Mercurial > octave
view scripts/specfun/gammaincinv.m @ 29949:f254c302bb9c
remove JIT compiler from Octave sources
As stated in the NEWS file entry added with this changeset, no one
has ever seriously taken on further development of the JIT compiler in
Octave since it was first added as part of a Google Summer of Code
project in 2012 and it still does nothing significant. It is out of
date with the default interpreter that walks the parse tree. Even
though we have fixed the configure script to disable it by default,
people still ask questions about how to build it, but it doesn’t seem
that they are doing that to work on it but because they think it will
make Octave code run faster (it never did, except for some extremely
simple bits of code as examples for demonstration purposes only).
* NEWS: Note change.
* configure.ac, acinclude.m4: Eliminate checks and macros related to
the JIT compiler and LLVM.
* basics.txi, install.txi, octave.texi, vectorize.txi: Remove mention
of JIT compiler and LLVM.
* jit-ir.cc, jit-ir.h, jit-typeinfo.cc, jit-typeinfo.h, jit-util.cc,
jit-util.h, pt-jit.cc, pt-jit.h: Delete.
* libinterp/parse-tree/module.mk: Update.
* Array-jit.cc: Delete.
* libinterp/template-inst/module.mk: Update.
* test/jit.tst: Delete.
* test/module.mk: Update.
* interpreter.cc (interpreter::interpreter): Don't check options for
debug_jit or jit_compiler.
* toplev.cc (F__octave_config_info__): Remove JIT compiler and LLVM
info from struct.
* ov-base.h (octave_base_value::grab, octave_base_value::release):
Delete.
* ov-builtin.h, ov-builtin.cc (octave_builtin::to_jit,
octave_builtin::stash_jit): Delete.
(octave_builtin::m_jtype): Delete data member and all uses.
* ov-usr-fcn.h, ov-usr-fcn.cc (octave_user_function::m_jit_info):
Delete data member and all uses.
(octave_user_function::get_info, octave_user_function::stash_info): Delete.
* options.h (DEBUG_JIT_OPTION, JIT_COMPILER_OPTION): Delete macro
definitions and all uses.
* octave.h, octave.cc (cmdline_options::cmdline_options): Don't handle
DEBUG_JIT_OPTION, JIT_COMPILER_OPTION): Delete.
(cmdline_options::debug_jit, cmdline_options::jit_compiler): Delete
functions and all uses.
(cmdline_options::m_debug_jit, cmdline_options::m_jit_compiler): Delete
data members and all uses.
(octave_getopt_options long_opts): Remove "debug-jit" and
"jit-compiler" from the list.
* pt-eval.cc (tree_evaluator::visit_simple_for_command,
tree_evaluator::visit_complex_for_command,
tree_evaluator::visit_while_command,
tree_evaluator::execute_user_function): Eliminate JIT compiler code.
* pt-loop.h, pt-loop.cc (tree_while_command::get_info,
tree_while_command::stash_info, tree_simple_for_command::get_info,
tree_simple_for_command::stash_info): Delete functions and all uses.
(tree_while_command::m_compiled, tree_simple_for_command::m_compiled):
Delete member variable and all uses.
* usage.h (usage_string, octave_print_verbose_usage_and_exit): Remove
[--debug-jit] and [--jit-compiler] from the message.
* Array.h (Array<T>::Array): Remove constructor that was only intended
to be used by the JIT compiler.
(Array<T>::jit_ref_count, Array<T>::jit_slice_data,
Array<T>::jit_dimensions, Array<T>::jit_array_rep): Delete.
* Marray.h (MArray<T>::MArray): Remove constructor that was only
intended to be used by the JIT compiler.
* NDArray.h (NDArray::NDarray): Remove constructor that was only
intended to be used by the JIT compiler.
* dim-vector.h (dim_vector::to_jit): Delete.
(dim_vector::dim_vector): Remove constructor that was only intended to
be used by the JIT compiler.
* codeql-analysis.yaml, make.yaml: Don't require llvm-dev.
