""" The source code here is an adaptation with minimal changes from the following files in SciPy's bundled Cephes library: https://github.com/scipy/scipy/blob/master/scipy/special/cephes/const.c https://github.com/scipy/scipy/blob/master/scipy/special/cephes/igam.c https://github.com/scipy/scipy/blob/master/scipy/special/cephes/igam.h https://github.com/scipy/scipy/blob/master/scipy/special/cephes/igami.c https://github.com/scipy/scipy/blob/master/scipy/special/cephes/lanczos.c https://github.com/scipy/scipy/blob/master/scipy/special/cephes/lanczos.h https://github.com/scipy/scipy/blob/master/scipy/special/cephes/mconf.h https://github.com/scipy/scipy/blob/master/scipy/special/cephes/polevl.h https://github.com/scipy/scipy/blob/master/scipy/special/cephes/unity.c Cephes Math Library Release 2.0: April, 1987 Copyright 1984, 1987 by Stephen L. Moshier Direct inquiries to 30 Frost Street, Cambridge, MA 02140 """ from cupy import _core from cupyx.scipy.special._digamma import polevl_definition from cupyx.scipy.special._gamma import gamma_definition from cupyx.scipy.special._zeta import zeta_definition _zeta_c = zeta_definition # comment out duplicate MACHEP definition _zeta_c = _zeta_c.replace( "__constant__ double MACHEP", "// __constant__ double MACHEP" ) # TODO: finish # See the following on error states: # docs.scipy.org/doc/scipy/reference/generated/scipy.special.errstate.html # scipy/special/sf_error.h # TODO: which value for MACHEP, MAXLOG from const.c to use? _misc_preamble = """ // include for CUDART_NAN, CUDART_INF #include // defines from /scipy/special/cephes/const.c __constant__ double MACHEP = 1.11022302462515654042E-16; __constant__ double MAXLOG = 7.09782712893383996732E2; // defines from numpy/core/include/numpy/npy_math.h #define NPY_EULER 0.577215664901532860606512090082402431 /* Euler constant */ #define NPY_PI 3.141592653589793238462643383279502884 /* pi */ #define NPY_SQRT2 1.414213562373095048801688724209698079 /* sqrt(2) */ #define NPY_SQRT1_2 0.707106781186547524400844362104849039 /* 1/sqrt(2) */ // from /scipy/special/cephes/mconf.h #ifdef MAXITER #undef MAXITER #endif #define MAXITER 2000 #define IGAM 1 #define IGAMC 0 #define SMALL 20 #define LARGE 200 #define SMALLRATIO 0.3 #define LARGERATIO 4.5 __constant__ double big = 4.503599627370496e15; __constant__ double biginv = 2.22044604925031308085e-16; """ # Note: p1evl -> followed the template style used for polevl in digamma.py p1evl_definition = """ template static __device__ double p1evl(double x, const double coef[]) { double ans; const double *p; int i; p = coef; ans = x + *p++; for (i = 0; i < N - 1; ++i){ ans = ans * x + *p++; } return ans; } """ lgam_definition = """ // define lgam, using CUDA's lgamma as done for cupyx.scipy.special.gammaln __device__ double lgam(double x) { if (isinf(x) && x < 0) { return -1.0 / 0.0; } else { return lgamma(x); } } """ # lgam1p from unity.c _unity_c_partial = ( _zeta_c + lgam_definition + polevl_definition + p1evl_definition + """ // part of cephes/unity.c /* log(1 + x) - x */ #ifdef __HIP_DEVICE_COMPILE__ // For some reason ROCm 4.3 crashes with the noinline in this function __device__ double log1pmx(double x) #else __noinline__ __device__ double log1pmx(double x) #endif { if (fabs(x) < 0.5) { int n; double xfac = x; double term; double res = 0; for(n = 2; n < MAXITER; n++) { xfac *= -x; term = xfac / n; res += term; if (fabs(term) < MACHEP * fabs(res)) { break; } } return res; } else { return log1p(x) - x; } } /* Compute lgam(x + 1) around x = 0 using its Taylor series. */ __noinline__ __device__ double lgam1p_taylor(double x) { int n; double xfac, coeff, res; if (x == 0) { return 0; } res = -NPY_EULER * x; xfac = -x; for (n = 2; n < 42; n++) { xfac *= -x; coeff = zeta(n, 1) * xfac / n; res += coeff; if (fabs(coeff) < MACHEP * fabs(res)) { break; } } return res; } /* Compute lgam(x + 1). */ __noinline__ __device__ double lgam1p(double x) { if (fabs(x) <= 0.5) { return lgam1p_taylor(x); } else if (fabs(x - 1) < 0.5) { return log(x) + lgam1p_taylor(x - 1); } else { return lgam(x + 1); } } """ ) ratevl_definition = """ // from scipy/special/cephes/polevl.h /* Evaluate a rational function. See [1]. */ static __device__ double ratevl(double x, const double num[], int M, const double denom[], int N) { int i, dir; double y, num_ans, denom_ans; double absx = fabs(x); const double *p; if (absx > 1) { /* Evaluate as a polynomial in 1/x. */ dir = -1; p = num + M; y = 1 / x; } else { dir = 1; p = num; y = x; } /* Evaluate the numerator */ num_ans = *p; p += dir; for (i = 1; i <= M; i++) { num_ans = num_ans * y + *p; p += dir; } /* Evaluate the denominator */ if (absx > 1) { p = denom + N; } else { p = denom; } denom_ans = *p; p += dir; for (i = 1; i <= N; i++) { denom_ans = denom_ans * y + *p; p += dir; } if (absx > 1) { i = N - M; return pow(x, (double)i) * num_ans / denom_ans; } else { return num_ans / denom_ans; } } """ _lanczos_h = """ // from scipy/special/cephes/lanczos.h __constant__ double lanczos_num[13] = { 2.506628274631000270164908177133837338626, 210.8242777515793458725097339207133627117, 8071.672002365816210638002902272250613822, 186056.2653952234950402949897160456992822, 2876370.628935372441225409051620849613599, 31426415.58540019438061423162831820536287, 248874557.8620541565114603864132294232163, 1439720407.311721673663223072794912393972, 6039542586.35202800506429164430729792107, 17921034426.03720969991975575445893111267, 35711959237.35566804944018545154716670596, 42919803642.64909876895789904700198885093, 23531376880.41075968857200767445163675473 }; __constant__ double lanczos_denom[13] = { 1, 66, 1925, 32670, 357423, 2637558, 13339535, 45995730, 105258076, 150917976, 120543840, 39916800, 0 }; __constant__ double lanczos_sum_expg_scaled_num[13] = { 0.006061842346248906525783753964555936883222, 0.5098416655656676188125178644804694509993, 19.51992788247617482847860966235652136208, 449.9445569063168119446858607650988409623, 6955.999602515376140356310115515198987526, 75999.29304014542649875303443598909137092, 601859.6171681098786670226533699352302507, 3481712.15498064590882071018964774556468, 14605578.08768506808414169982791359218571, 43338889.32467613834773723740590533316085, 86363131.28813859145546927288977868422342, 103794043.1163445451906271053616070238554, 56906521.91347156388090791033559122686859 }; __constant__ double lanczos_sum_expg_scaled_denom[13] = { 1, 66, 1925, 32670, 357423, 2637558, 13339535, 45995730, 105258076, 150917976, 120543840, 39916800, 0 }; __constant__ double lanczos_sum_near_1_d[12] = { 0.3394643171893132535170101292240837927725e-9, -0.2499505151487868335680273909354071938387e-8, 0.8690926181038057039526127422002498960172e-8, -0.1933117898880828348692541394841204288047e-7, 0.3075580174791348492737947340039992829546e-7, -0.2752907702903126466004207345038327818713e-7, -0.1515973019871092388943437623825208095123e-5, 0.004785200610085071473880915854204301886437, -0.1993758927614728757314233026257810172008, 1.483082862367253753040442933770164111678, -3.327150580651624233553677113928873034916, 2.208709979316623790862569924861841433016 }; __constant__ double lanczos_sum_near_2_d[12] = { 0.1009141566987569892221439918230042368112e-8, -0.7430396708998719707642735577238449585822e-8, 0.2583592566524439230844378948704262291927e-7, -0.5746670642147041587497159649318454348117e-7, 0.9142922068165324132060550591210267992072e-7, -0.8183698410724358930823737982119474130069e-7, -0.4506604409707170077136555010018549819192e-5, 0.01422519127192419234315002746252160965831, -0.5926941084905061794445733628891024027949, 4.408830289125943377923077727900630927902, -9.8907772644920670589288081640128194231, 6.565936202082889535528455955485877361223 }; __constant__ double lanczos_g = 6.024680040776729583740234375; """ _lanczos_preamble = ( ratevl_definition + _lanczos_h + """ // from scipy/special/cephes/lanczos.c __device__ double lanczos_sum(double x) { return ratevl(x, lanczos_num, sizeof(lanczos_num) / sizeof(lanczos_num[0]) - 1, lanczos_denom, sizeof(lanczos_denom) / sizeof(lanczos_denom[0]) - 1); } __device__ double lanczos_sum_expg_scaled(double x) { return