Expose `hypergeometric_3F2` function
Summary
This PR renames and exposes the internal F32 function as hypergeometric_3F2, and updates the calculations to be on the log-scale for additional stability.
The function currently uses autodiff for the gradients, even though there is also an internal grad_F32 function, but I'll be updating that in a separate PR.
Tests
No additional tests, as all existing tests should still pass
Side Effects
N/A
Release notes
Exposed the hypergeometric_3F2 function and improved its numerical stability
Checklist
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[x] Math issue #2664
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[x] Copyright holder: Andrew Johnson
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[x] the basic tests are passing
- unit tests pass (to run, use:
./runTests.py test/unit) - header checks pass, (
make test-headers) - dependencies checks pass, (
make test-math-dependencies) - docs build, (
make doxygen) - code passes the built in C++ standards checks (
make cpplint)
- unit tests pass (to run, use:
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[x] the code is written in idiomatic C++ and changes are documented in the doxygen
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[x] the new changes are tested
I think all of these hypergeometric functions should (eventually) call the ones in Boost, which have been included in the last several versions.
https://www.boost.org/doc/libs/1_79_0/libs/math/doc/html/math_toolkit/hypergeometric.html
It is hard to do well with double precision in general, but I think they have put more effort into the numerics that we have or would want to do ourselves.
I think all of these hypergeometric functions should (eventually) call the ones in Boost, which have been included in the last several versions.
https://www.boost.org/doc/libs/1_79_0/libs/math/doc/html/math_toolkit/hypergeometric.html
It is hard to do well with double precision in general, but I think they have put more effort into the numerics that we have or would want to do ourselves.
This is the only one that doesn't call the Boost implementation, since the F32 header was already here (I'm guessing the Boost hypergeometrics didn't exist when that was written though). I'll update the PR to call the boost implementation instead
This is now ready for review. I've updated hypergeometric_3F2 to delegate to the hypergeometric_pFq (and boost's implementation). However there are some combinations of arguments which Boost says won't converge, even though they do (as part of the current tests), so I've left the naive infinite-sum approach implemented for that.
The gradients are currently being calculated by the grad_pFq function, but I'll be refactoring and using the existing grad_F32 function in a future PR