/* Author: J. Theiler (modifications by G. Jungman) * RCS: $Id: erfc.c,v 1.18 1999/08/30 10:35:59 bjg Exp $ */ /* * See Hart et al, Computer Approximations, John Wiley and Sons, New York (1968) * (This applies only to the erfc8 stuff, which is the part * of the original code that survives. I have replaced much of * the other stuff with Chebyshev fits. These are simpler and * more precise than the original approximations. [GJ]) */ #include #include #include #include "gsl_sf_chebyshev.h" #include "gsl_sf_erf.h" #define LogRootPi_ 0.57236494292470008706 static double erfc8_sum(double x) { /* estimates erfc(x) valid for 8 < x < 100 */ /* This is based on index 5725 in Hart et al */ static double P[] = { 2.97886562639399288862, 7.409740605964741794425, 6.1602098531096305440906, 5.019049726784267463450058, 1.275366644729965952479585264, 0.5641895835477550741253201704 }; static double Q[] = { 3.3690752069827527677, 9.608965327192787870698, 17.08144074746600431571095, 12.0489519278551290360340491, 9.396034016235054150430579648, 2.260528520767326969591866945, 1.0 }; double num=0.0, den=0.0; int i; num = P[5]; for (i=4; i>=0; --i) { num = x*num + P[i]; } den = Q[6]; for (i=5; i>=0; --i) { den = x*den + Q[i]; } return num/den; } inline static double erfc8(double x) { double e; e = erfc8_sum(x); e *= exp(-x*x); return e; } inline static double log_erfc8(double x) { double e; e = erfc8_sum(x); e = log(e) - x*x; return e; } #if 0 /* Abramowitz+Stegun, 7.2.14 */ static double erfcasympsum(double x) { int i; double e = 1.; double coef = 1.; for (i=1; i<5; ++i) { /* coef *= -(2*i-1)/(2*x*x); ??? [GJ] */ coef *= -(2*i+1)/(i*(4*x*x*x*x)); e += coef; /* if (fabs(coef) < 1.0e-15) break; if (fabs(coef) > 1.0e10) break; [GJ]: These tests are not useful. This function is only used below. Took them out; they gum up the pipeline. */ } return e; } #endif /* 0 */ /* Abramowitz+Stegun, 7.1.5 */ static int erfseries(double x, gsl_sf_result * result) { double coef = x; double e = coef; double del; int k; for (k=1; k<30; ++k) { coef *= -x*x/k; del = coef/(2.0*k+1.0); e += del; } result->val = 2.0 / M_SQRTPI * e; result->err = 2.0 / M_SQRTPI * (fabs(del) + GSL_DBL_EPSILON); return GSL_SUCCESS; } /* Chebyshev fit for erfc((t+1)/2), -1 < t < 1 */ static double erfc_xlt1_data[20] = { 1.06073416421769980345174155056, -0.42582445804381043569204735291, 0.04955262679620434040357683080, 0.00449293488768382749558001242, -0.00129194104658496953494224761, -0.00001836389292149396270416979, 0.00002211114704099526291538556, -5.23337485234257134673693179020e-7, -2.78184788833537885382530989578e-7, 1.41158092748813114560316684249e-8, 2.72571296330561699984539141865e-9, -2.06343904872070629406401492476e-10, -2.14273991996785367924201401812e-11, 2.22990255539358204580285098119e-12, 1.36250074650698280575807934155e-13, -1.95144010922293091898995913038e-14, -6.85627169231704599442806370690e-16, 1.44506492869699938239521607493e-16, 2.45935306460536488037576200030e-18, -9.29599561220523396007359328540e-19 }; static gsl_sf_cheb_series erfc_xlt1_cs = { erfc_xlt1_data, 19, -1, 1, (double *) 0, (double *) 0, 12 }; /* Chebyshev fit for erfc(x) exp(x^2), 1 < x < 5, x = 2t + 3, -1 < t < 1 */ static double erfc_x15_data[25] = { 0.44045832024338111077637466616, -0.143958836762168335790826895326, 0.044786499817939267247056666937, -0.013343124200271211203618353102, 