{include/blasfeo_s_blasfeo_api_ref.h → blasfeo_s_blasfeo_api_ref.h} +0 -0
  1211. /casadi/include/{include/blasfeo_s_blasfeo_ref_api.h → blasfeo_s_blasfeo_ref_api.h} +0 -0
  1212. /casadi/include/{include/blasfeo_s_kernel.h → blasfeo_s_kernel.h} +0 -0
  1213. /casadi/include/{include/blasfeo_stdlib.h → blasfeo_stdlib.h} +0 -0
  1214. /casadi/include/{include/blasfeo_target.h → blasfeo_target.h} +0 -0
  1215. /casadi/include/{include/blasfeo_timing.h → blasfeo_timing.h} +0 -0
  1216. /casadi/include/{include/blasfeo_v_aux_ext_dep.h → blasfeo_v_aux_ext_dep.h} +0 -0
  1217. /casadi/include/{include/coin-or → coin-or}/IpAlgBuilder.hpp +0 -0
  1218. /casadi/include/{include/coin-or → coin-or}/IpAlgStrategy.hpp +0 -0
  1219. /casadi/include/{include/coin-or → coin-or}/IpAlgTypes.hpp +0 -0
  1220. /casadi/include/{include/coin-or → coin-or}/IpAugSystemSolver.hpp +0 -0
  1221. /casadi/include/{include/coin-or → coin-or}/IpBlas.hpp +0 -0
  1222. /casadi/include/{include/coin-or → coin-or}/IpCachedResults.hpp +0 -0
  1223. /casadi/include/{include/coin-or → coin-or}/IpCompoundMatrix.hpp +0 -0
  1224. /casadi/include/{include/coin-or → coin-or}/IpCompoundSymMatrix.hpp +0 -0
  1225. /casadi/include/{include/coin-or → coin-or}/IpCompoundVector.hpp +0 -0
  1226. /casadi/include/{include/coin-or → coin-or}/IpConvCheck.hpp +0 -0
  1227. /casadi/include/{include/coin-or → coin-or}/IpDebug.hpp +0 -0
  1228. /casadi/include/{include/coin-or → coin-or}/IpDenseVector.hpp +0 -0
  1229. /casadi/include/{include/coin-or → coin-or}/IpDiagMatrix.hpp +0 -0
  1230. /casadi/include/{include/coin-or → coin-or}/IpEqMultCalculator.hpp +0 -0
  1231. /casadi/include/{include/coin-or → coin-or}/IpException.hpp +0 -0
  1232. /casadi/include/{include/coin-or → coin-or}/IpExpansionMatrix.hpp +0 -0
  1233. /casadi/include/{include/coin-or → coin-or}/IpGenTMatrix.hpp +0 -0
  1234. /casadi/include/{include/coin-or → coin-or}/IpHessianUpdater.hpp +0 -0
  1235. /casadi/include/{include/coin-or → coin-or}/IpIdentityMatrix.hpp +0 -0
  1236. /casadi/include/{include/coin-or → coin-or}/IpIpoptAlg.hpp +0 -0
  1237. /casadi/include/{include/coin-or → coin-or}/IpIpoptApplication.hpp +0 -0
  1238. /casadi/include/{include/coin-or → coin-or}/IpIpoptCalculatedQuantities.hpp +0 -0
  1239. /casadi/include/{include/coin-or → coin-or}/IpIpoptData.hpp +0 -0
  1240. /casadi/include/{include/coin-or → coin-or}/IpIpoptNLP.hpp +0 -0
  1241. /casadi/include/{include/coin-or → coin-or}/IpIterateInitializer.hpp +0 -0
  1242. /casadi/include/{include/coin-or → coin-or}/IpIteratesVector.hpp +0 -0
  1243. /casadi/include/{include/coin-or → coin-or}/IpIterationOutput.hpp +0 -0
  1244. /casadi/include/{include/coin-or → coin-or}/IpJournalist.hpp +0 -0
  1245. /casadi/include/{include/coin-or → coin-or}/IpLapack.hpp +0 -0
  1246. /casadi/include/{include/coin-or → coin-or}/IpLibraryLoader.hpp +0 -0
