1 /*
2 * CDDL HEADER START
3 *
4 * The contents of this file are subject to the terms of the
5 * Common Development and Distribution License (the "License").
6 * You may not use this file except in compliance with the License.
7 *
8 * You can obtain a copy of the license at usr/src/OPENSOLARIS.LICENSE
9 * or http://www.opensolaris.org/os/licensing.
10 * See the License for the specific language governing permissions
11 * and limitations under the License.
12 *
13 * When distributing Covered Code, include this CDDL HEADER in each
14 * file and include the License file at usr/src/OPENSOLARIS.LICENSE.
15 * If applicable, add the following below this CDDL HEADER, with the
16 * fields enclosed by brackets "[]" replaced with your own identifying
17 * information: Portions Copyright [yyyy] [name of copyright owner]
18 *
19 * CDDL HEADER END
20 */
21
22 /*
23 * Copyright 2011 Nexenta Systems, Inc. All rights reserved.
24 */
25 /*
26 * Copyright 2006 Sun Microsystems, Inc. All rights reserved.
27 * Use is subject to license terms.
28 */
29
30 /*
31 * long double function erf,erfc (long double x)
32 * K.C. Ng, September, 1989.
33 * x
34 * 2 |\
35 * erf(x) = --------- | exp(-t*t)dt
36 * sqrt(pi) \|
37 * 0
38 *
39 * erfc(x) = 1-erf(x)
40 *
41 * method:
42 * Since erf(-x) = -erf(x), we assume x>=0.
43 * For x near 0, we have the expansion
44 *
45 * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....).
46 *
47 * Since 2/sqrt(pi) = 1.128379167095512573896158903121545171688,
48 * we use x + x*P(x^2) to approximate erf(x). This formula will
49 * guarantee the error less than one ulp where x is not too far
50 * away from 0. We note that erf(x)=x at x = 0.6174...... After
51 * some experiment, we choose the following approximation on
52 * interval [0,0.84375].
53 *
54 * For x in [0,0.84375]
55 * 2 2 4 40
56 * P = P(x ) = (p0 + p1 * x + p2 * x + ... + p20 * x )
57 *
58 * erf(x) = x + x*P
59 * erfc(x) = 1 - erf(x) if x<=0.25
60 * = 0.5 + ((0.5-x)-x*P) if x in [0.25,0.84375]
61 * precision: |P(x^2)-(erf(x)-x)/x| <= 2**-122.50
62 *
63 * For x in [0.84375,1.25], let s = x - 1, and
64 * c = 0.84506291151 rounded to single (24 bits)
65 * erf(x) = c + P1(s)/Q1(s)
66 * erfc(x) = (1-c) - P1(s)/Q1(s)
67 * precision: |P1/Q1 - (erf(x)-c)| <= 2**-118.41
68 *
69 *
70 * For x in [1.25,1.75], let s = x - 1.5, and
71 * c = 0.95478588343 rounded to single (24 bits)
72 * erf(x) = c + P2(s)/Q2(s)
73 * erfc(x) = (1-c) - P2(s)/Q2(s)
74 * precision: |P1/Q1 - (erf(x)-c)| <= 2**-123.83
75 *
76 *
77 * For x in [1.75,16/3]
78 * erfc(x) = exp(-x*x)*(1/x)*R1(1/x)/S1(1/x)
79 * erf(x) = 1 - erfc(x)
80 * precision: absolute error of R1/S1 is bounded by 2**-124.03
81 *
82 * For x in [16/3,107]
83 * erfc(x) = exp(-x*x)*(1/x)*R2(1/x)/S2(1/x)
84 * erf(x) = 1 - erfc(x) (if x>=9 simple return erf(x)=1 with inexact)
85 * precision: absolute error of R2/S2 is bounded by 2**-120.07
86 *
87 * Else if inf > x >= 107
88 * erf(x) = 1 with inexact
89 * erfc(x) = 0 with underflow
90 *
91 * Special case:
92 * erf(inf) = 1
93 * erfc(inf) = 0
94 */
95
96 #pragma weak erfl = __erfl
97 #pragma weak erfcl = __erfcl
98
99 #include "libm.h"
100 #include "longdouble.h"
101
102 static const long double
103 tiny = 1e-40L,
104 nearunfl = 1e-4000L,
105 half = 0.5L,
106 one = 1.0L,
107 onehalf = 1.5L,
108 L16_3 = 16.0L/3.0L;
109 /*
110 * Coefficients for even polynomial P for erf(x)=x+x*P(x^2) on [0,0.84375]
111 */
112 static const long double P[] = { /* 21 coeffs */
113 1.283791670955125738961589031215451715556e-0001L,
