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authorIndrajith K L2022-12-03 17:00:20 +0530
committerIndrajith K L2022-12-03 17:00:20 +0530
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+module math
+
+/*
+* 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 = 8.45062911510467529297e-01 // 0x3FEB0AC160000000
+ // Coefficients for approximation to erf in [0, 0.84375]
+ efx = 1.28379167095512586316e-01 // 0x3FC06EBA8214DB69
+ efx8 = 1.02703333676410069053e+00 // 0x3FF06EBA8214DB69
+ pp0 = 1.28379167095512558561e-01 // 0x3FC06EBA8214DB68
+ pp1 = -3.25042107247001499370e-01 // 0xBFD4CD7D691CB913
+ pp2 = -2.84817495755985104766e-02 // 0xBF9D2A51DBD7194F
+ pp3 = -5.77027029648944159157e-03 // 0xBF77A291236668E4
+ pp4 = -2.37630166566501626084e-05 // 0xBEF8EAD6120016AC
+ qq1 = 3.97917223959155352819e-01 // 0x3FD97779CDDADC09
+ qq2 = 6.50222499887672944485e-02 // 0x3FB0A54C5536CEBA
+ qq3 = 5.08130628187576562776e-03 // 0x3F74D022C4D36B0F
+ qq4 = 1.32494738004321644526e-04 // 0x3F215DC9221C1A10
+ qq5 = -3.96022827877536812320e-06 // 0xBED09C4342A26120
+ // Coefficients for approximation to erf in [0.84375, 1.25]
+ pa0 = -2.36211856075265944077e-03 // 0xBF6359B8BEF77538
+ pa1 = 4.14856118683748331666e-01 // 0x3FDA8D00AD92B34D
+ pa2 = -3.72207876035701323847e-01 // 0xBFD7D240FBB8C3F1
+ pa3 = 3.18346619901161753674e-01 // 0x3FD45FCA805120E4
+ pa4 = -1.10894694282396677476e-01 // 0xBFBC63983D3E28EC
+ pa5 = 3.54783043256182359371e-02 // 0x3FA22A36599795EB
+ pa6 = -2.16637559486879084300e-03 // 0xBF61BF380A96073F
+ qa1 = 1.06420880400844228286e-01 // 0x3FBB3E6618EEE323
+ qa2 = 5.40397917702171048937e-01 // 0x3FE14AF092EB6F33
+ qa3 = 7.18286544141962662868e-02 // 0x3FB2635CD99FE9A7
+ qa4 = 1.26171219808761642112e-01 // 0x3FC02660E763351F
+ qa5 = 1.36370839120290507362e-02 // 0x3F8BEDC26B51DD1C
+ qa6 = 1.19844998467991074170e-02 // 0x3F888B545735151D
+ // Coefficients for approximation to erfc in [1.25, 1/0.35]
+ ra0 = -9.86494403484714822705e-03 // 0xBF843412600D6435
+ ra1 = -6.93858572707181764372e-01 // 0xBFE63416E4BA7360
+ ra2 = -1.05586262253232909814e+01 // 0xC0251E0441B0E726
+ ra3 = -6.23753324503260060396e+01 // 0xC04F300AE4CBA38D
+ ra4 = -1.62396669462573470355e+02 // 0xC0644CB184282266
+ ra5 = -1.84605092906711035994e+02 // 0xC067135CEBCCABB2
+ ra6 = -8.12874355063065934246e+01 // 0xC054526557E4D2F2
+ ra7 = -9.81432934416914548592e+00 // 0xC023A0EFC69AC25C
+ sa1 = 1.96512716674392571292e+01 // 0x4033A6B9BD707687
+ sa2 = 1.37657754143519042600e+02 // 0x4061350C526AE721
+ sa3 = 4.34565877475229228821e+02 // 0x407B290DD58A1A71
+ sa4 = 6.45387271733267880336e+02 // 0x40842B1921EC2868
+ sa5 = 4.29008140027567833386e+02 // 0x407AD02157700314
+ sa6 = 1.08635005541779435134e+02 // 0x405B28A3EE48AE2C
+ sa7 = 6.57024977031928170135e+00 // 0x401A47EF8E484A93
+ sa8 = -6.04244152148580987438e-02 // 0xBFAEEFF2EE749A62
+ // Coefficients for approximation to erfc in [1/.35, 28]
+ rb0 = -9.86494292470009928597e-03 // 0xBF84341239E86F4A
