cosmopolitan/libc/tinymath/erfl.c

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/*-*- mode:c;indent-tabs-mode:t;c-basic-offset:8;tab-width:8;coding:utf-8 -*-│
vi: set noet ft=c ts=8 sw=8 fenc=utf-8 :vi
Musl Libc
Copyright © 2005-2014 Rich Felker, et al.
Permission is hereby granted, free of charge, to any person obtaining
a copy of this software and associated documentation files (the
"Software"), to deal in the Software without restriction, including
without limitation the rights to use, copy, modify, merge, publish,
distribute, sublicense, and/or sell copies of the Software, and to
permit persons to whom the Software is furnished to do so, subject to
the following conditions:
The above copyright notice and this permission notice shall be
included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
#include "libc/math.h"
#include "libc/tinymath/ldshape.internal.h"
#if LDBL_MANT_DIG == 64 && LDBL_MAX_EXP == 16384
asm(".ident\t\"\\n\\n\
OpenBSD libm (ISC License)\\n\
Copyright (c) 2008 Stephen L. Moshier <steve@moshier.net>\"");
asm(".ident\t\"\\n\\n\
Musl libc (MIT License)\\n\
Copyright 2005-2014 Rich Felker, et. al.\"");
asm(".include \"libc/disclaimer.inc\"");
// clang-format off
/* origin: OpenBSD /usr/src/lib/libm/src/ld80/e_erfl.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.
* ====================================================
*/
/*
* Copyright (c) 2008 Stephen L. Moshier <steve@moshier.net>
*
* Permission to use, copy, modify, and distribute this software for any
* purpose with or without fee is hereby granted, provided that the above
* copyright notice and this permission notice appear in all copies.
*
* THE SOFTWARE IS PROVIDED "AS IS" AND THE AUTHOR DISCLAIMS ALL WARRANTIES
* WITH REGARD TO THIS SOFTWARE INCLUDING ALL IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS. IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR
* ANY SPECIAL, DIRECT, INDIRECT, OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES
* WHATSOEVER RESULTING FROM LOSS OF USE, DATA OR PROFITS, WHETHER IN AN
* ACTION OF CONTRACT, NEGLIGENCE OR OTHER TORTIOUS ACTION, ARISING OUT OF
* OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE.
*/
/* 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]
* 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
* 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)
* Note that |P1/Q1|< 0.078 for x in [0.84375,1.25]
*
* 3. For x in [1.25,1/0.35(~2.857143)],
* erfc(x) = (1/x)*exp(-x*x-0.5625+R1(z)/S1(z))
* z=1/x^2
* erf(x) = 1 - erfc(x)
*
* 4. For x in [1/0.35,107]
* erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0
* = 2.0 - (1/x)*exp(-x*x-0.5625+R2(z)/S2(z))
* if -6.666<x<0
* = 2.0 - tiny (if x <= -6.666)
* z=1/x^2
* erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6.666, else
* erf(x) = sign(x)*(1.0 - tiny)
* 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)
*
* 5. For inf > x >= 107
* 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
*/
static const long double
erx = 0.845062911510467529296875L,
/*
* Coefficients for approximation to erf on [0,0.84375]
*/
/* 8 * (2/sqrt(pi) - 1) */
efx8 = 1.0270333367641005911692712249723613735048E0L,
pp[6] = {
1.122751350964552113068262337278335028553E6L,
-2.808533301997696164408397079650699163276E6L,
-3.314325479115357458197119660818768924100E5L,
-6.848684465326256109712135497895525446398E4L,
-2.657817695110739185591505062971929859314E3L,
-1.655310302737837556654146291646499062882E2L,
},
qq[6] = {
8.745588372054466262548908189000448124232E6L,
3.746038264792471129367533128637019611485E6L,