114 -3.761263890318375246320529677071815594603e-0001L,
115 1.128379167095512573896158903121205899135e-0001L,
116 -2.686617064513125175943235483344625046092e-0002L,
117 5.223977625442187842111846652980454568389e-0003L,
118 -8.548327023450852832546626271083862724358e-0004L,
119 1.205533298178966425102164715902231976672e-0004L,
120 -1.492565035840625097674944905027897838996e-0005L,
121 1.646211436588924733604648849172936692024e-0006L,
122 -1.636584469123491976815834704799733514987e-0007L,
123 1.480719281587897445302529007144770739305e-0008L,
124 -1.229055530170782843046467986464722047175e-0009L,
125 9.422759064320307357553954945760654341633e-0011L,
126 -6.711366846653439036162105104991433380926e-0012L,
127 4.463224090341893165100275380693843116240e-0013L,
128 -2.783513452582658245422635662559779162312e-0014L,
129 1.634227412586960195251346878863754661546e-0015L,
130 -9.060782672889577722765711455623117802795e-0017L,
131 4.741341801266246873412159213893613602354e-0018L,
132 -2.272417596497826188374846636534317381203e-0019L,
133 8.069088733716068462496835658928566920933e-0021L,
134 };
135
136 /*
137 * Rational erf(x) = ((float)0.84506291151) + P1(x-1)/Q1(x-1) on [0.84375,1.25]
138 */
139 static const long double C1 = (long double)((float)0.84506291151);
140 static const long double P1[] = { /* 12 top coeffs */
141 -2.362118560752659955654364917390741930316e-0003L,
142 4.129623379624420034078926610650759979146e-0001L,
143 -3.973857505403547283109417923182669976904e-0002L,
144 4.357503184084022439763567513078036755183e-0002L,
145 8.015593623388421371247676683754171456950e-0002L,
146 -1.034459310403352486685467221776778474602e-0002L,
147 5.671850295381046679675355719017720821383e-0003L,
148 1.219262563232763998351452194968781174318e-0003L,
149 5.390833481581033423020320734201065475098e-0004L,
150 -1.978853912815115495053119023517805528300e-0004L,
151 6.184234513953600118335017885706420552487e-0005L,
152 -5.331802711697810861017518515816271808286e-0006L,
153 };
154 static const long double Q1[] = { /* 12 bottom coeffs with leading 1.0 hidden */
155 9.081506296064882195280178373107623196655e-0001L,
156 6.821049531968204097604392183650687642520e-0001L,
157 4.067869178233539502315055970743271822838e-0001L,
158 1.702332233546316765818144723063881095577e-0001L,
159 7.498098377690553934266423088708614219356e-0002L,
160 2.050154396918178697056927234366372760310e-0002L,
161 7.012988534031999899054782333851905939379e-0003L,
162 1.149904787014400354649843451234570731076e-0003L,
163 3.185620255011299476196039491205159718620e-0004L,
164 1.273405072153008775426376193374105840517e-0005L,
165 4.753866999959432971956781228148402971454e-0006L,
166 -1.002287602111660026053981728549540200683e-0006L,
167 };
168 /*
169 * Rational erf(x) = ((float)0.95478588343) + P2(x-1.5)/Q2(x-1.5)
170 * on [1.25,1.75]
171 */
172 static const long double C2 = (long double)((float)0.95478588343);
173 static const long double P2[] = { /* 12 top coeffs */
174 1.131926304864446730135126164594785863512e-0002L,
175 1.273617996967754151544330055186210322832e-0001L,
176 -8.169980734667512519897816907190281143423e-0002L,
177 9.512267486090321197833634271787944271746e-0002L,
178 -2.394251569804872160005274999735914368170e-0002L,
179 1.108768660227528667525252333184520222905e-0002L,
180 3.527435492933902414662043314373277494221e-0004L,
181 4.946116273341953463584319006669474625971e-0004L,
182 -4.289851942513144714600285769022420962418e-0005L,
183 8.304719841341952705874781636002085119978e-0005L,
