2 * ====================================================
3 * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
5 * Developed at SunPro, a Sun Microsystems, Inc. business.
6 * Permission to use, copy, modify, and distribute this
7 * software is freely granted, provided that this notice
9 * ====================================================
12 /* Long double expansions are
13 Copyright (C) 2001 Stephen L. Moshier <moshier@na-net.ornl.gov>
14 and are incorporated herein by permission of the author. The author
15 reserves the right to distribute this material elsewhere under different
16 copying permissions. These modifications are distributed here under
19 This library is free software; you can redistribute it and/or
20 modify it under the terms of the GNU Lesser General Public
21 License as published by the Free Software Foundation; either
22 version 2.1 of the License, or (at your option) any later version.
24 This library is distributed in the hope that it will be useful,
25 but WITHOUT ANY WARRANTY; without even the implied warranty of
26 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
27 Lesser General Public License for more details.
29 You should have received a copy of the GNU Lesser General Public
30 License along with this library; if not, see
31 <http://www.gnu.org/licenses/>. */
33 /* double erf(double x)
34 * double erfc(double x)
37 * erf(x) = --------- | exp(-t*t)dt
44 * erfc(-x) = 2 - erfc(x)
47 * 1. For |x| in [0, 0.84375]
48 * erf(x) = x + x*R(x^2)
49 * erfc(x) = 1 - erf(x) if x in [-.84375,0.25]
50 * = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375]
51 * Remark. The formula is derived by noting
52 * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....)
54 * 2/sqrt(pi) = 1.128379167095512573896158903121545171688
55 * is close to one. The interval is chosen because the fix
56 * point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is
57 * near 0.6174), and by some experiment, 0.84375 is chosen to
58 * guarantee the error is less than one ulp for erf.
60 * 2. For |x| in [0.84375,1.25], let s = |x| - 1, and
61 * c = 0.84506291151 rounded to single (24 bits)
62 * erf(x) = sign(x) * (c + P1(s)/Q1(s))
63 * erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0
64 * 1+(c+P1(s)/Q1(s)) if x < 0
65 * Remark: here we use the taylor series expansion at x=1.
66 * erf(1+s) = erf(1) + s*Poly(s)
67 * = 0.845.. + P1(s)/Q1(s)
68 * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25]
70 * 3. For x in [1.25,1/0.35(~2.857143)],
71 * erfc(x) = (1/x)*exp(-x*x-0.5625+R1(z)/S1(z))
73 * erf(x) = 1 - erfc(x)
75 * 4. For x in [1/0.35,107]
76 * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0
77 * = 2.0 - (1/x)*exp(-x*x-0.5625+R2(z)/S2(z))
79 * = 2.0 - tiny (if x <= -6.666)
81 * erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6.666, else
82 * erf(x) = sign(x)*(1.0 - tiny)
84 * To compute exp(-x*x-0.5625+R/S), let s be a single
85 * precision number and s := x; then
86 * -x*x = -s*s + (s-x)*(s+x)
87 * exp(-x*x-0.5626+R/S) =
88 * exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S);
90 * Here 4 and 5 make use of the asymptotic series
92 * erfc(x) ~ ---------- * ( 1 + Poly(1/x^2) )
