1 /* @(#)s_erf.c 5.1 93/09/24 */
3 * ====================================================
4 * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
6 * Developed at SunPro, a Sun Microsystems, Inc. business.
7 * Permission to use, copy, modify, and distribute this
8 * software is freely granted, provided that this notice
10 * ====================================================
12 /* Modified by Naohiko Shimizu/Tokai University, Japan 1997/08/25,
13 for performance improvement on pipelined processors.
16 #if defined(LIBM_SCCS) && !defined(lint)
17 static char rcsid
[] = "$NetBSD: s_erf.c,v 1.8 1995/05/10 20:47:05 jtc Exp $";
20 /* double erf(double x)
21 * double erfc(double x)
24 * erf(x) = --------- | exp(-t*t)dt
31 * erfc(-x) = 2 - erfc(x)
34 * 1. For |x| in [0, 0.84375]
35 * erf(x) = x + x*R(x^2)
36 * erfc(x) = 1 - erf(x) if x in [-.84375,0.25]
37 * = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375]
38 * where R = P/Q where P is an odd poly of degree 8 and
39 * Q is an odd poly of degree 10.
41 * | R - (erf(x)-x)/x | <= 2
44 * Remark. The formula is derived by noting
45 * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....)
47 * 2/sqrt(pi) = 1.128379167095512573896158903121545171688
48 * is close to one. The interval is chosen because the fix
49 * point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is
50 * near 0.6174), and by some experiment, 0.84375 is chosen to
51 * guarantee the error is less than one ulp for erf.
53 * 2. For |x| in [0.84375,1.25], let s = |x| - 1, and
54 * c = 0.84506291151 rounded to single (24 bits)
55 * erf(x) = sign(x) * (c + P1(s)/Q1(s))
56 * erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0
57 * 1+(c+P1(s)/Q1(s)) if x < 0
58 * |P1/Q1 - (erf(|x|)-c)| <= 2**-59.06
59 * Remark: here we use the taylor series expansion at x=1.
60 * erf(1+s) = erf(1) + s*Poly(s)
61 * = 0.845.. + P1(s)/Q1(s)
62 * That is, we use rational approximation to approximate
63 * erf(1+s) - (c = (single)0.84506291151)
64 * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25]
66 * P1(s) = degree 6 poly in s
67 * Q1(s) = degree 6 poly in s
69 * 3. For x in [1.25,1/0.35(~2.857143)],
70 * erfc(x) = (1/x)*exp(-x*x-0.5625+R1/S1)
71 * erf(x) = 1 - erfc(x)
73 * R1(z) = degree 7 poly in z, (z=1/x^2)
74 * S1(z) = degree 8 poly in z
76 * 4. For x in [1/0.35,28]
77 * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0
78 * = 2.0 - (1/x)*exp(-x*x-0.5625+R2/S2) if -6<x<0
79 * = 2.0 - tiny (if x <= -6)
80 * erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6, else
81 * erf(x) = sign(x)*(1.0 - tiny)
