def expn(n, x):
n, x = _promote_args_inexact("expn", n, x)
_c = _constant_like
zero = _c(x, 0)
one = _c(x, 1)
conds = [
(n < _c(n, 0)) | (x < zero),
(x == zero) & (n < _c(n, 2)),
(x == zero) & (n >= _c(n, 2)),
(n == _c(n, 0)) & (x >= zero),
(n >= _c(n, 5000)),
(x > one),
]
n1 = jnp.where(n == _c(n, 1), n + n, n)
vals = [
jnp.nan,
jnp.inf,
one / n1, # prevent div by zero
jnp.exp(-x) / x,
partial(_expn3, n),
partial(_expn2, n),
partial(_expn1, n),
]
ret = jnp.piecewise(x, conds, vals)
return ret
def _eval_expint_k(A, B, x):
# helper function for all subsequent intervals
A, B = [jnp.array(U, dtype=x.dtype) for U in [A, B]]
one = _constant_like(x, 1.0)
w = one / x
f = jnp.polyval(A, w) / jnp.polyval(B, w)
f = w * f + one
return jnp.exp(x) * w * f
def _expn3(n, x):
# n >= 5000
_c = _constant_like
one = _c(x, 1.0)
xk = x + n
yk = one / (xk * xk)
t = n
ans = yk * t * (_c(x, 6) * x * x - _c(x, 8) * t * x + t * t)
ans = yk * (ans + t * (t - _c(x, 2) * x))
ans = yk * (ans + t)
return (ans + one) * jnp.exp(-x) / xk
def det(a):
a = _promote_arg_dtypes(jnp.asarray(a))
a_shape = jnp.shape(a)
if len(a_shape) >= 2 and a_shape[-1] == 2 and a_shape[-2] == 2:
return _det_2x2(a)
elif len(a_shape) >= 2 and a_shape[-1] == 3 and a_shape[-2] == 3:
return _det_3x3(a)
elif len(a_shape) >= 2 and a_shape[-1] == a_shape[-2]:
sign, logdet = slogdet(a)
return sign * jnp.exp(logdet)
else:
msg = "Argument to _det() must have shape [..., n, n], got {}"
raise ValueError(msg.format(a_shape))
def _expn2(n, x):
# x > 1.
_c = _constant_like
BIG = _c(x, 1.44115188075855872e17)
MACHEP = jnp.finfo(BIG.dtype).eps # ?
zero = _c(x, 0.0)
one = _c(x, 1.0)
init = dict(
k=_c(n, 1),
pkm2=one,
qkm2=x,
pkm1=one,
qkm1=x + n,
ans=one / (x + n),
t=_c(x, jnp.inf),
r=zero,
x=x,
)
def body(d):
x = d["x"]
d["k"] += _c(d["k"], 1)
k = d["k"]
odd = k % _c(k, 2) == _c(k, 1)
yk = jnp.where(odd, one, x)
xk = jnp.where(odd, n + (k - _c(k, 1)) / _c(k, 2), k / _c(k, 2))
pk = d["pkm1"] * yk + d["pkm2"] * xk
qk = d["qkm1"] * yk + d["qkm2"] * xk
nz = qk != zero
d["r"] = r = jnp.where(nz, pk / qk, d["r"])
d["t"] = jnp.where(nz, abs((d["ans"] - r) / r), one)
d["ans"] = jnp.where(nz, r, d["ans"])
d["pkm2"] = d["pkm1"]
d["pkm1"] = pk
d["qkm2"] = d["qkm1"]
d["qkm1"] = qk
is_big = abs(pk) > BIG
for s in "pq":
for i in "12":
key = s + "km" + i
d[key] = jnp.where(is_big, d[key] / BIG, d[key])
return d
def cond(d):
return (d["x"] > _c(d["k"], 0)) & (d["t"] > MACHEP)
d = lax.while_loop(cond, body, init)
return d["ans"] * jnp.exp(-x)
def _expn1(n, x):
# exponential integral En
_c = _constant_like
x = jnp.array(x)
MACHEP = jnp.finfo(x.dtype).eps
zero = _c(x, 0.0)
one = _c(x, 1.0)
psi = -jnp.euler_gamma - jnp.log(x)
psi = lax.fori_loop(_c(n, 1), n, lambda i, psi: psi + one / i, psi)
n1 = jnp.where(n == _c(n, 1), one + one, n)
init = dict(
x=x,
z=-x,
xk=zero,
yk=one,
pk=one - n,
ans=jnp.where(n == _c(n, 1), zero, one / (one - n1)),
t=jnp.inf,
)
def body(d):
d["xk"] += one
d["yk"] *= d["z"] / d["xk"]
d["pk"] += one
d["ans"] += jnp.where(d["pk"] != zero, d["yk"] / d["pk"], zero)
d["t"] = jnp.where(d["ans"] != zero, abs(d["yk"] / d["ans"]), one)
return d
def cond(d):
return (d["x"] > _c(d["x"], 0.0)) & (d["t"] > MACHEP)
d = lax.while_loop(cond, body, init)
t = n
r = n - _c(n, 1)
return d["z"]**r * psi / jnp.exp(gammaln(t)) - d["ans"]
def _polygamma(n, x):
dtype = lax.dtype(n).type
n_plus = n + dtype(1)
sign = dtype(1) - (n_plus % dtype(2)) * dtype(2)
return jnp.where(n == 0, digamma(x),
sign * jnp.exp(gammaln(n_plus)) * zeta(n_plus, x))
def pmf(k, p, loc=0): return jnp.exp(logpmf(k, p, loc))
def expi_jvp(primals, tangents):
(x, ) = primals
(x_dot, ) = tangents
return expi(x), jnp.exp(x) / x * x_dot