  1247. /casadi/include/{include/coin-or → coin-or}/IpLineSearch.hpp +0 -0
  1248. /casadi/include/{include/coin-or → coin-or}/IpLinearSolvers.h +0 -0
  1249. /casadi/include/{include/coin-or → coin-or}/IpMatrix.hpp +0 -0
  1250. /casadi/include/{include/coin-or → coin-or}/IpMuUpdate.hpp +0 -0
  1251. /casadi/include/{include/coin-or → coin-or}/IpNLP.hpp +0 -0
  1252. /casadi/include/{include/coin-or → coin-or}/IpNLPScaling.hpp +0 -0
  1253. /casadi/include/{include/coin-or → coin-or}/IpObserver.hpp +0 -0
  1254. /casadi/include/{include/coin-or → coin-or}/IpOptionsList.hpp +0 -0
  1255. /casadi/include/{include/coin-or → coin-or}/IpOrigIpoptNLP.hpp +0 -0
  1256. /casadi/include/{include/coin-or → coin-or}/IpPDSystemSolver.hpp +0 -0
  1257. /casadi/include/{include/coin-or → coin-or}/IpReferenced.hpp +0 -0
  1258. /casadi/include/{include/coin-or → coin-or}/IpRegOptions.hpp +0 -0
  1259. /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.h +0 -0
  1260. /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.hpp +0 -0
  1261. /casadi/include/{include/coin-or → coin-or}/IpReturnCodes.inc +0 -0
  1262. /casadi/include/{include/coin-or → coin-or}/IpReturnCodes_inc.h +0 -0
  1263. /casadi/include/{include/coin-or → coin-or}/IpScaledMatrix.hpp +0 -0
  1264. /casadi/include/{include/coin-or → coin-or}/IpSearchDirCalculator.hpp +0 -0
  1265. /casadi/include/{include/coin-or → coin-or}/IpSmartPtr.hpp +0 -0
  1266. /casadi/include/{include/coin-or → coin-or}/IpSolveStatistics.hpp +0 -0
  1267. /casadi/include/{include/coin-or → coin-or}/IpSparseSymLinearSolverInterface.hpp +0 -0
  1268. /casadi/include/{include/coin-or → coin-or}/IpStdAugSystemSolver.cpp +0 -0
  1269. /casadi/include/{include/coin-or → coin-or}/IpStdCInterface.h +0 -0
  1270. /casadi/include/{include/coin-or → coin-or}/IpSumSymMatrix.hpp +0 -0
  1271. /casadi/include/{include/coin-or → coin-or}/IpSymLinearSolver.hpp +0 -0
  1272. /casadi/include/{include/coin-or → coin-or}/IpSymMatrix.hpp +0 -0
  1273. /casadi/include/{include/coin-or → coin-or}/IpSymScaledMatrix.hpp +0 -0
  1274. /casadi/include/{include/coin-or → coin-or}/IpSymTMatrix.hpp +0 -0
  1275. /casadi/include/{include/coin-or → coin-or}/IpTNLP.hpp +0 -0
  1276. /casadi/include/{include/coin-or → coin-or}/IpTNLPAdapter.hpp +0 -0
  1277. /casadi/include/{include/coin-or → coin-or}/IpTNLPReducer.hpp +0 -0
  1278. /casadi/include/{include/coin-or → coin-or}/IpTaggedObject.hpp +0 -0
  1279. /casadi/include/{include/coin-or → coin-or}/IpTimedTask.hpp +0 -0
  1280. /casadi/include/{include/coin-or → coin-or}/IpTimingStatistics.hpp +0 -0
  1281. /casadi/include/{include/coin-or → coin-or}/IpTripletHelper.hpp +0 -0
  1282. /casadi/include/{include/coin-or → coin-or}/IpTypes.h +0 -0
  1283. /casadi/include/{include/coin-or → coin-or}/IpTypes.hpp +0 -0