83 * R2(z) = degree 6 poly in z, (z=1/x^2)
84 * S2(z) = degree 7 poly in z
87 * To compute exp(-x*x-0.5625+R/S), let s be a single
88 * precision number and s := x; then
89 * -x*x = -s*s + (s-x)*(s+x)
90 * exp(-x*x-0.5626+R/S) =
91 * exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S);
93 * Here 4 and 5 make use of the asymptotic series
95 * erfc(x) ~ ---------- * ( 1 + Poly(1/x^2) )
97 * We use rational approximation to approximate
98 * g(s)=f(1/x^2) = log(erfc(x)*x) - x*x + 0.5625
99 * Here is the error bound for R1/S1 and R2/S2
100 * |R1/S1 - f(x)| < 2**(-62.57)
101 * |R2/S2 - f(x)| < 2**(-61.52)
103 * 5. For inf > x >= 28
104 * erf(x) = sign(x) *(1 - tiny) (raise inexact)
105 * erfc(x) = tiny*tiny (raise underflow) if x > 0
109 * erf(0) = 0, erf(inf) = 1, erf(-inf) = -1,
110 * erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2,
111 * erfc/erf(NaN) is NaN
116 #include "math_private.h"
124 half
= 5.00000000000000000000e-01, /* 0x3FE00000, 0x00000000 */
125 one
= 1.00000000000000000000e+00, /* 0x3FF00000, 0x00000000 */
126 two
= 2.00000000000000000000e+00, /* 0x40000000, 0x00000000 */
127 /* c = (float)0.84506291151 */
128 erx
= 8.45062911510467529297e-01, /* 0x3FEB0AC1, 0x60000000 */
130 * Coefficients for approximation to erf on [0,0.84375]
132 efx
= 1.28379167095512586316e-01, /* 0x3FC06EBA, 0x8214DB69 */
133 efx8
= 1.02703333676410069053e+00, /* 0x3FF06EBA, 0x8214DB69 */
134 pp
[] = {1.28379167095512558561e-01, /* 0x3FC06EBA, 0x8214DB68 */
135 -3.25042107247001499370e-01, /* 0xBFD4CD7D, 0x691CB913 */
136 -2.84817495755985104766e-02, /* 0xBF9D2A51, 0xDBD7194F */
137 -5.77027029648944159157e-03, /* 0xBF77A291, 0x236668E4 */
138 -2.37630166566501626084e-05}, /* 0xBEF8EAD6, 0x120016AC */
139 qq
[] = {0.0, 3.97917223959155352819e-01, /* 0x3FD97779, 0xCDDADC09 */
140 6.50222499887672944485e-02, /* 0x3FB0A54C, 0x5536CEBA */
141 5.08130628187576562776e-03, /* 0x3F74D022, 0xC4D36B0F */
142 1.32494738004321644526e-04, /* 0x3F215DC9, 0x221C1A10 */
143 -3.96022827877536812320e-06}, /* 0xBED09C43, 0x42A26120 */
145 * Coefficients for approximation to erf in [0.84375,1.25]
147 pa
[] = {-2.36211856075265944077e-03, /* 0xBF6359B8, 0xBEF77538 */
148 4.14856118683748331666e-01, /* 0x3FDA8D00, 0xAD92B34D */
149 -3.72207876035701323847e-01, /* 0xBFD7D240, 0xFBB8C3F1 */
150 3.18346619901161753674e-01, /* 0x3FD45FCA, 0x805120E4 */
151 -1.10894694282396677476e-01, /* 0xBFBC6398, 0x3D3E28EC */
152 3.54783043256182359371e-02, /* 0x3FA22A36, 0x599795EB */
153 -2.16637559486879084300e-03}, /* 0xBF61BF38, 0x0A96073F */