95 * 5. For inf > x >= 107
96 * erf(x) = sign(x) *(1 - tiny) (raise inexact)
97 * erfc(x) = tiny*tiny (raise underflow) if x > 0
101 * erf(0) = 0, erf(inf) = 1, erf(-inf) = -1,
102 * erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2,
103 * erfc/erf(NaN) is NaN
110 #include <math_private.h>
112 static const long double
117 /* c = (float)0.84506291151 */
118 erx
= 0.845062911510467529296875L,
120 * Coefficients for approximation to erf on [0,0.84375]
123 efx
= 1.2837916709551257389615890312154517168810E-1L,
126 1.122751350964552113068262337278335028553E6L
,
127 -2.808533301997696164408397079650699163276E6L
,
128 -3.314325479115357458197119660818768924100E5L
,
129 -6.848684465326256109712135497895525446398E4L
,
130 -2.657817695110739185591505062971929859314E3L
,
131 -1.655310302737837556654146291646499062882E2L
,
135 8.745588372054466262548908189000448124232E6L
,
136 3.746038264792471129367533128637019611485E6L
,
137 7.066358783162407559861156173539693900031E5L
,
138 7.448928604824620999413120955705448117056E4L
,
139 4.511583986730994111992253980546131408924E3L
,
140 1.368902937933296323345610240009071254014E2L
,
141 /* 1.000000000000000000000000000000000000000E0 */
145 * Coefficients for approximation to erf in [0.84375,1.25]
147 /* erf(x+1) = 0.845062911510467529296875 + pa(x)/qa(x)
148 -0.15625 <= x <= +.25
149 Peak relative error 8.5e-22 */
152 -1.076952146179812072156734957705102256059E0L
,
153 1.884814957770385593365179835059971587220E2L
,
154 -5.339153975012804282890066622962070115606E1L
,
155 4.435910679869176625928504532109635632618E1L
,
156 1.683219516032328828278557309642929135179E1L
,
157 -2.360236618396952560064259585299045804293E0L
,
158 1.852230047861891953244413872297940938041E0L
,
159 9.394994446747752308256773044667843200719E-2L,
163 4.559263722294508998149925774781887811255E2L
,
164 3.289248982200800575749795055149780689738E2L
,
165 2.846070965875643009598627918383314457912E2L
,
166 1.398715859064535039433275722017479994465E2L
,
167 6.060190733759793706299079050985358190726E1L
,
168 2.078695677795422351040502569964299664233E1L
,
169 4.641271134150895940966798357442234498546E0L
,
170 /* 1.000000000000000000000000000000000000000E0 */
174 * Coefficients for approximation to erfc in [1.25,1/0.35]
176 /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + ra(x^2)/sa(x^2))
177 1/2.85711669921875 < 1/x < 1/1.25
178 Peak relative error 3.1e-21 */
181 1.363566591833846324191000679620738857234E-1L,
182 1.018203167219873573808450274314658434507E1L
,
183 1.862359362334248675526472871224778045594E2L
,
184 1.411622588180721285284945138667933330348E3L
,
185 5.088538459741511988784440103218342840478E3L
,
186 8.928251553922176506858267311750789273656E3L
,
187 7.264436000148052545243018622742770549982E3L
,
188 2.387492459664548651671894725748959751119E3L
,
189 2.220916652813908085449221282808458466556E2L
,
193 -1.382234625202480685182526402169222331847E1L
,
194 -3.315638835627950255832519203687435946482E2L
,
195 -2.949124863912936259747237164260785326692E3L
,
196 -1.246622099070875940506391433635999693661E4L
,
197 -2.673079795851665428695842853070996219632E4L
,
198 -2.880269786660559337358397106518918220991E4L
