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📄 s_erf.c

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//===========================================================================
//
//      s_erf.c
//
//      Part of the standard mathematical function library
//
//===========================================================================
//####ECOSGPLCOPYRIGHTBEGIN####
// -------------------------------------------
// This file is part of eCos, the Embedded Configurable Operating System.
// Copyright (C) 1998, 1999, 2000, 2001, 2002 Red Hat, Inc.
//
// eCos is free software; you can redistribute it and/or modify it under
// the terms of the GNU General Public License as published by the Free
// Software Foundation; either version 2 or (at your option) any later version.
//
// eCos is distributed in the hope that it will be useful, but WITHOUT ANY
// WARRANTY; without even the implied warranty of MERCHANTABILITY or
// FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
// for more details.
//
// You should have received a copy of the GNU General Public License along
// with eCos; if not, write to the Free Software Foundation, Inc.,
// 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA.
//
// As a special exception, if other files instantiate templates or use macros
// or inline functions from this file, or you compile this file and link it
// with other works to produce a work based on this file, this file does not
// by itself cause the resulting work to be covered by the GNU General Public
// License. However the source code for this file must still be made available
// in accordance with section (3) of the GNU General Public License.
//
// This exception does not invalidate any other reasons why a work based on
// this file might be covered by the GNU General Public License.
//
// Alternative licenses for eCos may be arranged by contacting Red Hat, Inc.
// at http://sources.redhat.com/ecos/ecos-license/
// -------------------------------------------
//####ECOSGPLCOPYRIGHTEND####
//===========================================================================
//#####DESCRIPTIONBEGIN####
//
// Author(s):   jlarmour
// Contributors:  jlarmour
// Date:        1998-02-13
// Purpose:     
// Description: 
// Usage:       
//
//####DESCRIPTIONEND####
//
//===========================================================================

// CONFIGURATION

#include <pkgconf/libm.h>   // Configuration header

// Include the Math library?
#ifdef CYGPKG_LIBM     

// Derived from code with the following copyright


/* @(#)s_erf.c 1.3 95/01/18 */
/*
 * ====================================================
 * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
 *
 * Developed at SunSoft, 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<0
 *                      = 2.0 - tiny            (if x <= -6)
 *              erf(x)  = sign(x)*(1.0 - erfc(x)) if x < 6, else
 *              erf(x)  = sign(x)*(1.0 - tiny)
 *         where
 *              R2(z) = degree 6 poly in z, (z=1/x^2)
 *              S2(z) = degree 7 poly in z
 *
 *      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)
 *         We use rational approximation to approximate
 *              g(s)=f(1/x^2) = log(erfc(x)*x) - x*x + 0.5625
 *         Here is the error bound for R1/S1 and R2/S2
 *              |R1/S1 - f(x)|  < 2**(-62.57)
 *              |R2/S2 - f(x)|  < 2**(-61.52)
 *
 *      5. For inf > 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
 */


#include "mathincl/fdlibm.h"

static const double
tiny        = 1e-300,
half=  5.00000000000000000000e-01, /* 0x3FE00000, 0x00000000 */
one =  1.00000000000000000000e+00, /* 0x3FF00000, 0x00000000 */
two =  2.00000000000000000000e+00, /* 0x40000000, 0x00000000 */
        /* c = (float)0.84506291151 */
erx =  8.45062911510467529297e-01, /* 0x3FEB0AC1, 0x60000000 */
/*
 * Coefficients for approximation to  erf on [0,0.84375]
 */

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