Ian
Ian

Reputation: 1166

a more extensive library of math functions for CUDA kernel? particularly incomplete beta

I know about the cuda math library, and the cuda 4.1 toolkit version has good stuff like the gamma and bessel functions. I need the regularized incomplete beta function (a.k.a the cumulative distribution function for the beta probability distribution). Is this available in any open source library?

Upvotes: 1

Views: 1106

Answers (1)

njuffa
njuffa

Reputation: 26085

I don't know enough about statistical functions, but it looks like the function incbet() in the Cephes library may be a reasonable starting point. The Cephes library has an excellent reputation, and sources are readily available via Netlib. See http://www.netlib.org/cephes

Inside the archive cprob.tgz there is a file incbet.c which contains the source for incbet().

Upvotes: 1

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