  1284. /casadi/include/{include/coin-or → coin-or}/IpUtils.hpp +0 -0
  1285. /casadi/include/{include/coin-or → coin-or}/IpVector.hpp +0 -0
  1286. /casadi/include/{include/coin-or → coin-or}/IpZeroSymMatrix.hpp +0 -0
  1287. /casadi/include/{include/coin-or → coin-or}/IpoptConfig.h +0 -0
  1288. /casadi/include/{include/coin-or → coin-or}/SensAlgorithm.hpp +0 -0
  1289. /casadi/include/{include/coin-or → coin-or}/SensApplication.hpp +0 -0
  1290. /casadi/include/{include/coin-or → coin-or}/SensBacksolver.hpp +0 -0
  1291. /casadi/include/{include/coin-or → coin-or}/SensMeasurement.hpp +0 -0
  1292. /casadi/include/{include/coin-or → coin-or}/SensPCalculator.hpp +0 -0
  1293. /casadi/include/{include/coin-or → coin-or}/SensRegOp.hpp +0 -0
  1294. /casadi/include/{include/coin-or → coin-or}/SensSchurData.hpp +0 -0
  1295. /casadi/include/{include/coin-or → coin-or}/SensSchurDriver.hpp +0 -0
  1296. /casadi/include/{include/coin-or → coin-or}/SensSimpleBacksolver.hpp +0 -0
  1297. /casadi/include/{include/coin-or → coin-or}/SensStepCalc.hpp +0 -0
  1298. /casadi/include/{include/coin-or → coin-or}/SensUtils.hpp +0 -0
  1299. /casadi/include/{include/coin-or → coin-or}/metis/defs.h +0 -0
  1300. /casadi/include/{include/coin-or → coin-or}/metis/macros.h +0 -0
  1301. /casadi/include/{include/coin-or → coin-or}/metis/metis.h +0 -0
  1302. /casadi/include/{include/coin-or → coin-or}/metis/proto.h +0 -0
  1303. /casadi/include/{include/coin-or → coin-or}/metis/rename.h +0 -0
  1304. /casadi/include/{include/coin-or → coin-or}/metis/struct.h +0 -0
  1305. /casadi/include/{include/coin-or → coin-or}/mumps/dmumps_c.h +0 -0
  1306. /casadi/include/{include/coin-or → coin-or}/mumps/mumps_c_types.h +0 -0
  1307. /casadi/include/{include/coin-or → coin-or}/mumps/mumps_compat.h +0 -0
  1308. /casadi/include/{include/coin-or → coin-or}/mumps/mumps_int_def.h +0 -0
  1309. /casadi/include/{include/coin-or → coin-or}/mumps/mumps_mpi.h +0 -0
  1310. /casadi/include/{include/d_blas.h → d_blas.h} +0 -0
  1311. /casadi/include/{include/d_blas_64.h → d_blas_64.h} +0 -0
  1312. /casadi/include/{include/hpipm_aux_mem.h → hpipm_aux_mem.h} +0 -0
  1313. /casadi/include/{include/hpipm_aux_string.h → hpipm_aux_string.h} +0 -0
  1314. /casadi/include/{include/hpipm_common.h → hpipm_common.h} +0 -0
  1315. /casadi/include/{include/hpipm_d_cast_qcqp.h → hpipm_d_cast_qcqp.h} +0 -0
  1316. /casadi/include/{include/hpipm_d_cond.h → hpipm_d_cond.h} +0 -0
  1317. /casadi/include/{include/hpipm_d_cond_aux.h → hpipm_d_cond_aux.h} +0 -0
  1318. /casadi/include/{include/hpipm_d_cond_qcqp.h → hpipm_d_cond_qcqp.h} +0 -0
  1319. /casadi/include/{include/hpipm_d_core_qp_ipm.h → hpipm_d_core_qp_ipm.h} +0 -0
  1320. /casadi/include/{include/hpipm_d_core_qp_ipm_aux.h → hpipm_d_core_qp_ipm_aux.h} +0 -0
  1321. /casadi/include/{include/hpipm_d_dense_qcqp.h → hpipm_d_dense_qcqp.h} +0 -0
