casadi 3.7.2__cp314-none-manylinux2014_i686.whl

casadi/include/eigen3/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsImpl.h

@@ -0,0 +1,2045 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Eugene Brevdo <ebrevdo@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPECIAL_FUNCTIONS_H
+#define EIGEN_SPECIAL_FUNCTIONS_H
+
+namespace Eigen {
+namespace internal {
+
+//  Parts of this code are based on the Cephes Math Library.
+//
+//  Cephes Math Library Release 2.8:  June, 2000
+//  Copyright 1984, 1987, 1992, 2000 by Stephen L. Moshier
+//
+//  Permission has been kindly provided by the original author
+//  to incorporate the Cephes software into the Eigen codebase:
+//
+//    From: Stephen Moshier
+//    To: Eugene Brevdo
+//    Subject: Re: Permission to wrap several cephes functions in Eigen
+//
+//    Hello Eugene,
+//
+//    Thank you for writing.
+//
+//    If your licensing is similar to BSD, the formal way that has been
+//    handled is simply to add a statement to the effect that you are incorporating
+//    the Cephes software by permission of the author.
+//
+//    Good luck with your project,
+//    Steve
+
+
+/****************************************************************************
+ * Implementation of lgamma, requires C++11/C99                             *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct lgamma_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+template <typename Scalar>
+struct lgamma_retval {
+  typedef Scalar type;
+};
+
+#if EIGEN_HAS_C99_MATH
+// Since glibc 2.19
+#if defined(__GLIBC__) && ((__GLIBC__>=2 && __GLIBC_MINOR__ >= 19) || __GLIBC__>2) \
+ && (defined(_DEFAULT_SOURCE) || defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
+#define EIGEN_HAS_LGAMMA_R
+#endif
+
+// Glibc versions before 2.19
+#if defined(__GLIBC__) && ((__GLIBC__==2 && __GLIBC_MINOR__ < 19) || __GLIBC__<2) \
+ && (defined(_BSD_SOURCE) || defined(_SVID_SOURCE))
+#define EIGEN_HAS_LGAMMA_R
+#endif
+
+template <>
+struct lgamma_impl<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float run(float x) {
+#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined (EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
+    int dummy;
+    return ::lgammaf_r(x, &dummy);
+#elif defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::lgamma(x);
+#else
+    return ::lgammaf(x);
+#endif
+  }
+};
+
+template <>
+struct lgamma_impl<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double run(double x) {
+#if !defined(EIGEN_GPU_COMPILE_PHASE) && defined(EIGEN_HAS_LGAMMA_R) && !defined(__APPLE__)
+    int dummy;
+    return ::lgamma_r(x, &dummy);
+#elif defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::lgamma(x);
+#else
+    return ::lgamma(x);
+#endif
+  }
+};
+
+#undef EIGEN_HAS_LGAMMA_R
+#endif
+
+/****************************************************************************
+ * Implementation of digamma (psi), based on Cephes                         *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct digamma_retval {
+  typedef Scalar type;
+};
+
+/*
+ *
+ * Polynomial evaluation helper for the Psi (digamma) function.
+ *
+ * digamma_impl_maybe_poly::run(s) evaluates the asymptotic Psi expansion for
+ * input Scalar s, assuming s is above 10.0.
+ *
+ * If s is above a certain threshold for the given Scalar type, zero
+ * is returned.  Otherwise the polynomial is evaluated with enough
+ * coefficients for results matching Scalar machine precision.
+ *
+ *
+ */
+template <typename Scalar>
+struct digamma_impl_maybe_poly {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+
+template <>
+struct digamma_impl_maybe_poly<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float run(const float s) {
+    const float A[] = {
+      -4.16666666666666666667E-3f,
+      3.96825396825396825397E-3f,
+      -8.33333333333333333333E-3f,
+      8.33333333333333333333E-2f
+    };
+
+    float z;
+    if (s < 1.0e8f) {
+      z = 1.0f / (s * s);
+      return z * internal::ppolevl<float, 3>::run(z, A);
+    } else return 0.0f;
+  }
+};
+
+template <>
+struct digamma_impl_maybe_poly<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double run(const double s) {
+    const double A[] = {
+      8.33333333333333333333E-2,
+      -2.10927960927960927961E-2,
+      7.57575757575757575758E-3,
+      -4.16666666666666666667E-3,
+      3.96825396825396825397E-3,
+      -8.33333333333333333333E-3,
+      8.33333333333333333333E-2
+    };
+
+    double z;
+    if (s < 1.0e17) {
+      z = 1.0 / (s * s);
+      return z * internal::ppolevl<double, 6>::run(z, A);
+    }
+    else return 0.0;
+  }
+};
+
+template <typename Scalar>
+struct digamma_impl {
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar x) {
+    /*
+     *
+     *     Psi (digamma) function (modified for Eigen)
+     *
+     *
+     * SYNOPSIS:
+     *
+     * double x, y, psi();
+     *
+     * y = psi( x );
+     *
+     *
+     * DESCRIPTION:
+     *
+     *              d      -
+     *   psi(x)  =  -- ln | (x)
+     *              dx
+     *
+     * is the logarithmic derivative of the gamma function.
+     * For integer x,
+     *                   n-1
+     *                    -
+     * psi(n) = -EUL  +   >  1/k.
+     *                    -
+     *                   k=1
+     *
+     * If x is negative, it is transformed to a positive argument by the
+     * reflection formula  psi(1-x) = psi(x) + pi cot(pi x).
+     * For general positive x, the argument is made greater than 10
+     * using the recurrence  psi(x+1) = psi(x) + 1/x.
+     * Then the following asymptotic expansion is applied:
+     *
+     *                           inf.   B
+     *                            -      2k
+     * psi(x) = log(x) - 1/2x -   >   -------
+     *                            -        2k
+     *                           k=1   2k x
+     *
+     * where the B2k are Bernoulli numbers.
+     *
+     * ACCURACY (float):
+     *    Relative error (except absolute when |psi| < 1):
+     * arithmetic   domain     # trials      peak         rms
+     *    IEEE      0,30        30000       1.3e-15     1.4e-16
+     *    IEEE      -30,0       40000       1.5e-15     2.2e-16
+     *
+     * ACCURACY (double):
+     *    Absolute error,  relative when |psi| > 1 :
+     * arithmetic   domain     # trials      peak         rms
+     *    IEEE      -33,0        30000      8.2e-7      1.2e-7
+     *    IEEE      0,33        100000      7.3e-7      7.7e-8
+     *
+     * ERROR MESSAGES:
+     *     message         condition      value returned
+     * psi singularity    x integer <=0      INFINITY
+     */
+
+    Scalar p, q, nz, s, w, y;
+    bool negative = false;
+
+    const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+    const Scalar m_pi = Scalar(EIGEN_PI);
+
+    const Scalar zero = Scalar(0);
+    const Scalar one = Scalar(1);
+    const Scalar half = Scalar(0.5);
+    nz = zero;
+
+    if (x <= zero) {
+      negative = true;
+      q = x;
+      p = numext::floor(q);
+      if (p == q) {
+        return nan;
+      }
+      /* Remove the zeros of tan(m_pi x)
+       * by subtracting the nearest integer from x
+       */
+      nz = q - p;
+      if (nz != half) {
+        if (nz > half) {
+          p += one;
+          nz = q - p;
+        }
+        nz = m_pi / numext::tan(m_pi * nz);
+      }
+      else {
+        nz = zero;
+      }
+      x = one - x;
+    }
+
+    /* use the recurrence psi(x+1) = psi(x) + 1/x. */
+    s = x;
+    w = zero;
+    while (s < Scalar(10)) {
+      w += one / s;
+      s += one;
+    }
+
+    y = digamma_impl_maybe_poly<Scalar>::run(s);
+
+    y = numext::log(s) - (half / s) - y - w;
+
+    return (negative) ? y - nz : y;
+  }
+};
+
+/****************************************************************************
+ * Implementation of erf, requires C++11/C99                                *
+ ****************************************************************************/
+
+/** \internal \returns the error function of \a a (coeff-wise)
+    Doesn't do anything fancy, just a 13/8-degree rational interpolant which
+    is accurate up to a couple of ulp in the range [-4, 4], outside of which
+    fl(erf(x)) = +/-1.