184 -1.040460226177309338781902252282849903189e-0005L,
185 2.122913331584921470381327583672044434087e-0006L,
186 };
187 static const long double Q2[] = { /* 13 bottom coeffs with leading 1.0 hidden */
188 7.448815737306992749168727691042003832150e-0001L,
189 7.161813850236008294484744312430122188043e-0001L,
190 3.603134756584225766144922727405641236121e-0001L,
191 1.955811609133766478080550795194535852653e-0001L,
192 7.253059963716225972479693813787810711233e-0002L,
193 2.752391253757421424212770221541238324978e-0002L,
194 7.677654852085240257439050673446546828005e-0003L,
195 2.141102244555509687346497060326630061069e-0003L,
196 4.342123013830957093949563339130674364271e-0004L,
197 8.664587895570043348530991997272212150316e-0005L,
198 1.109201582511752087060167429397033701988e-0005L,
199 1.357834375781831062713347000030984364311e-0006L,
200 4.957746280594384997273090385060680016451e-0008L,
201 };
202 /*
203 * erfc(x) = exp(-x*x)/x * R1(1/x)/S1(1/x) on [1.75, 16/3]
204 */
205 static const long double R1[] = { /* 14 top coeffs */
206 4.630195122654315016370705767621550602948e+0006L,
207 1.257949521746494830700654204488675713628e+0007L,
208 1.704153822720260272814743497376181625707e+0007L,
209 1.502600568706061872381577539537315739943e+0007L,
210 9.543710793431995284827024445387333922861e+0006L,
211 4.589344808584091011652238164935949522427e+0006L,
212 1.714660662941745791190907071920671844289e+0006L,
213 5.034802147768798894307672256192466283867e+0005L,
214 1.162286400443554670553152110447126850725e+0005L,
215 2.086643834548901681362757308058660399137e+0004L,
216 2.839793161868140305907004392890348777338e+0003L,
217 2.786687241658423601778258694498655680778e+0002L,
218 1.779177837102695602425897452623985786464e+0001L,
219 5.641895835477470769043614623819144434731e-0001L,
220 };
221 static const long double S1[] = { /* 15 bottom coeffs with leading 1.0 hidden */
222 4.630195122654331529595606896287596843110e+0006L,
223 1.780411093345512024324781084220509055058e+0007L,
224 3.250113097051800703707108623715776848283e+0007L,
225 3.737857099176755050912193712123489115755e+0007L,
226 3.029787497516578821459174055870781168593e+0007L,
227 1.833850619965384765005769632103205777227e+0007L,
228 8.562719999736915722210391222639186586498e+0006L,
229 3.139684562074658971315545539760008136973e+0006L,
230 9.106421313731384880027703627454366930945e+0005L,
231 2.085108342384266508613267136003194920001e+0005L,
232 3.723126272693120340730491416449539290600e+0004L,
233 5.049169878567344046145695360784436929802e+0003L,
234 4.944274532748010767670150730035392093899e+0002L,
235 3.153510608818213929982940249162268971412e+0001L,
236 1.0e00L,
237 };
238
239 /*
240 * erfc(x) = exp(-x*x)/x * R2(1/x)/S2(1/x) on [16/3, 107]
241 */
242 static const long double R2[] = { /* 15 top coeffs in reverse order!!*/
243 2.447288012254302966796326587537136931669e+0005L,
244 8.768592567189861896653369912716538739016e+0005L,
245 1.552293152581780065761497908005779524953e+0006L,
246 1.792075924835942935864231657504259926729e+0006L,
247 1.504001463155897344947500222052694835875e+0006L,
248 9.699485556326891411801230186016013019935e+0005L,
249 4.961449933661807969863435013364796037700e+0005L,
250 2.048726544693474028061176764716228273791e+0005L,
251 6.891532964330949722479061090551896886635e+0004L,
252 1.888014709010307507771964047905823237985e+0004L,
253 4.189692064988957745054734809642495644502e+0003L,
254 7.362346487427048068212968889642741734621e+0002L,
255 9.980359714211411423007641056580813116207e+0001L,
