Index: fusl/src/math/erf.c |
diff --git a/fusl/src/math/erf.c b/fusl/src/math/erf.c |
new file mode 100644 |
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+++ b/fusl/src/math/erf.c |
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+/* origin: FreeBSD /usr/src/lib/msun/src/s_erf.c */ |
+/* |
+ * ==================================================== |
+ * 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. |
+ * ==================================================== |
+ */ |
+/* 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 "libm.h" |
+ |
+static const double |
+erx = 8.45062911510467529297e-01, /* 0x3FEB0AC1, 0x60000000 */ |
+/* |
+ * Coefficients for approximation to erf on [0,0.84375] |
+ */ |
+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 */ |
+ |
+static double erfc1(double x) |
+{ |
+ double_t s,P,Q; |
+ |
+ s = fabs(x) - 1; |
+ P = pa0+s*(pa1+s*(pa2+s*(pa3+s*(pa4+s*(pa5+s*pa6))))); |
+ Q = 1+s*(qa1+s*(qa2+s*(qa3+s*(qa4+s*(qa5+s*qa6))))); |
+ return 1 - erx - P/Q; |
+} |
+ |
+static double erfc2(uint32_t ix, double x) |
+{ |
+ double_t s,R,S; |
+ double z; |
+ |
+ if (ix < 0x3ff40000) /* |x| < 1.25 */ |
+ return erfc1(x); |
+ |
+ x = fabs(x); |
+ s = 1/(x*x); |
+ if (ix < 0x4006db6d) { /* |x| < 1/.35 ~ 2.85714 */ |
+ R = ra0+s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*( |
+ ra5+s*(ra6+s*ra7)))))); |
+ S = 1.0+s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*( |
+ sa5+s*(sa6+s*(sa7+s*sa8))))))); |
+ } else { /* |x| > 1/.35 */ |
+ R = rb0+s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*( |
+ rb5+s*rb6))))); |
+ S = 1.0+s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*( |
+ sb5+s*(sb6+s*sb7)))))); |
+ } |
+ z = x; |
+ SET_LOW_WORD(z,0); |
+ return exp(-z*z-0.5625)*exp((z-x)*(z+x)+R/S)/x; |
+} |
+ |
+double erf(double x) |
+{ |
+ double r,s,z,y; |
+ uint32_t ix; |
+ int sign; |
+ |
+ GET_HIGH_WORD(ix, x); |
+ sign = ix>>31; |
+ ix &= 0x7fffffff; |
+ if (ix >= 0x7ff00000) { |
+ /* erf(nan)=nan, erf(+-inf)=+-1 */ |
+ return 1-2*sign + 1/x; |
+ } |
+ if (ix < 0x3feb0000) { /* |x| < 0.84375 */ |
+ if (ix < 0x3e300000) { /* |x| < 2**-28 */ |
+ /* avoid underflow */ |
+ return 0.125*(8*x + efx8*x); |
+ } |
+ z = x*x; |
+ r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4))); |
+ s = 1.0+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5)))); |
+ y = r/s; |
+ return x + x*y; |
+ } |
+ if (ix < 0x40180000) /* 0.84375 <= |x| < 6 */ |
+ y = 1 - erfc2(ix,x); |
+ else |
+ y = 1 - 0x1p-1022; |
+ return sign ? -y : y; |
+} |
+ |
+double erfc(double x) |
+{ |
+ double r,s,z,y; |
+ uint32_t ix; |
+ int sign; |
+ |
+ GET_HIGH_WORD(ix, x); |
+ sign = ix>>31; |
+ ix &= 0x7fffffff; |
+ if (ix >= 0x7ff00000) { |
+ /* erfc(nan)=nan, erfc(+-inf)=0,2 */ |
+ return 2*sign + 1/x; |
+ } |
+ if (ix < 0x3feb0000) { /* |x| < 0.84375 */ |
+ if (ix < 0x3c700000) /* |x| < 2**-56 */ |
+ return 1.0 - x; |
+ z = x*x; |
+ r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4))); |
+ s = 1.0+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5)))); |
+ y = r/s; |
+ if (sign || ix < 0x3fd00000) { /* x < 1/4 */ |
+ return 1.0 - (x+x*y); |
+ } |
+ return 0.5 - (x - 0.5 + x*y); |
+ } |
+ if (ix < 0x403c0000) { /* 0.84375 <= |x| < 28 */ |
+ return sign ? 2 - erfc2(ix,x) : erfc2(ix,x); |
+ } |
+ return sign ? 2 - 0x1p-1022 : 0x1p-1022*0x1p-1022; |
+} |