More precise digamma#6517
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zou3519 merged 4 commits intopytorch:masterfrom Apr 13, 2018
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Fixes pytorch#6190. This is a rebase of pytorch#3955 with some tweaks for better performance around poles. The code is ported over from cephes with permission. By itself, the cephes code returns inf for the poles. For better performance around the poles with float32, one intermediate step is always computed with double precision, regardless of dtype. This step does `PI / tan(PI * input)`. This is necessary because small (1e-6) rounding errors for the inputs to tan have strong effects on the output (ie, the derivative of tan is very large at some points).
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@pytorchbot retest this please |
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Claiming to remind me to review later. If anyone feels like reviewing, please feel free to do so. :) |
apaszke
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Apr 12, 2018
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Haven't reviewed the math (I assume it just comes from Cephes). Two minor things, but LGTM.
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| static inline float TH_polevlf(float x, float *A, size_t len) { |
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| compute_type x = ScalarConvert<real, compute_type>::to(*in); | ||
| if (x == 0) { | ||
| *out = ScalarConvert<float, real>::to(INFINITY); |
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* More precise digamma Fixes pytorch#6190. This is a rebase of pytorch#3955 with some tweaks for better performance around poles. The code is ported over from cephes with permission. By itself, the cephes code returns inf for the poles. For better performance around the poles with float32, one intermediate step is always computed with double precision, regardless of dtype. This step does `PI / tan(PI * input)`. This is necessary because small (1e-6) rounding errors for the inputs to tan have strong effects on the output (ie, the derivative of tan is very large at some points). * Replace usages of finite-differences digamma with newly implemented digamma * Better behavior near and at poles * ScalarConvert -> scalar_cast for readability
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Fixes #6190.
This is a rebase of #3955 with some tweaks for better performance around
poles. The code is ported over from cephes with permission.
By itself, the cephes code returns inf for the poles.
For better performance around the poles with float32, one intermediate
step is always computed with double precision, regardless of dtype.
This step does
PI / tan(PI * input). This is necessary because small (1e-6)rounding errors for the inputs to tan have strong effects on the output
(ie, the derivative of tan is very large at some points).
cc @colesbury @apaszke