summaryrefslogtreecommitdiff
path: root/src/math/erff.c
blob: e2cfc984306d4b52e84b1709977e74f33c617f17 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
/* origin: FreeBSD /usr/src/lib/msun/src/s_erff.c */
/*
 * Conversion to float by Ian Lance Taylor, Cygnus Support, ian@cygnus.com.
 */
/*
 * ====================================================
 * 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.
 * ====================================================
 */

#include "libm.h"

static const float
erx  =  8.4506291151e-01, /* 0x3f58560b */
/*
 * Coefficients for approximation to  erf on [0,0.84375]
 */
efx8 =  1.0270333290e+00, /* 0x3f8375d4 */
pp0  =  1.2837916613e-01, /* 0x3e0375d4 */
pp1  = -3.2504209876e-01, /* 0xbea66beb */
pp2  = -2.8481749818e-02, /* 0xbce9528f */
pp3  = -5.7702702470e-03, /* 0xbbbd1489 */
pp4  = -2.3763017452e-05, /* 0xb7c756b1 */
qq1  =  3.9791721106e-01, /* 0x3ecbbbce */
qq2  =  6.5022252500e-02, /* 0x3d852a63 */
qq3  =  5.0813062117e-03, /* 0x3ba68116 */
qq4  =  1.3249473704e-04, /* 0x390aee49 */
qq5  = -3.9602282413e-06, /* 0xb684e21a */
/*
 * Coefficients for approximation to  erf  in [0.84375,1.25]
 */
pa0  = -2.3621185683e-03, /* 0xbb1acdc6 */
pa1  =  4.1485610604e-01, /* 0x3ed46805 */
pa2  = -3.7220788002e-01, /* 0xbebe9208 */
pa3  =  3.1834661961e-01, /* 0x3ea2fe54 */
pa4  = -1.1089469492e-01, /* 0xbde31cc2 */
pa5  =  3.5478305072e-02, /* 0x3d1151b3 */
pa6  = -2.1663755178e-03, /* 0xbb0df9c0 */
qa1  =  1.0642088205e-01, /* 0x3dd9f331 */
qa2  =  5.4039794207e-01, /* 0x3f0a5785 */
qa3  =  7.1828655899e-02, /* 0x3d931ae7 */
qa4  =  1.2617121637e-01, /* 0x3e013307 */
qa5  =  1.3637083583e-02, /* 0x3c5f6e13 */
qa6  =  1.1984500103e-02, /* 0x3c445aa3 */
/*
 * Coefficients for approximation to  erfc in [1.25,1/0.35]
 */
ra0  = -9.8649440333e-03, /* 0xbc21a093 */
ra1  = -6.9385856390e-01, /* 0xbf31a0b7 */
ra2  = -1.0558626175e+01, /* 0xc128f022 */
ra3  = -6.2375331879e+01, /* 0xc2798057 */
ra4  = -1.6239666748e+02, /* 0xc322658c */
ra5  = -1.8460508728e+02, /* 0xc3389ae7 */
ra6  = -8.1287437439e+01, /* 0xc2a2932b */
ra7  = -9.8143291473e+00, /* 0xc11d077e */
sa1  =  1.9651271820e+01, /* 0x419d35ce */
sa2  =  1.3765776062e+02, /* 0x4309a863 */
sa3  =  4.3456588745e+02, /* 0x43d9486f */
sa4  =  6.4538726807e+02, /* 0x442158c9 */
sa5  =  4.2900814819e+02, /* 0x43d6810b */
sa6  =  1.0863500214e+02, /* 0x42d9451f */
sa7  =  6.5702495575e+00, /* 0x40d23f7c */
sa8  = -6.0424413532e-02, /* 0xbd777f97 */
/*
 * Coefficients for approximation to  erfc in [1/.35,28]
 */
rb0  = -9.8649431020e-03, /* 0xbc21a092 */
rb1  = -7.9928326607e-01, /* 0xbf4c9dd4 */
rb2  = -1.7757955551e+01, /* 0xc18e104b */
rb3  = -1.6063638306e+02, /* 0xc320a2ea */
rb4  = -6.3756646729e+02, /* 0xc41f6441 */
rb5  = -1.0250950928e+03, /* 0xc480230b */
rb6  = -4.8351919556e+02, /* 0xc3f1c275 */
sb1  =  3.0338060379e+01, /* 0x41f2b459 */
sb2  =  3.2579251099e+02, /* 0x43a2e571 */
sb3  =  1.5367296143e+03, /* 0x44c01759 */
sb4  =  3.1998581543e+03, /* 0x4547fdbb */
sb5  =  2.5530502930e+03, /* 0x451f90ce */
sb6  =  4.7452853394e+02, /* 0x43ed43a7 */
sb7  = -2.2440952301e+01; /* 0xc1b38712 */

