| use super::{exp, fabs, get_high_word, with_set_low_word}; |
| /* 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<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 |
| */ |
| |
| const ERX: f64 = 8.45062911510467529297e-01; /* 0x3FEB0AC1, 0x60000000 */ |
| /* |
| * Coefficients for approximation to erf on [0,0.84375] |
| */ |
| const EFX8: f64 = 1.02703333676410069053e+00; /* 0x3FF06EBA, 0x8214DB69 */ |
| const PP0: f64 = 1.28379167095512558561e-01; /* 0x3FC06EBA, 0x8214DB68 */ |
| const PP1: f64 = -3.25042107247001499370e-01; /* 0xBFD4CD7D, 0x691CB913 */ |
| const PP2: f64 = -2.84817495755985104766e-02; /* 0xBF9D2A51, 0xDBD7194F */ |
| const PP3: f64 = -5.77027029648944159157e-03; /* 0xBF77A291, 0x236668E4 */ |
| const PP4: f64 = -2.37630166566501626084e-05; /* 0xBEF8EAD6, 0x120016AC */ |
| const QQ1: f64 = 3.97917223959155352819e-01; /* 0x3FD97779, 0xCDDADC09 */ |
| const QQ2: f64 = 6.50222499887672944485e-02; /* 0x3FB0A54C, 0x5536CEBA */ |
| const QQ3: f64 = 5.08130628187576562776e-03; /* 0x3F74D022, 0xC4D36B0F */ |
| const QQ4: f64 = 1.32494738004321644526e-04; /* 0x3F215DC9, 0x221C1A10 */ |
| const QQ5: f64 = -3.96022827877536812320e-06; /* 0xBED09C43, 0x42A26120 */ |
| /* |
| * Coefficients for approximation to erf in [0.84375,1.25] |
| */ |
| const PA0: f64 = -2.36211856075265944077e-03; /* 0xBF6359B8, 0xBEF77538 */ |
| const PA1: f64 = 4.14856118683748331666e-01; /* 0x3FDA8D00, 0xAD92B34D */ |
| const PA2: f64 = -3.72207876035701323847e-01; /* 0xBFD7D240, 0xFBB8C3F1 */ |
| const PA3: f64 = 3.18346619901161753674e-01; /* 0x3FD45FCA, 0x805120E4 */ |
| const PA4: f64 = -1.10894694282396677476e-01; /* 0xBFBC6398, 0x3D3E28EC */ |
| const PA5: f64 = 3.54783043256182359371e-02; /* 0x3FA22A36, 0x599795EB */ |
| const PA6: f64 = -2.16637559486879084300e-03; /* 0xBF61BF38, 0x0A96073F */ |
| const QA1: f64 = 1.06420880400844228286e-01; /* 0x3FBB3E66, 0x18EEE323 */ |
| const QA2: f64 = 5.40397917702171048937e-01; /* 0x3FE14AF0, 0x92EB6F33 */ |
| const QA3: f64 = 7.18286544141962662868e-02; /* 0x3FB2635C, 0xD99FE9A7 */ |
| const QA4: f64 = 1.26171219808761642112e-01; /* 0x3FC02660, 0xE763351F */ |
| const QA5: f64 = 1.36370839120290507362e-02; /* 0x3F8BEDC2, 0x6B51DD1C */ |
| const QA6: f64 = 1.19844998467991074170e-02; /* 0x3F888B54, 0x5735151D */ |
| /* |
| * Coefficients for approximation to erfc in [1.25,1/0.35] |
| */ |
| const RA0: f64 = -9.86494403484714822705e-03; /* 0xBF843412, 0x600D6435 */ |
| const RA1: f64 = -6.93858572707181764372e-01; /* 0xBFE63416, 0xE4BA7360 */ |
| const RA2: f64 = -1.05586262253232909814e+01; /* 0xC0251E04, 0x41B0E726 */ |
| const RA3: f64 = -6.23753324503260060396e+01; /* 0xC04F300A, 0xE4CBA38D */ |
| const RA4: f64 = -1.62396669462573470355e+02; /* 0xC0644CB1, 0x84282266 */ |
| const RA5: f64 = -1.84605092906711035994e+02; /* 0xC067135C, 0xEBCCABB2 */ |
| const RA6: f64 = -8.12874355063065934246e+01; /* 0xC0545265, 0x57E4D2F2 */ |
| const RA7: f64 = -9.81432934416914548592e+00; /* 0xC023A0EF, 0xC69AC25C */ |
| const SA1: f64 = 1.96512716674392571292e+01; /* 0x4033A6B9, 0xBD707687 */ |
| const SA2: f64 = 1.37657754143519042600e+02; /* 0x4061350C, 0x526AE721 */ |
| const SA3: f64 = 4.34565877475229228821e+02; /* 0x407B290D, 0xD58A1A71 */ |
| const SA4: f64 = 6.45387271733267880336e+02; /* 0x40842B19, 0x21EC2868 */ |
| const SA5: f64 = 4.29008140027567833386e+02; /* 0x407AD021, 0x57700314 */ |
| const SA6: f64 = 1.08635005541779435134e+02; /* 0x405B28A3, 0xEE48AE2C */ |
| const SA7: f64 = 6.57024977031928170135e+00; /* 0x401A47EF, 0x8E484A93 */ |
| const SA8: f64 = -6.04244152148580987438e-02; /* 0xBFAEEFF2, 0xEE749A62 */ |
| /* |
| * Coefficients for approximation to erfc in [1/.35,28] |
| */ |
| const RB0: f64 = -9.86494292470009928597e-03; /* 0xBF843412, 0x39E86F4A */ |
| const RB1: f64 = -7.99283237680523006574e-01; /* 0xBFE993BA, 0x70C285DE */ |