+ rb1 = -7.99283237680523006574e-01 // 0xBFE993BA70C285DE
+ rb2 = -1.77579549177547519889e+01 // 0xC031C209555F995A
+ rb3 = -1.60636384855821916062e+02 // 0xC064145D43C5ED98
+ rb4 = -6.37566443368389627722e+02 // 0xC083EC881375F228
+ rb5 = -1.02509513161107724954e+03 // 0xC09004616A2E5992
+ rb6 = -4.83519191608651397019e+02 // 0xC07E384E9BDC383F
+ sb1 = 3.03380607434824582924e+01 // 0x403E568B261D5190
+ sb2 = 3.25792512996573918826e+02 // 0x40745CAE221B9F0A
+ sb3 = 1.53672958608443695994e+03 // 0x409802EB189D5118
+ sb4 = 3.19985821950859553908e+03 // 0x40A8FFB7688C246A
+ sb5 = 2.55305040643316442583e+03 // 0x40A3F219CEDF3BE6
+ sb6 = 4.74528541206955367215e+02 // 0x407DA874E79FE763
+ sb7 = -2.24409524465858183362e+01 // 0xC03670E242712D62
+)
+
+// erf returns the error function of x.
+//
+// special cases are:
+// erf(+inf) = 1
+// erf(-inf) = -1
+// erf(nan) = nan
+pub fn erf(a f64) f64 {
+ mut x := a
+ very_tiny := 2.848094538889218e-306 // 0x0080000000000000
+ small := 1.0 / f64(u64(1) << 28) // 2**-28
+ if is_nan(x) {
+ return nan()
+ }
+ if is_inf(x, 1) {
+ return 1.0
+ }
+ if is_inf(x, -1) {
+ return f64(-1)
+ }
+ mut sign := false
+ if x < 0 {
+ x = -x
+ sign = true
+ }
+ if x < 0.84375 { // |x| < 0.84375
+ mut temp := 0.0
+ if x < small { // |x| < 2**-28
+ if x < very_tiny {
+ temp = 0.125 * (8.0 * x + math.efx8 * x) // avoid underflow
+ } else {
+ temp = x + math.efx * x
+ }
+ } else {
+ z := x * x
+ r := math.pp0 + z * (math.pp1 + z * (math.pp2 + z * (math.pp3 + z * math.pp4)))
+ s_ := 1.0 + z * (math.qq1 + z * (math.qq2 + z * (math.qq3 + z * (math.qq4 +
+ z * math.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 := math.pa0 + s_ * (math.pa1 + s_ * (math.pa2 + s_ * (math.pa3 + s_ * (math.pa4 +
+ s_ * (math.pa5 + s_ * math.pa6)))))
+ q := 1.0 + s_ * (math.qa1 + s_ * (math.qa2 + s_ * (math.qa3 + s_ * (math.qa4 +
+ s_ * (math.qa5 + s_ * math.qa6)))))
+ if sign {
+ return -math.erx - p / q
+ }
+ return math.erx + p / q
+ }
+ if x >= 6 { // inf > |x| >= 6
+ if sign {
+ return -1
+ }
+ return 1.0
+ }
+ s_ := 1.0 / (x * x)
+ mut r := 0.0
+ mut s := 0.0
+ if x < 1.0 / 0.35 { // |x| < 1 / 0.35 ~ 2.857143
+ r = math.ra0 + s_ * (math.ra1 + s_ * (math.ra2 + s_ * (math.ra3 + s_ * (math.ra4 +
+ s_ * (math.ra5 + s_ * (math.ra6 + s_ * math.ra7))))))
+ s = 1.0 + s_ * (math.sa1 + s_ * (math.sa2 + s_ * (math.sa3 + s_ * (math.sa4 +
+ s_ * (math.sa5 + s_ * (math.sa6 + s_ * (math.sa7 + s_ * math.sa8)))))))
+ } else { // |x| >= 1 / 0.35 ~ 2.857143
+ r = math.rb0 + s_ * (math.rb1 + s_ * (math.rb2 + s_ * (math.rb3 + s_ * (math.rb4 +
+ s_ * (math.rb5 + s_ * math.rb6)))))
+ s = 1.0 + s_ * (math.sb1 + s_ * (math.sb2 + s_ * (math.sb3 + s_ * (math.sb4 +
+ s_ * (math.sb5 + s_ * (math.sb6 + s_ * math.sb7))))))
+ }
+ z := f64_from_bits(f64_bits(x) & 0xffffffff00000000) // pseudo-single (20-bit) precision x
+ r_ := exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / s)
+ if sign {
+ return r_ / x - 1.0
+ }
+ return 1.0 - r_ / x
+}
+
+// erfc returns the complementary error function of x.