+
+    This implementation works on both scalars and Ts.
+*/
+template <typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_fast_erf_float(const T& a_x) {
+  // Clamp the inputs to the range [-4, 4] since anything outside
+  // this range is +/-1.0f in single-precision.
+  const T plus_4 = pset1<T>(4.f);
+  const T minus_4 = pset1<T>(-4.f);
+  const T x = pmax(pmin(a_x, plus_4), minus_4);
+  // The monomial coefficients of the numerator polynomial (odd).
+  const T alpha_1 = pset1<T>(-1.60960333262415e-02f);
+  const T alpha_3 = pset1<T>(-2.95459980854025e-03f);
+  const T alpha_5 = pset1<T>(-7.34990630326855e-04f);
+  const T alpha_7 = pset1<T>(-5.69250639462346e-05f);
+  const T alpha_9 = pset1<T>(-2.10102402082508e-06f);
+  const T alpha_11 = pset1<T>(2.77068142495902e-08f);
+  const T alpha_13 = pset1<T>(-2.72614225801306e-10f);
+
+  // The monomial coefficients of the denominator polynomial (even).
+  const T beta_0 = pset1<T>(-1.42647390514189e-02f);
+  const T beta_2 = pset1<T>(-7.37332916720468e-03f);
+  const T beta_4 = pset1<T>(-1.68282697438203e-03f);
+  const T beta_6 = pset1<T>(-2.13374055278905e-04f);
+  const T beta_8 = pset1<T>(-1.45660718464996e-05f);
+
+  // Since the polynomials are odd/even, we need x^2.
+  const T x2 = pmul(x, x);
+
+  // Evaluate the numerator polynomial p.
+  T p = pmadd(x2, alpha_13, alpha_11);
+  p = pmadd(x2, p, alpha_9);
+  p = pmadd(x2, p, alpha_7);
+  p = pmadd(x2, p, alpha_5);
+  p = pmadd(x2, p, alpha_3);
+  p = pmadd(x2, p, alpha_1);
+  p = pmul(x, p);
+
+  // Evaluate the denominator polynomial p.
+  T q = pmadd(x2, beta_8, beta_6);
+  q = pmadd(x2, q, beta_4);
+  q = pmadd(x2, q, beta_2);
+  q = pmadd(x2, q, beta_0);
+
+  // Divide the numerator by the denominator.
+  return pdiv(p, q);
+}
+
+template <typename T>
+struct erf_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE T run(const T& x) {
+    return generic_fast_erf_float(x);
+  }
+};
+
+template <typename Scalar>
+struct erf_retval {
+  typedef Scalar type;
+};
+
+#if EIGEN_HAS_C99_MATH
+template <>
+struct erf_impl<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float run(float x) {
+#if defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::erf(x);
+#else
+    return generic_fast_erf_float(x);
+#endif
+  }
+};
+
+template <>
+struct erf_impl<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double run(double x) {
+#if defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::erf(x);
+#else
+    return ::erf(x);
+#endif
+  }
+};
+#endif  // EIGEN_HAS_C99_MATH
+
+/***************************************************************************
+* Implementation of erfc, requires C++11/C99                               *
+****************************************************************************/
+
+template <typename Scalar>
+struct erfc_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+template <typename Scalar>
+struct erfc_retval {
+  typedef Scalar type;
+};
+
+#if EIGEN_HAS_C99_MATH
+template <>
+struct erfc_impl<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float run(const float x) {
+#if defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::erfc(x);
+#else
+    return ::erfcf(x);
+#endif
+  }
+};
+
+template <>
+struct erfc_impl<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double run(const double x) {
+#if defined(SYCL_DEVICE_ONLY)
+    return cl::sycl::erfc(x);
+#else
+    return ::erfc(x);
+#endif
+  }
+};
+#endif  // EIGEN_HAS_C99_MATH
+
+
+/***************************************************************************
+* Implementation of ndtri.                                                 *
+****************************************************************************/
+
+/* Inverse of Normal distribution function (modified for Eigen).
+ *
+ *
+ * SYNOPSIS:
+ *
+ * double x, y, ndtri();
+ *
+ * x = ndtri( y );
+ *
+ *
+ *
+ * DESCRIPTION:
+ *
+ * Returns the argument, x, for which the area under the
+ * Gaussian probability density function (integrated from
+ * minus infinity to x) is equal to y.
+ *
+ *
+ * For small arguments 0 < y < exp(-2), the program computes
+ * z = sqrt( -2.0 * log(y) );  then the approximation is
+ * x = z - log(z)/z  - (1/z) P(1/z) / Q(1/z).
+ * There are two rational functions P/Q, one for 0 < y < exp(-32)
+ * and the other for y up to exp(-2).  For larger arguments,
+ * w = y - 0.5, and  x/sqrt(2pi) = w + w**3 R(w**2)/S(w**2)).
+ *
+ *
+ * ACCURACY:
+ *
+ *                      Relative error:
+ * arithmetic   domain        # trials      peak         rms
+ *    DEC      0.125, 1         5500       9.5e-17     2.1e-17
+ *    DEC      6e-39, 0.135     3500       5.7e-17     1.3e-17
+ *    IEEE     0.125, 1        20000       7.2e-16     1.3e-16
+ *    IEEE     3e-308, 0.135   50000       4.6e-16     9.8e-17
+ *
+ *
+ * ERROR MESSAGES:
+ *
+ *   message         condition    value returned
+ * ndtri domain       x <= 0        -MAXNUM
+ * ndtri domain       x >= 1         MAXNUM
+ *
+ */
+ /*
+   Cephes Math Library Release 2.2: June, 1992
+   Copyright 1985, 1987, 1992 by Stephen L. Moshier
+   Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+ */
+
+
+// TODO: Add a cheaper approximation for float.
+
+
+template<typename T>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T flipsign(
+    const T& should_flipsign, const T& x) {
+  typedef typename unpacket_traits<T>::type Scalar;
+  const T sign_mask = pset1<T>(Scalar(-0.0));
+  T sign_bit = pand<T>(should_flipsign, sign_mask);
+  return pxor<T>(sign_bit, x);
+}
+
+template<>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE double flipsign<double>(
+    const double& should_flipsign, const double& x) {
+  return should_flipsign == 0 ? x : -x;
+}
+
+template<>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE float flipsign<float>(
+    const float& should_flipsign, const float& x) {
+  return should_flipsign == 0 ? x : -x;
+}
+
+// We split this computation in to two so that in the scalar path
+// only one branch is evaluated (due to our template specialization of pselect
+// being an if statement.)