154 qa
[] = {0.0, 1.06420880400844228286e-01, /* 0x3FBB3E66, 0x18EEE323 */
155 5.40397917702171048937e-01, /* 0x3FE14AF0, 0x92EB6F33 */
156 7.18286544141962662868e-02, /* 0x3FB2635C, 0xD99FE9A7 */
157 1.26171219808761642112e-01, /* 0x3FC02660, 0xE763351F */
158 1.36370839120290507362e-02, /* 0x3F8BEDC2, 0x6B51DD1C */
159 1.19844998467991074170e-02}, /* 0x3F888B54, 0x5735151D */
161 * Coefficients for approximation to erfc in [1.25,1/0.35]
163 ra
[] = {-9.86494403484714822705e-03, /* 0xBF843412, 0x600D6435 */
164 -6.93858572707181764372e-01, /* 0xBFE63416, 0xE4BA7360 */
165 -1.05586262253232909814e+01, /* 0xC0251E04, 0x41B0E726 */
166 -6.23753324503260060396e+01, /* 0xC04F300A, 0xE4CBA38D */
167 -1.62396669462573470355e+02, /* 0xC0644CB1, 0x84282266 */
168 -1.84605092906711035994e+02, /* 0xC067135C, 0xEBCCABB2 */
169 -8.12874355063065934246e+01, /* 0xC0545265, 0x57E4D2F2 */
170 -9.81432934416914548592e+00}, /* 0xC023A0EF, 0xC69AC25C */
171 sa
[] = {0.0,1.96512716674392571292e+01, /* 0x4033A6B9, 0xBD707687 */
172 1.37657754143519042600e+02, /* 0x4061350C, 0x526AE721 */
173 4.34565877475229228821e+02, /* 0x407B290D, 0xD58A1A71 */
174 6.45387271733267880336e+02, /* 0x40842B19, 0x21EC2868 */
175 4.29008140027567833386e+02, /* 0x407AD021, 0x57700314 */
176 1.08635005541779435134e+02, /* 0x405B28A3, 0xEE48AE2C */
177 6.57024977031928170135e+00, /* 0x401A47EF, 0x8E484A93 */
178 -6.04244152148580987438e-02}, /* 0xBFAEEFF2, 0xEE749A62 */
180 * Coefficients for approximation to erfc in [1/.35,28]
182 rb
[] = {-9.86494292470009928597e-03, /* 0xBF843412, 0x39E86F4A */
183 -7.99283237680523006574e-01, /* 0xBFE993BA, 0x70C285DE */
184 -1.77579549177547519889e+01, /* 0xC031C209, 0x555F995A */
185 -1.60636384855821916062e+02, /* 0xC064145D, 0x43C5ED98 */
186 -6.37566443368389627722e+02, /* 0xC083EC88, 0x1375F228 */
187 -1.02509513161107724954e+03, /* 0xC0900461, 0x6A2E5992 */
188 -4.83519191608651397019e+02}, /* 0xC07E384E, 0x9BDC383F */
189 sb
[] = {0.0,3.03380607434824582924e+01, /* 0x403E568B, 0x261D5190 */
190 3.25792512996573918826e+02, /* 0x40745CAE, 0x221B9F0A */
191 1.53672958608443695994e+03, /* 0x409802EB, 0x189D5118 */
192 3.19985821950859553908e+03, /* 0x40A8FFB7, 0x688C246A */
193 2.55305040643316442583e+03, /* 0x40A3F219, 0xCEDF3BE6 */
194 4.74528541206955367215e+02, /* 0x407DA874, 0xE79FE763 */
195 -2.24409524465858183362e+01}; /* 0xC03670E2, 0x42712D62 */
198 double __erf(double x
)
205 double R
,S
,P
,Q
,s
,y
,z
,r
;
208 if(ix
>=0x7ff00000) { /* erf(nan)=nan */
209 i
= ((u_int32_t
