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authorjkh <jkh@FreeBSD.org>1994-08-19 09:40:01 +0000
committerjkh <jkh@FreeBSD.org>1994-08-19 09:40:01 +0000
commit2a8fd4fc31e9bb0c1e4fd76bae95ab3cda6697a6 (patch)
tree4ff73a6787376298e07041dd3fba7cd22a1acdd1 /lib/msun/src/s_erf.c
downloadFreeBSD-src-2a8fd4fc31e9bb0c1e4fd76bae95ab3cda6697a6.zip
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J.T. Conklin's latest version of the Sun math library.
-- Begin comments from J.T. Conklin: The most significant improvement is the addition of "float" versions of the math functions that take float arguments, return floats, and do all operations in floating point. This doesn't help (performance) much on the i386, but they are still nice to have. The float versions were orginally done by Cygnus' Ian Taylor when fdlibm was integrated into the libm we support for embedded systems. I gave Ian a copy of my libm as a starting point since I had already fixed a lot of bugs & problems in Sun's original code. After he was done, I cleaned it up a bit and integrated the changes back into my libm. -- End comments Reviewed by: jkh Submitted by: jtc
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+/* @(#)s_erf.c 5.1 93/09/24 */
+/*
+ * ====================================================
+ * 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.
+ * ====================================================
+ */
+
+#ifndef lint
+static char rcsid[] = "$Id: s_erf.c,v 1.6 1994/08/18 23:06:36 jtc Exp $";
+#endif
+
+/* 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]
+ * where R = P/Q where P is an odd poly of degree 8 and
+ * Q is an odd poly of degree 10.
+ * -57.90
+ * | R - (erf(x)-x)/x | <= 2
+ *
+ *
+ * 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
+ * |P1/Q1 - (erf(|x|)-c)| <= 2**-59.06
+ * 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)
+ * That is, we use rational approximation to approximate
+ * erf(1+s) - (c = (single)0.84506291151)
+ * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25]
+ * where
+ * P1(s) = degree 6 poly in s
+ * Q1(s) = degree 6 poly in s
+ *
+ * 3. For x in [1.25,1/0.35(~2.857143)],
+ * erfc(x) = (1/x)*exp(-x*x-0.5625+R1/S1)
+ * erf(x) = 1 - erfc(x)
+ * where
+ * R1(z) = degree 7 poly in z, (z=1/x^2)
+ * S1(z) = degree 8 poly in z
+ *
+ * 4. For x in [1/0.35,28]
+ * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0
+ * = 2.0 - (1/x)*exp(-x*x-0.5625+R2/S2) if -6<x<0
+ * = 2.0 - tiny (if x <= -6)
+ * erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6, else
+ * erf(x) = sign(x)*(1.0 - tiny)
+ * where
+ * R2(z) = degree 6 poly in z, (z=1/x^2)
+ * S2(z) = degree 7 poly in z
+ *
+ * Note1:
+ * To compute exp(-x*x-0.5625+R/S), let s be a single