* subst-config-vals.in.sh, subst-cross-config-vals.in.sh: Don't
substitute OCTAVE_CONF_LLVM_CPPFLAGS, OCTAVE_CONF_LLVM_LDFLAGS, or
OCTAVE_CONF_LLVM_LIBS.
* Doxyfile.in: Don't define HAVE_LLVM.
* aspell-octave.en.pws: Eliminate jit, JIT, and LLVM from the list of
spelling exceptions.
* build-env.h, build-env.in.cc (LLVM_CPPFLAGS, LLVM_LDFLAGS,
LLVM_LIBS): Delete variables and all uses.
* libinterp/corefcn/module.mk (%canon_reldir%_libcorefcn_la_CPPFLAGS):
Remove $(LLVM_CPPFLAGS) from the list.
* libinterp/parse-tree/module.mk (%canon_reldir%_libparse_tree_la_CPPFLAGS):
Remove $(LLVM_CPPFLAGS) from the list.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 10 Aug 2021 16:42:29 -0400 |
parents | 7854d5752dd2 |
children | 796f54d4ddbf |
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######################################################################## ## ## Copyright (C) 2017-2021 The Octave Project Developers ## ## See the file COPYRIGHT.md in the top-level directory of this ## distribution or <https://octave.org/copyright/>. ## ## This file is part of Octave. ## ## Octave is free software: you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation, either version 3 of the License, or ## (at your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the ## GNU General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <https://www.gnu.org/licenses/>. ## ######################################################################## ## -*- texinfo -*- ## @deftypefn {} {} gammaincinv (@var{y}, @var{a}) ## @deftypefnx {} {} gammaincinv (@var{y}, @var{a}, @var{tail}) ## Compute the inverse of the normalized incomplete gamma function. ## ## The normalized incomplete gamma function is defined as ## @tex ## $$ ## \gamma (x, a) = {1 \over {\Gamma (a)}}\displaystyle{\int_0^x t^{a-1} e^{-t} dt} ## $$ ## @end tex ## @ifnottex ## ## @example ## @group ## x ## 1 / ## gammainc (x, a) = --------- | exp (-t) t^(a-1) dt ## gamma (a) / ## t=0 ## @end group ## @end example ## ## @end ifnottex ## ## and @code{gammaincinv (gammainc (@var{x}, @var{a}), @var{a}) = @var{x}} ## for each non-negative value of @var{x}. If @var{a} is scalar then ## @code{gammaincinv (@var{y}, @var{a})} is returned for each element of ## @var{y} and vice versa. ## ## If neither @var{y} nor @var{a} is scalar then the sizes of @var{y} and ## @var{a} must agree, and @code{gammaincinv} is applied element-by-element. ## The variable @var{y} must be in the interval @math{[0,1]} while @var{a} must ## be real and positive. ## ## By default, @var{tail} is @qcode{"lower"} and the inverse of the incomplete ## gamma function integrated from 0 to @var{x} is computed. If @var{tail} is ## @qcode{"upper"}, then the complementary function integrated from @var{x} to ## infinity is inverted. ## ## The function is computed with Newton's method by solving ## @tex ## $$ ## y - \gamma (x, a) = 0 ## $$ ## @end tex ## @ifnottex ## ## @example ## @var{y} - gammainc (@var{x}, @var{a}) = 0 ## @end example ## ## @end ifnottex ## ## Reference: @nospell{A. Gil, J. Segura, and N. M. Temme}, @cite{Efficient and ## accurate algorithms for the computation and inversion of the incomplete ## gamma function ratios}, @nospell{SIAM J. Sci.