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_gt_exp_neg_two(const T& b) {
+  const ScalarType p0[] = {
+    ScalarType(-5.99633501014107895267e1),
+    ScalarType(9.80010754185999661536e1),
+    ScalarType(-5.66762857469070293439e1),
+    ScalarType(1.39312609387279679503e1),
+    ScalarType(-1.23916583867381258016e0)
+  };
+  const ScalarType q0[] = {
+    ScalarType(1.0),
+    ScalarType(1.95448858338141759834e0),
+    ScalarType(4.67627912898881538453e0),
+    ScalarType(8.63602421390890590575e1),
+    ScalarType(-2.25462687854119370527e2),
+    ScalarType(2.00260212380060660359e2),
+    ScalarType(-8.20372256168333339912e1),
+    ScalarType(1.59056225126211695515e1),
+    ScalarType(-1.18331621121330003142e0)
+  };
+  const T sqrt2pi = pset1<T>(ScalarType(2.50662827463100050242e0));
+  const T half = pset1<T>(ScalarType(0.5));
+  T c, c2, ndtri_gt_exp_neg_two;
+
+  c = psub(b, half);
+  c2 = pmul(c, c);
+  ndtri_gt_exp_neg_two = pmadd(c, pmul(
+      c2, pdiv(
+          internal::ppolevl<T, 4>::run(c2, p0),
+          internal::ppolevl<T, 8>::run(c2, q0))), c);
+  return pmul(ndtri_gt_exp_neg_two, sqrt2pi);
+}
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE T generic_ndtri_lt_exp_neg_two(
+    const T& b, const T& should_flipsign) {
+  /* Approximation for interval z = sqrt(-2 log a ) between 2 and 8
+   * i.e., a between exp(-2) = .135 and exp(-32) = 1.27e-14.
+   */
+  const ScalarType p1[] = {
+    ScalarType(4.05544892305962419923e0),
+    ScalarType(3.15251094599893866154e1),
+    ScalarType(5.71628192246421288162e1),
+    ScalarType(4.40805073893200834700e1),
+    ScalarType(1.46849561928858024014e1),
+    ScalarType(2.18663306850790267539e0),
+    ScalarType(-1.40256079171354495875e-1),
+    ScalarType(-3.50424626827848203418e-2),
+    ScalarType(-8.57456785154685413611e-4)
+  };
+  const ScalarType q1[] = {
+    ScalarType(1.0),
+    ScalarType(1.57799883256466749731e1),
+    ScalarType(4.53907635128879210584e1),
+    ScalarType(4.13172038254672030440e1),
+    ScalarType(1.50425385692907503408e1),
+    ScalarType(2.50464946208309415979e0),
+    ScalarType(-1.42182922854787788574e-1),
+    ScalarType(-3.80806407691578277194e-2),
+    ScalarType(-9.33259480895457427372e-4)
+  };
+  /* Approximation for interval z = sqrt(-2 log a ) between 8 and 64
+   * i.e., a between exp(-32) = 1.27e-14 and exp(-2048) = 3.67e-890.
+   */
+  const ScalarType p2[] = {
+    ScalarType(3.23774891776946035970e0),
+    ScalarType(6.91522889068984211695e0),
+    ScalarType(3.93881025292474443415e0),
+    ScalarType(1.33303460815807542389e0),
+    ScalarType(2.01485389549179081538e-1),
+    ScalarType(1.23716634817820021358e-2),
+    ScalarType(3.01581553508235416007e-4),
+    ScalarType(2.65806974686737550832e-6),
+    ScalarType(6.23974539184983293730e-9)
+  };
+  const ScalarType q2[] = {
+    ScalarType(1.0),
+    ScalarType(6.02427039364742014255e0),
+    ScalarType(3.67983563856160859403e0),
+    ScalarType(1.37702099489081330271e0),
+    ScalarType(2.16236993594496635890e-1),
+    ScalarType(1.34204006088543189037e-2),
+    ScalarType(3.28014464682127739104e-4),
+    ScalarType(2.89247864745380683936e-6),
+    ScalarType(6.79019408009981274425e-9)
+  };
+  const T eight = pset1<T>(ScalarType(8.0));
+  const T one = pset1<T>(ScalarType(1));
+  const T neg_two = pset1<T>(ScalarType(-2));
+  T x, x0, x1, z;
+
+  x = psqrt(pmul(neg_two, plog(b)));
+  x0 = psub(x, pdiv(plog(x), x));
+  z = pdiv(one, x);
+  x1 = pmul(
+      z, pselect(
+          pcmp_lt(x, eight),
+          pdiv(internal::ppolevl<T, 8>::run(z, p1),
+               internal::ppolevl<T, 8>::run(z, q1)),
+          pdiv(internal::ppolevl<T, 8>::run(z, p2),
+               internal::ppolevl<T, 8>::run(z, q2))));
+  return flipsign(should_flipsign, psub(x0, x1));
+}
+
+template <typename T, typename ScalarType>
+EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE
+T generic_ndtri(const T& a) {
+  const T maxnum = pset1<T>(NumTraits<ScalarType>::infinity());
+  const T neg_maxnum = pset1<T>(-NumTraits<ScalarType>::infinity());
+
+  const T zero = pset1<T>(ScalarType(0));
+  const T one = pset1<T>(ScalarType(1));
+  // exp(-2)
+  const T exp_neg_two = pset1<T>(ScalarType(0.13533528323661269189));
+  T b, ndtri, should_flipsign;
+
+  should_flipsign = pcmp_le(a, psub(one, exp_neg_two));
+  b = pselect(should_flipsign, a, psub(one, a));
+
+  ndtri = pselect(
+      pcmp_lt(exp_neg_two, b),
+      generic_ndtri_gt_exp_neg_two<T, ScalarType>(b),
+      generic_ndtri_lt_exp_neg_two<T, ScalarType>(b, should_flipsign));
+
+  return pselect(
+      pcmp_le(a, zero), neg_maxnum,
+      pselect(pcmp_le(one, a), maxnum, ndtri));
+}
+
+template <typename Scalar>
+struct ndtri_retval {
+  typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct ndtri_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+# else
+
+template <typename Scalar>
+struct ndtri_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar x) {
+    return generic_ndtri<Scalar, Scalar>(x);
+  }
+};
+
+#endif  // EIGEN_HAS_C99_MATH
+
+
+/**************************************************************************************************************
+ * Implementation of igammac (complemented incomplete gamma integral), based on Cephes but requires C++11/C99 *
+ **************************************************************************************************************/
+
+template <typename Scalar>
+struct igammac_retval {
+  typedef Scalar type;
+};
+
+// NOTE: cephes_helper is also used to implement zeta
+template <typename Scalar>
+struct cephes_helper {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar machep() { assert(false && "machep not supported for this type"); return 0.0; }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar big() { assert(false && "big not supported for this type"); return 0.0; }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar biginv() { assert(false && "biginv not supported for this type"); return 0.0; }
+};
+
+template <>
+struct cephes_helper<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float machep() {
+    return NumTraits<float>::epsilon() / 2;  // 1.0 - machep == 1.0
+  }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float big() {
+    // use epsneg (1.0 - epsneg == 1.0)
+    return 1.0f / (NumTraits<float>::epsilon() / 2);
+  }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float biginv() {
+    // epsneg
+    return machep();
+  }
+};
+
+template <>
+struct cephes_helper<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double machep() {
+    return NumTraits<double>::epsilon() / 2;  // 1.0 - machep == 1.0
+  }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double big() {
+    return 1.0 / NumTraits<double>::epsilon();
+  }
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double biginv() {
+    // inverse of eps
+    return NumTraits<double>::epsilon();
+  }
+};
+
+enum IgammaComputationMode { VALUE, DERIVATIVE, SAMPLE_DERIVATIVE };
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC
+static EIGEN_STRONG_INLINE Scalar main_igamma_term(Scalar a, Scalar x) {
+    /* Compute  x**a * exp(-x) / gamma(a)  */
+    Scalar logax = a * numext::log(x) - x - lgamma_impl<Scalar>::run(a);
+    if (logax < -numext::log(NumTraits<Scalar>::highest()) ||
+        // Assuming x and a aren't Nan.
+        (numext::isnan)(logax)) {
+      return Scalar(0);
+    }
+    return numext::exp(logax);
+}
+
+template <typename Scalar, IgammaComputationMode mode>
+EIGEN_DEVICE_FUNC
+int igamma_num_iterations() {
+  /* Returns the maximum number of internal iterations for igamma computation.
