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-
-/* @(#)s_erf.c 5.1 93/09/24 */
-/*
- * ====================================================
- * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
- *
- * Developed at SunPro, a Sun Microsystems, Inc. business.
- * Permission to use, copy, modify, and distribute this
- * software is freely granted, provided that this notice
- * is preserved.
- * ====================================================
- */
-
-/*
-FUNCTION
- <<erf>>, <<erff>>, <<erfc>>, <<erfcf>>---error function
-INDEX
- erf
-INDEX
- erff
-INDEX
- erfc
-INDEX
- erfcf
-
-ANSI_SYNOPSIS
- #include <math.h>
- double erf(double <[x]>);
- float erff(float <[x]>);
- double erfc(double <[x]>);
- float erfcf(float <[x]>);
-TRAD_SYNOPSIS
- #include <math.h>
-
- double erf(<[x]>)
- double <[x]>;
-
- float erff(<[x]>)
- float <[x]>;
-
- double erfc(<[x]>)
- double <[x]>;
-
- float erfcf(<[x]>)
- float <[x]>;
-
-DESCRIPTION
- <<erf>> calculates an approximation to the ``error function'',
- which estimates the probability that an observation will fall within
- <[x]> standard deviations of the mean (assuming a normal
- distribution).
- @tex
- The error function is defined as
- $${2\over\sqrt\pi}\times\int_0^x e^{-t^2}dt$$
- @end tex
-
- <<erfc>> calculates the complementary probability; that is,
- <<erfc(<[x]>)>> is <<1 - erf(<[x]>)>>. <<erfc>> is computed directly,
- so that you can use it to avoid the loss of precision that would
- result from subtracting large probabilities (on large <[x]>) from 1.
-
- <<erff>> and <<erfcf>> differ from <<erf>> and <<erfc>> only in the
- argument and result types.
-
-RETURNS
- For positive arguments, <<erf>> and all its variants return a
- probability---a number between 0 and 1.
-
-PORTABILITY
- None of the variants of <<erf>> are ANSI C.
-*/
-
-/* 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
- */
-
-
-#include "fdlibm.h"
-
-#ifndef _DOUBLE_IS_32BITS
-
-#ifdef __STDC__
-static const double
-#else
-static double
-#endif
-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 */
-
-#ifdef __STDC__
- double erf(double x)
-#else
- double erf(x)
- double x;
-#endif
-{
- __int32_t hx,ix,i;
- double R,S,P,Q,s,y,z,r;
- GET_HIGH_WORD(hx,x);
- ix = hx&0x7fffffff;
- if(ix>=0x7ff00000) { /* erf(nan)=nan */
- i = ((__uint32_t)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;
- SET_LOW_WORD(z,0);
- 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;
-}
-
-#ifdef __STDC__
- double erfc(double x)
-#else
- double erfc(x)
- double x;
-#endif
-{
- __int32_t hx,ix;
- double R,S,P,Q,s,y,z,r;
- GET_HIGH_WORD(hx,x);
- ix = hx&0x7fffffff;
- if(ix>=0x7ff00000) { /* erfc(nan)=nan */
- /* erfc(+-inf)=0,2 */
- return (double)(((__uint32_t)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;
- SET_LOW_WORD(z,0);
- 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 {
- if(hx>0) return tiny*tiny; else return two-tiny;
- }
-}
-
-#endif /* _DOUBLE_IS_32BITS */
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