/* * ==================================================== * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. * * Developed at SunPro, a Sun Microsystems, Inc. business. * Permission to use, copy, modify, and distribute this * software is freely granted, provided that this notice * is preserved. * ==================================================== */ /* Long double expansions are Copyright (C) 2001 Stephen L. Moshier and are incorporated herein by permission of the author. The author reserves the right to distribute this material elsewhere under different copying permissions. These modifications are distributed here under the following terms: This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA */ /* double erf(double x) * double erfc(double x) * x * 2 |\ * erf(x) = --------- | exp(-t*t)dt * sqrt(pi) \| * 0 * * erfc(x) = 1-erf(x) * Note that * erf(-x) = -erf(x) * erfc(-x) = 2 - erfc(x) * * Method: * 1. For |x| in [0, 0.84375] * erf(x) = x + x*R(x^2) * erfc(x) = 1 - erf(x) if x in [-.84375,0.25] * = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375] * Remark. The formula is derived by noting * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....) * and that * 2/sqrt(pi) = 1.128379167095512573896158903121545171688 * is close to one. The interval is chosen because the fix * point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is * near 0.6174), and by some experiment, 0.84375 is chosen to * guarantee the error is less than one ulp for erf. * * 2. For |x| in [0.84375,1.25], let s = |x| - 1, and * c = 0.84506291151 rounded to single (24 bits) * erf(x) = sign(x) * (c + P1(s)/Q1(s)) * erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0 * 1+(c+P1(s)/Q1(s)) if x < 0 * Remark: here we use the taylor series expansion at x=1. * erf(1+s) = erf(1) + s*Poly(s) * = 0.845.. + P1(s)/Q1(s) * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25] * * 3. For x in [1.25,1/0.35(~2.857143)], * erfc(x) = (1/x)*exp(-x*x-0.5625+R1(z)/S1(z)) * z=1/x^2 * erf(x) = 1 - erfc(x) * * 4. For x in [1/0.35,107] * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0 * = 2.0 - (1/x)*exp(-x*x-0.5625+R2(z)/S2(z)) * if -6.666 x >= 107 * erf(x) = sign(x) *(1 - tiny) (raise inexact) * erfc(x) = tiny*tiny (raise underflow) if x > 0 * = 2 - tiny if x<0 * * 7. Special case: * erf(0) = 0, erf(inf) = 1, erf(-inf) = -1, * erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2, * erfc/erf(NaN) is NaN */ #include "math.h" #include "math_private.h" #include #if __OPTION_EGLIBC_LIBM_BIG #ifdef __STDC__ static const long double #else static long double #endif tiny = 1e-4931L, half = 0.5L, one = 1.0L, two = 2.0L, /* c = (float)0.84506291151 */ erx = 0.845062911510467529296875L, /* * Coefficients for approximation to erf on [0,0.84375] */ /* 2/sqrt(pi) - 1 */ efx = 1.2837916709551257389615890312154517168810E-1L, /* 8 * (2/sqrt(pi) - 1) */ efx8 = 1.0270333367641005911692712249723613735048E0L, pp[6] = { 1.122751350964552113068262337278335028553E6L, -2.808533301997696164408397079650699163276E6L, -3.314325479115357458197119660818768924100E5L, -6.848684465326256109712135497895525446398E4L, -2.657817695110739185591505062971929859314E3L, -1.655310302737837556654146291646499062882E2L, }, qq[6] = { 8.745588372054466262548908189000448124232E6L, 3.746038264792471129367533128637019611485E6L, 7.066358783162407559861156173539693900031E5L, 7.448928604824620999413120955705448117056E4L, 4.511583986730994111992253980546131408924E3L, 1.368902937933296323345610240009071254014E2L, /* 1.000000000000000000000000000000000000000E0 */ }, /* * Coefficients for approximation to erf in [0.84375,1.25] */ /* erf(x+1) = 0.845062911510467529296875 + pa(x)/qa(x) -0.15625 <= x <= +.25 Peak relative error 8.5e-22 */ pa[8] = { -1.076952146179812072156734957705102256059E0L, 1.884814957770385593365179835059971587220E2L, -5.339153975012804282890066622962070115606E1L, 4.435910679869176625928504532109635632618E1L, 1.683219516032328828278557309642929135179E1L, -2.360236618396952560064259585299045804293E0L, 