static float erfc1(float x)
{
	float s,P,Q;

	s = fabsf(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 float erfc2(uint32_t ix, float x)
{
	float s,z,R,S;

	if (ix < 0x3fa00000)  /* |x| < 1.25 */
		return erfc1(x);

	x = fabsf(x);
	s = 1/(x*x);
	if (ix < 0x4036db6d) {   /* |x| < 1/0.35 */
		R = ra0+s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*(
		     ra5+s*(ra6+s*ra7))))));
		S = 1.0f+s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*(
		     sa5+s*(sa6+s*(sa7+s*sa8)))))));
	} else {                 /* |x| >= 1/0.35 */
		R = rb0+s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*(
		     rb5+s*rb6)))));
		S = 1.0f+s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*(
		     sb5+s*(sb6+s*sb7))))));
	}
	GET_FLOAT_WORD(ix, x);
	SET_FLOAT_WORD(z, ix&0xffffe000);
	return expf(-z*z - 0.5625f) * expf((z-x)*(z+x) + R/S)/x;
}

float erff(float x)
{
	float r,s,z,y;
	uint32_t ix;
	int sign;

	GET_FLOAT_WORD(ix, x);
	sign = ix>>31;
	ix &= 0x7fffffff;
	if (ix >= 0x7f800000) {
		/* erf(nan)=nan, erf(+-inf)=+-1 */
		return 1-2*sign + 1/x;
	}
	if (ix < 0x3f580000) {  /* |x| < 0.84375 */
		if (ix < 0x31800000) {  /* |x| < 2**-28 */
			/*avoid underflow */
			return 0.125f*(8*x + efx8*x);
		}
		z = x*x;
		r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4)));
		s = 1+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5))));
		y = r/s;
		return x + x*y;
	}
	if (ix < 0x40c00000)  /* |x| < 6 */
		y = 1 - erfc2(ix,x);
	else
		y = 1 - 0x1p-120f;
	return sign ? -y : y;
}

float erfcf(float x)
{
	float r,s,z,y;
	uint32_t ix;
	int sign;

	GET_FLOAT_WORD(ix, x);
	sign = ix>>31;
	ix &= 0x7fffffff;
	if (ix >= 0x7f800000) {
		/* erfc(nan)=nan, erfc(+-inf)=0,2 */
		return 2*sign + 1/x;
	}

	if (ix < 0x3f580000) {  /* |x| < 0.84375 */
		if (ix < 0x23800000)  /* |x| < 2**-56 */
			return 1.0f - x;
		z = x*x;
		r = pp0+z*(pp1+z*(pp2+z*(pp3+z*pp4)));
		s = 1.0f+z*(qq1+z*(qq2+z*(qq3+z*(qq4+z*qq5))));
		y = r/s;
		if (sign || ix < 0x3e800000)  /* x < 1/4 */
			return 1.0f - (x+x*y);
		return 0.5f - (x - 0.5f + x*y);
	}
	if (ix < 0x41e00000) {  /* |x| < 28 */
		return sign ? 2 - erfc2(ix,x) : erfc2(ix,x);
	}
	return sign ? 2 - 0x1p-120f : 0x1p-120f*0x1p-120f;
}