+ * precision number and s := x; then
+ * -x*x = -s*s + (s-x)*(s+x)
+ * exp(-x*x-0.5626+R/S) =
+ * exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S);
+ * Note2:
+ * Here 4 and 5 make use of the asymptotic series
+ * exp(-x*x)
+ * erfc(x) ~ ---------- * ( 1 + Poly(1/x^2) )
+ * x*sqrt(pi)
+ * We use rational approximation to approximate
+ * g(s)=f(1/x^2) = log(erfc(x)*x) - x*x + 0.5625
+ * Here is the error bound for R1/S1 and R2/S2
+ * |R1/S1 - f(x)| < 2**(-62.57)
+ * |R2/S2 - f(x)| < 2**(-61.52)
+ *
+ * 5. For inf > x >= 28
+ * 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"
+
+#ifdef __STDC__
+static const double
+#else
+static double
+#endif
+tiny = 1e-300,
+half= 5.00000000000000000000e-01, /* 0x3FE00000, 0x00000000 */
+one = 1.00000000000000000000e+00, /* 0x3FF00000, 0x00000000 */
+two = 2.00000000000000000000e+00, /* 0x40000000, 0x00000000 */
+ /* c = (float)0.84506291151 */
+erx = 8.45062911510467529297e-01, /* 0x3FEB0AC1, 0x60000000 */
+/*
+ * Coefficients for approximation to erf on [0,0.84375]
+ */
+efx = 1.28379167095512586316e-01, /* 0x3FC06EBA, 0x8214DB69 */
+efx8= 1.02703333676410069053e+00, /* 0x3FF06EBA, 0x8214DB69 */
+pp0 = 1.28379167095512558561e-01, /* 0x3FC06EBA, 0x8214DB68 */
+pp1 = -3.25042107247001499370e-01, /* 0xBFD4CD7D, 0x691CB913 */
+pp2 = -2.84817495755985104766e-02, /* 0xBF9D2A51, 0xDBD7194F */
+pp3 = -5.77027029648944159157e-03, /* 0xBF77A291, 0x236668E4 */
+pp4 = -2.37630166566501626084e-05, /* 0xBEF8EAD6, 0x120016AC */
+qq1 = 3.97917223959155352819e-01, /* 0x3FD97779, 0xCDDADC09 */
+qq2 = 6.50222499887672944485e-02, /* 0x3FB0A54C, 0x5536CEBA */
+qq3 = 5.08130628187576562776e-03, /* 0x3F74D022, 0xC4D36B0F */
+qq4 = 1.32494738004321644526e-04, /* 0x3F215DC9, 0x221C1A10 */
+qq5 = -3.96022827877536812320e-06, /* 0xBED09C43, 0x42A26120 */
+/*
+ * Coefficients for approximation to erf in [0.84375,1.25]
+ */
+pa0 = -2.36211856075265944077e-03, /* 0xBF6359B8, 0xBEF77538 */
+pa1 = 4.14856118683748331666e-01, /* 0x3FDA8D00, 0xAD92B34D */
+pa2 = -3.72207876035701323847e-01, /* 0xBFD7D240, 0xFBB8C3F1 */
+pa3 = 3.18346619901161753674e-01, /* 0x3FD45FCA, 0x805120E4 */
+pa4 = -1.10894694282396677476e-01, /* 0xBFBC6398, 0x3D3E28EC */
+pa5 = 3.54783043256182359371e-02, /* 0x3FA22A36, 0x599795EB */
+pa6 = -2.16637559486879084300e-03, /* 0xBF61BF38, 0x0A96073F */
+qa1 = 1.06420880400844228286e-01, /* 0x3FBB3E66, 0x18EEE323 */
+qa2 = 5.40397917702171048937e-01, /* 0x3FE14AF0, 0x92EB6F33 */
+qa3 = 7.18286544141962662868e-02, /* 0x3FB2635C, 0xD99FE9A7 */
+qa4 = 1.26171219808761642112e-01, /* 0x3FC02660, 0xE763351F */
+qa5 = 1.36370839120290507362e-02, /* 0x3F8BEDC2, 0x6B51DD1C */
+qa6 = 1.19844998467991074170e-02, /* 0x3F888B54, 0x5735151D */
+/*