+   */
+  if (mode == VALUE) {
+    return 2000;
+  }
+
+  if (internal::is_same<Scalar, float>::value) {
+    return 200;
+  } else if (internal::is_same<Scalar, double>::value) {
+    return 500;
+  } else {
+    return 2000;
+  }
+}
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igammac_cf_impl {
+  /* Computes igamc(a, x) or derivative (depending on the mode)
+   * using the continued fraction expansion of the complementary
+   * incomplete Gamma function.
+   *
+   * Preconditions:
+   *   a > 0
+   *   x >= 1
+   *   x >= a
+   */
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar a, Scalar x) {
+    const Scalar zero = 0;
+    const Scalar one = 1;
+    const Scalar two = 2;
+    const Scalar machep = cephes_helper<Scalar>::machep();
+    const Scalar big = cephes_helper<Scalar>::big();
+    const Scalar biginv = cephes_helper<Scalar>::biginv();
+
+    if ((numext::isinf)(x)) {
+      return zero;
+    }
+
+    Scalar ax = main_igamma_term<Scalar>(a, x);
+    // This is independent of mode. If this value is zero,
+    // then the function value is zero. If the function value is zero,
+    // then we are in a neighborhood where the function value evalutes to zero,
+    // so the derivative is zero.
+    if (ax == zero) {
+      return zero;
+    }
+
+    // continued fraction
+    Scalar y = one - a;
+    Scalar z = x + y + one;
+    Scalar c = zero;
+    Scalar pkm2 = one;
+    Scalar qkm2 = x;
+    Scalar pkm1 = x + one;
+    Scalar qkm1 = z * x;
+    Scalar ans = pkm1 / qkm1;
+
+    Scalar dpkm2_da = zero;
+    Scalar dqkm2_da = zero;
+    Scalar dpkm1_da = zero;
+    Scalar dqkm1_da = -x;
+    Scalar dans_da = (dpkm1_da - ans * dqkm1_da) / qkm1;
+
+    for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
+      c += one;
+      y += one;
+      z += two;
+
+      Scalar yc = y * c;
+      Scalar pk = pkm1 * z - pkm2 * yc;
+      Scalar qk = qkm1 * z - qkm2 * yc;
+
+      Scalar dpk_da = dpkm1_da * z - pkm1 - dpkm2_da * yc + pkm2 * c;
+      Scalar dqk_da = dqkm1_da * z - qkm1 - dqkm2_da * yc + qkm2 * c;
+
+      if (qk != zero) {
+        Scalar ans_prev = ans;
+        ans = pk / qk;
+
+        Scalar dans_da_prev = dans_da;
+        dans_da = (dpk_da - ans * dqk_da) / qk;
+
+        if (mode == VALUE) {
+          if (numext::abs(ans_prev - ans) <= machep * numext::abs(ans)) {
+            break;
+          }
+        } else {
+          if (numext::abs(dans_da - dans_da_prev) <= machep) {
+            break;
+          }
+        }
+      }
+
+      pkm2 = pkm1;
+      pkm1 = pk;
+      qkm2 = qkm1;
+      qkm1 = qk;
+
+      dpkm2_da = dpkm1_da;
+      dpkm1_da = dpk_da;
+      dqkm2_da = dqkm1_da;
+      dqkm1_da = dqk_da;
+
+      if (numext::abs(pk) > big) {
+        pkm2 *= biginv;
+        pkm1 *= biginv;
+        qkm2 *= biginv;
+        qkm1 *= biginv;
+
+        dpkm2_da *= biginv;
+        dpkm1_da *= biginv;
+        dqkm2_da *= biginv;
+        dqkm1_da *= biginv;
+      }
+    }
+
+    /* Compute  x**a * exp(-x) / gamma(a)  */
+    Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a);
+    Scalar dax_da = ax * dlogax_da;
+
+    switch (mode) {
+      case VALUE:
+        return ans * ax;
+      case DERIVATIVE:
+        return ans * dax_da + dans_da * ax;
+      case SAMPLE_DERIVATIVE:
+      default: // this is needed to suppress clang warning
+        return -(dans_da + ans * dlogax_da) * x;
+    }
+  }
+};
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_series_impl {
+  /* Computes igam(a, x) or its derivative (depending on the mode)
+   * using the series expansion of the incomplete Gamma function.
+   *
+   * Preconditions:
+   *   x > 0
+   *   a > 0
+   *   !(x > 1 && x > a)
+   */
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar a, Scalar x) {
+    const Scalar zero = 0;
+    const Scalar one = 1;
+    const Scalar machep = cephes_helper<Scalar>::machep();
+
+    Scalar ax = main_igamma_term<Scalar>(a, x);
+
+    // This is independent of mode. If this value is zero,
+    // then the function value is zero. If the function value is zero,
+    // then we are in a neighborhood where the function value evalutes to zero,
+    // so the derivative is zero.
+    if (ax == zero) {
+      return zero;
+    }
+
+    ax /= a;
+
+    /* power series */
+    Scalar r = a;
+    Scalar c = one;
+    Scalar ans = one;
+
+    Scalar dc_da = zero;
+    Scalar dans_da = zero;
+
+    for (int i = 0; i < igamma_num_iterations<Scalar, mode>(); i++) {
+      r += one;
+      Scalar term = x / r;
+      Scalar dterm_da = -x / (r * r);
+      dc_da = term * dc_da + dterm_da * c;
+      dans_da += dc_da;
+      c *= term;
+      ans += c;
+
+      if (mode == VALUE) {
+        if (c <= machep * ans) {
+          break;
+        }
+      } else {
+        if (numext::abs(dc_da) <= machep * numext::abs(dans_da)) {
+          break;
+        }
+      }
+    }
+
+    Scalar dlogax_da = numext::log(x) - digamma_impl<Scalar>::run(a + one);
+    Scalar dax_da = ax * dlogax_da;
+
+    switch (mode) {
+      case VALUE:
+        return ans * ax;
+      case DERIVATIVE:
+        return ans * dax_da + dans_da * ax;
+      case SAMPLE_DERIVATIVE:
+      default: // this is needed to suppress clang warning
+        return -(dans_da + ans * dlogax_da) * x / a;
+    }
+  }
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct igammac_impl {
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar a, Scalar x) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+#else
+
+template <typename Scalar>
+struct igammac_impl {
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar a, Scalar x) {
+    /*  igamc()
+     *
+     *	Incomplete gamma integral (modified for Eigen)
+     *
+     *
+     *
+     * SYNOPSIS:
+     *
+     * double a, x, y, igamc();
+     *
+     * y = igamc( a, x );
+     *
+     * DESCRIPTION:
+     *
+     * The function is defined by
+     *
+     *
+     *  igamc(a,x)   =   1 - igam(a,x)
+     *
+     *                            inf.
+     *                              -
+     *                     1       | |  -t  a-1
+     *               =   -----     |   e   t   dt.
+     *                    -      | |
+     *                   | (a)    -
+     *                             x
+     *
+     *
+     * In this implementation both arguments must be positive.
+     * The integral is evaluated by either a power series or
+     * continued fraction expansion, depending on the relative
+     * values of a and x.
+     *
+     * ACCURACY (float):
+     *
+     *                      Relative error:
+     * arithmetic   domain     # trials      peak         rms
+     *    IEEE      0,30        30000       7.8e-6      5.9e-7
+     *
+     *
+     * ACCURACY (double):
+     *
+     * Tested at random a, x.