7.066358783162407559861156173539693900031E5L,
7.448928604824620999413120955705448117056E4L,
4.511583986730994111992253980546131408924E3L,
1.368902937933296323345610240009071254014E2L,
/* 1.000000000000000000000000000000000000000E0 */
},
/*
* Coefficients for approximation to erf in [0.84375,1.25]
*/
/* erf(x+1) = 0.845062911510467529296875 + pa(x)/qa(x)
-0.15625 <= x <= +.25
Peak relative error 8.5e-22 */
pa[8] = {
-1.076952146179812072156734957705102256059E0L,
1.884814957770385593365179835059971587220E2L,
-5.339153975012804282890066622962070115606E1L,
4.435910679869176625928504532109635632618E1L,
1.683219516032328828278557309642929135179E1L,
-2.360236618396952560064259585299045804293E0L,
1.852230047861891953244413872297940938041E0L,
9.394994446747752308256773044667843200719E-2L,
},
qa[7] = {
4.559263722294508998149925774781887811255E2L,
3.289248982200800575749795055149780689738E2L,
2.846070965875643009598627918383314457912E2L,
1.398715859064535039433275722017479994465E2L,
6.060190733759793706299079050985358190726E1L,
2.078695677795422351040502569964299664233E1L,
4.641271134150895940966798357442234498546E0L,
/* 1.000000000000000000000000000000000000000E0 */
},
/*
* Coefficients for approximation to erfc in [1.25,1/0.35]
*/
/* erfc(1/x) = x exp (-1/x^2 - 0.5625 + ra(x^2)/sa(x^2))
1/2.85711669921875 < 1/x < 1/1.25
Peak relative error 3.1e-21 */
ra[] = {
1.363566591833846324191000679620738857234E-1L,
1.018203167219873573808450274314658434507E1L,
1.862359362334248675526472871224778045594E2L,
1.411622588180721285284945138667933330348E3L,
5.088538459741511988784440103218342840478E3L,
8.928251553922176506858267311750789273656E3L,
7.264436000148052545243018622742770549982E3L,
2.387492459664548651671894725748959751119E3L,
2.220916652813908085449221282808458466556E2L,
},
sa[] = {
-1.382234625202480685182526402169222331847E1L,
-3.315638835627950255832519203687435946482E2L,
-2.949124863912936259747237164260785326692E3L,
-1.246622099070875940506391433635999693661E4L,
-2.673079795851665428695842853070996219632E4L,
-2.880269786660559337358397106518918220991E4L,
-1.450600228493968044773354186390390823713E4L,
-2.874539731125893533960680525192064277816E3L,
-1.402241261419067750237395034116942296027E2L,
/* 1.000000000000000000000000000000000000000E0 */
},
/*
* Coefficients for approximation to erfc in [1/.35,107]
*/
/* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rb(x^2)/sb(x^2))
1/6.6666259765625 < 1/x < 1/2.85711669921875
Peak relative error 4.2e-22 */
rb[] = {
-4.869587348270494309550558460786501252369E-5L,
-4.030199390527997378549161722412466959403E-3L,
-9.434425866377037610206443566288917589122E-2L,
-9.319032754357658601200655161585539404155E-1L,
-4.273788174307459947350256581445442062291E0L,
-8.842289940696150508373541814064198259278E0L,
-7.069215249419887403187988144752613025255E0L,
-1.401228723639514787920274427443330704764E0L,
},
sb[] = {
4.936254964107175160157544545879293019085E-3L,
1.583457624037795744377163924895349412015E-1L,
1.850647991850328356622940552450636420484E0L,
9.927611557279019463768050710008450625415E0L,
2.531667257649436709617165336779212114570E1L,
2.869752886406743386458304052862814690045E1L,
1.182059497870819562441683560749192539345E1L,
/* 1.000000000000000000000000000000000000000E0 */
},
/* erfc(1/x) = x exp (-1/x^2 - 0.5625 + rc(x^2)/sc(x^2))
1/107 <= 1/x <= 1/6.6666259765625
Peak relative error 1.1e-21 */
rc[] = {
-8.299617545269701963973537248996670806850E-5L,
-6.243845685115818513578933902532056244108E-3L,
-1.141667210620380223113693474478394397230E-1L,
