package math // The original C code and the long comment below are // from FreeBSD's /usr/src/lib/msun/src/s_erf.c and // came with this notice. // // ==================================================== // 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 erf :: proc{ erf_f16, erf_f16le, erf_f16be, erf_f32, erf_f32le, erf_f32be, erf_f64, } @(require_results) erf_f16 :: proc "contextless" (x: f16) -> f16 { return f16(erf_f64(f64(x))) } @(require_results) erf_f16le :: proc "contextless" (x: f16le) -> f16le { return f16le(erf_f64(f64(x))) } @(require_results) erf_f16be :: proc "contextless" (x: f16be) -> f16be { return f16be(erf_f64(f64(x))) } @(require_results) erf_f32 :: proc "contextless" (x: f32) -> f32 { return f32(erf_f64(f64(x))) } @(require_results) erf_f32le :: proc "contextless" (x: f32le) -> f32le { return f32le(erf_f64(f64(x))) } @(require_results) erf_f32be :: proc "contextless" (x: f32be) -> f32be { return f32be(erf_f64(f64(x))) } @(require_results) erf_f64 :: proc "contextless" (x: f64) -> f64 { erx :: 0h3FEB0AC160000000 // Coefficients for approximation to erf in [0, 0.84375] efx :: 0h3FC06EBA8214DB69 efx8 :: 0h3FF06EBA8214DB69 pp0 :: 0h3FC06EBA8214DB68 pp1 :: 0hBFD4CD7D691CB913 pp2 :: 0hBF9D2A51DBD7194F pp3 :: 0hBF77A291236668E4 pp4 :: 0hBEF8EAD6120016AC qq1 :: 0h3FD97779CDDADC09 qq2 :: 0h3FB0A54C5536CEBA qq3 :: 0h3F74D022C4D36B0F qq4 :: 0h3F215DC9221C1A10 qq5 :: 0hBED09C4342A26120 // Coefficients for approximation to erf in [0.84375, 1.25] pa0 :: 0hBF6359B8BEF77538 pa1 :: 0h3FDA8D00AD92B34D pa2 :: 0hBFD7D240FBB8C3F1 pa3 :: 0h3FD45FCA805120E4 pa4 :: 0hBFBC63983D3E28EC pa5 :: 0h3FA22A36599795EB pa6 :: 0hBF61BF380A96073F qa1 :: 0h3FBB3E6618EEE323 qa2 :: 0h3FE14AF092EB6F33 qa3 :: 0h3FB2635CD99FE9A7 qa4 :: 0h3FC02660E763351F qa5 :: 0h3F8BEDC26B51DD1C qa6 :: 0h3F888B545735151D // Coefficients for approximation to erfc in [1.25, 1/0.35] ra0 :: 0hBF843412600D6435 ra1 :: 0hBFE63416E4BA7360 ra2 :: 0hC0251E0441B0E726 ra3 :: 0hC04F300AE4CBA38D ra4 :: 0hC0644CB184282266 ra5 :: 0hC067135CEBCCABB2 ra6 :: 0hC054526557E4D2F2 ra7 :: 0hC023A0EFC69AC25C sa1 :: 0h4033A6B9BD707687 sa2 :: 0h4061350C526AE721 sa3 :: 0h407B290DD58A1A71 sa4 :: 0h40842B1921EC2868 sa5 :: 0h407AD02157700314 sa6 :: 0h405B28A3EE48AE2C sa7 :: 0h401A47EF8E484A93 sa8 :: 0hBFAEEFF2EE749A62 // Coefficients for approximation to erfc in [1/.35, 28] rb0 :: 0hBF84341239E86F4A rb1 :: 0hBFE993BA70C285DE rb2 :: 0hC031C209555F995A rb3 :: 0hC064145D43C5ED98 rb4 :: 0hC083EC881375F228 rb5 :: 0hC09004616A2E5992 rb6 :: 0hC07E384E9BDC383F sb1 :: 0h403E568B261D5190 sb2 :: 0h40745CAE221B9F0A sb3 :: 0h409802EB189D5118 sb4 :: 