+ * Coefficients for approximation to erfc in [1.25,1/0.35]
+ */
+ra0 = -9.86494403484714822705e-03, /* 0xBF843412, 0x600D6435 */
+ra1 = -6.93858572707181764372e-01, /* 0xBFE63416, 0xE4BA7360 */
+ra2 = -1.05586262253232909814e+01, /* 0xC0251E04, 0x41B0E726 */
+ra3 = -6.23753324503260060396e+01, /* 0xC04F300A, 0xE4CBA38D */
+ra4 = -1.62396669462573470355e+02, /* 0xC0644CB1, 0x84282266 */
+ra5 = -1.84605092906711035994e+02, /* 0xC067135C, 0xEBCCABB2 */
+ra6 = -8.12874355063065934246e+01, /* 0xC0545265, 0x57E4D2F2 */
+ra7 = -9.81432934416914548592e+00, /* 0xC023A0EF, 0xC69AC25C */
+sa1 = 1.96512716674392571292e+01, /* 0x4033A6B9, 0xBD707687 */
+sa2 = 1.37657754143519042600e+02, /* 0x4061350C, 0x526AE721 */
+sa3 = 4.34565877475229228821e+02, /* 0x407B290D, 0xD58A1A71 */
+sa4 = 6.45387271733267880336e+02, /* 0x40842B19, 0x21EC2868 */
+sa5 = 4.29008140027567833386e+02, /* 0x407AD021, 0x57700314 */
+sa6 = 1.08635005541779435134e+02, /* 0x405B28A3, 0xEE48AE2C */
+sa7 = 6.57024977031928170135e+00, /* 0x401A47EF, 0x8E484A93 */
+sa8 = -6.04244152148580987438e-02, /* 0xBFAEEFF2, 0xEE749A62 */
+/*
+ * Coefficients for approximation to erfc in [1/.35,28]
+ */
+rb0 = -9.86494292470009928597e-03, /* 0xBF843412, 0x39E86F4A */
+rb1 = -7.99283237680523006574e-01, /* 0xBFE993BA, 0x70C285DE */
+rb2 = -1.77579549177547519889e+01, /* 0xC031C209, 0x555F995A */
+rb3 = -1.60636384855821916062e+02, /* 0xC064145D, 0x43C5ED98 */
+rb4 = -6.37566443368389627722e+02, /* 0xC083EC88, 0x1375F228 */
+rb5 = -1.02509513161107724954e+03, /* 0xC0900461, 0x6A2E5992 */
+rb6 = -4.83519191608651397019e+02, /* 0xC07E384E, 0x9BDC383F */
+sb1 = 3.03380607434824582924e+01, /* 0x403E568B, 0x261D5190 */
+sb2 = 3.25792512996573918826e+02, /* 0x40745CAE, 0x221B9F0A */
+sb3 = 1.53672958608443695994e+03, /* 0x409802EB, 0x189D5118 */
+sb4 = 3.19985821950859553908e+03, /* 0x40A8FFB7, 0x688C246A */
+sb5 = 2.55305040643316442583e+03, /* 0x40A3F219, 0xCEDF3BE6 */
+sb6 = 4.74528541206955367215e+02, /* 0x407DA874, 0xE79FE763 */
+sb7 = -2.24409524465858183362e+01; /* 0xC03670E2, 0x42712D62 */
+
+#ifdef __STDC__
+ double erf(double x)
+#else
+ double erf(x)
+ double x;
+#endif
+{
+ int32_t hx,ix,i;
+ double R,S,P,Q,s,y,z,r;
+ GET_HIGH_WORD(hx,x);
+ ix = hx&0x7fffffff;
+ if(ix>=0x7ff00000) { /* erf(nan)=nan */
+ i = ((u_int32_t)hx>>31)<<1;
+ return (double)(1-i)+one/x; /* erf(+-inf)=+-1 */
+ }
+
+ if(ix < 0x3feb0000) { /* |x|<0.84375 */
+ if(ix < 0x3e300000) { /* |x|<2**-28 */
+ if (ix < 0x00800000)
+ return 0.125*(8.0*x+efx8*x); /*avoid underflow */
+ return x + efx*x;
+ }
+ z = x*x;
+ r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4)));
+ s = one+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5))));
+ y = r/s;
+ return x + x*y;
+ }
+ if(ix < 0x3ff40000) { /* 0.84375 <= |x| < 1.25 */