ratevl(x, lanczos_sum_expg_scaled_num, sizeof(lanczos_sum_expg_scaled_num) / sizeof(lanczos_sum_expg_scaled_num[0]) - 1, lanczos_sum_expg_scaled_denom, sizeof(lanczos_sum_expg_scaled_denom) / sizeof(lanczos_sum_expg_scaled_denom[0]) - 1); } __device__ double lanczos_sum_near_1(double dx) { double result = 0; unsigned k; for (k = 1; k <= sizeof(lanczos_sum_near_1_d) / sizeof(lanczos_sum_near_1_d[0]); ++k) { result += (-lanczos_sum_near_1_d[k-1]*dx)/(k*dx + k*k); } return result; } __device__ double lanczos_sum_near_2(double dx) { double result = 0; double x = dx + 2; unsigned k; for(k = 1; k <= sizeof(lanczos_sum_near_2_d) / sizeof(lanczos_sum_near_2_d[0]); ++k) { result += (-lanczos_sum_near_2_d[k-1]*dx)/(x + k*x + k*k - 1); } return result; } """ ) # add predefined array from igam.h _igam_h = """ // from scipy/special/cephes/igam.h #define d_K 25 #define d_N 25 __device__ static const double d[d_K][d_N] = {{-3.3333333333333333e-1, 8.3333333333333333e-2, -1.4814814814814815e-2, 1.1574074074074074e-3, 3.527336860670194e-4, -1.7875514403292181e-4, 3.9192631785224378e-5, -2.1854485106799922e-6, -1.85406221071516e-6, 8.296711340953086e-7, -1.7665952736826079e-7, 6.7078535434014986e-9, 1.0261809784240308e-8, -4.3820360184533532e-9, 9.1476995822367902e-10, -2.551419399494625e-11, -5.8307721325504251e-11, 2.4361948020667416e-11, -5.0276692801141756e-12, 1.1004392031956135e-13, 3.3717632624009854e-13, -1.3923887224181621e-13, 2.8534893807047443e-14, -5.1391118342425726e-16, -1.9752288294349443e-15}, {-1.8518518518518519e-3, -3.4722222222222222e-3, 2.6455026455026455e-3, -9.9022633744855967e-4, 2.0576131687242798e-4, -4.0187757201646091e-7, -1.8098550334489978e-5, 7.6491609160811101e-6, -1.6120900894563446e-6, 4.6471278028074343e-9, 1.378633446915721e-7, -5.752545603517705e-8, 1.1951628599778147e-8, -1.7543241719747648e-11, -1.0091543710600413e-9, 4.1627929918425826e-10, -8.5639070264929806e-11, 6.0672151016047586e-14, 7.1624989648114854e-12, -2.9331866437714371e-12, 5.9966963656836887e-13, -2.1671786527323314e-16, -4.9783399723692616e-14, 2.0291628823713425e-14, -4.13125571381061e-15}, {4.1335978835978836e-3, -2.6813271604938272e-3, 7.7160493827160494e-4, 2.0093878600823045e-6, -1.0736653226365161e-4, 5.2923448829120125e-5, -1.2760635188618728e-5, 3.4235787340961381e-8, 1.3721957309062933e-6, -6.298992138380055e-7, 1.4280614206064242e-7, -2.0477098421990866e-10, -1.4092529910867521e-8, 6.228974084922022e-9, -1.3670488396617113e-9, 9.4283561590146782e-13, 1.2872252400089318e-10, -5.5645956134363321e-11, 1.1975935546366981e-11, -4.1689782251838635e-15, -1.0940640427884594e-12, 4.6622399463901357e-13, -9.905105763906906e-14, 1.8931876768373515e-17, 8.8592218725911273e-15}, {6.4943415637860082e-4, 2.2947209362139918e-4, -4.6918949439525571e-4, 2.6772063206283885e-4, -7.5618016718839764e-5, -2.3965051138672967e-7, 1.1082654115347302e-5, -5.6749528269915966e-6, 1.4230900732435884e-6, -2.7861080291528142e-11, -1.6958404091930277e-7, 8.0994649053880824e-8, -1.9111168485973654e-8, 2.3928620439808118e-12, 2.0620131815488798e-9, -9.4604966618551322e-10, 2.1541049775774908e-10, -1.388823336813903e-14, -2.1894761681963939e-11, 9.7909989511716851e-12, -2.1782191880180962e-12, 6.2088195734079014e-17, 2.126978363279737e-13, -9.3446887915174333e-14, 2.0453671226782849e-14}, {-8.618882909167117e-4, 7.8403922172006663e-4, -2.9907248030319018e-4, -1.4638452578843418e-6, 6.6414982154651222e-5, -3.9683650471794347e-5, 1.1375726970678419e-5, 2.5074972262375328e-10, -1.6954149536558306e-6, 8.9075075322053097e-7, -2.2929348340008049e-7, 2.956794137544049e-11, 2.8865829742708784e-8, -1.4189739437803219e-8, 3.4463580499464897e-9, -2.3024517174528067e-13, -3.9409233028046405e-10, 1.8602338968504502e-10, -4.356323005056618e-11, 1.2786001016296231e-15, 4.6792750266579195e-12, -2.1492464706134829e-12, 4.9088156148096522e-13, -6.3385914848915603e-18, -5.0453320690800944e-14}, {-3.3679855336635815e-4, -6.9728137583658578e-5, 2.7727532449593921e-4, -1.9932570516188848e-4, 6.7977804779372078e-5, 1.419062920643967e-7, -1.3594048189768693e-5, 