/* * ****************************************************************************** * * * * * * This program and the accompanying materials are made available under the * * terms of the Apache License, Version 2.0 which is available at * * https://www.apache.org/licenses/LICENSE-2.0. * * * * See the NOTICE file distributed with this work for additional * * information regarding copyright ownership. * * Unless required by applicable law or agreed to in writing, software * * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT * * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the * * License for the specific language governing permissions and limitations * * under the License. * * * * SPDX-License-Identifier: Apache-2.0 * ***************************************************************************** */ // // @author Yurii Shyrma (iuriish@yahoo.com) // #ifndef LIBND4J_GAMMAMATHFUNC_H #define LIBND4J_GAMMAMATHFUNC_H #include #include "array/NDArray.h" namespace sd { namespace ops { namespace helpers { // calculate the digamma function for each element for array SD_LIB_HIDDEN void diGamma(LaunchContext* context, NDArray& x, NDArray& z); // calculate the polygamma function SD_LIB_HIDDEN void polyGamma(LaunchContext* context, NDArray& n, NDArray& x, NDArray& z); // calculate the digamma function for one element // implementation is based on serial representation written in terms of the Hurwitz zeta function as polygamma = // (-1)^{n+1} * n! * zeta(n+1, x) template SD_HOST_DEVICE T diGammaScalar(T x) { const int xInt = static_cast(x); // negative and zero if (x <= 0) { if (x == xInt) // integer return DataTypeUtils::infOrMax(); else return diGammaScalar(1 - x) - M_PI / math::sd_tan(M_PI * x); // use reflection formula psi(1-x) = psi(x) + pi*cot(pi*x) } // positive integer if (x == xInt && xInt <= 20) { // psi(n) = -Euler_Mascheroni_const + sum_from_k=1_to_n-1( 1/k ), for n = 1,2,3,...inf, we use this // formula only for n <= 20 to avoid time consuming sum calculation for bigger n T result = static_cast(-0.577215664901532); for (LongType i = 1; i <= xInt - 1; ++i) { result += static_cast(1) / i; } return result; } // positive half-integer if (x - xInt == 0.5 && xInt <= 20) { // psi(n+0.5) = -Euler_Mascheroni_const - 2*ln(2) + sum_from_k=1_to_n( 2/(2*k-1) // ) , for n = 1,2,3,...inf, we use this formula only for n <= 20 to avoid // time consuming sum calculation for bigger n T result = static_cast(-0.577215664901532 - static_cast(2) * math::sd_log(static_cast(2))); for (LongType i = 1; i <= xInt; ++i) { result += static_cast(2) / (2 * i - 1); } return result; } // positive, smaller then 5; we should use number > 5 in order to have satisfactory accuracy in asymptotic expansion if (x < 5) return diGammaScalar(1 + x) - static_cast(1) / x; // recurrence formula psi(x) = psi(x+1) - 1/x. // *** other positive **** // // truncated expansion formula (from wiki) // psi(x) = log(x) - 1/(2*x) - 1/(12*x^2) + 1/(120*x^4) - 1/(252*x^6) + 1/(240*x^8) - 5/(660*x^10) + 691/(32760*x^12) // - 1/(12*x^14) + ... if (x >= (sizeof(T) > 4 ? 1.e16 : 1.e8)) // if x is too big take into account only log(x) return math::sd_log(x); // coefficients used in truncated asymptotic expansion formula const T coeffs[7] = {-(T)1 / 12, (T)1 / 120, -(T)1 / 252, (T)1 / 240, -(T)5 / 660, (T)691 / 32760, -(T)1 / 12}; // const T coeffs[7] = {-0.0833333333333333, 0.00833333333333333, -0.00396825396825397, 0.00416666666666667, // -0.00757575757575758, 0.0210927960927961, -0.0833333333333333}; const T x2Inv = static_cast(1) / (x * x); T result = static_cast(0); for (int i = 6; i >= 0; --i) result = (result + coeffs[i]) * x2Inv; return result + math::sd_log(x) - static_cast(0.5) / x; } } // namespace helpers } // namespace ops } // namespace sd #endif // LIBND4J_GAMMAMATHFUNC_H