@: Computing}, pp.@: ## A2965--A2981, Vol 34, 2012. ## ## @seealso{gammainc, gamma, gammaln} ## @end deftypefn function x = gammaincinv (y, a, tail = "lower") if (nargin < 2) print_usage (); endif [err, y, a] = common_size (y, a); if (err > 0) error ("gammaincinv: Y and A must be of common size or scalars"); endif if (iscomplex (y) || iscomplex (a)) error ("gammaincinv: all inputs must be real"); endif ## Remember original shape of data, but convert to column vector for calcs. orig_sz = size (y); y = y(:); a = a(:); if (any ((y < 0) | (y > 1))) error ("gammaincinv: Y must be in the range [0, 1]"); endif if (any (a <= 0)) error ("gammaincinv: A must be strictly positive"); endif ## If any of the arguments is single then the output should be as well. if (strcmp (class (y), "single") || strcmp (class (a), "single")) y = single (y); a = single (a); endif ## Convert to floating point if necessary if (isinteger (y)) y = double (y); endif if (isinteger (a)) a = double (a); endif ## Initialize output array x = zeros (size (y), class (y)); maxit = 20; tol = eps (class (y)); ## Special cases, a = 1 or y = 0, 1. if (strcmpi (tail, "lower")) x(a == 1) = - log1p (- y(a == 1)); x(y == 0) = 0; x(y == 1) = Inf; p = y; q = 1 - p; elseif (strcmpi (tail, "upper")) x(a == 1) = - log (y(a == 1)); x(y == 0) = Inf; x(y == 1) = 0; q = y; p = 1 - q; else error ("gammaincinv: invalid value for TAIL"); endif todo = (a != 1) & (y != 0) & (y != 1); ## Case 1: p small. i_flag_1 = todo & (p < ((0.2 * (1 + a)) .^ a) ./ gamma (1 + a)); if (any (i_flag_1)) aa = a(i_flag_1); pp = p(i_flag_1); ## Initial guess. r = (pp .* gamma (1 + aa)) .^ (1 ./ aa); c2 = 1 ./ (aa + 1); c3 = (3 * aa + 5) ./ (2 * (aa + 1) .^2 .* (aa + 2)); c4 = (8 * aa .^ 2 + 33 * aa + 31) ./ (3 * (aa + 1) .^ 3 .* (aa + 2) .* ... (aa + 3)); c5 = (125 * aa .^ 4 + 1179 * aa .^ 3 + 3971 * aa.^2 + 5661 * aa + 2888) ... ./ (24 * (1 + aa) .^4 .* (aa + 2) .^ 2 .* (aa + 3) .* (aa + 4)); ## FIXME: Would polyval() be better here for more accuracy? x0 = r + c2 .* r .^ 2 + c3 .* r .^ 3 + c4 .* r .^4 + c5 .* r .^ 5; ## For this case we invert the lower version. F = @(p, a, x) p - gammainc (x, a, "lower"); JF = @(a, x) - exp (- gammaln (a) - x + (a - 1) .* log (x)); x(i_flag_1) = newton_method (F, JF, pp, aa, x0, tol, maxit); endif todo(i_flag_1) = false; ## Case 2: q small. i_flag_2 = (q < exp (- 0.5 * a) ./ gamma (1 + a)) & (a > 0) & (a < 10); i_flag_2 &= todo; if (any (i_flag_2)) aa = a(i_flag_2); qq = q(i_flag_2); ## Initial guess. x0 = (-log (qq) - gammaln (aa)); ## For this case, we invert the upper version. F = @(q, a, x) q - gammainc (x, a, "upper"); JF = @(a, x) exp (- gammaln (a) - x) .* x .^ (a - 1); x(i_flag_2) = newton_method (F, JF, qq, aa, x0, tol, maxit); endif todo(i_flag_2) = false; ## Case 3: a small. i_flag_3 = todo & ((a > 0) & (a < 1)); if (any (i_flag_3)) aa = a(i_flag_3); pp = p(i_flag_3); ## Initial guess xl = (pp .* gamma (aa + 1)) .