  1322. /casadi/include/{include/hpipm_d_dense_qcqp_dim.h → hpipm_d_dense_qcqp_dim.h} +0 -0
  1323. /casadi/include/{include/hpipm_d_dense_qcqp_ipm.h → hpipm_d_dense_qcqp_ipm.h} +0 -0
  1324. /casadi/include/{include/hpipm_d_dense_qcqp_res.h → hpipm_d_dense_qcqp_res.h} +0 -0
  1325. /casadi/include/{include/hpipm_d_dense_qcqp_sol.h → hpipm_d_dense_qcqp_sol.h} +0 -0
  1326. /casadi/include/{include/hpipm_d_dense_qcqp_utils.h → hpipm_d_dense_qcqp_utils.h} +0 -0
  1327. /casadi/include/{include/hpipm_d_dense_qp.h → hpipm_d_dense_qp.h} +0 -0
  1328. /casadi/include/{include/hpipm_d_dense_qp_dim.h → hpipm_d_dense_qp_dim.h} +0 -0
  1329. /casadi/include/{include/hpipm_d_dense_qp_ipm.h → hpipm_d_dense_qp_ipm.h} +0 -0
  1330. /casadi/include/{include/hpipm_d_dense_qp_kkt.h → hpipm_d_dense_qp_kkt.h} +0 -0
  1331. /casadi/include/{include/hpipm_d_dense_qp_res.h → hpipm_d_dense_qp_res.h} +0 -0
  1332. /casadi/include/{include/hpipm_d_dense_qp_sol.h → hpipm_d_dense_qp_sol.h} +0 -0
  1333. /casadi/include/{include/hpipm_d_dense_qp_utils.h → hpipm_d_dense_qp_utils.h} +0 -0
  1334. /casadi/include/{include/hpipm_d_ocp_qcqp.h → hpipm_d_ocp_qcqp.h} +0 -0
  1335. /casadi/include/{include/hpipm_d_ocp_qcqp_dim.h → hpipm_d_ocp_qcqp_dim.h} +0 -0
  1336. /casadi/include/{include/hpipm_d_ocp_qcqp_ipm.h → hpipm_d_ocp_qcqp_ipm.h} +0 -0
  1337. /casadi/include/{include/hpipm_d_ocp_qcqp_red.h → hpipm_d_ocp_qcqp_red.h} +0 -0
  1338. /casadi/include/{include/hpipm_d_ocp_qcqp_res.h → hpipm_d_ocp_qcqp_res.h} +0 -0
  1339. /casadi/include/{include/hpipm_d_ocp_qcqp_sol.h → hpipm_d_ocp_qcqp_sol.h} +0 -0
  1340. /casadi/include/{include/hpipm_d_ocp_qcqp_utils.h → hpipm_d_ocp_qcqp_utils.h} +0 -0
  1341. /casadi/include/{include/hpipm_d_ocp_qp.h → hpipm_d_ocp_qp.h} +0 -0
  1342. /casadi/include/{include/hpipm_d_ocp_qp_dim.h → hpipm_d_ocp_qp_dim.h} +0 -0
  1343. /casadi/include/{include/hpipm_d_ocp_qp_ipm.h → hpipm_d_ocp_qp_ipm.h} +0 -0
  1344. /casadi/include/{include/hpipm_d_ocp_qp_kkt.h → hpipm_d_ocp_qp_kkt.h} +0 -0
  1345. /casadi/include/{include/hpipm_d_ocp_qp_red.h → hpipm_d_ocp_qp_red.h} +0 -0
  1346. /casadi/include/{include/hpipm_d_ocp_qp_res.h → hpipm_d_ocp_qp_res.h} +0 -0
  1347. /casadi/include/{include/hpipm_d_ocp_qp_sol.h → hpipm_d_ocp_qp_sol.h} +0 -0
  1348. /casadi/include/{include/hpipm_d_ocp_qp_utils.h → hpipm_d_ocp_qp_utils.h} +0 -0
  1349. /casadi/include/{include/hpipm_d_part_cond.h → hpipm_d_part_cond.h} +0 -0
  1350. /casadi/include/{include/hpipm_d_part_cond_qcqp.h → hpipm_d_part_cond_qcqp.h} +0 -0
  1351. /casadi/include/{include/hpipm_d_sim_erk.h → hpipm_d_sim_erk.h} +0 -0
  1352. /casadi/include/{include/hpipm_d_sim_rk.h → hpipm_d_sim_rk.h} +0 -0
  1353. /casadi/include/{include/hpipm_d_tree_ocp_qcqp.h → hpipm_d_tree_ocp_qcqp.h} +0 -0
  1354. /casadi/include/{include/hpipm_d_tree_ocp_qcqp_dim.h → hpipm_d_tree_ocp_qcqp_dim.h} +0 -0
