/* * Cephes Math Library Release 2.2: June, 1992 * Copyright 1984, 1987, 1988, 1992 by Stephen L. Moshier * Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ /* * * Error function * * * * SYNOPSIS: * * double x, y, erf(); * * y = erf( x ); * * * * DESCRIPTION: * * The integral is * * x * - * 2 | | 2 * erf(x) = -------- | exp( - t ) dt. * sqrt(pi) | | * - * 0 * * For 0 <= |x| < 1, erf(x) = x * P4(x**2)/Q5(x**2); otherwise * erf(x) = 1 - erfc(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,1 30000 3.7e-16 1.0e-16 * */ /* * * Complementary error function * * * * SYNOPSIS: * * double x, y, erfc(); * * y = erfc( x ); * * * * DESCRIPTION: * * * 1 - erf(x) = * * inf. * - * 2 | | 2 * erfc(x) = -------- | exp( - t ) dt * sqrt(pi) | | * - * x * * * For small x, erfc(x) = 1 - erf(x); otherwise rational * approximations are computed. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,26.6417 30000 5.7e-14 1.5e-14 */ #ifdef NEED_ERF #if FLOAT_SIZE>4 // DOUBLE_PRECISION double erf(double x); double erfc(double a); constant double PD[] = { 2.46196981473530512524E-10, 5.64189564831068821977E-1, 7.46321056442269912687E0, 4.86371970985681366614E1, 1.96520832956077098242E2, 5.26445194995477358631E2, 9.34528527171957607540E2, 1.02755188689515710272E3, 5.57535335369399327526E2 }; constant double QD[] = { /* 1.00000000000000000000E0, */ 1.32281951154744992508E1, 8.67072140885989742329E1, 3.54937778887819891062E2, 9.75708501743205489753E2, 1.82390916687909736289E3, 2.24633760818710981792E3, 1.65666309194161350182E3, 5.57535340817727675546E2 }; constant double RD[] = { 5.64189583547755073984E-1, 1.27536670759978104416E0, 5.01905042251180477414E0, 6.16021097993053585195E0, 7.40974269950448939160E0, 2.97886665372100240670E0 }; constant double SD[] = { /* 1.00000000000000000000E0, */ 2.26052863220117276590E0, 9.39603524938001434673E0, 1.20489539808096656605E1, 1.70814450747565897222E1, 9.60896809063285878198E0, 3.36907645100081516050E0 }; constant double TD[] = { 9.60497373987051638749E0, 9.00260197203842689217E1, 2.23200534594684319226E3, 7.00332514112805075473E3, 5.55923013010394962768E4 }; constant double UD[] = { /* 1.00000000000000000000E0, */ 3.35617141647503099647E1, 5.21357949780152679795E2, 4.59432382970980127987E3, 2.26290000613890934246E4, 4.92673942608635921086E4 }; double erfc(double a) { double MAXLOG = 88.72283905206835; double p, q, x, y, z; /*if (a < 0.0) x = -a; else x = a;*/ x = fabs(a); if (x < 1.0) { //The line bellow is a troublemaker for GPU, so sas_erf function //is explicit here for the case < 1.0 //return (1.0 - sas_erf(a)); z = x * x; y = x * polevl(z, TD, 4) / p1evl(z, UD, 5); return y; } z = -a * a; if (z < -MAXLOG) { if (a < 0) return (2.0); else return (0.0); } z = exp(z); if (x < 8.0) { p = polevl(x, PD, 8); q = p1evl(x, QD, 8); } else { p = polevl(x, RD, 5); q = p1evl(x, SD, 6); } y = (z * p) / q; if (a < 0) y = 2.0 - y; if (y == 0.0) { if (a < 0) return (2.0); else return (0.0); } return y; } double erf(double x) { double y, z; if (fabs(x) > 1.0) return (1.0 - erfc(x)); z = x * x; #if FLOAT_SIZE>4 y = x * polevl(z, TD, 4) / p1evl(z, UD, 5); #else y = x * polevl( z, TF, 6 ); #endif return y; } #else // SINGLE PRECISION double erff(double x); double erfcf(double a); /* erfc(x) = exp(-x^2) P(1/x), 1 < x < 2 */ constant double PF[] = { 2.326819970068386E-002, -1.387039388740657E-001, 3.687424674597105E-001, -5.824733027278666E-001, 6.210004621745983E-001, -4.944515323274145E-001, 3.404879937665872E-001, -2.741127028184656E-001, 5.638259427386472E-001 }; /* erfc(x) = exp(-x^2) 1/x P(1/x^2), 2 < x < 14 */ constant double RF[] = { -1.047766399936249E+001, 1.297719955372516E+001, -7.495518717768503E+000, 2.921019019210786E+000, -1.015265279202700E+000, 4.218463358204948E-001, -2.820767439740514E-001, 5.641895067754075E-001 }; /* erf(x) = x P(x^2), 0 < x < 1 */ constant double TF[] = { 7.853861353153693E-005, -8.010193625184903E-004, 5.188327685732524E-003, -2.685381193529856E-002, 1.128358514861418E-001, -3.761262582423300E-001, 1.128379165726710E+000 }; float erfcf(float a) { float MAXLOG = 88.72283905206835; float p, q, x, y, z; /*if (a < 0.0) x = -a; else x = a;*/ x = fabsf(a); if (x < 1.0) { //The line below is a troublemaker for GPU, so sas_erf function //is explicit here for the case < 1.0 //return (1.0 - sas_erf(a)); z = x * x; y = x * polevl( z, TF, 6 ); return y; } z = -a * a; if (z < -MAXLOG) { if (a < 0) return (2.0); else return (0.0); } z = expf(z); q=1.0/x; y=q*q; if( x < 2.0 ) { p = polevl( y, PF, 8 ); } else { p = polevl( y, RF, 7 ); } y = z * q * p; if (a < 0) y = 2.0 - y; if (y == 0.0) { if (a < 0) return (2.0); else return (0.0); } return y; } float erff(float x) { float y, z; if (fabsf(x) > 1.0) return (1.0 - erfcf(x)); z = x * x; y = x * polevl( z, TF, 6 ); return y; } #endif // SINGLE_PRECISION #endif // NEED_ERF #if FLOAT_SIZE>4 #define sas_erf erf #define sas_erfc erfc #else #define sas_erf erff #define sas_erfc erfcf #endif