+     *                a         x                      Relative error:
+     * arithmetic   domain   domain     # trials      peak         rms
+     *    IEEE     0.5,100   0,100      200000       1.9e-14     1.7e-15
+     *    IEEE     0.01,0.5  0,100      200000       1.4e-13     1.6e-15
+     *
+     */
+    /*
+      Cephes Math Library Release 2.2: June, 1992
+      Copyright 1985, 1987, 1992 by Stephen L. Moshier
+      Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+    */
+    const Scalar zero = 0;
+    const Scalar one = 1;
+    const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+    if ((x < zero) || (a <= zero)) {
+      // domain error
+      return nan;
+    }
+
+    if ((numext::isnan)(a) || (numext::isnan)(x)) {  // propagate nans
+      return nan;
+    }
+
+    if ((x < one) || (x < a)) {
+      return (one - igamma_series_impl<Scalar, VALUE>::run(a, x));
+    }
+
+    return igammac_cf_impl<Scalar, VALUE>::run(a, x);
+  }
+};
+
+#endif  // EIGEN_HAS_C99_MATH
+
+/************************************************************************************************
+ * Implementation of igamma (incomplete gamma integral), based on Cephes but requires C++11/C99 *
+ ************************************************************************************************/
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_generic_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar x) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+#else
+
+template <typename Scalar, IgammaComputationMode mode>
+struct igamma_generic_impl {
+  EIGEN_DEVICE_FUNC
+  static Scalar run(Scalar a, Scalar x) {
+    /* Depending on the mode, returns
+     * - VALUE: incomplete Gamma function igamma(a, x)
+     * - DERIVATIVE: derivative of incomplete Gamma function d/da igamma(a, x)
+     * - SAMPLE_DERIVATIVE: implicit derivative of a Gamma random variable
+     * x ~ Gamma(x | a, 1), dx/da = -1 / Gamma(x | a, 1) * d igamma(a, x) / dx
+     *
+     * Derivatives are implemented by forward-mode differentiation.
+     */
+    const Scalar zero = 0;
+    const Scalar one = 1;
+    const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+    if (x == zero) return zero;
+
+    if ((x < zero) || (a <= zero)) {  // domain error
+      return nan;
+    }
+
+    if ((numext::isnan)(a) || (numext::isnan)(x)) {  // propagate nans
+      return nan;
+    }
+
+    if ((x > one) && (x > a)) {
+      Scalar ret = igammac_cf_impl<Scalar, mode>::run(a, x);
+      if (mode == VALUE) {
+        return one - ret;
+      } else {
+        return -ret;
+      }
+    }
+
+    return igamma_series_impl<Scalar, mode>::run(a, x);
+  }
+};
+
+#endif  // EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct igamma_retval {
+  typedef Scalar type;
+};
+
+template <typename Scalar>
+struct igamma_impl : igamma_generic_impl<Scalar, VALUE> {
+  /* igam()
+   * Incomplete gamma integral.
+   *
+   * The CDF of Gamma(a, 1) random variable at the point x.
+   *
+   * Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
+   * 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
+   * The ground truth is computed by mpmath. Mean absolute error:
+   * float: 1.26713e-05
+   * double: 2.33606e-12
+   *
+   * Cephes documentation below.
+   *
+   * SYNOPSIS:
+   *
+   * double a, x, y, igam();
+   *
+   * y = igam( a, x );
+   *
+   * DESCRIPTION:
+   *
+   * The function is defined by
+   *
+   *                           x
+   *                            -
+   *                   1       | |  -t  a-1
+   *  igam(a,x)  =   -----     |   e   t   dt.
+   *                  -      | |
+   *                 | (a)    -
+   *                           0
+   *
+   *
+   * In this implementation both arguments must be positive.
+   * The integral is evaluated by either a power series or
+   * continued fraction expansion, depending on the relative
+   * values of a and x.
+   *
+   * ACCURACY (double):
+   *
+   *                      Relative error:
+   * arithmetic   domain     # trials      peak         rms
+   *    IEEE      0,30       200000       3.6e-14     2.9e-15
+   *    IEEE      0,100      300000       9.9e-14     1.5e-14
+   *
+   *
+   * ACCURACY (float):
+   *
+   *                      Relative error:
+   * arithmetic   domain     # trials      peak         rms
+   *    IEEE      0,30        20000       7.8e-6      5.9e-7
+   *
+   */
+  /*
+    Cephes Math Library Release 2.2: June, 1992
+    Copyright 1985, 1987, 1992 by Stephen L. Moshier
+    Direct inquiries to 30 Frost Street, Cambridge, MA 02140
+  */
+
+  /* left tail of incomplete gamma function:
+   *
+   *          inf.      k
+   *   a  -x   -       x
+   *  x  e     >   ----------
+   *           -     -
+   *          k=0   | (a+k+1)
+   *
+   */
+};
+
+template <typename Scalar>
+struct igamma_der_a_retval : igamma_retval<Scalar> {};
+
+template <typename Scalar>
+struct igamma_der_a_impl : igamma_generic_impl<Scalar, DERIVATIVE> {
+  /* Derivative of the incomplete Gamma function with respect to a.
+   *
+   * Computes d/da igamma(a, x) by forward differentiation of the igamma code.
+   *
+   * Accuracy estimation. For each a in [10^-2, 10^-1...10^3] we sample
+   * 50 Gamma random variables x ~ Gamma(x | a, 1), a total of 300 points.
+   * The ground truth is computed by mpmath. Mean absolute error:
+   * float: 6.17992e-07
+   * double: 4.60453e-12
+   *
+   * Reference:
+   * R. Moore. "Algorithm AS 187: Derivatives of the incomplete gamma
+   * integral". Journal of the Royal Statistical Society. 1982
+   */
+};
+
+template <typename Scalar>
+struct gamma_sample_der_alpha_retval : igamma_retval<Scalar> {};
+
+template <typename Scalar>
+struct gamma_sample_der_alpha_impl
+    : igamma_generic_impl<Scalar, SAMPLE_DERIVATIVE> {
+  /* Derivative of a Gamma random variable sample with respect to alpha.
+   *
+   * Consider a sample of a Gamma random variable with the concentration
+   * parameter alpha: sample ~ Gamma(alpha, 1). The reparameterization
+   * derivative that we want to compute is dsample / dalpha =
+   * d igammainv(alpha, u) / dalpha, where u = igamma(alpha, sample).
+   * However, this formula is numerically unstable and expensive, so instead
+   * we use implicit differentiation:
+   *
+   * igamma(alpha, sample) = u, where u ~ Uniform(0, 1).
+   * Apply d / dalpha to both sides:
+   * d igamma(alpha, sample) / dalpha
+   *     + d igamma(alpha, sample) / dsample * dsample/dalpha  = 0
+   * d igamma(alpha, sample) / dalpha
+   *     + Gamma(sample | alpha, 1) dsample / dalpha = 0
+   * dsample/dalpha = - (d igamma(alpha, sample) / dalpha)
+   *                   / Gamma(sample | alpha, 1)
+   *
+   * Here Gamma(sample | alpha, 1) is the PDF of the Gamma distribution
+   * (note that the derivative of the CDF w.r.t. sample is the PDF).
+   * See the reference below for more details.
+   *
+   * The derivative of igamma(alpha, sample) is computed by forward
+   * differentiation of the igamma code. Division by the Gamma PDF is performed
+   * in the same code, increasing the accuracy and speed due to cancellation
+   * of some terms.
+   *
+   * Accuracy estimation. For each alpha in [10^-2, 10^-1...10^3] we sample
+   * 50 Gamma random variables sample ~ Gamma(sample | alpha, 1), a total of 300
+   * points. The ground truth is computed by mpmath. Mean absolute error:
+   * float: 2.1686e-06
+   * double: 1.4774e-12
+   *
+   * Reference:
+   * M. Figurnov, S. Mohamed, A. Mnih "Implicit Reparameterization Gradients".