256 9.426910895135379181107191962193485174159e+0000L,
257 5.641895835477562869480794515623601280429e-0001L,
258 };
259 static const long double S2[] = { /* 16 coefficients */
260 2.447282203601902971246004716790604686880e+0005L,
261 1.153009852759385309367759460934808489833e+0006L,
262 2.608580649612639131548966265078663384849e+0006L,
263 3.766673917346623308850202792390569025740e+0006L,
264 3.890566255138383910789924920541335370691e+0006L,
265 3.052882073900746207613166259994150527732e+0006L,
266 1.885574519970380988460241047248519418407e+0006L,
267 9.369722034759943185851450846811445012922e+0005L,
268 3.792278350536686111444869752624492443659e+0005L,
269 1.257750606950115799965366001773094058720e+0005L,
270 3.410830600242369370645608634643620355058e+0004L,
271 7.513984469742343134851326863175067271240e+0003L,
272 1.313296320593190002554779998138695507840e+0003L,
273 1.773972700887629157006326333696896516769e+0002L,
274 1.670876451822586800422009013880457094162e+0001L,
275 1.000L,
276 };
277
278 long double erfl(x)
279 long double x;
280 {
281 long double s,y,t;
282
283 if (!finitel(x)) {
284 if (x != x) return x+x; /* NaN */
285 return copysignl(one,x); /* return +-1.0 is x=Inf */
286 }
287
288 y = fabsl(x);
289 if (y <= 0.84375L) {
290 if (y<=tiny) return x+P[0]*x;
291 s = y*y;
292 t = __poly_libmq(s,21,P);
293 return x+x*t;
294 }
295 if (y<=1.25L) {
296 s = y-one;
297 t = C1+__poly_libmq(s,12,P1)/(one+s*__poly_libmq(s,12,Q1));
298 return (signbitl(x))? -t: t;
299 } else if (y<=1.75L) {
300 s = y-onehalf;
301 t = C2+__poly_libmq(s,12,P2)/(one+s*__poly_libmq(s,13,Q2));
302 return (signbitl(x))? -t: t;
303 }
304 if (y<=9.0L) t = erfcl(y); else t = tiny;
305 return (signbitl(x))? t-one: one-t;
306 }
307
308 long double erfcl(x)
309 long double x;
310 {
311 long double s,y,t;
312
313 if (!finitel(x)) {
314 if (x != x) return x+x; /* NaN */
315 /* return 2.0 if x= -inf; 0.0 if x= +inf */
316 if (x < 0.0L) return 2.0L; else return 0.0L;
317 }
318
319 if (x <= 0.84375L) {
320 if (x<=0.25) return one-erfl(x);
321 s = x*x;
322 t = half-x;
323 t = t - x*__poly_libmq(s,21,P);
324 return half+t;
325 }
326 if (x<=1.25L) {
327 s = x-one;
328 t = one-C1;
329 return t - __poly_libmq(s,12,P1)/(one+s*__poly_libmq(s,12,Q1));
330 } else if (x<=1.75L) {
331 s = x-onehalf;
332 t = one-C2;
333 return t - __poly_libmq(s,12,P2)/(one+s*__poly_libmq(s,13,Q2));
334 }
335 if (x>=107.0L) return nearunfl*nearunfl; /* underflow */
336 else if (x >= L16_3) {
337 y = __poly_libmq(x,15,R2);
338 t = y/__poly_libmq(x,16,S2);
339 } else {
340 y = __poly_libmq(x,14,R1);
341 t = y/__poly_libmq(x,15,S1);
342 }
343 /*
344 * Note that exp(-x*x+d) = exp(-x*x)*exp(d), so to compute
345 * exp(-x*x) with a small relative error, we need to compute
346 * -x*x with a small absolute error. To this end, we set y
347 * equal to the leading part of x but with enough trailing
348 * zeros that y*y can be computed exactly and we rewrite x*x
349 * as y*y + (x-y)*(x+y), distributing the latter expression
350 * across the exponential.
351 *
352 * We could construct y in a portable way by setting
353 *
354 * int i = (int)(x * ptwo);
355 * y = (long double)i * 1/ptwo;
356 *
357 * where ptwo is some power of two large enough to make x-y
358 * small but not so large that the conversion to int overflows.
359 * When long double arithmetic is slow, however, the following
360 * non-portable code is preferable.
361 */
362 y = x;
363 *(2+(int*)&y) = *(3+(int*)&y) = 0;
364 t *= expl(-y*y)*expl(-(x-y)*(x+y));
365 return t;
366 }