+//
+// special cases are:
+// erfc(+inf) = 0
+// erfc(-inf) = 2
+// erfc(nan) = nan
+pub fn erfc(a f64) f64 {
+ mut x := a
+ tiny := 1.0 / f64(u64(1) << 56) // 2**-56
+ // special cases
+ if is_nan(x) {
+ return nan()
+ }
+ if is_inf(x, 1) {
+ return 0.0
+ }
+ if is_inf(x, -1) {
+ return 2.0
+ }
+ mut sign := false
+ if x < 0 {
+ x = -x
+ sign = true
+ }
+ if x < 0.84375 { // |x| < 0.84375
+ mut temp := 0.0
+ if x < tiny { // |x| < 2**-56
+ temp = x
+ } else {
+ z := x * x
+ r := math.pp0 + z * (math.pp1 + z * (math.pp2 + z * (math.pp3 + z * math.pp4)))
+ s_ := 1.0 + z * (math.qq1 + z * (math.qq2 + z * (math.qq3 + z * (math.qq4 +
+ z * math.qq5))))
+ y := r / s_
+ if x < 0.25 { // |x| < 1.0/4
+ temp = x + x * y
+ } else {
+ temp = 0.5 + (x * y + (x - 0.5))
+ }
+ }
+ if sign {
+ return 1.0 + temp
+ }
+ return 1.0 - temp
+ }
+ if x < 1.25 { // 0.84375 <= |x| < 1.25
+ s_ := x - 1
+ p := math.pa0 + s_ * (math.pa1 + s_ * (math.pa2 + s_ * (math.pa3 + s_ * (math.pa4 +
+ s_ * (math.pa5 + s_ * math.pa6)))))
+ q := 1.0 + s_ * (math.qa1 + s_ * (math.qa2 + s_ * (math.qa3 + s_ * (math.qa4 +
+ s_ * (math.qa5 + s_ * math.qa6)))))
+ if sign {
+ return 1.0 + math.erx + p / q
+ }
+ return 1.0 - math.erx - p / q
+ }
+ if x < 28 { // |x| < 28
+ s_ := 1.0 / (x * x)
+ mut r := 0.0
+ mut s := 0.0
+ if x < 1.0 / 0.35 { // |x| < 1 / 0.35 ~ 2.857143
+ r = math.ra0 + s_ * (math.ra1 + s_ * (math.ra2 + s_ * (math.ra3 + s_ * (math.ra4 +
+ s_ * (math.ra5 + s_ * (math.ra6 + s_ * math.ra7))))))
+ s = 1.0 + s_ * (math.sa1 + s_ * (math.sa2 + s_ * (math.sa3 + s_ * (math.sa4 +
+ s_ * (math.sa5 + s_ * (math.sa6 + s_ * (math.sa7 + s_ * math.sa8)))))))
+ } else { // |x| >= 1 / 0.35 ~ 2.857143
+ if sign && x > 6 {
+ return 2.0 // x < -6
+ }
+ r = math.rb0 + s_ * (math.rb1 + s_ * (math.rb2 + s_ * (math.rb3 + s_ * (math.rb4 +
+ s_ * (math.rb5 + s_ * math.rb6)))))
+ s = 1.0 + s_ * (math.sb1 + s_ * (math.sb2 + s_ * (math.sb3 + s_ * (math.sb4 +
+ s_ * (math.sb5 + s_ * (math.sb6 + s_ * math.sb7))))))
+ }
+ z := f64_from_bits(f64_bits(x) & 0xffffffff00000000) // pseudo-single (20-bit) precision x
+ r_ := exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / s)
+ if sign {
+ return 2.0 - r_ / x
+ }
+ return r_ / x
+ }
+ if sign {
+ return 2.0
+ }
+ return 0.0
+}