-7.521343797212024245375240432734425789409E-1L,
-1.765321928311155824664963633786967602934E0L,
-1.029403473103215800456761180695263439188E0L,
},
sc[] = {
8.413244363014929493035952542677768808601E-3L,
2.065114333816877479753334599639158060979E-1L,
1.639064941530797583766364412782135680148E0L,
4.936788463787115555582319302981666347450E0L,
5.005177727208955487404729933261347679090E0L,
/* 1.000000000000000000000000000000000000000E0 */
};
static long double erfc1(long double x)
{
long double s,P,Q;
s = fabsl(x) - 1;
P = pa[0] + s * (pa[1] + s * (pa[2] +
s * (pa[3] + s * (pa[4] + s * (pa[5] + s * (pa[6] + s * pa[7]))))));
Q = qa[0] + s * (qa[1] + s * (qa[2] +
s * (qa[3] + s * (qa[4] + s * (qa[5] + s * (qa[6] + s))))));
return 1 - erx - P / Q;
}
static long double erfc2(uint32_t ix, long double x)
{
union ldshape u;
long double s,z,R,S;
if (ix < 0x3fffa000) /* 0.84375 <= |x| < 1.25 */
return erfc1(x);
x = fabsl(x);
s = 1 / (x * x);
if (ix < 0x4000b6db) { /* 1.25 <= |x| < 2.857 ~ 1/.35 */
R = ra[0] + s * (ra[1] + s * (ra[2] + s * (ra[3] + s * (ra[4] +
s * (ra[5] + s * (ra[6] + s * (ra[7] + s * ra[8])))))));
S = sa[0] + s * (sa[1] + s * (sa[2] + s * (sa[3] + s * (sa[4] +
s * (sa[5] + s * (sa[6] + s * (sa[7] + s * (sa[8] + s))))))));
} else if (ix < 0x4001d555) { /* 2.857 <= |x| < 6.6666259765625 */
R = rb[0] + s * (rb[1] + s * (rb[2] + s * (rb[3] + s * (rb[4] +
s * (rb[5] + s * (rb[6] + s * rb[7]))))));
S = sb[0] + s * (sb[1] + s * (sb[2] + s * (sb[3] + s * (sb[4] +
s * (sb[5] + s * (sb[6] + s))))));
} else { /* 6.666 <= |x| < 107 (erfc only) */
R = rc[0] + s * (rc[1] + s * (rc[2] + s * (rc[3] +
s * (rc[4] + s * rc[5]))));
S = sc[0] + s * (sc[1] + s * (sc[2] + s * (sc[3] +
s * (sc[4] + s))));
}
u.f = x;
u.i.m &= -1ULL << 40;
z = u.f;
return expl(-z*z - 0.5625) * expl((z - x) * (z + x) + R / S) / x;
}
long double erfl(long double x)
{
long double r, s, z, y;
union ldshape u = {x};
uint32_t ix = (u.i.se & 0x7fffU)<<16 | u.i.m>>48;
int sign = u.i.se >> 15;
if (ix >= 0x7fff0000)
/* erf(nan)=nan, erf(+-inf)=+-1 */
return 1 - 2*sign + 1/x;
if (ix < 0x3ffed800) { /* |x| < 0.84375 */
if (ix < 0x3fde8000) { /* |x| < 2**-33 */
return 0.125 * (8 * x + efx8 * x); /* avoid underflow */
}
z = x * x;
r = pp[0] + z * (pp[1] +
z * (pp[2] + z * (pp[3] + z * (pp[4] + z * pp[5]))));
s = qq[0] + z * (qq[1] +
z * (qq[2] + z * (qq[3] + z * (qq[4] + z * (qq[5] + z)))));
y = r / s;
return x + x * y;
}
if (ix < 0x4001d555) /* |x| < 6.6666259765625 */
y = 1 - erfc2(ix,x);
else
y = 1 - 0x1p-16382L;
return sign ? -y : y;
}
long double erfcl(long double x)
{
long double r, s, z, y;
union ldshape u = {x};
uint32_t ix = (u.i.se & 0x7fffU)<<16 | u.i.m>>48;
int sign = u.i.se >> 15;
if (ix >= 0x7fff0000)
/* erfc(nan) = nan, erfc(+-inf) = 0,2 */
return 2*sign + 1/x;
if (ix < 0x3ffed800) { /* |x| < 0.84375 */
if (ix < 0x3fbe0000) /* |x| < 2**-65 */
return 1.0 - x;
z = x * x;
r = pp[0] + z * (pp[1] +
z * (pp[2] + z * (pp[3] + z * (pp[4] + z * pp[5]))));
s = qq[0] + z * (qq[1] +
z * (qq[2] + z * (qq[3] + z * (qq[4] + z * (qq[5] + z)))));
y = r / s;
if (ix < 0x3ffd8000) /* x < 1/4 */
return 1.0 - (x + x * y);
return 0.5 - (x - 0.5 + x * y);
}
if (ix < 0x4005d600) /* |x| < 107 */
return sign ? 2 - erfc2(ix,x) : erfc2(ix,x);
y = 0x1p-16382L;
return sign ? 2 - y : y*y;
}
#elif LDBL_MANT_DIG == 113 && LDBL_MAX_EXP == 16384
// TODO: broken implementation to make things compile
long double erfl(long double x)
{
return erf(x);
}
long double erfcl(long double x)
{
return erfc(x);
}
#endif /* long double is long */