8.0184702563342015e-6, -2.2914811765080952e-6, -3.252473551298454e-10, 3.4652846491085265e-7, -1.8447187191171343e-7, 4.8240967037894181e-8, -1.7989466721743515e-14, -6.3061945000135234e-9, 3.1624176287745679e-9, -7.8409242536974293e-10, 5.1926791652540407e-15, 9.3589442423067836e-11, -4.5134262161632782e-11, 1.0799129993116827e-11, -3.661886712685252e-17, -1.210902069055155e-12, 5.6807435849905643e-13, -1.3249659916340829e-13}, {5.3130793646399222e-4, -5.9216643735369388e-4, 2.7087820967180448e-4, 7.9023532326603279e-7, -8.1539693675619688e-5, 5.6116827531062497e-5, -1.8329116582843376e-5, -3.0796134506033048e-9, 3.4651553688036091e-6, -2.0291327396058604e-6, 5.7887928631490037e-7, 2.338630673826657e-13, -8.8286007463304835e-8, 4.7435958880408128e-8, -1.2545415020710382e-8, 8.6496488580102925e-14, 1.6846058979264063e-9, -8.5754928235775947e-10, 2.1598224929232125e-10, -7.6132305204761539e-16, -2.6639822008536144e-11, 1.3065700536611057e-11, -3.1799163902367977e-12, 4.7109761213674315e-18, 3.6902800842763467e-13}, {3.4436760689237767e-4, 5.1717909082605922e-5, -3.3493161081142236e-4, 2.812695154763237e-4, -1.0976582244684731e-4, -1.2741009095484485e-7, 2.7744451511563644e-5, -1.8263488805711333e-5, 5.7876949497350524e-6, 4.9387589339362704e-10, -1.0595367014026043e-6, 6.1667143761104075e-7, -1.7562973359060462e-7, -1.2974473287015439e-12, 2.695423606288966e-8, -1.4578352908731271e-8, 3.887645959386175e-9, -3.8810022510194121e-17, -5.3279941738772867e-10, 2.7437977643314845e-10, -6.9957960920705679e-11, 2.5899863874868481e-17, 8.8566890996696381e-12, -4.403168815871311e-12, 1.0865561947091654e-12}, {-6.5262391859530942e-4, 8.3949872067208728e-4, -4.3829709854172101e-4, -6.969091458420552e-7, 1.6644846642067548e-4, -1.2783517679769219e-4, 4.6299532636913043e-5, 4.5579098679227077e-9, -1.0595271125805195e-5, 6.7833429048651666e-6, -2.1075476666258804e-6, -1.7213731432817145e-11, 3.7735877416110979e-7, -2.1867506700122867e-7, 6.2202288040189269e-8, 6.5977038267330006e-16, -9.5903864974256858e-9, 5.2132144922808078e-9, -1.3991589583935709e-9, 5.382058999060575e-16, 1.9484714275467745e-10, -1.0127287556389682e-10, 2.6077347197254926e-11, -5.0904186999932993e-18, -3.3721464474854592e-12}, {-5.9676129019274625e-4, -7.2048954160200106e-5, 6.7823088376673284e-4, -6.4014752602627585e-4, 2.7750107634328704e-4, 1.8197008380465151e-7, -8.4795071170685032e-5, 6.105192082501531e-5, -2.1073920183404862e-5, -8.8585890141255994e-10, 4.5284535953805377e-6, -2.8427815022504408e-6, 8.7082341778646412e-7, 3.6886101871706965e-12, -1.5344695190702061e-7, 8.862466778790695e-8, -2.5184812301826817e-8, -1.0225912098215092e-14, 3.8969470758154777e-9, -2.1267304792235635e-9, 5.7370135528051385e-10, -1.887749850169741e-19, -8.0931538694657866e-11, 4.2382723283449199e-11, -1.1002224534207726e-11}, {1.3324454494800656e-3, -1.9144384985654775e-3, 1.1089369134596637e-3, 9.932404122642299e-7, -5.0874501293093199e-4, 4.2735056665392884e-4, -1.6858853767910799e-4, -8.1301893922784998e-9, 4.5284402370562147e-5, -3.127053674781734e-5, 1.044986828530338e-5, 4.8435226265680926e-11, -2.1482565873456258e-6, 1.329369701097492e-6, -4.0295693092101029e-7, -1.7567877666323291e-13, 7.0145043163668257e-8, -4.040787734999483e-8, 1.1474026743371963e-8, 3.9642746853563325e-18, -1.7804938269892714e-9, 9.7480262548731646e-10, -2.6405338676507616e-10, 5.794875163403742e-18, 3.7647749553543836e-11}, {1.579727660730835e-3, 1.6251626278391582e-4, -2.0633421035543276e-3, 2.1389686185689098e-3, -1.0108559391263003e-3, -3.9912705529919201e-7, 3.6235025084764691e-4, -2.8143901463712154e-4, 1.0449513336495887e-4, 2.1211418491830297e-9, -2.5779417251947842e-5, 1.7281818956040463e-5, -5.6413773872904282e-6, -1.1024320105776174e-11, 1.1223224418895175e-6, -6.8693396379526735e-7, 2.0653236975414887e-7, 4.6714772409838506e-14, -3.5609886164949055e-8, 2.0470855345905963e-8, -5.8091738633283358e-9, -1.332821287582869e-16, 9.0354604391335133e-10, -4.9598782517330834e-10, 1.3481607129399749e-10}, {-4.0725121195140166e-3, 6.4033628338080698e-3, -4.0410161081676618e-3, -2.183732802866233e-6, 