)hx
>>31)<<1;
210 return (double)(1-i
)+one
/x
; /* erf(+-inf)=+-1 */
213 if(ix
< 0x3feb0000) { /* |x|<0.84375 */
214 double r1
,r2
,s1
,s2
,s3
,z2
,z4
;
215 if(ix
< 0x3e300000) { /* |x|<2**-28 */
217 return 0.125*(8.0*x
+efx8
*x
); /*avoid underflow */
221 #ifdef DO_NOT_USE_THIS
222 r
= pp0
+z
*(pp1
+z
*(pp2
+z
*(pp3
+z
*pp4
)));
223 s
= one
+z
*(qq1
+z
*(qq2
+z
*(qq3
+z
*(qq4
+z
*qq5
))));
225 r1
= pp
[0]+z
*pp
[1]; z2
=z
*z
;
226 r2
= pp
[2]+z
*pp
[3]; z4
=z2
*z2
;
230 r
= r1
+ z2
*r2
+ z4
*pp
[4];
231 s
= s1
+ z2
*s2
+ z4
*s3
;
236 if(ix
< 0x3ff40000) { /* 0.84375 <= |x| < 1.25 */
237 double s2
,s4
,s6
,P1
,P2
,P3
,P4
,Q1
,Q2
,Q3
,Q4
;
239 #ifdef DO_NOT_USE_THIS
240 P
= pa0
+s
*(pa1
+s
*(pa2
+s
*(pa3
+s
*(pa4
+s
*(pa5
+s
*pa6
)))));
241 Q
= one
+s
*(qa1
+s
*(qa2
+s
*(qa3
+s
*(qa4
+s
*(qa5
+s
*qa6
)))));
243 P1
= pa
[0]+s
*pa
[1]; s2
=s
*s
;
244 Q1
= one
+s
*qa
[1]; s4
=s2
*s2
;
245 P2
= pa
[2]+s
*pa
[3]; s6
=s4
*s2
;
251 P
= P1
+ s2
*P2
+ s4
*P3
+ s6
*P4
;
252 Q
= Q1
+ s2
*Q2
+ s4
*Q3
+ s6
*Q4
;
254 if(hx
>=0) return erx
+ P
/Q
; else return -erx
- P
/Q
;
256 if (ix
>= 0x40180000) { /* inf>|x|>=6 */
257 if(hx
>=0) return one
-tiny
; else return tiny
-one
;
261 if(ix
< 0x4006DB6E) { /* |x| < 1/0.35 */
262 #ifdef DO_NOT_USE_THIS
263 R
=ra0
+s
*(ra1
+s
*(ra2
+s
*(ra3
+s
*(ra4
+s
*(
264 ra5
+s
*(ra6
+s
*ra7
))))));
265 S
=one
+s
*(sa1
+s
*(sa2
+s
*(sa3
+s
*(sa4
+s
*(
266 sa5
+s
*(sa6
+s
*(sa7
+s
*sa8
)))))));
268 double R1
,R2
,R3
,R4
,S1
,S2
,S3
,S4
,s2
,s4
,s6
,s8
;
269 R1
= ra
[0]+s
*ra
[1];s2
= s
*s
;
270 S1
= one
+s
*sa
[1]; s4
= s2
*s2
;
271 R2
= ra
[2]+s
*ra
[3];s6
= s4
*s2
;
272 S2
= sa
[2]+s
*sa
[3];s8
= s4
*s4
;
277 R
= R1
+ s2
*R2
+ s4
*R3
+ s6
*R4
;
278 S
= S1
+ s2
*S2
+ s4
*S3
+ s6
*S4
+ s8
*sa
[8];
280 } else { /* |x| >= 1/0.35 */
281 #ifdef DO_NOT_USE_THIS
282 R
=rb0
+s
*(rb1
+s
*(rb2
+s
*(rb3
+s
*(rb4
+s
*(
284 S
=one
+s
*(sb1
+s
*(sb2
+s
*(sb3
+s
*(sb4
+s
*(
285 sb5
+s
*(sb6
+s
*sb7
))))));
287 double R1
,R2
,R3
,S1
,S2
,S3
,S4
,s2
,s4
,s6
;
288 R1
= rb
[0]+s
*rb
[1];s2
= s
*s
;
289 S1
= one
+s
*sb
[1]; s4
= s2
*s2
;
290 R2
= rb
[2]+s
*rb
[3];s6
= s4
*s2
;
295 R
= R1
+ s2
*R2
+ s4
*R3
+ s6
*rb
[6];
296 S
= S1
+ s2
*S2
+ s4
*S3
+ s6
*S4
;
301 r
= __ieee754_exp(-z
*z
-0.5625)*__ieee754_exp((z
-x
)*(z
+x
)+R
/S
);
302 if(hx
>=0) return one
-r
/x
; else return r
/x
-one
;
304 weak_alias (__erf
, erf
)
305 #ifdef NO_LONG_DOUBLE
306 strong_alias (__erf
, __erfl
)
307 weak_alias (__erf
, erfl
)
311 double __erfc(double x
)
318 double R
,S
,P
,Q
,s
,y
,z
,r
;
321 if(ix
>=0x7ff00000) { /* erfc(nan)=nan */