0h40A8FFB7688C246A sb5 :: 0h40A3F219CEDF3BE6 sb6 :: 0h407DA874E79FE763 sb7 :: 0hC03670E242712D62 VERY_TINY :: 0h0080000000000000 SMALL :: 1.0 / (1 << 28) // 2**-28 // special cases switch { case is_nan(x): return nan_f64() case is_inf(x, 1): return 1 case is_inf(x, -1): return -1 } x := x sign := false if x < 0 { x = -x sign = true } if x < 0.84375 { // |x| < 0.84375 temp: f64 if x < SMALL { // |x| < 2**-28 if x < VERY_TINY { temp = 0.125 * (8.0*x + efx8*x) // avoid underflow } else { temp = x + efx*x } } else { 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 temp = x + x*y } if sign { return -temp } return temp } if x < 1.25 { // 0.84375 <= |x| < 1.25 s := 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))))) if sign { return -erx - P/Q } return erx + P/Q } if x >= 6 { // inf > |x| >= 6 if sign { return -1 } return 1 } s := 1 / (x * x) R, S: f64 if x < 1/0.35 { // |x| < 1 / 0.35 ~ 2.857143 R = ra0 + s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*(ra5+s*(ra6+s*ra7)))))) S = 1 + s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*(sa5+s*(sa6+s*(sa7+s*sa8))))))) } else { // |x| >= 1 / 0.35 ~ 2.857143 R = rb0 + s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*(rb5+s*rb6))))) S = 1 + s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*(sb5+s*(sb6+s*sb7)))))) } z := transmute(f64)(0xffffffff00000000 & transmute(u64)x) // pseudo-single (20-bit) precision x r := exp(-z*z-0.5625) * exp((z-x)*(z+x)+R/S) if sign { return r/x - 1 } return 1 - r/x } erfc :: proc{ erfc_f16, erfc_f16le, erfc_f16be, erfc_f32, erfc_f32le, erfc_f32be, erfc_f64, } @(require_results) erfc_f16 :: proc "contextless" (x: f16) -> f16 { return f16(erfc_f64(f64(x))) } @(require_results) erfc_f16le :: proc "contextless" (x: f16le) -> f16le { return f16le(erfc_f64(f64(x))) } @(require_results) erfc_f16be :: proc "contextless" (x: f16be) -> f16be { return f16be(erfc_f64(f64(x))) } @(require_results) erfc_f32 :: proc "contextless" (x: f32) -> f32 { return f32(erfc_f64(f64(x))) } @(require_results) erfc_f32le :: proc "contextless" (x: f32le) -> f32le { return f32le(erfc_f64(f64(x))) } @(require_results) erfc_f32be :: proc "contextless" (x: f32be) -> f32be { return f32be(erfc_f64(f64(x))) } @(require_results) erfc_f64 :: proc "contextless" (x: f64) -> f64 { erx :: 0h3FEB0AC160000000 // Coefficients for approximation to erf in [0, 0.84375] efx :: 0h3FC06EBA8214DB69 efx8 :: 0h3FF06EBA8214DB69 pp0 :: 0h3FC06EBA8214DB68 pp1 :: 0hBFD4CD7D691CB913 pp2 :: 0hBF9D2A51DBD7194F pp3 :: 0hBF77A291236668E4 pp4 :: 0hBEF8EAD6120016AC qq1 :: 0h3FD97779CDDADC09 qq2 :: 0h3FB0A54C5536CEBA qq3 :: 0h3F74D022C4D36B0F qq4 :: 