2.1740441801254639e-3, -1.9700440518418892e-3, 8.3595469747962458e-4, 1.9445447567109655e-8, -2.5779387120421696e-4, 1.9009987368139304e-4, -6.7696499937438965e-5, -1.4440629666426572e-10, 1.5712512518742269e-5, -1.0304008744776893e-5, 3.304517767401387e-6, 7.9829760242325709e-13, -6.4097794149313004e-7, 3.8894624761300056e-7, -1.1618347644948869e-7, -2.816808630596451e-15, 1.9878012911297093e-8, -1.1407719956357511e-8, 3.2355857064185555e-9, 4.1759468293455945e-20, -5.0423112718105824e-10}, {-5.9475779383993003e-3, -5.4016476789260452e-4, 8.7910413550767898e-3, -9.8576315587856125e-3, 5.0134695031021538e-3, 1.2807521786221875e-6, -2.0626019342754683e-3, 1.7109128573523058e-3, -6.7695312714133799e-4, 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-1.177805216235265e-9, -1.8321624891071668e-3, 1.2108282933588665e-3, -3.9479941246822517e-4}, {7.389033153567425e+1, -1.5680141270402273e+2, 1.322177542759164e+2, 1.3692876877324546e-2, -1.2366496885920151e+2, 1.4620689391062729e+2, -8.0365587724865346e+1, -1.1259851148881298e-4, 4.0770132196179938e+1, -3.8210340013273034e+1, 1.719522294277362e+1, 9.3519707955168356e-7, -6.2716159907747034, 5.1168999071852637, -2.0319658112299095, -4.9507215582761543e-9, 5.9626397294332597e-1, -4.4220765337238094e-1, 1.6079998700166273e-1, -2.4733786203223402e-8, -4.0307574759979762e-2, 2.7849050747097869e-2, -9.4751858992054221e-3, 6.419922235909132e-6, 2.1250180774699461e-3}, {2.1216837098382522e+2, 1.3107863022633868e+1, -4.9698285932871748e+2, 7.3121595266969204e+2, -4.8213821720890847e+2, -2.8817248692894889e-2, 3.2616720302947102e+2, -3.4389340280087117e+2, 1.7195193870816232e+2, 1.4038077378096158e-4, -7.52594195897599e+1, 6.651969984520934e+1, -2.8447519748152462e+1, -7.613702615875391e-7, 9.5402237105304373, -7.5175301113311376, 2.8943997568871961, -4.6612194999538201e-7, -8.0615149598794088e-1, 5.8483006570631029e-1, -2.0845408972964956e-1, 1.4765818959305817e-4, 5.1000433863753019e-2, -3.3066252141883665e-2, 1.5109265210467774e-2}, {-9.8959643098322368e+2, 2.1925555360905233e+3, -1.9283586782723356e+3, -1.5925738122215253e-1, 1.9569985945919857e+3, -2.4072514765081556e+3, 1.3756149959336496e+3, 1.2920735237496668e-3, -7.525941715948055e+2, 7.3171668742208716e+2, -3.4137023466220065e+2, -9.9857390260608043e-6, 1.3356313181291573e+2, -1.1276295161252794e+2, 4.6310396098204458e+1, -7.9237387133614756e-6, -1.4510726927018646e+1, 1.1111771248100563e+1, -4.1690817945270892, 3.1008219800117808e-3, 1.1220095449981468, -7.6052379926149916e-1, 3.6262236505085254e-1, 2.216867741940747e-1, 4.8683443692930507e-1}}; """ # add functions from igam.c _igam_preamble = ( _misc_preamble + _unity_c_partial + _lanczos_preamble + _igam_h + """ // from scipy/special/cephes/igam.c /* Compute igam/igamc using DLMF 8.12.3/8.12.4. */ __noinline__ __device__ double asymptotic_series(double a, double x, int func) { int k, n, sgn; int maxpow = 0; double lambda = x / a; double sigma = (x - a) / a; double eta, res, ck, ckterm, term, absterm; double absoldterm = CUDART_INF; double etapow[d_N] = {1}; double sum = 0; double afac = 1; if (func == IGAM) { sgn = -1; } else { sgn = 1; } if (lambda > 1) { eta = sqrt(-2 * log1pmx(sigma)); } else if (lambda < 1) { eta = -sqrt(-2 * log1pmx(sigma)); } else { eta = 0; } res = 0.5 * erfc(sgn * eta * sqrt(a / 2)); for (k = 0; k < d_K; k++) { ck = d[k][0]; for (n = 1; n < d_N; n++) { if (n > maxpow) { etapow[n] = eta * etapow[n-1]; maxpow += 1; } ckterm = d[k][n]*etapow[n]; ck += ckterm; if (fabs(ckterm) < MACHEP * fabs(ck)) { break; } } term = ck * afac; absterm = fabs(term); if (absterm > absoldterm) { break; } sum += term; if (absterm < MACHEP * fabs(sum)) { break; } absoldterm = absterm; afac /= a; } res += sgn * exp(-0.5 * a * eta * eta) * sum / sqrt(2 * NPY_PI * a); return res; } /* Compute igamc using DLMF 8.7.3. This is related to the series in * igam_series but extra care is taken to avoid cancellation. */ __noinline__ __device__ double igamc_series(double a, double x) { int n; double fac = 1; double sum = 0; double term, logx; for (n = 1; n < MAXITER; n++) { fac *= -x / n; term = fac / (a + n); sum += term; if (fabs(term) <= MACHEP * fabs(sum)) { break; } } logx = log(x); term = -expm1(a * logx - lgam1p(a)); return term - exp(a * logx - lgam(a)) * sum; } /* Compute * * x^a * exp(-x) / gamma(a) * * corrected from (15) and (16) in [2] by replacing exp(x - a) with * exp(a - x). */ __noinline__ __device__ double igam_fac(double a, double x) { double ax, fac, res, num; if (fabs(a - x) > 0.4 * fabs(a)) { ax = a * log(x) - x - lgam(a); if (ax < -MAXLOG) { // sf_error("igam", SF_ERROR_UNDERFLOW, NULL); return 0.0; } return exp(ax); } fac = a + lanczos_g - 0.5; res = sqrt(fac / exp(1.)) / lanczos_sum_expg_scaled(a); if ((a < 200) && (x < 200)) { res *= exp(a - x) * pow(x / fac, a); } else { num = x - a - lanczos_g + 0.5; res *= exp(a * log1pmx(num / fac) + x * (0.5 - lanczos_g) / fac); } return res; } /* Compute igamc using DLMF 8.9.2. */ __noinline__ __device__ double igamc_continued_fraction(double a, double x) { int i; double ans, ax, c, yc, r, t, y, z; double pk, pkm1, pkm2, qk, qkm1, qkm2; ax = igam_fac(a, x); if (ax == 0.0) { return 0.0; } /* continued fraction */ y = 1.0 - a; z = x + y + 1.0; c = 0.0; pkm2 = 1.0; qkm2 = x; pkm1 = x + 1.0; qkm1 = z * x; ans = pkm1 / qkm1; for (i = 0; i < MAXITER; i++) { c += 1.0; y += 1.0; z += 2.0; yc = y * c; pk = pkm1 * z - pkm2 * yc; qk = qkm1 * z - qkm2 * yc; if (qk != 0) { r = pk / qk; t = fabs((ans - r) / r); ans = r; } else t = 1.0; pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if (fabs(pk) > big) { pkm2 *= biginv; pkm1 *= biginv; qkm2 *= biginv; qkm1 *= biginv; } if (t <= MACHEP) { break; } } return (ans * ax); } /* Compute igam using DLMF 8.11.4. */ __noinline__ __device__ double igam_series(double a, double x) { int i; double ans, ax, c, r; ax = igam_fac(a, x); if (ax == 0.0) { return 0.0; } /* power series */ r = a; c = 1.0; ans = 1.0; for (i = 0; i < MAXITER; i++) { r += 1.0; c *= x / r; ans += c; if (c <= MACHEP * ans) { break; } } return (ans * ax / a); } __noinline__ __device__ double igamc(double a, double x) { double absxma_a; if (x < 0 || a < 0) { // sf_error("gammaincc", SF_ERROR_DOMAIN, NULL); return CUDART_NAN; } else if (a == 0) { if (x > 0) { return 0; } else { return CUDART_NAN; } } else if (x == 0) { return 1; } else if (isinf(a)) { if (isinf(x)) { return CUDART_NAN; } return 1; } else if (isinf(x)) { return 0; } /* Asymptotic regime where a ~ x; see [2]. */ absxma_a = fabs(x - a) / a; if ((a > SMALL) && (a < LARGE) && (absxma_a < SMALLRATIO)) { return asymptotic_series(a, x, IGAMC); } else if ((a > LARGE) && (absxma_a < LARGERATIO / sqrt(a))) { return asymptotic_series(a, x, IGAMC); } /* Everywhere else; see [2]. */ if (x > 1.1) { if (x < a) { return 1.0 - igam_series(a, x); } else { return igamc_continued_fraction(a, x); } } else if (x <= 0.5) { if (-0.4 / log(x) < a) { return 1.0 - igam_series(a, x); } else { return igamc_series(a, x); } } else { if (x * 1.1 < a) { return 1.0 - igam_series(a, x); } else { return igamc_series(a, x); } } } __noinline__ __device__ double igam(double a, double x) { double absxma_a; if (x < 0 || a < 0) { // sf_error("gammainc", SF_ERROR_DOMAIN, NULL); return CUDART_NAN; } else if (a == 0) { if (x > 0) { return 1; } else { return CUDART_NAN; } } else if (x == 0) { /* Zero integration limit */ return 0; } else if (isinf(a)) { if (isinf(x)) { return CUDART_NAN; } return 0; } else if (isinf(x)) { return 1; } /* Asymptotic regime where a ~ x; see [2]. */ absxma_a = fabs(x - a) / a; if ((a > SMALL) && (a < LARGE) && (absxma_a < SMALLRATIO)) { return asymptotic_series(a, x, IGAM); } else if ((a > LARGE) && (absxma_a < LARGERATIO / sqrt(a))) { return asymptotic_series(a, x, IGAM); } if ((x > 1.0) && (x > a)) { return (1.0 - igamc(a, x)); } return igam_series(a, x); } """ ) _igami_preamble = ( _igam_preamble + gamma_definition + """ // from scipy/special/cephes/igami.c __noinline__ __device__ double igamci(double a, double q); __noinline__ __device__ double igami(double a, double q); __noinline__ __device__ double find_inverse_s(double p, double q) { /* * Computation