mingw-w64-crt/math/erfl.c

/*							erfl.c
 *
 *	Error function
 *
 *
 *
 * SYNOPSIS:
 *
 * long double x, y, erfl();
 *
 * y = erfl( x );
 *
 *
 *
 * DESCRIPTION:
 *
 * The integral is
 *
 *                           x 
 *                            -
 *                 2         | |          2
 *   erf(x)  =  --------     |    exp( - t  ) dt.
 *              sqrt(pi)   | |
 *                          -
 *                           0
 *
 * The magnitude of x is limited to about 106.56 for IEEE
 * arithmetic; 1 or -1 is returned outside this range.
 *
 * For 0 <= |x| < 1, erf(x) = x * P6(x^2)/Q6(x^2);
 * Otherwise: erf(x) = 1 - erfc(x).
 *
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE      0,1         50000       2.0e-19     5.7e-20
 *
 */

/*							erfcl.c
 *
 *	Complementary error function
 *
 *
 *
 * SYNOPSIS:
 *
 * long double x, y, erfcl();
 *
 * y = erfcl( x );
 *
 *
 *
 * DESCRIPTION:
 *
 *
 *  1 - erf(x) =
 *
 *                           inf. 
 *                             -
 *                  2         | |          2
 *   erfc(x)  =  --------     |    exp( - t  ) dt
 *               sqrt(pi)   | |
 *                           -
 *                            x
 *
 *
 * For small x, erfc(x) = 1 - erf(x); otherwise rational
 * approximations are computed.
 *
 * A special function expx2l.c is used to suppress error amplification
 * in computing exp(-x^2).
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 * arithmetic   domain     # trials      peak         rms
 *    IEEE      0,13        50000      8.4e-19      9.7e-20
 *    IEEE      6,106.56    20000      2.9e-19      7.1e-20
 *
 *
 * ERROR MESSAGES:
 *
 *   message          condition              value returned
 * erfcl underflow    x^2 > MAXLOGL              0.0
 *
 *
 */


/*
Modified from file ndtrl.c
Cephes Math Library Release 2.3:  January, 1995
Copyright 1984, 1995 by Stephen L. Moshier
*/

#include <math.h>
#include "cephes_mconf.h"

/* erfc(x) = exp(-x^2) P(1/x)/Q(1/x)
   1/8 <= 1/x <= 1
   Peak relative error 5.8e-21  */

static const unsigned short P[] = {
0x4bf0,0x9ad8,0x7a03,0x86c7,0x401d, XPD
0xdf23,0xd843,0x4032,0x8881,0x401e, XPD
0xd025,0xcfd5,0x8494,0x88d3,0x401e, XPD
0xb6d0,0xc92b,0x5417,0xacb1,0x401d, XPD
0xada8,0x356a,0x4982,0x94a6,0x401c, XPD
0x4e13,0xcaee,0x9e31,0xb258,0x401a, XPD
0x5840,0x554d,0x37a3,0x9239,0x4018, XPD
0x3b58,0x3da2,0xaf02,0x9780,0x4015, XPD
0x0144,0x489e,0xbe68,0x9c31,0x4011, XPD
0x333b,0xd9e6,0xd404,0x986f,0xbfee, XPD
};
static const unsigned short Q[] = {
/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
0x0e43,0x302d,0x79ed,0x86c7,0x401d, XPD
0xf817,0x9128,0xc0f8,0xd48b,0x401e, XPD
0x8eae,0x8dad,0x6eb4,0x9aa2,0x401f, XPD
0x00e7,0x7595,0xcd06,0x88bb,0x401f, XPD
0x4991,0xcfda,0x52f1,0xa2a9,0x401e, XPD
0xc39d,0xe415,0xc43d,0x87c0,0x401d, XPD
0xa75d,0x436f,0x30dd,0xa027,0x401b, XPD
0xc4cb,0x305a,0xbf78,0x8220,0x4019, XPD
0x3708,0x33b1,0x07fa,0x8644,0x4016, XPD
0x24fa,0x96f6,0x7153,0x8a6c,0x4012, XPD
};

