CFD/eigen
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
9,605 Commits 2 Branches 88 Tags 112 MiB
C++ 84.6%
Fortran 8.9%
C 2.9%
CMake 1.9%
Cuda 1.2%
Other 0.5%
4bd158fa37
Go to file
Michael Figurnov 4bd158fa37 Derivative of the incomplete Gamma function and the sample of a Gamma random variable. 
In addition to igamma(a, x), this code implements:
* igamma_der_a(a, x) = d igamma(a, x) / da -- derivative of igamma with respect to the parameter
* gamma_sample_der_alpha(alpha, sample) -- reparameterization derivative of a Gamma(alpha, 1) random variable sample with respect to the alpha parameter

The derivatives are computed by forward mode differentiation of the igamma(a, x) code. Although gamma_sample_der_alpha can be implemented via igamma_der_a, a separate function is more accurate and efficient due to analytical cancellation of some terms. All three functions are implemented by a method parameterized with "mode" that always computes the derivatives, but does not return them unless required by the mode. The compiler is expected to (and, based on benchmarks, does) skip the unnecessary computations depending on the mode.
2018-06-06 18:49:26 +01:00
bench MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
blas MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
cmake Add an option to test with external BLAS library 2018-05-22 21:04:32 +02:00
debug MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
demos Fixed compilation error due to obsolete internal::abs and internal::sqrt function calls 2014-03-26 22:02:48 -04:00
doc Doc: add aliasing in common pitfaffs. 2018-05-29 22:37:47 +02:00
Eigen Derivative of the incomplete Gamma function and the sample of a Gamma random variable. 2018-06-06 18:49:26 +01:00
failtest Add unit tests for bug #981: valid and invalid usage of ternary operator 2015-09-09 11:38:25 +02:00
lapack MIsc. source and comment typos 2018-03-11 10:01:44 -04:00
scripts Make buildtests.in more robust 2017-06-12 17:11:06 +00:00
test Search for sequential Pastix. 2018-05-29 20:49:25 +02:00
unsupported Derivative of the incomplete Gamma function and the sample of a Gamma random variable. 2018-06-06 18:49:26 +01:00
.hgeol Added a pattern which forces LF line endings for *.sh files. 2013-07-31 18:20:58 +02:00
.hgignore ignore all *build* sub directories 2017-12-14 14:22:14 +01:00
CMakeLists.txt Don't run hg on non mercurial clone 2018-05-31 21:21:57 +02:00
COPYING.BSD Intel(R) MKL support added. 2011-12-05 14:52:21 +07:00
COPYING.GPL there's no reason why we should follow the FSF's stupid recommendation for the naming of these files, right? This could give the wrong impression that Eigen is only GPL-licensed. 2009-11-14 23:26:07 -05:00
COPYING.LGPL Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
COPYING.MINPACK add COPYING.MINPACK 2012-07-15 11:46:22 -04:00
COPYING.MPL2 add COPYING.MPL2 2012-07-15 10:20:59 -04:00
COPYING.README Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). 2012-09-10 13:27:44 -04:00
CTestConfig.cmake swap 3.2 <-> default CTestConfig.cmake file 2014-03-05 10:07:44 +01:00
CTestCustom.cmake.in Reduce maximum number of warnings/errors. (they took GBs even for limited period of time) 2013-06-20 17:39:15 +02:00
eigen3.pc.in Further fixes for CMAKE_INSTALL_PREFIX correctness 2015-11-07 21:29:24 -05:00
INSTALL finally, the right fix: set CTEST_BUILD_TARGET. 2009-10-04 20:27:44 -04:00
README.md Add links where to make PRs and report bugs into README.md 2018-04-13 21:05:28 +00:00
signature_of_eigen3_matrix_library improve the scripts for building unit tests: 2009-11-25 21:26:37 -05:00

README.md

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

For more information go to http://eigen.tuxfamily.org/.

For pull request please only use the official repository at https://bitbucket.org/eigen/eigen.

For bug reports and feature requests go to http://eigen.tuxfamily.org/bz.