  1355. /casadi/include/{include/hpipm_d_tree_ocp_qcqp_ipm.h → hpipm_d_tree_ocp_qcqp_ipm.h} +0 -0
  1356. /casadi/include/{include/hpipm_d_tree_ocp_qcqp_res.h → hpipm_d_tree_ocp_qcqp_res.h} +0 -0
  1357. /casadi/include/{include/hpipm_d_tree_ocp_qcqp_sol.h → hpipm_d_tree_ocp_qcqp_sol.h} +0 -0
  1358. /casadi/include/{include/hpipm_d_tree_ocp_qcqp_utils.h → hpipm_d_tree_ocp_qcqp_utils.h} +0 -0
  1359. /casadi/include/{include/hpipm_d_tree_ocp_qp.h → hpipm_d_tree_ocp_qp.h} +0 -0
  1360. /casadi/include/{include/hpipm_d_tree_ocp_qp_dim.h → hpipm_d_tree_ocp_qp_dim.h} +0 -0
  1361. /casadi/include/{include/hpipm_d_tree_ocp_qp_ipm.h → hpipm_d_tree_ocp_qp_ipm.h} +0 -0
  1362. /casadi/include/{include/hpipm_d_tree_ocp_qp_kkt.h → hpipm_d_tree_ocp_qp_kkt.h} +0 -0
  1363. /casadi/include/{include/hpipm_d_tree_ocp_qp_res.h → hpipm_d_tree_ocp_qp_res.h} +0 -0
  1364. /casadi/include/{include/hpipm_d_tree_ocp_qp_sol.h → hpipm_d_tree_ocp_qp_sol.h} +0 -0
  1365. /casadi/include/{include/hpipm_d_tree_ocp_qp_utils.h → hpipm_d_tree_ocp_qp_utils.h} +0 -0
  1366. /casadi/include/{include/hpipm_m_dense_qp.h → hpipm_m_dense_qp.h} +0 -0
  1367. /casadi/include/{include/hpipm_m_dense_qp_dim.h → hpipm_m_dense_qp_dim.h} +0 -0
  1368. /casadi/include/{include/hpipm_m_ocp_qp.h → hpipm_m_ocp_qp.h} +0 -0
  1369. /casadi/include/{include/hpipm_m_ocp_qp_ipm_hard.h → hpipm_m_ocp_qp_ipm_hard.h} +0 -0
  1370. /casadi/include/{include/hpipm_m_ocp_qp_kkt.h → hpipm_m_ocp_qp_kkt.h} +0 -0
  1371. /casadi/include/{include/hpipm_s_cast_qcqp.h → hpipm_s_cast_qcqp.h} +0 -0
  1372. /casadi/include/{include/hpipm_s_cond.h → hpipm_s_cond.h} +0 -0
  1373. /casadi/include/{include/hpipm_s_cond_aux.h → hpipm_s_cond_aux.h} +0 -0
  1374. /casadi/include/{include/hpipm_s_cond_qcqp.h → hpipm_s_cond_qcqp.h} +0 -0
  1375. /casadi/include/{include/hpipm_s_core_qp_ipm.h → hpipm_s_core_qp_ipm.h} +0 -0
  1376. /casadi/include/{include/hpipm_s_core_qp_ipm_aux.h → hpipm_s_core_qp_ipm_aux.h} +0 -0
  1377. /casadi/include/{include/hpipm_s_dense_qcqp.h → hpipm_s_dense_qcqp.h} +0 -0
  1378. /casadi/include/{include/hpipm_s_dense_qcqp_dim.h → hpipm_s_dense_qcqp_dim.h} +0 -0
  1379. /casadi/include/{include/hpipm_s_dense_qcqp_ipm.h → hpipm_s_dense_qcqp_ipm.h} +0 -0
  1380. /casadi/include/{include/hpipm_s_dense_qcqp_res.h → hpipm_s_dense_qcqp_res.h} +0 -0
  1381. /casadi/include/{include/hpipm_s_dense_qcqp_sol.h → hpipm_s_dense_qcqp_sol.h} +0 -0
  1382. /casadi/include/{include/hpipm_s_dense_qcqp_utils.h → hpipm_s_dense_qcqp_utils.h} +0 -0
  1383. /casadi/include/{include/hpipm_s_dense_qp.h → hpipm_s_dense_qp.h} +0 -0
  1384. /casadi/include/{include/hpipm_s_dense_qp_dim.h → hpipm_s_dense_qp_dim.h} +0 -0
  1385. /casadi/include/{include/hpipm_s_dense_qp_ipm.h → hpipm_s_dense_qp_ipm.h} +0 -0
  1386. /casadi/include/{include/hpipm_s_dense_qp_kkt.h → hpipm_s_dense_qp_kkt.h} +0 -0
