BOOST_FORCEINLINE static void conf_bounds(const A0& a0, A1& a1,
const value_type& alpha )
{
typedef nt2::memory::container<tag::table_, value_type, nt2::_2D> semantic;
NT2_AS_TERMINAL_IN(semantic, pcov, boost::proto::child_c<3>(a0));
const In0& p = boost::proto::child_c<0>(a0);
const In1& mu = boost::proto::child_c<1>(a0);
const In2& sigma = boost::proto::child_c<2>(a0);
auto logx0 = -Sqrt_2<A0>()*erfcinv( nt2::Two<A0>()*p);
auto xvar = fma(fma(pcov(2,2), logx0, Two<value_type>()*pcov(1,2)), logx0, pcov(1,1));
BOOST_ASSERT_MSG(nt2::globalall(nt2::is_nltz(xvar)), "Covariance matrix must be positive");
value_type normz = -nt2::norminv(alpha*nt2::Half<value_type>());
auto halfwidth = normz*nt2::sqrt(xvar);
boost::proto::child_c<0>(a1) = exp(fma(sigma, logx0, mu));
auto coef = exp(-halfwidth);
boost::proto::child_c<1>(a1) = boost::proto::child_c<0>(a1)*coef;
boost::proto::child_c<2>(a1) = boost::proto::child_c<0>(a1)/coef;
}
FastDMSamplingBase::value_t FastDMSamplingNormExp::rand(rngeng_t& rngeng)
{
std::uniform_real_distribution<double> unif_dist;
while (true) {
const value_t P = F1inf_ * unif_dist(rngeng);
if (P <= CF1st_) {
// short-time series
const value_t erfcinvP = erfcinv(P / Cf1s_);
const value_t t = 1 / (2 * a_ * erfcinvP * erfcinvP);
if (acceptt(t, exp(- 0.5/(a_ * t) - sqrtamu_ +
mu2_ * t / 2) * unif_dist(rngeng),
0.5 / t))
return t;
} else {
// long-time series
const value_t t = -log1p(- (P - CF1st_) / Cf1l_ - F1lt_) / fourmu2pi_;
const value_t pi2t8 = PI * PI * t / 8;
if (acceptt(t, exp(-pi2t8) * unif_dist(rngeng), pi2t8)) return t;
}
}
}
__device__ void double_precision_math_functions() {
int iX;
double fX, fY;
acos(1.0);
acosh(1.0);
asin(0.0);
asinh(0.0);
atan(0.0);
atan2(0.0, 1.0);
atanh(0.0);
cbrt(0.0);
ceil(0.0);
copysign(1.0, -2.0);
cos(0.0);
cosh(0.0);
cospi(0.0);
cyl_bessel_i0(0.0);
cyl_bessel_i1(0.0);
erf(0.0);
erfc(0.0);
erfcinv(2.0);
erfcx(0.0);
erfinv(1.0);
exp(0.0);
exp10(0.0);
exp2(0.0);
expm1(0.0);
fabs(1.0);
fdim(1.0, 0.0);
floor(0.0);
fma(1.0, 2.0, 3.0);
fmax(0.0, 0.0);
fmin(0.0, 0.0);
fmod(0.0, 1.0);
frexp(0.0, &iX);
hypot(1.0, 0.0);
ilogb(1.0);
isfinite(0.0);
isinf(0.0);
isnan(0.0);
j0(0.0);
j1(0.0);
jn(-1.0, 1.0);
ldexp(0.0, 0);
lgamma(1.0);
llrint(0.0);
llround(0.0);
log(1.0);
log10(1.0);
log1p(-1.0);
log2(1.0);
logb(1.0);
lrint(0.0);
lround(0.0);
modf(0.0, &fX);
nan("1");
nearbyint(0.0);
nextafter(0.0, 0.0);
fX = 1.0;
norm(1, &fX);
norm3d(1.0, 0.0, 0.0);
norm4d(1.0, 0.0, 0.0, 0.0);
normcdf(0.0);
normcdfinv(1.0);
pow(1.0, 0.0);
rcbrt(1.0);
remainder(2.0, 1.0);
remquo(1.0, 2.0, &iX);
rhypot(0.0, 1.0);
rint(1.0);
fX = 1.0;
rnorm(1, &fX);
rnorm3d(0.0, 0.0, 1.0);
rnorm4d(0.0, 0.0, 0.0, 1.0);
round(0.0);
rsqrt(1.0);
scalbln(0.0, 1);
scalbn(0.0, 1);
signbit(1.0);
sin(0.0);
sincos(0.0, &fX, &fY);
sincospi(0.0, &fX, &fY);
sinh(0.0);
sinpi(0.0);
sqrt(0.0);
tan(0.0);
tanh(0.0);
tgamma(2.0);
trunc(0.0);
y0(1.0);
y1(1.0);
yn(1, 1.0);
}