+   * 2018
+   */
+};
+
+/*****************************************************************************
+ * Implementation of Riemann zeta function of two arguments, based on Cephes *
+ *****************************************************************************/
+
+template <typename Scalar>
+struct zeta_retval {
+    typedef Scalar type;
+};
+
+template <typename Scalar>
+struct zeta_impl_series {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(const Scalar) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+template <>
+struct zeta_impl_series<float> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE bool run(float& a, float& b, float& s, const float x, const float machep) {
+    int i = 0;
+    while(i < 9)
+    {
+        i += 1;
+        a += 1.0f;
+        b = numext::pow( a, -x );
+        s += b;
+        if( numext::abs(b/s) < machep )
+            return true;
+    }
+
+    //Return whether we are done
+    return false;
+  }
+};
+
+template <>
+struct zeta_impl_series<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE bool run(double& a, double& b, double& s, const double x, const double machep) {
+    int i = 0;
+    while( (i < 9) || (a <= 9.0) )
+    {
+        i += 1;
+        a += 1.0;
+        b = numext::pow( a, -x );
+        s += b;
+        if( numext::abs(b/s) < machep )
+            return true;
+    }
+
+    //Return whether we are done
+    return false;
+  }
+};
+
+template <typename Scalar>
+struct zeta_impl {
+    EIGEN_DEVICE_FUNC
+    static Scalar run(Scalar x, Scalar q) {
+        /*							zeta.c
+         *
+         *	Riemann zeta function of two arguments
+         *
+         *
+         *
+         * SYNOPSIS:
+         *
+         * double x, q, y, zeta();
+         *
+         * y = zeta( x, q );
+         *
+         *
+         *
+         * DESCRIPTION:
+         *
+         *
+         *
+         *                 inf.
+         *                  -        -x
+         *   zeta(x,q)  =   >   (k+q)
+         *                  -
+         *                 k=0
+         *
+         * where x > 1 and q is not a negative integer or zero.
+         * The Euler-Maclaurin summation formula is used to obtain
+         * the expansion
+         *
+         *                n
+         *                -       -x
+         * zeta(x,q)  =   >  (k+q)
+         *                -
+         *               k=1
+         *
+         *           1-x                 inf.  B   x(x+1)...(x+2j)
+         *      (n+q)           1         -     2j
+         *  +  ---------  -  -------  +   >    --------------------
+         *        x-1              x      -                   x+2j+1
+         *                   2(n+q)      j=1       (2j)! (n+q)
+         *
+         * where the B2j are Bernoulli numbers.  Note that (see zetac.c)
+         * zeta(x,1) = zetac(x) + 1.
+         *
+         *
+         *
+         * ACCURACY:
+         *
+         * Relative error for single precision:
+         * arithmetic   domain     # trials      peak         rms
+         *    IEEE      0,25        10000       6.9e-7      1.0e-7
+         *
+         * Large arguments may produce underflow in powf(), in which
+         * case the results are inaccurate.
+         *
+         * REFERENCE:
+         *
+         * Gradshteyn, I. S., and I. M. Ryzhik, Tables of Integrals,
+         * Series, and Products, p. 1073; Academic Press, 1980.
+         *
+         */
+
+        int i;
+        Scalar p, r, a, b, k, s, t, w;
+
+        const Scalar A[] = {
+            Scalar(12.0),
+            Scalar(-720.0),
+            Scalar(30240.0),
+            Scalar(-1209600.0),
+            Scalar(47900160.0),
+            Scalar(-1.8924375803183791606e9), /*1.307674368e12/691*/
+            Scalar(7.47242496e10),
+            Scalar(-2.950130727918164224e12), /*1.067062284288e16/3617*/
+            Scalar(1.1646782814350067249e14), /*5.109094217170944e18/43867*/
+            Scalar(-4.5979787224074726105e15), /*8.028576626982912e20/174611*/
+            Scalar(1.8152105401943546773e17), /*1.5511210043330985984e23/854513*/
+            Scalar(-7.1661652561756670113e18) /*1.6938241367317436694528e27/236364091*/
+            };
+
+        const Scalar maxnum = NumTraits<Scalar>::infinity();
+        const Scalar zero = 0.0, half = 0.5, one = 1.0;
+        const Scalar machep = cephes_helper<Scalar>::machep();
+        const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+        if( x == one )
+            return maxnum;
+
+        if( x < one )
+        {
+            return nan;
+        }
+
+        if( q <= zero )
+        {
+            if(q == numext::floor(q))
+            {
+                if (x == numext::floor(x) && long(x) % 2 == 0) {
+                    return maxnum;
+                }
+                else {
+                    return nan;
+                }
+            }
+            p = x;
+            r = numext::floor(p);
+            if (p != r)
+                return nan;
+        }
+
+        /* Permit negative q but continue sum until n+q > +9 .
+         * This case should be handled by a reflection formula.
+         * If q<0 and x is an integer, there is a relation to
+         * the polygamma function.
+         */
+        s = numext::pow( q, -x );
+        a = q;
+        b = zero;
+        // Run the summation in a helper function that is specific to the floating precision
+        if (zeta_impl_series<Scalar>::run(a, b, s, x, machep)) {
+            return s;
+        }
+
+        w = a;
+        s += b*w/(x-one);
+        s -= half * b;
+        a = one;
+        k = zero;
+        for( i=0; i<12; i++ )
+        {
+            a *= x + k;
+            b /= w;
+            t = a*b/A[i];
+            s = s + t;
+            t = numext::abs(t/s);
+            if( t < machep ) {
+              break;
+            }
+            k += one;
+            a *= x + k;
+            b /= w;
+            k += one;
+        }
+        return s;
+  }
+};
+
+/****************************************************************************
+ * Implementation of polygamma function, requires C++11/C99                 *
+ ****************************************************************************/
+
+template <typename Scalar>
+struct polygamma_retval {
+    typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct polygamma_impl {
+    EIGEN_DEVICE_FUNC
+    static EIGEN_STRONG_INLINE Scalar run(Scalar n, Scalar x) {
+        EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                            THIS_TYPE_IS_NOT_SUPPORTED);
+        return Scalar(0);
+    }
+};
+
+#else
+
+template <typename Scalar>
+struct polygamma_impl {
+    EIGEN_DEVICE_FUNC
+    static Scalar run(Scalar n, Scalar x) {
+        Scalar zero = 0.0, one = 1.0;
+        Scalar nplus = n + one;
+        const Scalar nan = NumTraits<Scalar>::quiet_NaN();
+
+        // Check that n is a non-negative integer
+        if (numext::floor(n) != n || n < zero) {
+            return nan;
+        }
+        // Just return the digamma function for n = 0
+        else if (n == zero) {
+            return digamma_impl<Scalar>::run(x);
+        }
+        // Use the same implementation as scipy
+        else {
+            Scalar factorial = numext::exp(lgamma_impl<Scalar>::run(nplus));
+            return numext::pow(-one, nplus) * factorial * zeta_impl<Scalar>::run(nplus, x);
+        }
+  }
+};
+
+#endif  // EIGEN_HAS_C99_MATH
+
+/************************************************************************************************
+ * Implementation of betainc (incomplete beta integral), based on Cephes but requires C++11/C99 *
+ ************************************************************************************************/
+
+template <typename Scalar>
+struct betainc_retval {
+  typedef Scalar type;
+};
+
+#if !EIGEN_HAS_C99_MATH
+
+template <typename Scalar>
+struct betainc_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+#else
+
+template <typename Scalar>
+struct betainc_impl {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(Scalar, Scalar, Scalar) {
+    /*	betaincf.c
+     *
+     *	Incomplete beta integral
+     *
+     *
+     * SYNOPSIS:
+     *
+     * float a, b, x, y, betaincf();
+     *
+     * y = betaincf( a, b, x );
+     *
+     *
+     * DESCRIPTION:
+     *
+     * Returns incomplete beta integral of the arguments, evaluated
+     * from zero to x.  The function is defined as
+     *
+     *                  x
+     *     -            -
+     *    | (a+b)      | |  a-1     b-1
+     *  -----------    |   t   (1-t)   dt.