  1387. /casadi/include/{include/hpipm_s_dense_qp_res.h → hpipm_s_dense_qp_res.h} +0 -0
  1388. /casadi/include/{include/hpipm_s_dense_qp_sol.h → hpipm_s_dense_qp_sol.h} +0 -0
  1389. /casadi/include/{include/hpipm_s_dense_qp_utils.h → hpipm_s_dense_qp_utils.h} +0 -0
  1390. /casadi/include/{include/hpipm_s_ocp_qcqp.h → hpipm_s_ocp_qcqp.h} +0 -0
  1391. /casadi/include/{include/hpipm_s_ocp_qcqp_dim.h → hpipm_s_ocp_qcqp_dim.h} +0 -0
  1392. /casadi/include/{include/hpipm_s_ocp_qcqp_ipm.h → hpipm_s_ocp_qcqp_ipm.h} +0 -0
  1393. /casadi/include/{include/hpipm_s_ocp_qcqp_red.h → hpipm_s_ocp_qcqp_red.h} +0 -0
  1394. /casadi/include/{include/hpipm_s_ocp_qcqp_res.h → hpipm_s_ocp_qcqp_res.h} +0 -0
  1395. /casadi/include/{include/hpipm_s_ocp_qcqp_sol.h → hpipm_s_ocp_qcqp_sol.h} +0 -0
  1396. /casadi/include/{include/hpipm_s_ocp_qcqp_utils.h → hpipm_s_ocp_qcqp_utils.h} +0 -0
  1397. /casadi/include/{include/hpipm_s_ocp_qp.h → hpipm_s_ocp_qp.h} +0 -0
  1398. /casadi/include/{include/hpipm_s_ocp_qp_dim.h → hpipm_s_ocp_qp_dim.h} +0 -0
  1399. /casadi/include/{include/hpipm_s_ocp_qp_ipm.h → hpipm_s_ocp_qp_ipm.h} +0 -0
  1400. /casadi/include/{include/hpipm_s_ocp_qp_kkt.h → hpipm_s_ocp_qp_kkt.h} +0 -0
  1401. /casadi/include/{include/hpipm_s_ocp_qp_red.h → hpipm_s_ocp_qp_red.h} +0 -0
  1402. /casadi/include/{include/hpipm_s_ocp_qp_res.h → hpipm_s_ocp_qp_res.h} +0 -0
  1403. /casadi/include/{include/hpipm_s_ocp_qp_sol.h → hpipm_s_ocp_qp_sol.h} +0 -0
  1404. /casadi/include/{include/hpipm_s_ocp_qp_utils.h → hpipm_s_ocp_qp_utils.h} +0 -0
  1405. /casadi/include/{include/hpipm_s_part_cond.h → hpipm_s_part_cond.h} +0 -0
  1406. /casadi/include/{include/hpipm_s_part_cond_qcqp.h → hpipm_s_part_cond_qcqp.h} +0 -0
  1407. /casadi/include/{include/hpipm_s_sim_erk.h → hpipm_s_sim_erk.h} +0 -0
  1408. /casadi/include/{include/hpipm_s_sim_rk.h → hpipm_s_sim_rk.h} +0 -0
  1409. /casadi/include/{include/hpipm_s_tree_ocp_qcqp.h → hpipm_s_tree_ocp_qcqp.h} +0 -0
  1410. /casadi/include/{include/hpipm_s_tree_ocp_qcqp_dim.h → hpipm_s_tree_ocp_qcqp_dim.h} +0 -0
  1411. /casadi/include/{include/hpipm_s_tree_ocp_qcqp_ipm.h → hpipm_s_tree_ocp_qcqp_ipm.h} +0 -0
  1412. /casadi/include/{include/hpipm_s_tree_ocp_qcqp_res.h → hpipm_s_tree_ocp_qcqp_res.h} +0 -0
  1413. /casadi/include/{include/hpipm_s_tree_ocp_qcqp_sol.h → hpipm_s_tree_ocp_qcqp_sol.h} +0 -0
  1414. /casadi/include/{include/hpipm_s_tree_ocp_qcqp_utils.h → hpipm_s_tree_ocp_qcqp_utils.h} +0 -0
  1415. /casadi/include/{include/hpipm_s_tree_ocp_qp.h → hpipm_s_tree_ocp_qp.h} +0 -0
  1416. /casadi/include/{include/hpipm_s_tree_ocp_qp_dim.h → hpipm_s_tree_ocp_qp_dim.h} +0 -0
  1417. /casadi/include/{include/hpipm_s_tree_ocp_qp_ipm.h → hpipm_s_tree_ocp_qp_ipm.h} +0 -0
  1418. /casadi/include/{include/hpipm_s_tree_ocp_qp_kkt.h → hpipm_s_tree_ocp_qp_kkt.h} +0 -0
