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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 * |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 >= 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 "fdlibm.h" */ #include #include #include #define __ieee754_exp exp typedef union { double value; struct { uint32_t lsw; uint32_t msw; } parts; } ieee_double_shape_type; static inline int __get_hi_word(const double x) { ieee_double_shape_type u; u.value = x; return u.parts.msw; } static inline void __trunc_lo_word(double *x) { ieee_double_shape_type u; u.value = *x; u.parts.lsw = 0; *x = u.value; } static const double 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 */ double erf(double x) { int hx, ix, i; double R, S, P, Q, s, y, z, r; hx = __get_hi_word(x); ix = hx & 0x7fffffff; if (ix >= 0x7ff00000) { /* erf(nan)=nan */ 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) 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; __trunc_lo_word(&z); 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; } double erfc(double x) { int hx,ix; double R,S,P,Q,s,y,z,r; hx = __get_hi_word(x); ix = hx&0x7fffffff; if (ix >= 0x7ff00000) { /* erfc(nan)=nan */ /* 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; __trunc_lo_word(&z); 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 { /* set range error */ errno = ERANGE; if (hx > 0) return tiny*tiny; else return two-tiny; } }