| const RB2: f64 = -1.77579549177547519889e+01; /* 0xC031C209, 0x555F995A */ |
| const RB3: f64 = -1.60636384855821916062e+02; /* 0xC064145D, 0x43C5ED98 */ |
| const RB4: f64 = -6.37566443368389627722e+02; /* 0xC083EC88, 0x1375F228 */ |
| const RB5: f64 = -1.02509513161107724954e+03; /* 0xC0900461, 0x6A2E5992 */ |
| const RB6: f64 = -4.83519191608651397019e+02; /* 0xC07E384E, 0x9BDC383F */ |
| const SB1: f64 = 3.03380607434824582924e+01; /* 0x403E568B, 0x261D5190 */ |
| const SB2: f64 = 3.25792512996573918826e+02; /* 0x40745CAE, 0x221B9F0A */ |
| const SB3: f64 = 1.53672958608443695994e+03; /* 0x409802EB, 0x189D5118 */ |
| const SB4: f64 = 3.19985821950859553908e+03; /* 0x40A8FFB7, 0x688C246A */ |
| const SB5: f64 = 2.55305040643316442583e+03; /* 0x40A3F219, 0xCEDF3BE6 */ |
| const SB6: f64 = 4.74528541206955367215e+02; /* 0x407DA874, 0xE79FE763 */ |
| const SB7: f64 = -2.24409524465858183362e+01; /* 0xC03670E2, 0x42712D62 */ |
| |
| fn erfc1(x: f64) -> f64 { |
| let s: f64; |
| let p: f64; |
| let q: f64; |
| |
| s = fabs(x) - 1.0; |
| p = PA0 + s * (PA1 + s * (PA2 + s * (PA3 + s * (PA4 + s * (PA5 + s * PA6))))); |
| q = 1.0 + s * (QA1 + s * (QA2 + s * (QA3 + s * (QA4 + s * (QA5 + s * QA6))))); |
| |
| 1.0 - ERX - p / q |
| } |
| |
| fn erfc2(ix: u32, mut x: f64) -> f64 { |
| let s: f64; |
| let r: f64; |
| let big_s: f64; |
| let z: f64; |
| |
| if ix < 0x3ff40000 { |
| /* |x| < 1.25 */ |
| return erfc1(x); |
| } |
| |
| x = fabs(x); |
| s = 1.0 / (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)))))); |
| big_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))))); |
| big_s = |
| 1.0 + s * (SB1 + s * (SB2 + s * (SB3 + s * (SB4 + s * (SB5 + s * (SB6 + s * SB7)))))); |
| } |
| z = with_set_low_word(x, 0); |
| |
| exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / big_s) / x |
| } |
| |
| /// Error function (f64) |
| /// |
| /// Calculates an approximation to the “error function”, which estimates |
| /// the probability that an observation will fall within x standard |
| /// deviations of the mean (assuming a normal distribution). |
| pub fn erf(x: f64) -> f64 { |
| let r: f64; |
| let s: f64; |
| let z: f64; |
| let y: f64; |
| let mut ix: u32; |
| let sign: usize; |
| |
| ix = get_high_word(x); |
| sign = (ix >> 31) as usize; |
| ix &= 0x7fffffff; |
| if ix >= 0x7ff00000 { |
| /* erf(nan)=nan, erf(+-inf)=+-1 */ |
| return 1.0 - 2.0 * (sign as f64) + 1.0 / x; |
| } |
| if ix < 0x3feb0000 { |
| /* |x| < 0.84375 */ |
| if ix < 0x3e300000 { |
| /* |x| < 2**-28 */ |
| /* avoid underflow */ |
| return 0.125 * (8.0 * 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 = 1.0 - erfc2(ix, x); |
| } else { |
| let x1p_1022 = f64::from_bits(0x0010000000000000); |
| y = 1.0 - x1p_1022; |
| } |
| |
| if sign != 0 { |
| -y |
| } else { |
| y |
| } |
| } |
| |
| /// Error function (f64) |
| /// |
| /// Calculates the complementary probability. |
| /// Is `1 - erf(x)`. Is computed directly, so that you can use it to avoid |
| /// the loss of precision that would result from subtracting |
| /// large probabilities (on large `x`) from 1. |
| pub fn erfc(x: f64) -> f64 { |
| let r: f64; |
| let s: f64; |
| let z: f64; |
| let y: f64; |
| let mut ix: u32; |
| let sign: usize; |
| |
| ix = get_high_word(x); |
| sign = (ix >> 31) as usize; |
| ix &= 0x7fffffff; |
| if ix >= 0x7ff00000 { |
| /* erfc(nan)=nan, erfc(+-inf)=0,2 */ |
| return 2.0 * (sign as f64) + 1.0 / 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 != 0 || 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 */ |
| if sign != 0 { |
| return 2.0 - erfc2(ix, x); |
| } else { |
| return erfc2(ix, x); |
| } |
| } |
| |
| let x1p_1022 = f64::from_bits(0x0010000000000000); |
| if sign != 0 { |
| 2.0 - x1p_1022 |
| } else { |
| x1p_1022 * x1p_1022 |
| } |
| } |
