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authorRuss Cox <rsc@golang.org>2008-11-20 10:54:02 -0800
committerRuss Cox <rsc@golang.org>2008-11-20 10:54:02 -0800
commite568a3dc2af6a801621c5b826969ba5a2b17f05f (patch)
treed3406f3a7660f54f9349fb10c2432445311cd0a4 /src/lib/math/exp.go
parent9c1f310153d68e56eb53ca1313406562db622b94 (diff)
downloadgolang-e568a3dc2af6a801621c5b826969ba5a2b17f05f.tar.gz
more accurate Log, Exp, Pow.
move test.go to alll_test.go. R=r DELTA=1024 (521 added, 425 deleted, 78 changed) OCL=19687 CL=19695
Diffstat (limited to 'src/lib/math/exp.go')
-rw-r--r--src/lib/math/exp.go154
1 files changed, 122 insertions, 32 deletions
diff --git a/src/lib/math/exp.go b/src/lib/math/exp.go
index 9bc26d2b6..e1402f02a 100644
--- a/src/lib/math/exp.go
+++ b/src/lib/math/exp.go
@@ -6,42 +6,132 @@ package math
import "math"
-/*
- * exp returns the exponential func of its
- * floating-point argument.
- *
- * The coefficients are #1069 from Hart and Cheney. (22.35D)
- */
-
-const
-(
- p0 = .2080384346694663001443843411e7;
- p1 = .3028697169744036299076048876e5;
- p2 = .6061485330061080841615584556e2;
- q0 = .6002720360238832528230907598e7;
- q1 = .3277251518082914423057964422e6;
- q2 = .1749287689093076403844945335e4;
- log2e = .14426950408889634073599247e1;
- sqrt2 = .14142135623730950488016887e1;
- maxf = 10000;
+// The original C code, the long comment, and the constants
+// below are from FreeBSD's /usr/src/lib/msun/src/e_exp.c
+// and came with this notice. The go code is a simplified
+// version of the original C.
+//
+// ====================================================
+// Copyright (C) 2004 by Sun Microsystems, Inc. All rights reserved.
+//
+// Permission to use, copy, modify, and distribute this
+// software is freely granted, provided that this notice
+// is preserved.
+// ====================================================
+//
+//
+// exp(x)
+// Returns the exponential of x.
+//
+// Method
+// 1. Argument reduction:
+// Reduce x to an r so that |r| <= 0.5*ln2 ~ 0.34658.
+// Given x, find r and integer k such that
+//
+// x = k*ln2 + r, |r| <= 0.5*ln2.
+//
+// Here r will be represented as r = hi-lo for better
+// accuracy.
+//
+// 2. Approximation of exp(r) by a special rational function on
+// the interval [0,0.34658]:
+// Write
+// R(r**2) = r*(exp(r)+1)/(exp(r)-1) = 2 + r*r/6 - r**4/360 + ...
+// We use a special Remes algorithm on [0,0.34658] to generate
+// a polynomial of degree 5 to approximate R. The maximum error
+// of this polynomial approximation is bounded by 2**-59. In
+// other words,
+// R(z) ~ 2.0 + P1*z + P2*z**2 + P3*z**3 + P4*z**4 + P5*z**5
+// (where z=r*r, and the values of P1 to P5 are listed below)
+// and
+// | 5 | -59
+// | 2.0+P1*z+...+P5*z - R(z) | <= 2
+// | |
+// The computation of exp(r) thus becomes
+// 2*r
+// exp(r) = 1 + -------
+// R - r
+// r*R1(r)
+// = 1 + r + ----------- (for better accuracy)
+// 2 - R1(r)
+// where
+// 2 4 10
+// R1(r) = r - (P1*r + P2*r + ... + P5*r ).
+//
+// 3. Scale back to obtain exp(x):
+// From step 1, we have
+// exp(x) = 2^k * exp(r)
+//
+// Special cases:
+// exp(INF) is INF, exp(NaN) is NaN;
+// exp(-INF) is 0, and
+// for finite argument, only exp(0)=1 is exact.
+//
+// Accuracy:
+// according to an error analysis, the error is always less than
+// 1 ulp (unit in the last place).
+//
+// Misc. info.
+// For IEEE double
+// if x > 7.09782712893383973096e+02 then exp(x) overflow
+// if x < -7.45133219101941108420e+02 then exp(x) underflow
+//
+// Constants:
+// The hexadecimal values are the intended ones for the following
+// constants. The decimal values may be used, provided that the
+// compiler will convert from decimal to binary accurately enough
+// to produce the hexadecimal values shown.
+
+export const (
+ Ln2 = 0.693147180559945309417232121458176568;
+ HalfLn2 = 0.346573590279972654708616060729088284;
+
+ Ln2Hi = 6.93147180369123816490e-01;
+ Ln2Lo = 1.90821492927058770002e-10;
+ Log2e = 1.44269504088896338700e+00;
+
+ P1 = 1.66666666666666019037e-01; /* 0x3FC55555; 0x5555553E */
+ P2 = -2.77777777770155933842e-03; /* 0xBF66C16C; 0x16BEBD93 */
+ P3 = 6.61375632143793436117e-05; /* 0x3F11566A; 0xAF25DE2C */
+ P4 = -1.65339022054652515390e-06; /* 0xBEBBBD41; 0xC5D26BF1 */
+ P5 = 4.13813679705723846039e-08; /* 0x3E663769; 0x72BEA4D0 */
+
+ Overflow = 7.09782712893383973096e+02;
+ Underflow = -7.45133219101941108420e+02;
+ NearZero = 1.0/(1<<28); // 2^-28
)
-export func Exp(arg float64) float64 {
- if arg == 0. {
- return 1;
- }
- if arg < -maxf {
+export func Exp(x float64) float64 {
+ // special cases
+ switch {
+ case sys.isNaN(x) || sys.isInf(x, 1):
+ return x;
+ case sys.isInf(x, -1):
+ return 0;
+ case x > Overflow:
+ return sys.Inf(1);
+ case x < Underflow:
return 0;
+ case -NearZero < x && x < NearZero:
+ return 1;
}
- if arg > maxf {
- return sys.Inf(1)
+
+ // reduce; computed as r = hi - lo for extra precision.
+ var k int;
+ switch {
+ case x < 0:
+ k = int(Log2e*x - 0.5);
+ case x > 0:
+ k = int(Log2e*x + 0.5);
}
+ hi := x - float64(k)*Ln2Hi;
+ lo := float64(k)*Ln2Lo;
+ r := hi - lo;
- x := arg*log2e;
- ent := int(Floor(x));
- fract := (x-float64(ent)) - 0.5;
- xsq := fract*fract;
- temp1 := ((p2*xsq+p1)*xsq+p0)*fract;
- temp2 := ((xsq+q2)*xsq+q1)*xsq + q0;
- return sys.ldexp(sqrt2*(temp2+temp1)/(temp2-temp1), ent);
+ // compute
+ t := r * r;
+ c := r - t*(P1+t*(P2+t*(P3+t*(P4+t*P5))));
+ y := 1 - ((lo - (r*c)/(2-c)) - hi);
+ // TODO(rsc): make sure sys.ldexp can handle boundary k
+ return sys.ldexp(y, k);
}