+     *   -     -     | |
+     *  | (a) | (b)   -
+     *                 0
+     *
+     * The domain of definition is 0 <= x <= 1.  In this
+     * implementation a and b are restricted to positive values.
+     * The integral from x to 1 may be obtained by the symmetry
+     * relation
+     *
+     *    1 - betainc( a, b, x )  =  betainc( b, a, 1-x ).
+     *
+     * The integral is evaluated by a continued fraction expansion.
+     * If a < 1, the function calls itself recursively after a
+     * transformation to increase a to a+1.
+     *
+     * ACCURACY (float):
+     *
+     * Tested at random points (a,b,x) with a and b in the indicated
+     * interval and x between 0 and 1.
+     *
+     * arithmetic   domain     # trials      peak         rms
+     * Relative error:
+     *    IEEE       0,30       10000       3.7e-5      5.1e-6
+     *    IEEE       0,100      10000       1.7e-4      2.5e-5
+     * The useful domain for relative error is limited by underflow
+     * of the single precision exponential function.
+     * Absolute error:
+     *    IEEE       0,30      100000       2.2e-5      9.6e-7
+     *    IEEE       0,100      10000       6.5e-5      3.7e-6
+     *
+     * Larger errors may occur for extreme ratios of a and b.
+     *
+     * ACCURACY (double):
+     * arithmetic   domain     # trials      peak         rms
+     *    IEEE      0,5         10000       6.9e-15     4.5e-16
+     *    IEEE      0,85       250000       2.2e-13     1.7e-14
+     *    IEEE      0,1000      30000       5.3e-12     6.3e-13
+     *    IEEE      0,10000    250000       9.3e-11     7.1e-12
+     *    IEEE      0,100000    10000       8.7e-10     4.8e-11
+     * Outputs smaller than the IEEE gradual underflow threshold
+     * were excluded from these statistics.
+     *
+     * ERROR MESSAGES:
+     *   message         condition      value returned
+     * incbet domain      x<0, x>1          nan
+     * incbet underflow                     nan
+     */
+
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, Scalar>::value == false),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    return Scalar(0);
+  }
+};
+
+/* Continued fraction expansion #1 for incomplete beta integral (small_branch = True)
+ * Continued fraction expansion #2 for incomplete beta integral (small_branch = False)
+ */
+template <typename Scalar>
+struct incbeta_cfe {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE Scalar run(Scalar a, Scalar b, Scalar x, bool small_branch) {
+    EIGEN_STATIC_ASSERT((internal::is_same<Scalar, float>::value ||
+                         internal::is_same<Scalar, double>::value),
+                        THIS_TYPE_IS_NOT_SUPPORTED);
+    const Scalar big = cephes_helper<Scalar>::big();
+    const Scalar machep = cephes_helper<Scalar>::machep();
+    const Scalar biginv = cephes_helper<Scalar>::biginv();
+
+    const Scalar zero = 0;
+    const Scalar one = 1;
+    const Scalar two = 2;
+
+    Scalar xk, pk, pkm1, pkm2, qk, qkm1, qkm2;
+    Scalar k1, k2, k3, k4, k5, k6, k7, k8, k26update;
+    Scalar ans;
+    int n;
+
+    const int num_iters = (internal::is_same<Scalar, float>::value) ? 100 : 300;
+    const Scalar thresh =
+        (internal::is_same<Scalar, float>::value) ? machep : Scalar(3) * machep;
+    Scalar r = (internal::is_same<Scalar, float>::value) ? zero : one;
+
+    if (small_branch) {
+      k1 = a;
+      k2 = a + b;
+      k3 = a;
+      k4 = a + one;
+      k5 = one;
+      k6 = b - one;
+      k7 = k4;
+      k8 = a + two;
+      k26update = one;
+    } else {
+      k1 = a;
+      k2 = b - one;
+      k3 = a;
+      k4 = a + one;
+      k5 = one;
+      k6 = a + b;
+      k7 = a + one;
+      k8 = a + two;
+      k26update = -one;
+      x = x / (one - x);
+    }
+
+    pkm2 = zero;
+    qkm2 = one;
+    pkm1 = one;
+    qkm1 = one;
+    ans = one;
+    n = 0;
+
+    do {
+      xk = -(x * k1 * k2) / (k3 * k4);
+      pk = pkm1 + pkm2 * xk;
+      qk = qkm1 + qkm2 * xk;
+      pkm2 = pkm1;
+      pkm1 = pk;
+      qkm2 = qkm1;
+      qkm1 = qk;
+
+      xk = (x * k5 * k6) / (k7 * k8);
+      pk = pkm1 + pkm2 * xk;
+      qk = qkm1 + qkm2 * xk;
+      pkm2 = pkm1;
+      pkm1 = pk;
+      qkm2 = qkm1;
+      qkm1 = qk;
+
+      if (qk != zero) {
+        r = pk / qk;
+        if (numext::abs(ans - r) < numext::abs(r) * thresh) {
+          return r;
+        }
+        ans = r;
+      }
+
+      k1 += one;
+      k2 += k26update;
+      k3 += two;
+      k4 += two;
+      k5 += one;
+      k6 -= k26update;
+      k7 += two;
+      k8 += two;
+
+      if ((numext::abs(qk) + numext::abs(pk)) > big) {
+        pkm2 *= biginv;
+        pkm1 *= biginv;
+        qkm2 *= biginv;
+        qkm1 *= biginv;
+      }
+      if ((numext::abs(qk) < biginv) || (numext::abs(pk) < biginv)) {
+        pkm2 *= big;
+        pkm1 *= big;
+        qkm2 *= big;
+        qkm1 *= big;
+      }
+    } while (++n < num_iters);
+
+    return ans;
+  }
+};
+
+/* Helper functions depending on the Scalar type */
+template <typename Scalar>
+struct betainc_helper {};
+
+template <>
+struct betainc_helper<float> {
+  /* Core implementation, assumes a large (> 1.0) */
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE float incbsa(float aa, float bb,
+                                                            float xx) {
+    float ans, a, b, t, x, onemx;
+    bool reversed_a_b = false;
+
+    onemx = 1.0f - xx;
+
+    /* see if x is greater than the mean */
+    if (xx > (aa / (aa + bb))) {
+      reversed_a_b = true;
+      a = bb;
+      b = aa;
+      t = xx;
+      x = onemx;
+    } else {
+      a = aa;
+      b = bb;
+      t = onemx;
+      x = xx;
+    }
+
+    /* Choose expansion for optimal convergence */
+    if (b > 10.0f) {
+      if (numext::abs(b * x / a) < 0.3f) {
+        t = betainc_helper<float>::incbps(a, b, x);
+        if (reversed_a_b) t = 1.0f - t;
+        return t;
+      }
+    }
+
+    ans = x * (a + b - 2.0f) / (a - 1.0f);
+    if (ans < 1.0f) {
+      ans = incbeta_cfe<float>::run(a, b, x, true /* small_branch */);
+      t = b * numext::log(t);
+    } else {
+      ans = incbeta_cfe<float>::run(a, b, x, false /* small_branch */);
+      t = (b - 1.0f) * numext::log(t);
+    }
+
+    t += a * numext::log(x) + lgamma_impl<float>::run(a + b) -
+         lgamma_impl<float>::run(a) - lgamma_impl<float>::run(b);
+    t += numext::log(ans / a);
+    t = numext::exp(t);
+
+    if (reversed_a_b) t = 1.0f - t;
+    return t;
+  }
+
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE float incbps(float a, float b, float x) {
+    float t, u, y, s;
+    const float machep = cephes_helper<float>::machep();
+
+    y = a * numext::log(x) + (b - 1.0f) * numext::log1p(-x) - numext::log(a);
+    y -= lgamma_impl<float>::run(a) + lgamma_impl<float>::run(b);