^ (1 ./ aa); x0 = xl; ## For this case, we invert the lower version. F = @(p, a, x) p - gammainc (x, a, "lower"); JF = @(a, x) - exp (-gammaln (a) - x) .* x .^ (a - 1); x(i_flag_3) = newton_method (F, JF, pp, aa, x0, tol, maxit); endif todo(i_flag_3) = false; ## Case 4: a large. i_flag_4 = todo; if (any (i_flag_4)) aa = a(i_flag_4); qq = q(i_flag_4); ## Initial guess d = 1 ./ (9 * aa); t = 1 - d + sqrt (2) * erfcinv (2 * qq) .* sqrt (d); x0 = aa .* (t .^ 3); ## For this case, we invert the upper version. F = @(q, a, x) q - gammainc (x, a, "upper"); JF = @(a, x) exp (- gammaln (a) - x + (a - 1) .* log (x)); x(i_flag_4) = newton_method (F, JF, qq, aa, x0, tol, maxit); endif ## Restore original shape x = reshape (x, orig_sz); endfunction ## subfunction: Newton's Method function x = newton_method (F, JF, y, a, x0, tol, maxit); l = numel (y); res = -F (y, a, x0) ./ JF (a, x0); todo = (abs (res) >= tol * abs (x0)); x = x0; it = 0; while (any (todo) && (it++ < maxit)) x(todo) += res(todo); res(todo) = -F (y(todo), a(todo), x(todo)) ./ JF (a(todo), x(todo)); todo = (abs (res) >= tol * abs (x)); endwhile x += res; endfunction %!test %! x = [1e-10, 1e-09, 1e-08, 1e-07]; %! a = [2, 3, 4]; %! [x, a] = ndgrid (x, a); %! xx = gammainc (gammaincinv (x, a), a); %! assert (xx, x, -3e-14); %!test %! x = [1e-10, 1e-09, 1e-08, 1e-07]; %! a = [2, 3, 4]; %! [x, a] = ndgrid (x, a); %! xx = gammainc (gammaincinv (x, a, "upper"), a, "upper"); %! assert (xx, x, -3e-14); %!test %! x = linspace (0, 1)'; %! a = [linspace(0.1, 1, 10), 2:5]; %! [x, a] = ndgrid (x, a); %! xx = gammainc (gammaincinv (x, a), a); %! assert (xx, x, -1e-13); %!test %! x = linspace (0, 1)'; %! a = [linspace(0.1, 1, 10), 2:5]; %! [x, a] = ndgrid (x, a); %! xx = gammainc (gammaincinv (x, a, "upper"), a, "upper"); %! assert (xx, x, -1e-13); %!test <*56453> %! assert (gammaincinv (1e-15, 1) * 2, 2e-15, -1e-15); %! assert (gammaincinv (1e-16, 1) * 2, 2e-16, -1e-15); ## Test the conservation of the input class %!assert (class (gammaincinv (0.5, 1)), "double") %!assert (class (gammaincinv (single (0.5), 1)), "single") %!assert (class (gammaincinv (0.5, single (1))), "single") %!assert (class (gammaincinv (int8 (0), 1)), "double") %!assert (class (gammaincinv (0.5, int8 (1))), "double") %!assert (class (gammaincinv (int8 (0), single (1))), "single") %!assert (class (gammaincinv (single (0.5), int8 (1))), "single") ## Test input validation %!error <Invalid call> gammaincinv () %!error <Invalid call> gammaincinv (1) %!error <must be of common size or scalars> %! gammaincinv (ones (2,2), ones (1,2), 1); %!error <all inputs must be real> gammaincinv (0.5i, 1) %!error <all inputs must be real> gammaincinv (0, 1i) %!error <Y must be in the range \[0, 1\]> gammaincinv (-0.1,1) %!error <Y must be in the range \[0, 1\]> gammaincinv (1.1,1) %!error <Y must be in the range \[0, 1\]> %! y = ones (1, 1, 2); %! y(1,1,2) = -1; %! gammaincinv (y,1); %!error <A must be strictly positive> gammaincinv (0.5, 0) %!error <A must be strictly positive> %! a = ones (1, 1, 2); %! a(1,1,2) = 0; %! gammaincinv (1,a,1); %!error <invalid value for TAIL> gammaincinv (1,2, "foobar")