/******************************************************************************* * Copyright (c) 2015-2018 Skymind, Inc. * Copyright (c) 2019 Konduit K.K. * * 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. * * 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 "NDArray.h" namespace nd4j { namespace ops { namespace helpers { // calculate the digamma function for each element for array void diGamma(nd4j::LaunchContext* context, const NDArray& x, NDArray& z); // calculate the polygamma function void polyGamma(nd4j::LaunchContext* context, const NDArray& n, const 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 _CUDA_HD 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 / nd4j::math::nd4j_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 = -0.577215664901532; for (uint 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 = -0.577215664901532 - 2 * nd4j::math::nd4j_log(2); for (uint 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 nd4j::math::nd4j_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 = 0; for (int i = 6; i >= 0; --i) result = (result + coeffs[i]) * x2Inv; return result + nd4j::math::nd4j_log(x) - static_cast(0.5) / x; } } } } #endif //LIBND4J_GAMMAMATHFUNC_H