diff options
Diffstat (limited to 'usr/src/lib/libm/common/C/erf.c')
-rw-r--r-- | usr/src/lib/libm/common/C/erf.c | 427 |
1 files changed, 427 insertions, 0 deletions
diff --git a/usr/src/lib/libm/common/C/erf.c b/usr/src/lib/libm/common/C/erf.c new file mode 100644 index 0000000000..780876e3e5 --- /dev/null +++ b/usr/src/lib/libm/common/C/erf.c @@ -0,0 +1,427 @@ +/* + * CDDL HEADER START + * + * The contents of this file are subject to the terms of the + * Common Development and Distribution License (the "License"). + * You may not use this file except in compliance with the License. + * + * You can obtain a copy of the license at usr/src/OPENSOLARIS.LICENSE + * or http://www.opensolaris.org/os/licensing. + * See the License for the specific language governing permissions + * and limitations under the License. + * + * When distributing Covered Code, include this CDDL HEADER in each + * file and include the License file at usr/src/OPENSOLARIS.LICENSE. + * If applicable, add the following below this CDDL HEADER, with the + * fields enclosed by brackets "[]" replaced with your own identifying + * information: Portions Copyright [yyyy] [name of copyright owner] + * + * CDDL HEADER END + */ + +/* + * Copyright 2011 Nexenta Systems, Inc. All rights reserved. + */ +/* + * Copyright 2006 Sun Microsystems, Inc. All rights reserved. + * Use is subject to license terms. + */ + +#pragma weak erf = __erf +#pragma weak erfc = __erfc + +/* INDENT OFF */ +/* + * 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 + */ +/* INDENT ON */ + +#include "libm_synonyms.h" /* __erf, __erfc, __exp */ +#include "libm_macros.h" +#include <math.h> + +static const double xxx[] = { +/* tiny */ 1e-300, +/* half */ 5.00000000000000000000e-01, /* 3FE00000, 00000000 */ +/* one */ 1.00000000000000000000e+00, /* 3FF00000, 00000000 */ +/* two */ 2.00000000000000000000e+00, /* 40000000, 00000000 */ +/* erx */ 8.45062911510467529297e-01, /* 3FEB0AC1, 60000000 */ +/* + * Coefficients for approximation to erf on [0,0.84375] + */ +/* efx */ 1.28379167095512586316e-01, /* 3FC06EBA, 8214DB69 */ +/* efx8 */ 1.02703333676410069053e+00, /* 3FF06EBA, 8214DB69 */ +/* pp0 */ 1.28379167095512558561e-01, /* 3FC06EBA, 8214DB68 */ +/* pp1 */ -3.25042107247001499370e-01, /* BFD4CD7D, 691CB913 */ +/* pp2 */ -2.84817495755985104766e-02, /* BF9D2A51, DBD7194F */ +/* pp3 */ -5.77027029648944159157e-03, /* BF77A291, 236668E4 */ +/* pp4 */ -2.37630166566501626084e-05, /* BEF8EAD6, 120016AC */ +/* qq1 */ 3.97917223959155352819e-01, /* 3FD97779, CDDADC09 */ +/* qq2 */ 6.50222499887672944485e-02, /* 3FB0A54C, 5536CEBA */ +/* qq3 */ 5.08130628187576562776e-03, /* 3F74D022, C4D36B0F */ +/* qq4 */ 1.32494738004321644526e-04, /* 3F215DC9, 221C1A10 */ +/* qq5 */ -3.96022827877536812320e-06, /* BED09C43, 42A26120 */ +/* + * Coefficients for