of the Incomplete Gamma Function Ratios and their Inverse * ARMIDO R. DIDONATO and ALFRED H. MORRIS, JR. * ACM Transactions on Mathematical Software, Vol. 12, No. 4, * December 1986, Pages 377-393. * * See equation 32. */ double s, t; double a[4] = {0.213623493715853, 4.28342155967104, 11.6616720288968, 3.31125922108741}; double b[5] = {0.3611708101884203e-1, 1.27364489782223, 6.40691597760039, 6.61053765625462, 1}; if (p < 0.5) { t = sqrt(-2 * log(p)); } else { t = sqrt(-2 * log(q)); } s = t - polevl<3>(t, a) / polevl<4>(t, b); if(p < 0.5) s = -s; return s; } __noinline__ __device__ double didonato_SN(double a, double x, unsigned N, double tolerance) { /* * Computation of the Incomplete Gamma Function Ratios and their Inverse * ARMIDO R. DIDONATO and ALFRED H. MORRIS, JR. * ACM Transactions on Mathematical Software, Vol. 12, No. 4, * December 1986, Pages 377-393. * * See equation 34. */ double sum = 1.0; if (N >= 1) { unsigned i; double partial = x / (a + 1); sum += partial; for(i = 2; i <= N; ++i) { partial *= x / (a + i); sum += partial; if(partial < tolerance) { break; } } } return sum; } __noinline__ __device__ double find_inverse_gamma(double a, double p, double q) { /* * In order to understand what's going on here, you will * need to refer to: * * Computation of the Incomplete Gamma Function Ratios and their Inverse * ARMIDO R. DIDONATO and ALFRED H. MORRIS, JR. * ACM Transactions on Mathematical Software, Vol. 12, No. 4, * December 1986, Pages 377-393. */ double result; if (a == 1) { if (q > 0.9) { result = -log1p(-p); } else { result = -log(q); } } else if (a < 1) { double g = Gamma(a); double b = q * g; if ((b > 0.6) || ((b >= 0.45) && (a >= 0.3))) { /* DiDonato & Morris Eq 21: * * There is a slight variation from DiDonato and Morris here: * the first form given here is unstable when p is close to 1, * making it impossible to compute the inverse of Q(a,x) for small * q. Fortunately the second form works perfectly well in this case. */ double u; if((b * q > 1e-8) && (q > 1e-5)) { u = pow(p * g * a, 1 / a); } else { u = exp((-q / a) - NPY_EULER); } result = u / (1 - (u / (a + 1))); } else if ((a < 0.3) && (b >= 0.35)) { /* DiDonato & Morris Eq 22: */ double t = exp(-NPY_EULER - b); double u = t * exp(t); result = t * exp(u); } else if ((b > 0.15) || (a >= 0.3)) { /* DiDonato & Morris Eq 23: */ double y = -log(b); double u = y - (1 - a) * log(y); result = y - (1 - a) * log(u) - log(1 + (1 - a) / (1 + u)); } else if (b > 0.1) { /* DiDonato & Morris Eq 24: */ double y = -log(b); double u = y - (1 - a) * log(y); result = y - (1 - a) * log(u) - log((u * u + 2 * (3 - a) * u + (2 - a) * (3 - a)) / (u * u + (5 - a) * u + 2)); } else { /* DiDonato & Morris Eq 25: */ double y = -log(b); double c1 = (a - 1) * log(y); double c1_2 = c1 * c1; double c1_3 = c1_2 * c1; double c1_4 = c1_2 * c1_2; double a_2 = a * a; double a_3 = a_2 * a; double c2 = (a - 1) * (1 + c1); double c3 = (a - 1) * (-(c1_2 / 2) + (a - 2) * c1 + (3 * a - 5) / 2); double c4 = (a - 1) * ((c1_3 / 3) - (3 * a - 5) * c1_2 / 2 + (a_2 - 6 * a + 7) * c1 + (11 * a_2 - 46 * a + 47) / 6); double c5 = (a - 1) * (-(c1_4 / 4) + (11 * a - 17) * c1_3 / 6 + (-3 * a_2 + 13 * a -13) * c1_2 + (2 * a_3 - 25 * a_2 + 72 * a - 61) * c1 / 2 + (25 * a_3 - 195 * a_2 + 477 * a - 379) / 12); double y_2 = y * y; double y_3 = y_2 * y; double y_4 = y_2 * y_2; result = y + c1 + (c2 / y) + (c3 / y_2) + (c4 / y_3) + (c5 / y_4); } } else { /* DiDonato and Morris Eq 31: */ double s = find_inverse_s(p, q); double s_2 = s * s; double s_3 = s_2 * s; double s_4 = s_2 * s_2; double s_5 = s_4 * s; double ra = sqrt(a); double w = a + s * ra + (s_2 - 1) / 3; w += (s_3 - 7 * s) / (36 * ra); w -= (3 * s_4 + 7 * s_2 - 16) / (810 * a); w += (9 * s_5 + 256 * s_3 - 433 * s) / (38880 * a * ra); if ((a >= 500) && (fabs(1 - w / a) < 1e-6)) { result = w; } else if (p > 0.5) { if (w < 3 * a) { result = w; } else { double D = fmax(2, a * (a - 1)); double lg = lgam(a); double lb = log(q) + lg; if (lb < -D * 2.3) { /* DiDonato and Morris Eq 25: */ double y = -lb; double c1 = (a - 1) * log(y); double