/* erfc(x) = exp(-x^2) 1/x R(1/x^2) / S(1/x^2)
   1/128 <= 1/x < 1/8
   Peak relative error 1.9e-21  */

static const unsigned short R[] = {
0x260a,0xab95,0x2fc7,0xe7c4,0x4000, XPD
0x4761,0x613e,0xdf6d,0xe58e,0x4001, XPD
0x0615,0x4b00,0x575f,0xdc7b,0x4000, XPD
0x521d,0x8527,0x3435,0x8dc2,0x3ffe, XPD
0x22cf,0xc711,0x6c5b,0xdcfb,0x3ff9, XPD
};
static const unsigned short S[] = {
/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
0x5de6,0x17d7,0x54d6,0xaba9,0x4002, XPD
0x55d5,0xd300,0xe71e,0xf564,0x4002, XPD
0xb611,0x8f76,0xf020,0xd255,0x4001, XPD
0x3684,0x3798,0xb793,0x80b0,0x3fff, XPD
0xf5af,0x2fb2,0x1e57,0xc3d7,0x3ffa, XPD
};

/* erf(x)  = x T(x^2)/U(x^2)
   0 <= x <= 1
   Peak relative error 7.6e-23  */

static const unsigned short T[] = {
0xfd7a,0x3a1a,0x705b,0xe0c4,0x3ffb, XPD
0x3128,0xc337,0x3716,0xace5,0x4001, XPD
0x9517,0x4e93,0x540e,0x8f97,0x4007, XPD
0x6118,0x6059,0x9093,0xa757,0x400a, XPD
0xb954,0xa987,0xc60c,0xbc83,0x400e, XPD
0x7a56,0xe45a,0xa4bd,0x975b,0x4010, XPD
0xc446,0x6bab,0x0b2a,0x86d0,0x4013, XPD
};

static const unsigned short U[] = {
/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
0x3453,0x1f8e,0xf688,0xb507,0x4004, XPD
0x71ac,0xb12f,0x21ca,0xf2e2,0x4008, XPD
0xffe8,0x9cac,0x3b84,0xc2ac,0x400c, XPD
0x481d,0x445b,0xc807,0xc232,0x400f, XPD
0x9ad5,0x1aef,0x45b1,0xe25e,0x4011, XPD
0x71a7,0x1cad,0x012e,0xeef3,0x4012, XPD
};

/*							expx2l.c
 *
 *	Exponential of squared argument
 *
 *
 *
 * SYNOPSIS:
 *
 * long double x, y, expmx2l();
 * int sign;
 *
 * y = expx2l( x );
 *
 *
 *
 * DESCRIPTION:
 *
 * Computes y = exp(x*x) while suppressing error amplification
 * that would ordinarily arise from the inexactness of the
 * exponential argument x*x.
 *
 *
 *
 * ACCURACY:
 *
 *                      Relative error:
 * arithmetic      domain        # trials      peak         rms
 *   IEEE     -106.566, 106.566    10^5       1.6e-19     4.4e-20
 *
 */

#define M 32768.0L
#define MINV 3.0517578125e-5L

static long double expx2l (long double x)
{
  long double u, u1, m, f;

  x = fabsl (x);
  /* Represent x as an exact multiple of M plus a residual.
     M is a power of 2 chosen so that exp(m * m) does not overflow
     or underflow and so that |x - m| is small.  */
  m = MINV * floorl(M * x + 0.5L);
  f = x - m;

  /* x^2 = m^2 + 2mf + f^2 */
  u = m * m;
  u1 = 2 * m * f  +  f * f;

  if ((u+u1) > MAXLOGL)
    return (INFINITYL);

  /* u is exact, u1 is small.  */
  u = expl(u) * expl(u1);
  return(u);
}

long double erfcl(long double a)
{
long double p,q,x,y,z;

if (isinf (a))
	return (signbit (a) ? 2.0 : 0.0);

x = fabsl (a);

if (x < 1.0L)
	return (1.0L - erfl(a));

z = a * a;

if( z  > MAXLOGL )
	{
under:
	mtherr( "erfcl", UNDERFLOW );
        errno = ERANGE;
	return (signbit (a) ? 2.0 : 0.0);
	}

/* Compute z = expl(a * a).  */
z = expx2l (a);
y = 1.0L/x;

if (x < 8.0L)
	{
	p = polevll (y, P, 9);
	q = p1evll (y, Q, 10);
	}
else
	{
	q = y * y;
	p = y * polevll (q, R, 4);
	q = p1evll (q, S, 5);
	}
y = p/(q * z);

if (a < 0.0L)
	y = 2.0L - y;

if (y == 0.0L)
	goto under;

return (y);
}

long double erfl(long double x)
{
long double y, z;

if( x == 0.0L )
	return (x);

if (isinf (x))
	return (signbit (x) ?  -1.0L : 1.0L);

if (fabsl(x) > 1.0L)
	return (1.0L - erfcl (x));

z = x * x;
y = x * polevll( z, T, 6 ) / p1evll( z, U, 6 );
return( y );
}