approximation to erf in [0.84375,1.25] + */ +/* pa0 */ -2.36211856075265944077e-03, /* BF6359B8, BEF77538 */ +/* pa1 */ 4.14856118683748331666e-01, /* 3FDA8D00, AD92B34D */ +/* pa2 */ -3.72207876035701323847e-01, /* BFD7D240, FBB8C3F1 */ +/* pa3 */ 3.18346619901161753674e-01, /* 3FD45FCA, 805120E4 */ +/* pa4 */ -1.10894694282396677476e-01, /* BFBC6398, 3D3E28EC */ +/* pa5 */ 3.54783043256182359371e-02, /* 3FA22A36, 599795EB */ +/* pa6 */ -2.16637559486879084300e-03, /* BF61BF38, 0A96073F */ +/* qa1 */ 1.06420880400844228286e-01, /* 3FBB3E66, 18EEE323 */ +/* qa2 */ 5.40397917702171048937e-01, /* 3FE14AF0, 92EB6F33 */ +/* qa3 */ 7.18286544141962662868e-02, /* 3FB2635C, D99FE9A7 */ +/* qa4 */ 1.26171219808761642112e-01, /* 3FC02660, E763351F */ +/* qa5 */ 1.36370839120290507362e-02, /* 3F8BEDC2, 6B51DD1C */ +/* qa6 */ 1.19844998467991074170e-02, /* 3F888B54, 5735151D */ +/* + * Coefficients for approximation to erfc in [1.25,1/0.35] + */ +/* ra0 */ -9.86494403484714822705e-03, /* BF843412, 600D6435 */ +/* ra1 */ -6.93858572707181764372e-01, /* BFE63416, E4BA7360 */ +/* ra2 */ -1.05586262253232909814e+01, /* C0251E04, 41B0E726 */ +/* ra3 */ -6.23753324503260060396e+01, /* C04F300A, E4CBA38D */ +/* ra4 */ -1.62396669462573470355e+02, /* C0644CB1, 84282266 */ +/* ra5 */ -1.84605092906711035994e+02, /* C067135C, EBCCABB2 */ +/* ra6 */ -8.12874355063065934246e+01, /* C0545265, 57E4D2F2 */ +/* ra7 */ -9.81432934416914548592e+00, /* C023A0EF, C69AC25C */ +/* sa1 */ 1.96512716674392571292e+01, /* 4033A6B9, BD707687 */ +/* sa2 */ 1.37657754143519042600e+02, /* 4061350C, 526AE721 */ +/* sa3 */ 4.34565877475229228821e+02, /* 407B290D, D58A1A71 */ +/* sa4 */ 6.45387271733267880336e+02, /* 40842B19, 21EC2868 */ +/* sa5 */ 4.29008140027567833386e+02, /* 407AD021, 57700314 */ +/* sa6 */ 1.08635005541779435134e+02, /* 405B28A3, EE48AE2C */ +/* sa7 */ 6.57024977031928170135e+00, /* 401A47EF, 8E484A93 */ +/* sa8 */ -6.04244152148580987438e-02, /* BFAEEFF2, EE749A62 */ +/* + * Coefficients for approximation to erfc in [1/.35,28] + */ +/* rb0 */ -9.86494292470009928597e-03, /* BF843412, 39E86F4A */ +/* rb1 */ -7.99283237680523006574e-01, /* BFE993BA, 70C285DE */ +/* rb2 */ -1.77579549177547519889e+01, /* C031C209, 555F995A */ +/* rb3 */ -1.60636384855821916062e+02, /* C064145D, 43C5ED98 */ +/* rb4 */ -6.37566443368389627722e+02, /* C083EC88, 1375F228 */ +/* rb5 */ -1.02509513161107724954e+03, /* C0900461, 6A2E5992 */ +/* rb6 */ -4.83519191608651397019e+02, /* C07E384E, 9BDC383F */ +/* sb1 */ 3.03380607434824582924e+01, /* 403E568B, 261D5190 */ +/* sb2 */ 3.25792512996573918826e+02, /* 40745CAE, 221B9F0A */ +/* sb3 */ 1.53672958608443695994e+03, /* 409802EB, 189D5118 */ +/* sb4 */ 3.19985821950859553908e+03, /* 40A8FFB7, 688C246A */ +/* sb5 */ 2.55305040643316442583e+03, /* 40A3F219, CEDF3BE6 */ +/* sb6 */ 4.74528541206955367215e+02, /* 407DA874, E79FE763 */ +/* sb7 */ -2.24409524465858183362e+01 /* C03670E2, 42712D62 */ +}; + +#define tiny xxx[0] +#define half xxx[1] +#define one xxx[2] +#define two xxx[3] +#define erx xxx[4] +/* + * Coefficients for approximation to erf on [0,0.84375] + */ +#define efx xxx[5] +#define efx8 xxx[6] +#define pp0 xxx[7] +#define pp1 xxx[8] +#define pp2 xxx[9] +#define pp3 xxx[10] +#define pp4 xxx[11] +#define qq1 xxx[12] +#define qq2 xxx[13] +#define qq3 xxx[14] +#define qq4 xxx[15] +#define qq5 xxx[16] +/* + * Coefficients for approximation to erf in [0.84375,1.25] + */ +#define pa0 xxx[17] +#define pa1 xxx[18] +#define pa2 xxx[19] +#define pa3 xxx[20] +#define pa4 xxx[21] +#define pa5 xxx[22] +#define pa6 xxx[23] +#define qa1 xxx[24] +#define qa2 xxx[25] +#define qa3 xxx[26] +#define qa4 xxx[27] +#define qa5 xxx[28] +#define qa6 xxx[29] +/* + * Coefficients for approximation to erfc in [1.25,1/0.35] + */ +#define ra0 xxx[30] +#define ra1 xxx[31] +#define ra2 xxx[32] +#define ra3 xxx[33] +#define ra4 xxx[34] +#define ra5 xxx[35] +#define ra6 xxx[36] +#define ra7 xxx[37] +#define sa1 xxx[38] +#define sa2 xxx[39] +#define sa3 xxx[40] +#define sa4 xxx[41] +#define sa5 xxx[42] +#define sa6 xxx[43] +#define sa7 xxx[44] +#define sa8 xxx[45] +/* + * Coefficients for approximation to erfc in [1/.35,28] + */ +#define rb0 xxx[46] +#define rb1 xxx[47] +#define rb2 xxx[48] +#define rb3 xxx[49] +#define rb4 xxx[50] +#define rb5 xxx[51] +#define rb6 xxx[52] +#define sb1 xxx[53] +#define sb2 xxx[54] +#define sb3 xxx[55] +#define sb4 xxx[56] +#define sb5 xxx[57] +#define sb6 xxx[58] +#define sb7 xxx[59] + +double +erf(double x) { + int hx, ix, i; + double R, S, P, Q, s, y, z, r; + + hx = ((int *) &x)[HIWORD]; + ix = hx & 0x7fffffff; + if (ix >= 0x7ff00000) { /* erf(nan)=nan */ +#if defined(FPADD_TRAPS_INCOMPLETE_ON_NAN) + if (ix >= 0x7ff80000) /* assumes sparc-like QNaN */ + return (x); +#endif + i = ((unsigned) 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) /* avoid underflow */ + return (0.125 * (8.0 * x + efx8 * x)); + 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; + ((int *) &z)[LOWORD] = 0; + r = exp(-z * z - 0.5625) * exp((z - x) * (z + x) + R / S); + if (hx >= 0) + return (one - r / x); + else + return (r / x - one); +} + +double +erfc(double x) { + int hx, ix; + double R, S, P, Q, s, y, z, r; + + hx = ((int *) &x)[HIWORD]; + ix = hx & 0x7fffffff; + if (ix >= 0x7ff00000) { /* erfc(nan)=nan */ +#if defined(FPADD_TRAPS_INCOMPLETE_ON_NAN) + if (ix >= 0x7ff80000) /* assumes sparc-like QNaN */ + return (x); +#endif + /* erfc(+-inf)=0,2 */ + return ((double) (((unsigned) 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; + ((int *) &z)[LOWORD] = 0; + r = exp(-z * z - 0.5625) * 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); + } +} |