Move yql/udfs/common/ to /yql/essentials YQL-19206

Except the following directories:

* clickhouse/client
* datetime
* knn
* roaring
commit_hash:c7da95636144d28db109d6b17ddc762e9bacb59f

1 files changed, 114 insertions, 0 deletions

diff --git a/yql/essentials/udfs/common/math/lib/erfinv.cpp b/yql/essentials/udfs/common/math/lib/erfinv.cpp
new file mode 100644
index 00000000000..b762ec28070
--- /dev/null
+++ b/yql/essentials/udfs/common/math/lib/erfinv.cpp
@@ -0,0 +1,114 @@
+#include <cmath>
+#include <array>
+#include <numeric>
+
+#include "erfinv.h"
+
+template <size_t N>
+static double polEval(double x, const std::array<double, N>& coef) {
+    static_assert(N > 0, "Array coef[] should not be empty.");
+    return std::accumulate(coef.crbegin() + 1, coef.crend(), coef[N - 1],
+                           [x] (auto init, auto cur) {
+                            return std::move(init) * x + cur;
+                           });
+}
+
+namespace NMathUdf {
+
+// https://www.jstor.org/stable/2347330
+double ErfInv(double x) {
+    static constexpr std::array<double, 8> a = {
+        1.1975323115670912564578e0,
+        4.7072688112383978012285e1,
+        6.9706266534389598238465e2,
+        4.8548868893843886794648e3,
+        1.6235862515167575384252e4,
+        2.3782041382114385731252e4,
+        1.1819493347062294404278e4,
+        8.8709406962545514830200e2,
+    };
+    static constexpr std::array<double, 8> b = {
+        1.,
+        4.2313330701600911252e1,
+        6.8718700749205790830e2,
+        5.3941960214247511077e3,
+        2.1213794301586595867e4,
+        3.9307895800092710610e4,
+        2.8729085735721942674e4,
+        5.2264952788528545610e3,
+    };
+    static constexpr std::array<double, 8> c = {
+        1.42343711074968357734e0,
+        4.63033784615654529590e0,
+        5.76949722146069140550e0,
+        3.64784832476320460504e0,
+        1.27045825245236838258e0,
+        2.41780725177450611770e-1,
+        2.27238449892691845833e-2,
+        7.74545014278341407640e-4,
+    };
+    static constexpr std::array<double, 8> d = {
+        1.4142135623730950488016887e0,
+        2.9036514445419946173133295e0,
+        2.3707661626024532365971225e0,
+        9.7547832001787427186894837e-1,
+        2.0945065210512749128288442e-1,
+        2.1494160384252876777097297e-2,
+        7.7441459065157709165577218e-4,
+        1.4859850019840355905497876e-9,
+    };
+    static constexpr std::array<double, 8> e = {
+        6.65790464350110377720e0,
+        5.46378491116411436990e0,
+        1.78482653991729133580e0,
+        2.96560571828504891230e-1,
+        2.65321895265761230930e-2,
+        1.24266094738807843860e-3,
+        2.71155556874348757815e-5,
+        2.01033439929228813265e-7,
+    };
+    static constexpr std::array<double, 8> f = {
+        1.414213562373095048801689e0,
+        8.482908416595164588112026e-1,
+        1.936480946950659106176712e-1,
+        2.103693768272068968719679e-2,
+        1.112800997078859844711555e-3,
+        2.611088405080593625138020e-5,
+        2.010321207683943062279931e-7,
+        2.891024605872965461538222e-15,
+    };
+
+    if (isnan(x) || x <= -1. || x >= 1.) {
+        if (x == 1.) {
+            return std::numeric_limits<double>::infinity();
+        }
+        if (x == -1.) {
+            return -std::numeric_limits<double>::infinity();
+        }
+        return std::numeric_limits<double>::quiet_NaN();
+    }
+
+    double sign = (x > 0) - (x < 0);
+    x = abs(x);
+    if (x < 1e-7) {
+        return sign * x / M_2_SQRTPI;
+    }
+
+    double ans;
+    if (x <= 0.85) {
+        double r = 0.180625 - 0.25 * x * x;
+        ans = x * polEval(r, a) / polEval(r, b);
+    } else {
+        double r = std::sqrt(M_LN2 - log(1. - x)) - 1.6;
+        if (r <= 3.4) {
+            ans = polEval(r, c) / polEval(r, d);
+        } else {
+            r -= 3.4;
+            ans = polEval(r, e) / polEval(r, f);
+        }
+    }
+
+    return ans * sign;
+}
+
+}