1.852230047861891953244413872297940938041E0L, 9.394994446747752308256773044667843200719E-2L, }, qa[7] = { 4.559263722294508998149925774781887811255E2L, 3.289248982200800575749795055149780689738E2L, 2.846070965875643009598627918383314457912E2L, 1.398715859064535039433275722017479994465E2L, 6.060190733759793706299079050985358190726E1L, 2.078695677795422351040502569964299664233E1L, 4.641271134150895940966798357442234498546E0L, /* 1.000000000000000000000000000000000000000E0 */ }, /* * Coefficients for approximation to erfc in [1.25,1/0.35] */ /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + ra(x^2)/sa(x^2)) 1/2.85711669921875 < 1/x < 1/1.25 Peak relative error 3.1e-21 */ ra[] = { 1.363566591833846324191000679620738857234E-1L, 1.018203167219873573808450274314658434507E1L, 1.862359362334248675526472871224778045594E2L, 1.411622588180721285284945138667933330348E3L, 5.088538459741511988784440103218342840478E3L, 8.928251553922176506858267311750789273656E3L, 7.264436000148052545243018622742770549982E3L, 2.387492459664548651671894725748959751119E3L, 2.220916652813908085449221282808458466556E2L, }, sa[] = { -1.382234625202480685182526402169222331847E1L, -3.315638835627950255832519203687435946482E2L, -2.949124863912936259747237164260785326692E3L, -1.246622099070875940506391433635999693661E4L, -2.673079795851665428695842853070996219632E4L, -2.880269786660559337358397106518918220991E4L, -1.450600228493968044773354186390390823713E4L, -2.874539731125893533960680525192064277816E3L, -1.402241261419067750237395034116942296027E2L, /* 1.000000000000000000000000000000000000000E0 */ }, /* * Coefficients for approximation to erfc in [1/.35,107] */ /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rb(x^2)/sb(x^2)) 1/6.6666259765625 < 1/x < 1/2.85711669921875 Peak relative error 4.2e-22 */ rb[] = { -4.869587348270494309550558460786501252369E-5L, -4.030199390527997378549161722412466959403E-3L, -9.434425866377037610206443566288917589122E-2L, -9.319032754357658601200655161585539404155E-1L, -4.273788174307459947350256581445442062291E0L, -8.842289940696150508373541814064198259278E0L, -7.069215249419887403187988144752613025255E0L, -1.401228723639514787920274427443330704764E0L, }, sb[] = { 4.936254964107175160157544545879293019085E-3L, 1.583457624037795744377163924895349412015E-1L, 1.850647991850328356622940552450636420484E0L, 9.927611557279019463768050710008450625415E0L, 2.531667257649436709617165336779212114570E1L, 2.869752886406743386458304052862814690045E1L, 1.182059497870819562441683560749192539345E1L, /* 1.000000000000000000000000000000000000000E0 */ }, /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rc(x^2)/sc(x^2)) 1/107 <= 1/x <= 1/6.6666259765625 Peak relative error 1.1e-21 */ rc[] = { -8.299617545269701963973537248996670806850E-5L, -6.243845685115818513578933902532056244108E-3L, -1.141667210620380223113693474478394397230E-1L, -7.521343797212024245375240432734425789409E-1L, -1.765321928311155824664963633786967602934E0L, -1.029403473103215800456761180695263439188E0L, }, sc[] = { 8.413244363014929493035952542677768808601E-3L, 2.065114333816877479753334599639158060979E-1L, 1.639064941530797583766364412782135680148E0L, 4.936788463787115555582319302981666347450E0L, 5.005177727208955487404729933261347679090E0L, /* 1.000000000000000000000000000000000000000E0 */ }; #ifdef __STDC__ long double __erfl (long double x) #else long double __erfl (x) long double x; #endif { long double R, S, P, Q, s, y, z, r; int32_t ix, i; u_int32_t se, i0, i1; GET_LDOUBLE_WORDS (se, i0, i1, x); ix = se & 0x7fff; if (ix >= 0x7fff) { /* erf(nan)=nan */ i = ((se & 0xffff) >> 15) << 1; return (long double) (1 - i) + one / x; /* erf(+-inf)=+-1 */ } ix = (ix << 16) | (i0 >> 16); if (ix < 0x3ffed800) /* |x|<0.84375 */ { if (ix < 0x3fde8000) /* |x|<2**-33 */ { if (ix < 0x00080000) return 0.125 * (8.0 * x + efx8 * x); /*avoid underflow */ return x + efx * x; } z = x * x; r = pp[0] + z * (pp[1] + z * (pp[2] + z * (pp[3] + z * (pp[4] + z * pp[5])))); s = qq[0] + z * (qq[1] + z * (qq[2] + z * (qq[3] + z * (qq[4] + z * (qq[5] + z))))); y = r / s; return x + x * y; } if (ix < 0x3fffa000) /* 1.25 */ { /* 0.84375 <= |x| < 1.25 */ s = fabsl (x) - one; P = pa[0] + s * (pa[1] + s * (pa[2] + s * (pa[3] + s * (pa[4] + s * (pa[5] + s * (pa[6] + s * pa[7])))))); Q = qa[0] + s * (qa[1] + s * (qa[2] + s * (qa[3] + s * (qa[4] + s * (qa[5] + s * (qa[6] + s)))))); if ((se & 0x8000) == 0) return erx + P / Q; else return -erx - P / Q; } if (ix >= 0x4001d555) /* 6.6666259765625 */ { /* inf>|x|>=6.666 */ if ((se & 0x8000) == 0) return one - tiny; else return tiny - one; } x = fabsl (x); s = one / (x * x); if (ix < 0x4000b6db) /* 2.85711669921875 */ { R = ra[0] + s * (ra[1] + s * (ra[2] + s * (ra[3] + s * (ra[4] + s * (ra[5] + s * (ra[6] + s * (ra[7] + s * ra[8]))))))); S = sa[0] + s * (sa[1] + s * (sa[2] + s * (sa[3] + s * (sa[4] + s * (sa[5] + s * (sa[6] + s * (sa[7] + s * (sa[8] + s)))))))); } else { /* |x| >= 1/0.35 */ R = rb[0] + s * (rb[1] + s * (rb[2] + s * (rb[3] + s * (rb[4] + s * (rb[5] + s * (rb[6] + s * rb[7])))))); S = sb[0] + s * (sb[1] + s * (sb[2] + s * (sb[3] + s * (sb[4] + s * (sb[5] + s * (sb[6] + s)))))); } z = x; GET_LDOUBLE_WORDS (i, i0, i1, z); i1 = 0; SET_LDOUBLE_WORDS (z, i, i0, i1); r = __ieee754_expl (-z * z - 0.5625) * __ieee754_expl ((z - x) * (z + x) + R / S); if ((se & 0x8000) == 0) return one - r / x; else return r / x - one; } weak_alias (__erfl, erfl) #ifdef __STDC__ long double __erfcl (long double x) #else long double __erfcl (x) long double x; #endif { int32_t hx, ix; long double R, S, P, Q, s, y, z, r; u_int32_t se, i0, i1; GET_LDOUBLE_WORDS (se, i0, i1, x); ix = se & 0x7fff; if (ix >= 0x7fff) { /* erfc(nan)=nan */ /* erfc(+-inf)=0,2 */ return (long double) (((se & 0xffff) >> 15) << 1) + one / x; } ix = (ix << 16) | (i0 >> 16); if (ix < 0x3ffed800) /* |x|<0.84375 */ { if (ix < 0x3fbe0000) /* |x|<2**-65 */ return one - x; z = x * x; r = pp[0] + z * (pp[1] + z * (pp[2] + z * (pp[3] + z * (pp[4] + z * pp[5])))); s = qq[0] + z * (qq[1] + z * (qq[2] + z * (qq[3] + z * (qq[4] + z * (qq[5] + z))))); y = r / s; if (ix < 0x3ffd8000) /* x<1/4 */ { return one - (x + x * y); } else { r = x * y; r += (x - half); return half - r; } } if (ix < 0x3fffa000) /* 1.25 */ { /* 0.84375 <= |x| < 1.25 */ s = fabsl (x) - one; P = pa[0] + s * (pa[1] + s * (pa[2] + s * (pa[3] + s * (pa[4] + s * (pa[5] + s * (pa[6] + s * pa[7])))))); Q = qa[0] + s * (qa[1] + s * (qa[2] + s * (qa[3] + s * (qa[4] + s * (qa[5] + s * (qa[6] + s)))))); if ((se & 0x8000) == 0) { z = one - erx; return z - P / Q; } else { z = erx + P / Q; return one + z; } } if (ix < 0x4005d600) /* 107 */ { /* |x|<107 */ x = fabsl (x); s = one / (x * x); if (ix < 0x4000b6db) /* 2.85711669921875 */ { /* |x| < 1/.35 ~ 2.857143 */ R = ra[0] + s * (ra[1] + s * (ra[2] + s * (ra[3] + s * (ra[4] + s * (ra[5] + s * (ra[6] + s * (ra[7] + s * ra[8]))))))); S = sa[0] + s * (sa[1] + s * (sa[2] + s * (sa[3] + s * (sa[4] + s * (sa[5] + s * (sa[6] + s * (sa[7] + s * (sa[8] + s)))))))); } else if (ix < 0x4001d555) /* 6.6666259765625 */ { /* 6.666 > |x| >= 1/.35 ~ 2.857143 */ R = rb[0] + s * (rb[1] + s * (rb[2] + s * (rb[3] + s * (rb[4] + s * (rb[5] + s * (rb[6] + s * rb[7])))))); S = sb[0] + s * (sb[1] + s * (sb[2] + s * (sb[3] + s * (sb[4] + s * (sb[5] + s * (sb[6] + s)))))); } else { /* |x| >= 6.666 */ if (se & 0x8000) return two - tiny; /* x < -6.666 */ R = rc[0] + s * (rc[1] + s * (rc[2] + s * (rc[3] + s * (rc[4] + s * rc[5])))); S = sc[0] + s * (sc[1] + s * (sc[2] + s * (sc[3] + s * (sc[4] + s)))); } z = x; GET_LDOUBLE_WORDS (hx, i0, i1, z); i1 = 0; i0 &= 0xffffff00; SET_LDOUBLE_WORDS (z, hx, i0, i1); r = __ieee754_expl (-z * z - 0.5625) * __ieee754_expl ((z - x) * (z + x) + R / S); if ((se & 0x8000) == 0) return r / x; else return two - r / x; } else { if ((se & 0x8000) == 0) return tiny * tiny; else return two - tiny; } } #else /* !__OPTION_EGLIBC_LIBM_BIG */ # include weak_alias (__erfl, erfl) #endif /* __OPTION_EGLIBC_LIBM_BIG */ weak_alias (__erfcl, erfcl)