+    y += lgamma_impl<float>::run(a + b);
+
+    t = x / (1.0f - x);
+    s = 0.0f;
+    u = 1.0f;
+    do {
+      b -= 1.0f;
+      if (b == 0.0f) {
+        break;
+      }
+      a += 1.0f;
+      u *= t * b / a;
+      s += u;
+    } while (numext::abs(u) > machep);
+
+    return numext::exp(y) * (1.0f + s);
+  }
+};
+
+template <>
+struct betainc_impl<float> {
+  EIGEN_DEVICE_FUNC
+  static float run(float a, float b, float x) {
+    const float nan = NumTraits<float>::quiet_NaN();
+    float ans, t;
+
+    if (a <= 0.0f) return nan;
+    if (b <= 0.0f) return nan;
+    if ((x <= 0.0f) || (x >= 1.0f)) {
+      if (x == 0.0f) return 0.0f;
+      if (x == 1.0f) return 1.0f;
+      // mtherr("betaincf", DOMAIN);
+      return nan;
+    }
+
+    /* transformation for small aa */
+    if (a <= 1.0f) {
+      ans = betainc_helper<float>::incbsa(a + 1.0f, b, x);
+      t = a * numext::log(x) + b * numext::log1p(-x) +
+          lgamma_impl<float>::run(a + b) - lgamma_impl<float>::run(a + 1.0f) -
+          lgamma_impl<float>::run(b);
+      return (ans + numext::exp(t));
+    } else {
+      return betainc_helper<float>::incbsa(a, b, x);
+    }
+  }
+};
+
+template <>
+struct betainc_helper<double> {
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE double incbps(double a, double b, double x) {
+    const double machep = cephes_helper<double>::machep();
+
+    double s, t, u, v, n, t1, z, ai;
+
+    ai = 1.0 / a;
+    u = (1.0 - b) * x;
+    v = u / (a + 1.0);
+    t1 = v;
+    t = u;
+    n = 2.0;
+    s = 0.0;
+    z = machep * ai;
+    while (numext::abs(v) > z) {
+      u = (n - b) * x / n;
+      t *= u;
+      v = t / (a + n);
+      s += v;
+      n += 1.0;
+    }
+    s += t1;
+    s += ai;
+
+    u = a * numext::log(x);
+    // TODO: gamma() is not directly implemented in Eigen.
+    /*
+    if ((a + b) < maxgam && numext::abs(u) < maxlog) {
+      t = gamma(a + b) / (gamma(a) * gamma(b));
+      s = s * t * pow(x, a);
+    }
+    */
+    t = lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
+        lgamma_impl<double>::run(b) + u + numext::log(s);
+    return s = numext::exp(t);
+  }
+};
+
+template <>
+struct betainc_impl<double> {
+  EIGEN_DEVICE_FUNC
+  static double run(double aa, double bb, double xx) {
+    const double nan = NumTraits<double>::quiet_NaN();
+    const double machep = cephes_helper<double>::machep();
+    // const double maxgam = 171.624376956302725;
+
+    double a, b, t, x, xc, w, y;
+    bool reversed_a_b = false;
+
+    if (aa <= 0.0 || bb <= 0.0) {
+      return nan;  // goto domerr;
+    }
+
+    if ((xx <= 0.0) || (xx >= 1.0)) {
+      if (xx == 0.0) return (0.0);
+      if (xx == 1.0) return (1.0);
+      // mtherr("incbet", DOMAIN);
+      return nan;
+    }
+
+    if ((bb * xx) <= 1.0 && xx <= 0.95) {
+      return betainc_helper<double>::incbps(aa, bb, xx);
+    }
+
+    w = 1.0 - xx;
+
+    /* Reverse a and b if x is greater than the mean. */
+    if (xx > (aa / (aa + bb))) {
+      reversed_a_b = true;
+      a = bb;
+      b = aa;
+      xc = xx;
+      x = w;
+    } else {
+      a = aa;
+      b = bb;
+      xc = w;
+      x = xx;
+    }
+
+    if (reversed_a_b && (b * x) <= 1.0 && x <= 0.95) {
+      t = betainc_helper<double>::incbps(a, b, x);
+      if (t <= machep) {
+        t = 1.0 - machep;
+      } else {
+        t = 1.0 - t;
+      }
+      return t;
+    }
+
+    /* Choose expansion for better convergence. */
+    y = x * (a + b - 2.0) - (a - 1.0);
+    if (y < 0.0) {
+      w = incbeta_cfe<double>::run(a, b, x, true /* small_branch */);
+    } else {
+      w = incbeta_cfe<double>::run(a, b, x, false /* small_branch */) / xc;
+    }
+
+    /* Multiply w by the factor
+         a      b   _             _     _
+        x  (1-x)   | (a+b) / ( a | (a) | (b) ) .   */
+
+    y = a * numext::log(x);
+    t = b * numext::log(xc);
+    // TODO: gamma is not directly implemented in Eigen.
+    /*
+    if ((a + b) < maxgam && numext::abs(y) < maxlog && numext::abs(t) < maxlog)
+    {
+      t = pow(xc, b);
+      t *= pow(x, a);
+      t /= a;
+      t *= w;
+      t *= gamma(a + b) / (gamma(a) * gamma(b));
+    } else {
+    */
+    /* Resort to logarithms.  */
+    y += t + lgamma_impl<double>::run(a + b) - lgamma_impl<double>::run(a) -
+         lgamma_impl<double>::run(b);
+    y += numext::log(w / a);
+    t = numext::exp(y);
+
+    /* } */
+    // done:
+
+    if (reversed_a_b) {
+      if (t <= machep) {
+        t = 1.0 - machep;
+      } else {
+        t = 1.0 - t;
+      }
+    }
+    return t;
+  }
+};
+
+#endif  // EIGEN_HAS_C99_MATH
+
+}  // end namespace internal
+
+namespace numext {
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(lgamma, Scalar)
+    lgamma(const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(lgamma, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(digamma, Scalar)
+    digamma(const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(digamma, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(zeta, Scalar)
+zeta(const Scalar& x, const Scalar& q) {
+    return EIGEN_MATHFUNC_IMPL(zeta, Scalar)::run(x, q);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(polygamma, Scalar)
+polygamma(const Scalar& n, const Scalar& x) {
+    return EIGEN_MATHFUNC_IMPL(polygamma, Scalar)::run(n, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(erf, Scalar)
+    erf(const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(erf, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(erfc, Scalar)
+    erfc(const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(erfc, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(ndtri, Scalar)
+    ndtri(const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(ndtri, Scalar)::run(x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma, Scalar)
+    igamma(const Scalar& a, const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(igamma, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igamma_der_a, Scalar)
+    igamma_der_a(const Scalar& a, const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(igamma_der_a, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(gamma_sample_der_alpha, Scalar)
+    gamma_sample_der_alpha(const Scalar& a, const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(gamma_sample_der_alpha, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(igammac, Scalar)
+    igammac(const Scalar& a, const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(igammac, Scalar)::run(a, x);
+}
+
+template <typename Scalar>
+EIGEN_DEVICE_FUNC inline EIGEN_MATHFUNC_RETVAL(betainc, Scalar)
+    betainc(const Scalar& a, const Scalar& b, const Scalar& x) {
+  return EIGEN_MATHFUNC_IMPL(betainc, Scalar)::run(a, b, x);
+}
+
+}  // end namespace numext
+}  // end namespace Eigen
+
+#endif  // EIGEN_SPECIAL_FUNCTIONS_H