322 /* erfc(+-inf)=0,2 */
323 return (double)(((u_int32_t
)hx
>>31)<<1)+one
/x
;
326 if(ix
< 0x3feb0000) { /* |x|<0.84375 */
327 double r1
,r2
,s1
,s2
,s3
,z2
,z4
;
328 if(ix
< 0x3c700000) /* |x|<2**-56 */
331 #ifdef DO_NOT_USE_THIS
332 r
= pp0
+z
*(pp1
+z
*(pp2
+z
*(pp3
+z
*pp4
)));
333 s
= one
+z
*(qq1
+z
*(qq2
+z
*(qq3
+z
*(qq4
+z
*qq5
))));
335 r1
= pp
[0]+z
*pp
[1]; z2
=z
*z
;
336 r2
= pp
[2]+z
*pp
[3]; z4
=z2
*z2
;
340 r
= r1
+ z2
*r2
+ z4
*pp
[4];
341 s
= s1
+ z2
*s2
+ z4
*s3
;
344 if(hx
< 0x3fd00000) { /* x<1/4 */
352 if(ix
< 0x3ff40000) { /* 0.84375 <= |x| < 1.25 */
353 double s2
,s4
,s6
,P1
,P2
,P3
,P4
,Q1
,Q2
,Q3
,Q4
;
355 #ifdef DO_NOT_USE_THIS
356 P
= pa0
+s
*(pa1
+s
*(pa2
+s
*(pa3
+s
*(pa4
+s
*(pa5
+s
*pa6
)))));
357 Q
= one
+s
*(qa1
+s
*(qa2
+s
*(qa3
+s
*(qa4
+s
*(qa5
+s
*qa6
)))));
359 P1
= pa
[0]+s
*pa
[1]; s2
=s
*s
;
360 Q1
= one
+s
*qa
[1]; s4
=s2
*s2
;
361 P2
= pa
[2]+s
*pa
[3]; s6
=s4
*s2
;
367 P
= P1
+ s2
*P2
+ s4
*P3
+ s6
*P4
;
368 Q
= Q1
+ s2
*Q2
+ s4
*Q3
+ s6
*Q4
;
371 z
= one
-erx
; return z
- P
/Q
;
373 z
= erx
+P
/Q
; return one
+z
;
376 if (ix
< 0x403c0000) { /* |x|<28 */
379 if(ix
< 0x4006DB6D) { /* |x| < 1/.35 ~ 2.857143*/
380 #ifdef DO_NOT_USE_THIS
381 R
=ra0
+s
*(ra1
+s
*(ra2
+s
*(ra3
+s
*(ra4
+s
*(
382 ra5
+s
*(ra6
+s
*ra7
))))));
383 S
=one
+s
*(sa1
+s
*(sa2
+s
*(sa3
+s
*(sa4
+s
*(
384 sa5
+s
*(sa6
+s
*(sa7
+s
*sa8
)))))));
386 double R1
,R2
,R3
,R4
,S1
,S2
,S3
,S4
,s2
,s4
,s6
,s8
;
387 R1
= ra
[0]+s
*ra
[1];s2
= s
*s
;
388 S1
= one
+s
*sa
[1]; s4
= s2
*s2
;
389 R2
= ra
[2]+s
*ra
[3];s6
= s4
*s2
;
390 S2
= sa
[2]+s
*sa
[3];s8
= s4
*s4
;
395 R
= R1
+ s2
*R2
+ s4
*R3
+ s6
*R4
;
396 S
= S1
+ s2
*S2
+ s4
*S3
+ s6
*S4
+ s8
*sa
[8];
398 } else { /* |x| >= 1/.35 ~ 2.857143 */
399 double R1
,R2
,R3
,S1
,S2
,S3
,S4
,s2
,s4
,s6
;
400 if(hx
<0&&ix
>=0x40180000) return two
-tiny
;/* x < -6 */
401 #ifdef DO_NOT_USE_THIS
402 R
=rb0
+s
*(rb1
+s
*(rb2
+s
*(rb3
+s
*(rb4
+s
*(
404 S
=one
+s
*(sb1
+s
*(sb2
+s
*(sb3
+s
*(sb4
+s
*(
405 sb5
+s
*(sb6
+s
*sb7
))))));
407 R1
= rb
[0]+s
*rb
[1];s2
= s
*s
;
408 S1
= one
+s
*sb
[1]; s4
= s2
*s2
;
409 R2
= rb
[2]+s
*rb
[3];s6
= s4
*s2
;
414 R
= R1
+ s2
*R2
+ s4
*R3
+ s6
*rb
[6];
415 S
= S1
+ s2
*S2
+ s4
*S3
+ s6
*S4
;
420 r
= __ieee754_exp(-z
*z
-0.5625)*
421 __ieee754_exp((z
-x
)*(z
+x
)+R
/S
);
422 if(hx
>0) return r
/x
; else return two
-r
/x
;
424 if(hx
>0) return tiny
*tiny
; else return two
-tiny
;
427 weak_alias (__erfc
, erfc
)
428 #ifdef NO_LONG_DOUBLE
429 strong_alias (__erfc
, __erfcl
)
430 weak_alias (__erfc
, erfcl
)