  1419. /casadi/include/{include/hpipm_s_tree_ocp_qp_res.h → hpipm_s_tree_ocp_qp_res.h} +0 -0
  1420. /casadi/include/{include/hpipm_s_tree_ocp_qp_sol.h → hpipm_s_tree_ocp_qp_sol.h} +0 -0
  1421. /casadi/include/{include/hpipm_s_tree_ocp_qp_utils.h → hpipm_s_tree_ocp_qp_utils.h} +0 -0
  1422. /casadi/include/{include/hpipm_scenario_tree.h → hpipm_scenario_tree.h} +0 -0
  1423. /casadi/include/{include/hpipm_timing.h → hpipm_timing.h} +0 -0
  1424. /casadi/include/{include/hpipm_tree.h → hpipm_tree.h} +0 -0
  1425. /casadi/include/{include/openblas → openblas}/cblas.h +0 -0
  1426. /casadi/include/{include/openblas → openblas}/f77blas.h +0 -0
  1427. /casadi/include/{include/openblas → openblas}/lapack.h +0 -0
  1428. /casadi/include/{include/openblas → openblas}/lapacke.h +0 -0
  1429. /casadi/include/{include/openblas → openblas}/lapacke_config.h +0 -0
  1430. /casadi/include/{include/openblas → openblas}/lapacke_example_aux.h +0 -0
  1431. /casadi/include/{include/eigen3/Eigen/src/misc → openblas}/lapacke_mangling.h +0 -0
  1432. /casadi/include/{include/openblas → openblas}/lapacke_utils.h +0 -0
  1433. /casadi/include/{include → openblas}/openblas/lapacke_mangling.h +0 -0
  1434. /casadi/include/{include/openblas → openblas}/openblas_config.h +0 -0
  1435. /casadi/include/{include/qdldl → qdldl}/qdldl.h +0 -0
  1436. /casadi/include/{include/qdldl → qdldl}/qdldl_types.h +0 -0
  1437. /casadi/include/{include/s_blas.h → s_blas.h} +0 -0
  1438. /casadi/include/{include/s_blas_64.h → s_blas_64.h} +0 -0
  1439. {casadi-3.6.4.dist-info → casadi-3.6.6.dist-info}/WHEEL +0 -0
@@ -1,2045 +0,0 @@
1
- // This file is part of Eigen, a lightweight C++ template library
2
- // for linear algebra.
3
- //
4
- // Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
5
- //
6
- // This Source Code Form is subject to the terms of the Mozilla
7
- // Public License v. 2.0. If a copy of the MPL was not distributed
8
- // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9
-
10
- #ifndef EIGEN_SPECIAL_FUNCTIONS_H
11
- #define EIGEN_SPECIAL_FUNCTIONS_H
12
-
13
- namespace Eigen {
14
- namespace internal {
15
-
16
- // Parts of this code are based on the Cephes Math Library.
17
- //
18
- // Cephes Math Library Release 2.8: June, 2000
19
- // Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier
20
- //
21
- // Permission has been kindly provided by the original author
22
- // to incorporate the Cephes software into the Eigen codebase:
23
- //
24
- // From: Stephen Moshier
25
- // To: Eugene Brevdo
26
- // Subject: Re: Permission to wrap several cephes functions in Eigen
27
- //
28
- // Hello Eugene,
29
- //
30
- // Thank you for writing.
31
- //
32
- // If your licensing is similar to BSD, the formal way that has been
33
- // handled is simply to add a statement to the effect that you are incorporating
34
- // the Cephes software by permission of the author.
