/*-*- mode:c;indent-tabs-mode:t;c-basic-offset:8;tab-width:8;coding:utf-8 -*-│ │vi: set et ft=c ts=8 tw=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" asm(".ident\t\"\\n\\n\ fdlibm (fdlibm license)\\n\ Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.\""); 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: 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 >= 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 */ 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 */ #define asuint(f) ((union{float _f; uint32_t _i;}){f})._i #define asfloat(i) ((union{uint32_t _i; float _f;}){i})._f #define asuint64(f) ((union{double _f; uint64_t _i;}){f})._i #define asdouble(i) ((union{uint64_t _i; double _f;}){i})._f #define INSERT_WORDS(d,hi,lo) \ do { \ (d) = asdouble(((uint64_t)(hi)<<32) | (uint32_t)(lo)); \ } while (0) #define GET_HIGH_WORD(hi,d) \ do { \ (hi) = asuint64(d) >> 32; \ } while (0) #define GET_LOW_WORD(lo,d) \ do { \ (lo) = (uint32_t)asuint64(d); \ } while (0) #define SET_HIGH_WORD(d,hi) \ INSERT_WORDS(d, hi, (uint32_t)asuint64(d)) #define SET_LOW_WORD(d,lo) \ INSERT_WORDS(d, asuint64(d)>>32, lo) 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; } /** * Returns error function of 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; } /** * Returns complementary error function of 𝑥. */ 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; } #if LDBL_MANT_DIG == 53 && LDBL_MAX_EXP == 1024 __weak_reference(erf, erfl); __weak_reference(erfc, erfcl); #endif