,
199 -1.450600228493968044773354186390390823713E4L
,
200 -2.874539731125893533960680525192064277816E3L
,
201 -1.402241261419067750237395034116942296027E2L
,
202 /* 1.000000000000000000000000000000000000000E0 */
205 * Coefficients for approximation to erfc in [1/.35,107]
207 /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rb(x^2)/sb(x^2))
208 1/6.6666259765625 < 1/x < 1/2.85711669921875
209 Peak relative error 4.2e-22 */
211 -4.869587348270494309550558460786501252369E-5L,
212 -4.030199390527997378549161722412466959403E-3L,
213 -9.434425866377037610206443566288917589122E-2L,
214 -9.319032754357658601200655161585539404155E-1L,
215 -4.273788174307459947350256581445442062291E0L
,
216 -8.842289940696150508373541814064198259278E0L
,
217 -7.069215249419887403187988144752613025255E0L
,
218 -1.401228723639514787920274427443330704764E0L
,
222 4.936254964107175160157544545879293019085E-3L,
223 1.583457624037795744377163924895349412015E-1L,
224 1.850647991850328356622940552450636420484E0L
,
225 9.927611557279019463768050710008450625415E0L
,
226 2.531667257649436709617165336779212114570E1L
,
227 2.869752886406743386458304052862814690045E1L
,
228 1.182059497870819562441683560749192539345E1L
,
229 /* 1.000000000000000000000000000000000000000E0 */
231 /* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rc(x^2)/sc(x^2))
232 1/107 <= 1/x <= 1/6.6666259765625
233 Peak relative error 1.1e-21 */
235 -8.299617545269701963973537248996670806850E-5L,
236 -6.243845685115818513578933902532056244108E-3L,
237 -1.141667210620380223113693474478394397230E-1L,
238 -7.521343797212024245375240432734425789409E-1L,
239 -1.765321928311155824664963633786967602934E0L
,
240 -1.029403473103215800456761180695263439188E0L
,
244 8.413244363014929493035952542677768808601E-3L,
245 2.065114333816877479753334599639158060979E-1L,
246 1.639064941530797583766364412782135680148E0L
,
247 4.936788463787115555582319302981666347450E0L
,
248 5.005177727208955487404729933261347679090E0L
,
249 /* 1.000000000000000000000000000000000000000E0 */
253 __erfl (long double x
)
255 long double R
, S
, P
, Q
, s
, y
, z
, r
;
257 u_int32_t se
, i0
, i1
;
259 GET_LDOUBLE_WORDS (se
, i0
, i1
, x
);
264 i
= ((se
& 0xffff) >> 15) << 1;
265 return (long double) (1 - i
) + one
/ x
; /* erf(+-inf)=+-1 */
268 ix
= (ix
<< 16) | (i0
>> 16);
269 if (ix
< 0x3ffed800) /* |x|<0.84375 */
271 if (ix
< 0x3fde8000) /* |x|<2**-33 */
275 /* Avoid spurious underflow. */
276 long double ret
= 0.0625 * (16.0 * x
+ (16.0 * efx
) * x
);
277 if (fabsl (ret
) < LDBL_MIN
)
279 long double force_underflow
= ret
* ret
;
280 math_force_eval (force_underflow
);
287 r
= pp
[0] + z
* (pp
[1]
288 + z
* (pp
[2] + z
* (pp
[3] + z
* (pp
[4] + z
* pp
[5]))));
289 s
= qq
[0] + z
* (qq
[1]
290 + z
* (qq
[2] + z
* (qq
[3] + z
* (qq
[4] + z
* (qq
[5] + z
)))));
294 if (ix
< 0x3fffa000) /* 1.25 */
295 { /* 0.84375 <= |x| < 1.25 */
297 P
= pa
[0] + s
* (pa
[1] + s
* (pa
[2]
298 + s
* (pa
[3] + s
* (pa
[4] + s
* (pa
[5] + s
* (pa
[6] + s
* pa
[7]))))));
299 Q
= qa
[0] + s
* (qa
[1] + s
* (qa
[2]
300 + s
* (qa
[3] + s
* (qa
[4] + s
* (qa
[5] + s
* (qa
[6] + s
))))));
301 if ((se
& 0x8000) == 0)
306 if (ix
