Request for adding implementations of scipy hypergeometric functions

[shiningalehxb]

Description

Hello cupy develop team,

I would like to request whether the scipy features of evaluating hypergeometric functions, such as scipy.special.hyper2f1, scipy.special.hyper1f1, etc., can be incorporated into cupy. I have browsed the online documentation of cupyx.scipy.special but did not find hypergeometric functions in the list of special functions. The reason for such feature request is that, I need to frequently generate multi-dimensional Monte Carlo simulation paths where Gauss hypergeometric functions are heavily needed in constructing covariance matrices for random vectors. Thank you! :)

Additional Information

No response

[steppi]

Hi @shiningalehxb. In SciPy, we've recently rewritten the complex valued hyp2f1 in C++ which can run on CUDA, scipy/scipy#20089. The real valued hyp2f1 will available when scipy/scipy#20390 is merged. I anticipate being able to submit a PR to CuPy adding hyp2f1 within the next few weeks. Rewriting hyp1f1 in such a way is on our horizon, and will likely be finished in the next few months.

My collaborator @izaid and I are working on a C++ library of special functions which can run on both CPU and GPU that could be used by SciPy, CuPy, and other array libraries. See #8140 for an example of a special function we've already added in this way. We hope for this library to encompass all or most of what's now in scipy.special.

[shiningalehxb]

Hi @shiningalehxb. In SciPy, we've recently rewritten the complex valued hyp2f1 in C++ which can run on CUDA, scipy/scipy#20089. The real valued hyp2f1 will available when scipy/scipy#20390 is merged. I anticipate being able to submit a PR to CuPy adding hyp2f1 within the next few weeks. Rewriting hyp1f1 in such a way is on our horizon, and will likely be finished in the next few months.

My collaborator @izaid and I are working on a C++ library of special functions which can run on both CPU and GPU that could be used by SciPy, CuPy, and other array libraries. See #8140 for an example of a special function we've already added in this way. We hope for this library to encompass all or most of what's now in scipy.special.

Thank you very much for your kind and helpful reply :)