0h3F215DC9221C1A10 qq5 :: 0hBED09C4342A26120 // Coefficients for approximation to erf in [0.84375, 1.25] pa0 :: 0hBF6359B8BEF77538 pa1 :: 0h3FDA8D00AD92B34D pa2 :: 0hBFD7D240FBB8C3F1 pa3 :: 0h3FD45FCA805120E4 pa4 :: 0hBFBC63983D3E28EC pa5 :: 0h3FA22A36599795EB pa6 :: 0hBF61BF380A96073F qa1 :: 0h3FBB3E6618EEE323 qa2 :: 0h3FE14AF092EB6F33 qa3 :: 0h3FB2635CD99FE9A7 qa4 :: 0h3FC02660E763351F qa5 :: 0h3F8BEDC26B51DD1C qa6 :: 0h3F888B545735151D // Coefficients for approximation to erfc in [1.25, 1/0.35] ra0 :: 0hBF843412600D6435 ra1 :: 0hBFE63416E4BA7360 ra2 :: 0hC0251E0441B0E726 ra3 :: 0hC04F300AE4CBA38D ra4 :: 0hC0644CB184282266 ra5 :: 0hC067135CEBCCABB2 ra6 :: 0hC054526557E4D2F2 ra7 :: 0hC023A0EFC69AC25C sa1 :: 0h4033A6B9BD707687 sa2 :: 0h4061350C526AE721 sa3 :: 0h407B290DD58A1A71 sa4 :: 0h40842B1921EC2868 sa5 :: 0h407AD02157700314 sa6 :: 0h405B28A3EE48AE2C sa7 :: 0h401A47EF8E484A93 sa8 :: 0hBFAEEFF2EE749A62 // Coefficients for approximation to erfc in [1/.35, 28] rb0 :: 0hBF84341239E86F4A rb1 :: 0hBFE993BA70C285DE rb2 :: 0hC031C209555F995A rb3 :: 0hC064145D43C5ED98 rb4 :: 0hC083EC881375F228 rb5 :: 0hC09004616A2E5992 rb6 :: 0hC07E384E9BDC383F sb1 :: 0h403E568B261D5190 sb2 :: 0h40745CAE221B9F0A sb3 :: 0h409802EB189D5118 sb4 :: 0h40A8FFB7688C246A sb5 :: 0h40A3F219CEDF3BE6 sb6 :: 0h407DA874E79FE763 sb7 :: 0hC03670E242712D62 TINY :: 1.0 / (1 << 56) // 2**-56 // special cases switch { case is_nan(x): return nan_f64() case is_inf(x, 1): return 0 case is_inf(x, -1): return 2 } x := x sign := false if x < 0 { x = -x sign = true } if x < 0.84375 { // |x| < 0.84375 temp: f64 if x < TINY { // |x| < 2**-56 temp = x } else { 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 if x < 0.25 { // |x| < 1/4 temp = x + x*y } else { temp = 0.5 + (x*y + (x - 0.5)) } } if sign { return 1 + temp } return 1 - temp } if x < 1.25 { // 0.84375 <= |x| < 1.25 s := 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))))) if sign { return 1 + erx + P/Q } return 1 - erx - P/Q } if x < 28 { // |x| < 28 s := 1 / (x * x) R, S: f64 if x < 1/0.35 { // |x| < 1 / 0.35 ~ 2.857143 R = ra0 + s*(ra1+s*(ra2+s*(ra3+s*(ra4+s*(ra5+s*(ra6+s*ra7)))))) S = 1 + s*(sa1+s*(sa2+s*(sa3+s*(sa4+s*(sa5+s*(sa6+s*(sa7+s*sa8))))))) } else { // |x| >= 1 / 0.35 ~ 2.857143 if sign && x > 6 { return 2 // x < -6 } R = rb0 + s*(rb1+s*(rb2+s*(rb3+s*(rb4+s*(rb5+s*rb6))))) S = 1 + s*(sb1+s*(sb2+s*(sb3+s*(sb4+s*(sb5+s*(sb6+s*sb7)))))) } z := transmute(f64)(0xffffffff00000000 & transmute(u64)x) // pseudo-single (20-bit) precision x r := exp(-z*z-0.5625) * exp((z-x)*(z+x)+R/S) if sign { return 2 - r/x } return r / x } if sign { return 2 } return 0 }