eric-haibin-lin commented on a change in pull request #13811: Add erfinv operator for calculating inverse error function URL: https://github.com/apache/incubator-mxnet/pull/13811#discussion_r249252790
########## File path: src/operator/contrib/erfinv-inl.h ########## @@ -0,0 +1,105 @@ +/* + * Copyright (c) 2014 Indiana University + * All rights reserved. + * Written by Prof. Gary L. Pavlis, Dept. of Geol. Sci., + * Indiana University, Bloomington, IN + * This software is licensed under the New BSD license: + * Redistribution and use in source and binary forms, + * with or without modification, are permitted provided + * that the following conditions are met: + * Redistributions of source code must retain the above + * copyright notice, this list of conditions and the + * following disclaimer. + * Redistributions in binary form must reproduce the + * above copyright notice, this list of conditions and + * the following disclaimer in the documentation and/or + * other materials provided with the distribution. + * Neither the name of Indiana University nor + * the names of its contributors may be used to endorse + * or promote products derived from this software without + * specific prior written permission. + * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND + * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED + * WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED + * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A + * PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL + * THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY + * DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR + * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, + * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF + * USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) + * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER + * IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING + * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE + * USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE + * POSSIBILITY OF SUCH DAMAGE. + */ +/* + * The next function is taken from + * https://github.com/antelopeusersgroup/antelope_contrib/blob/master/lib/location/libgenloc/erfinv.c. + * Output was modified to be inf or -inf when input is 1 or -1. + */ +#ifndef MXNET_OPERATOR_CONTRIB_ERFINV_INL_H_ +#define MXNET_OPERATOR_CONTRIB_ERFINV_INL_H_ + +#define _USE_MATH_DEFINES +#define CENTRAL_RANGE 0.7 + +#include <mxnet/base.h> +#include <limits> +#include "math.h" + +namespace mxnet { +namespace op { +namespace mshadow_op { + +/*! \brief inverse gauss error function */ +struct erfinv : public mxnet_op::tunable { + template<typename DType> + MSHADOW_XINLINE static DType Map(DType v) { + /* Function to calculate inverse error function. Rational approximation + is used to generate an initial approximation, which is then improved to + full accuracy by two steps of Newton's method. Code is a direct + translation of the erfinv m file in matlab version 2.0. + Author: Gary L. Pavlis, Indiana University + Date: February 1996 + */ + double y = static_cast<double>(v); + /*working variables */ + double x = 0.0; + double z, num, dem; + /* coefficients in rational expansion */ + double a[4]={ 0.886226899, -1.645349621, 0.914624893, -0.140543331}; + double b[4]={-2.118377725, 1.442710462, -0.329097515, 0.012229801}; + double c[4]={-1.970840454, -1.624906493, 3.429567803, 1.641345311}; + double d[2]={ 3.543889200, 1.637067800}; + if (fabs(y) > 1.0) { Review comment: Can we cache the value of fabs(y) instead of calculating it multiple times? ---------------------------------------------------------------- This is an automated message from the Apache Git Service. To respond to the message, please log on GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: [email protected] With regards, Apache Git Services