+ s = fabs(x)-one;
+ P = pa0+s*(pa1+s*(pa2+s*(pa3+s*(pa4+s*(pa5+s*pa6)))));
+ Q = one+s*(qa1+s*(qa2+s*(qa3+s*(qa4+s*(qa5+s*qa6)))));
+ if(hx>=0) return erx + P/Q; else return -erx - P/Q;
+ }
+ if (ix >= 0x40180000) { /* inf>|x|>=6 */
+ if(hx>=0) return one-tiny; else return tiny-one;
+ }
+ x = fabs(x);
+ s = one/(x*x);
+ if(ix< 0x4006DB6E) { /* |x| < 1/0.35 */
+ R=ra0+s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*(
+ ra5+s*(ra6+s*ra7))))));
+ S=one+s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*(
+ sa5+s*(sa6+s*(sa7+s*sa8)))))));
+ } else { /* |x| >= 1/0.35 */
+ R=rb0+s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*(
+ rb5+s*rb6)))));
+ S=one+s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*(
+ sb5+s*(sb6+s*sb7))))));
+ }
+ z = x;
+ SET_LOW_WORD(z,0);
+ r = __ieee754_exp(-z*z-0.5625)*__ieee754_exp((z-x)*(z+x)+R/S);
+ if(hx>=0) return one-r/x; else return r/x-one;
+}
+
+#ifdef __STDC__
+ double erfc(double x)
+#else
+ double erfc(x)
+ double x;
+#endif
+{
+ int32_t hx,ix;
+ double R,S,P,Q,s,y,z,r;
+ GET_HIGH_WORD(hx,x);
+ ix = hx&0x7fffffff;
+ if(ix>=0x7ff00000) { /* erfc(nan)=nan */
+ /* erfc(+-inf)=0,2 */
+ return (double)(((u_int32_t)hx>>31)<<1)+one/x;
+ }
+
+ if(ix < 0x3feb0000) { /* |x|<0.84375 */
+ if(ix < 0x3c700000) /* |x|<2**-56 */
+ return one-x;
+ z = x*x;
+ r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4)));
+ s = one+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5))));
+ y = r/s;
+ if(hx < 0x3fd00000) { /* x<1/4 */
+ return one-(x+x*y);
+ } else {
+ r = x*y;
+ r += (x-half);
+ return half - r ;
+ }
+ }
+ if(ix < 0x3ff40000) { /* 0.84375 <= |x| < 1.25 */
+ s = fabs(x)-one;
+ P = pa0+s*(pa1+s*(pa2+s*(pa3+s*(pa4+s*(pa5+s*pa6)))));
+ Q = one+s*(qa1+s*(qa2+s*(qa3+s*(qa4+s*(qa5+s*qa6)))));
+ if(hx>=0) {
+ z = one-erx; return z - P/Q;
+ } else {
+ z = erx+P/Q; return one+z;
+ }
+ }
+ if (ix < 0x403c0000) { /* |x|<28 */
+ x = fabs(x);
+ s = one/(x*x);
+ if(ix< 0x4006DB6D) { /* |x| < 1/.35 ~ 2.857143*/
+ R=ra0+s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*(
+ ra5+s*(ra6+s*ra7))))));
+ S=one+s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*(
+ sa5+s*(sa6+s*(sa7+s*sa8)))))));
+ } else { /* |x| >= 1/.35 ~ 2.857143 */
+ if(hx<0&&ix>=0x40180000) return two-tiny;/* x < -6 */
+ R=rb0+s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*(
+ rb5+s*rb6)))));
+ S=one+s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*(
+ sb5+s*(sb6+s*sb7))))));
+ }
+ z = x;
+ SET_LOW_WORD(z,0);
+ r = __ieee754_exp(-z*z-0.5625)*
+ __ieee754_exp((z-x)*(z+x)+R/S);
+ if(hx>0) return r/x; else return two-r/x;
+ } else {
+ if(hx>0) return tiny*tiny; else return two-tiny;
+ }
+}
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