s_erf.c revision 6b15695578f07a3f72c4c9475c1a261a3021472a
/* -*- Mode: C; tab-width: 8; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*
* ***** BEGIN LICENSE BLOCK *****
* Version: MPL 1.1/GPL 2.0/LGPL 2.1
*
* The contents of this file are subject to the Mozilla Public License Version
* 1.1 (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
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* WITHOUT WARRANTY OF ANY KIND, either express or implied. See the License
* for the specific language governing rights and limitations under the
* License.
*
* The Original Code is Mozilla Communicator client code, released
* March 31, 1998.
*
* The Initial Developer of the Original Code is
* Sun Microsystems, Inc.
* Portions created by the Initial Developer are Copyright (C) 1998
* the Initial Developer. All Rights Reserved.
*
* Contributor(s):
*
* Alternatively, the contents of this file may be used under the terms of
* either of the GNU General Public License Version 2 or later (the "GPL"),
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/* @(#)s_erf.c 1.3 95/01/18 */
/*
* ====================================================
* Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
*
* Developed at SunSoft, a Sun Microsystems, Inc. business.
* Permission to use, copy, modify, and distribute this
* software is freely granted, provided that this notice
* is preserved.
* ====================================================
*/
/* 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
* 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)
* 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)],
* 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]
* = 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
*
* 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,
*/
#include "fdlibm.h"
#ifdef __STDC__
static const double
#else
static double
#endif
tiny = 1e-300,
/* c = (float)0.84506291151 */
/*
* Coefficients for approximation to erf on [0,0.84375]
*/
/*
* Coefficients for approximation to erf in [0.84375,1.25]
*/
/*
* Coefficients for approximation to erfc in [1.25,1/0.35]
*/
/*
* Coefficients for approximation to erfc in [1/.35,28]
*/
#ifdef __STDC__
double fd_erf(double x)
#else
double fd_erf(x)
double x;
#endif
{
fd_twoints u;
double R,S,P,Q,s,y,z,r;
u.d = x;
}
if (ix < 0x00800000)
return x + efx*x;
}
z = x*x;
y = r/s;
return x + x*y;
}
}
}
x = fd_fabs(x);
s = one/(x*x);
} else { /* |x| >= 1/0.35 */
}
z = x;
u.d = z;
__LO(u) = 0;
z = u.d;
}
#ifdef __STDC__
double erfc(double x)
#else
double erfc(x)
double x;
#endif
{
fd_twoints u;
double R,S,P,Q,s,y,z,r;
u.d = x;
/* erfc(+-inf)=0,2 */
}
return one-x;
z = x*x;
y = r/s;
return one-(x+x*y);
} else {
r = x*y;
r += (x-half);
return half - r ;
}
}
if(hx>=0) {
} else {
}
}
x = fd_fabs(x);
s = one/(x*x);
} else { /* |x| >= 1/.35 ~ 2.857143 */
}
z = x;
u.d = z;
__LO(u) = 0;
z = u.d;
r = __ieee754_exp(-z*z-0.5625)*
__ieee754_exp((z-x)*(z+x)+R/S);
} else {
}
}