>= 0x4001d555) /* 6.6666259765625 */
307 { /* inf>|x|>=6.666 */
308 if ((se
& 0x8000) == 0)
315 if (ix
< 0x4000b6db) /* 2.85711669921875 */
317 R
= ra
[0] + s
* (ra
[1] + s
* (ra
[2] + s
* (ra
[3] + s
* (ra
[4] +
318 s
* (ra
[5] + s
* (ra
[6] + s
* (ra
[7] + s
* ra
[8])))))));
319 S
= sa
[0] + s
* (sa
[1] + s
* (sa
[2] + s
* (sa
[3] + s
* (sa
[4] +
320 s
* (sa
[5] + s
* (sa
[6] + s
* (sa
[7] + s
* (sa
[8] + s
))))))));
323 { /* |x| >= 1/0.35 */
324 R
= rb
[0] + s
* (rb
[1] + s
* (rb
[2] + s
* (rb
[3] + s
* (rb
[4] +
325 s
* (rb
[5] + s
* (rb
[6] + s
* rb
[7]))))));
326 S
= sb
[0] + s
* (sb
[1] + s
* (sb
[2] + s
* (sb
[3] + s
* (sb
[4] +
327 s
* (sb
[5] + s
* (sb
[6] + s
))))));
330 GET_LDOUBLE_WORDS (i
, i0
, i1
, z
);
332 SET_LDOUBLE_WORDS (z
, i
, i0
, i1
);
334 __ieee754_expl (-z
* z
- 0.5625) * __ieee754_expl ((z
- x
) * (z
+ x
) +
336 if ((se
& 0x8000) == 0)
342 weak_alias (__erfl
, erfl
)
344 __erfcl (long double x
)
347 long double R
, S
, P
, Q
, s
, y
, z
, r
;
348 u_int32_t se
, i0
, i1
;
350 GET_LDOUBLE_WORDS (se
, i0
, i1
, x
);
353 { /* erfc(nan)=nan */
354 /* erfc(+-inf)=0,2 */
355 return (long double) (((se
& 0xffff) >> 15) << 1) + one
/ x
;
358 ix
= (ix
<< 16) | (i0
>> 16);
359 if (ix
< 0x3ffed800) /* |x|<0.84375 */
361 if (ix
< 0x3fbe0000) /* |x|<2**-65 */
364 r
= pp
[0] + z
* (pp
[1]
365 + z
* (pp
[2] + z
* (pp
[3] + z
* (pp
[4] + z
* pp
[5]))));
366 s
= qq
[0] + z
* (qq
[1]
367 + z
* (qq
[2] + z
* (qq
[3] + z
* (qq
[4] + z
* (qq
[5] + z
)))));
369 if (ix
< 0x3ffd8000) /* x<1/4 */
371 return one
- (x
+ x
* y
);
380 if (ix
< 0x3fffa000) /* 1.25 */
381 { /* 0.84375 <= |x| < 1.25 */
383 P
= pa
[0] + s
* (pa
[1] + s
* (pa
[2]
384 + s
* (pa
[3] + s
* (pa
[4] + s
* (pa
[5] + s
* (pa
[6] + s
* pa
[7]))))));
385 Q
= qa
[0] + s
* (qa
[1] + s
* (qa
[2]
386 + s
* (qa
[3] + s
* (qa
[4] + s
* (qa
[5] + s
* (qa
[6] + s
))))));
387 if ((se
& 0x8000) == 0)
398 if (ix
< 0x4005d600) /* 107 */
402 if (ix
< 0x4000b6db) /* 2.85711669921875 */
403 { /* |x| < 1/.35 ~ 2.857143 */
404 R
= ra
[0] + s
* (ra
[1] + s
* (ra
[2] + s
* (ra
[3] + s
* (ra
[4] +
405 s
* (ra
[5] + s
* (ra
[6] + s
* (ra
[7] + s
* ra
[8])))))));
406 S
= sa
[0] + s
* (sa
[1] + s
* (sa
[2] + s
* (sa
[3] + s
* (sa
[4] +
407 s
* (sa
[5] + s
* (sa
[6] + s
* (sa
[7] + s
* (sa
[8] + s
))))))));
409 else if (ix
< 0x4001d555) /* 6.6666259765625 */
410 { /* 6.666 > |x| >= 1/.35 ~ 2.857143 */
411 R
= rb
[0] + s
* (rb
[1] + s
* (rb
[2] + s
* (rb
[3] + s
* (rb
[4] +
412 s
* (rb
[5] + s
* (rb
[6] + s
* rb
[7]))))));
413 S
= sb
[0] + s
* (sb
[1] + s
* (sb
[2] + s
* (sb
[3] + s
* (sb
[4] +
414 s
* (sb
[5] + s
* (sb
[6] + s
))))));
419 return two
- tiny
; /* x < -6.666 */
421 R
= rc
[0] + s
* (rc
[1] + s
* (rc
[2] + s
* (rc
[3] +
422 s
* (rc
[4] + s
* rc
[5]))));
423 S
= sc
[0] + s
* (sc
[1] + s
* (sc
[2] + s
* (sc
[3] +
427 GET_LDOUBLE_WORDS (hx
, i0
, i1
, z
);
430 SET_LDOUBLE_WORDS (z
, hx
, i0
, i1
);
431 r
= __ieee754_expl (-z
* z
- 0.5625) *
432 __ieee754_expl ((z
- x
) * (z
+ x
) + R
/ S
);
433 if ((se
& 0x8000) == 0)
435 long double ret
= r
/ x
;
437 __set_errno (ERANGE
);
445 if ((se
& 0x8000) == 0)
447 __set_errno (ERANGE
);
455 weak_alias (__erfcl
, erfcl
)