35
- //
36
- // Good luck with your project,
37
- // Steve
38
-
39
-
40
- /****************************************************************************
41
- * Implementation of lgamma, requires C++11/C99 *
42
- ****************************************************************************/
43
-
44
- template <typename Scalar>
45
- struct lgamma_impl {
46
- EIGEN_DEVICE_FUNC
47
- static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
48
- EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
49
- THIS_TYPE_IS_NOT_SUPPORTED);
50
- return Scalar(0);
51
- }
52
- };
53
-
54
- template <typename Scalar>
55
- struct lgamma_retval {
56
- typedef Scalar type;
57
- };
58
-
59
- #if EIGEN_HAS_C99_MATH
60
- // Since glibc 2.19
61
- #if defined(__GLIBC__) && ((__GLIBC__>=2 && __GLIBC_MINOR__ >= 19) || __GLIBC__>2) \
62
- && (defined(_DEFAULT_SOURCE) || defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
63
- #define EIGEN_HAS_LGAMMA_R
64
- #endif
65
-
66
- // Glibc versions before 2.19
67
- #if defined(__GLIBC__) && ((__GLIBC__==2 && __GLIBC_MINOR__ < 19) || __GLIBC__<2) \
68
- && (defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
69
- #define EIGEN_HAS_LGAMMA_R
70
- #endif
71
-
72
- template <>
73
- struct lgamma_impl<float> {
74
- EIGEN_DEVICE_FUNC
75
- static EIGEN_STRONG_INLINE float run(float x) {
76
- #if !defined(EIGEN_GPU_COMPILE_PHASE) && defined (EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
77
- int dummy;
78
- return ::lgammaf_r(x, &dummy);
79
- #elif defined(SYCL_DEVICE_ONLY)
80
- return cl::sycl::lgamma(x);
81
- #else
82
- return ::lgammaf(x);
83
- #endif
84
- }
85
- };
86
-
87
- template <>
88
- struct lgamma_impl<double> {
89
- EIGEN_DEVICE_FUNC
90
- static EIGEN_STRONG_INLINE double run(double x) {
91
- #if !defined(EIGEN_GPU_COMPILE_PHASE) && defined(EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
92
- int dummy;
93
- return ::lgamma_r(x, &dummy);
94
- #elif defined(SYCL_DEVICE_ONLY)
95
- return cl::sycl::lgamma(x);
96
- #else
97
- return ::lgamma(x);
98
- #endif
99
- }
100
- };
101
-
102
- #undef EIGEN_HAS_LGAMMA_R
103
- #endif
104
-
105
- /****************************************************************************
106
- * Implementation of digamma (psi), based on Cephes *
107
- ****************************************************************************/
108
-
109
- template <typename Scalar>
110
- struct digamma_retval {
111
- typedef Scalar type;
112
- };
113
-
114
- /*
115
- *
116
- * Polynomial evaluation helper for the Psi (digamma) function.
117
- *
118
- * digamma_impl_maybe_poly::run(s) evaluates the asymptotic Psi expansion for
119
- * input Scalar s, assuming s is above 10.0.
120
- *
121
- * If s is above a certain threshold for the given Scalar type, zero
122
- * is returned. Otherwise the polynomial is evaluated with enough
123
- * coefficients for results matching Scalar machine precision.
124
- *
125
- *
126
- */
127
- template <typename Scalar>
128
- struct digamma_impl_maybe_poly {
129
- EIGEN_DEVICE_FUNC
130
- static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
131
- EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
132
- THIS_TYPE_IS_NOT_SUPPORTED);
133
- return Scalar(0);
134
- }
135
- };
136
-
137
-
138
- template <>
139
- struct digamma_impl_maybe_poly<float> {
140
- EIGEN_DEVICE_FUNC
141
- static EIGEN_STRONG_INLINE float run(const float s) {
142
- const float A[] = {
143
- -4.16666666666666666667E-3f,
144
- 3.96825396825396825397E-3f,
145
- -8.33333333333333333333E-3f,
146
- 8.33333333333333333333E-2f
147
- };
148
-
149
- float z;
150
- if (s < 1.0e8f) {
151
- z = 1.0f / (s * s);
152
- return z * internal::ppolevl<float, 3>::run(z, A);
153
- } else return 0.0f;
154
- }
155
- };
156
-
157
- template <>
158
- struct digamma_impl_maybe_poly<double> {
159
- EIGEN_DEVICE_FUNC
160
- static EIGEN_STRONG_INLINE double run(const double s) {
161
- const double A[] = {
162
- 8.33333333333333333333E-2,
163
- -2.10927960927960927961E-2,
164
- 7.57575757575757575758E-3,
165
- -4.16666666666666666667E-3,
166
- 3.96825396825396825397E-3,
167
- -8.33333333333333333333E-3,
168
- 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