c1_2 = c1 * c1; double c1_3 = c1_2 * c1; double c1_4 = c1_2 * c1_2; double a_2 = a * a; double a_3 = a_2 * a; double c2 = (a - 1) * (1 + c1); double c3 = (a - 1) * (-(c1_2 / 2) + (a - 2) * c1 + (3 * a - 5) / 2); double c4 = (a - 1) * ((c1_3 / 3) - (3 * a - 5) * c1_2 / 2 + (a_2 - 6 * a + 7) * c1 + (11 * a_2 - 46 * a + 47) / 6); double c5 = (a - 1) * (-(c1_4 / 4) + (11 * a - 17) * c1_3 / 6 + (-3 * a_2 + 13 * a -13) * c1_2 + (2 * a_3 - 25 * a_2 + 72 * a - 61) * c1 / 2 + (25 * a_3 - 195 * a_2 + 477 * a - 379) / 12); double y_2 = y * y; double y_3 = y_2 * y; double y_4 = y_2 * y_2; result = y + c1 + (c2 / y) + (c3 / y_2) + (c4 / y_3) + (c5 / y_4); } else { /* DiDonato and Morris Eq 33: */ double u = -lb + (a - 1) * log(w) - log(1 + (1 - a) / (1 + w)); result = -lb + (a - 1) * log(u) - log(1 + (1 - a) / (1 + u)); } } } else { double z = w; double ap1 = a + 1; double ap2 = a + 2; if (w < 0.15 * ap1) { /* DiDonato and Morris Eq 35: */ double v = log(p) + lgam(ap1); z = exp((v + w) / a); s = log1p(z / ap1 * (1 + z / ap2)); z = exp((v + z - s) / a); s = log1p(z / ap1 * (1 + z / ap2)); z = exp((v + z - s) / a); s = log1p(z / ap1 * (1 + z / ap2 * (1 + z / (a + 3)))); z = exp((v + z - s) / a); } if ((z <= 0.01 * ap1) || (z > 0.7 * ap1)) { result = z; } else { /* DiDonato and Morris Eq 36: */ double ls = log(didonato_SN(a, z, 100, 1e-4)); double v = log(p) + lgam(ap1); z = exp((v + z - ls) / a); result = z * (1 - (a * log(z) - z - v + ls) / (a - z)); } } } return result; } __noinline__ __device__ double igamci(double a, double q) { int i; double x, fac, f_fp, fpp_fp; if (isnan(a) || isnan(q)) { return CUDART_NAN; } else if ((a < 0.0) || (q < 0.0) || (q > 1.0)) { // sf_error("gammainccinv", SF_ERROR_DOMAIN, NULL); } else if (q == 0.0) { return CUDART_INF; } else if (q == 1.0) { return 0.0; } else if (q > 0.9) { return igami(a, 1 - q); } x = find_inverse_gamma(a, 1 - q, q); for (i = 0; i < 3; i++) { fac = igam_fac(a, x); if (fac == 0.0) { return x; } f_fp = (igamc(a, x) - q) * x / (-fac); fpp_fp = -1.0 + (a - 1) / x; if (isinf(fpp_fp)) { x = x - f_fp; } else { x = x - f_fp / (1.0 - 0.5 * f_fp * fpp_fp); } } return x; } __noinline__ __device__ double igami(double a, double p) { int i; double x, fac, f_fp, fpp_fp; if (isnan(a) || isnan(p)) { return CUDART_NAN; } else if ((a < 0) || (p < 0) || (p > 1)) { // sf_error("gammaincinv", SF_ERROR_DOMAIN, NULL); } else if (p == 0.0) { return 0.0; } else if (p == 1.0) { return CUDART_INF; } else if (p > 0.9) { return igamci(a, 1 - p); } x = find_inverse_gamma(a, p, 1 - p); /* Halley's method */ for (i = 0; i < 3; i++) { fac = igam_fac(a, x); if (fac == 0.0) { return x; } f_fp = (igam(a, x) - p) * x / fac; // The ratio of the first and second derivatives simplifies fpp_fp = -1.0 + (a - 1) / x; if (isinf(fpp_fp)) { // Resort to Newton's method in the case of overflow x = x - f_fp; } else { x = x - f_fp / (1.0 - 0.5 * f_fp * fpp_fp); } } return x; } """ ) gammaincc = _core.create_ufunc( "cupyx_scipy_gammaincc", ("ff->f", "dd->d"), "out0 = out0_type(igamc(in0, in1));", preamble=_igam_preamble, doc="""Elementwise function for scipy.special.gammaincc Regularized upper incomplete gamma function. .. seealso:: :meth:`scipy.special.gammaincc` """, ) gammainc = _core.create_ufunc( "cupyx_scipy_gammainc", ("ff->f", "dd->d"), "out0 = out0_type(igam(in0, in1));", preamble=_igam_preamble, doc="""Elementwise function for scipy.special.gammainc Regularized lower incomplete gamma function. .. seealso:: :meth:`scipy.special.gammainc` """, ) gammainccinv = _core.create_ufunc( "cupyx_scipy_gammainccinv", ("ff->f", "dd->d"), "out0 = out0_type(igamci(in0, in1));", preamble=_igami_preamble, doc="""Elementwise function for scipy.special.gammainccinv Inverse to gammaincc. .. seealso:: :meth:`scipy.special.gammainccinv` """, ) gammaincinv = _core.create_ufunc( "cupyx_scipy_gammaincinv", ("ff->f", "dd->d"), "out0 = out0_type(igami(in0, in1));", preamble=_igami_preamble, doc="""Elementwise function for scipy.special.gammaincinv Inverse to gammainc. .. seealso:: :meth:`scipy.special.gammaincinv` """, )