0.003824682739750469767692372556, -0.001058699227195126547306482530, 0.000283859419210073742736310108, -0.000073906170662206760483959432, 0.000018725312521489179015872934, -4.62530981164919445131297264430e-6, 1.11558657244432857487884006422e-6, -2.63098662650834130067808832725e-7, 6.07462122724551777372119408710e-8, -1.37460865539865444777251011793e-8, 3.05157051905475145520096717210e-9, -6.65174789720310713757307724790e-10, 1.42483346273207784489792999706e-10, -3.00141127395323902092018744545e-11, 6.22171792645348091472914001250e-12, -1.26994639225668496876152836555e-12, 2.55385883033257575402681845385e-13, -5.06258237507038698392265499770e-14, 9.89705409478327321641264227110e-15, -1.90685978789192181051961024995e-15, 3.50826648032737849245113757340e-16 }; static gsl_sf_cheb_series erfc_x15_cs = { erfc_x15_data, 24, -1, 1, (double *) 0, (double *) 0, 16 }; /* Chebyshev fit for erfc(x) x exp(x^2), 5 < x < 10, x = (5t + 15)/2, -1 < t < 1 */ static double erfc_x510_data[20] = { 1.11684990123545698684297865808, 0.003736240359381998520654927536, -0.000916623948045470238763619870, 0.000199094325044940833965078819, -0.000040276384918650072591781859, 7.76515264697061049477127605790e-6, -1.44464794206689070402099225301e-6, 2.61311930343463958393485241947e-7, -4.61833026634844152345304095560e-8, 8.00253111512943601598732144340e-9, -1.36291114862793031395712122089e-9, 2.28570483090160869607683087722e-10, -3.78022521563251805044056974560e-11, 6.17253683874528285729910462130e-12, -9.96019290955316888445830597430e-13, 1.58953143706980770269506726000e-13, -2.51045971047162509999527428316e-14, 3.92607828989125810013581287560e-15, -6.07970619384160374392535453420e-16, 9.12600607264794717315507477670e-17 }; static gsl_sf_cheb_series erfc_x510_cs = { erfc_x510_data, 19, -1, 1, (double *) 0, (double *) 0, 12 }; #if 0 inline static double erfc_asymptotic(double x) { return exp(-x*x)/x * erfcasympsum(x) / M_SQRTPI; } inline static double log_erfc_asymptotic(double x) { return log(erfcasympsum(x)/x) - x*x - LogRootPi_; } #endif /* 0 */ /*-*-*-*-*-*-*-*-*-*-*-* (semi)Private Implementations *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_sf_erfc_impl(double x, gsl_sf_result * result) { const double ax = fabs(x); double e_val, e_err; if(result == 0) { return GSL_EFAULT; } else if(ax <= 1.0) { double t = 2.0*ax - 1.0; gsl_sf_result c; gsl_sf_cheb_eval_impl(&erfc_xlt1_cs, t, &c); e_val = c.val; e_err = c.err; } else if(ax <= 5.0) { double ex2 = exp(-x*x); double t = 0.5*(ax-3.0); gsl_sf_result c; gsl_sf_cheb_eval_impl(&erfc_x15_cs, t, &c); e_val = ex2 * c.val; e_err = ex2 * (c.err + 2.0*fabs(x)*GSL_DBL_EPSILON); } else if(ax < 10.0) { double exterm = exp(-x*x) / x; double t = (2.0*x - 15.0)/5.0; gsl_sf_result c; gsl_sf_cheb_eval_impl(&erfc_x510_cs, t, &c); e_val = exterm * c.val; e_err = exterm * (c.err + 2.0*fabs(x)*GSL_DBL_EPSILON + GSL_DBL_EPSILON); } else { e_val = erfc8(ax); e_err = (x*x + 1.0) * GSL_DBL_EPSILON * fabs(e_val); } if(x < 0.0) { result->val = 2.0 - e_val; result->err = e_err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); } else { result->val = e_val; result->err = e_err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); } return GSL_SUCCESS; } int gsl_sf_log_erfc_impl(double x, gsl_sf_result * result) { if(result == 0) { return GSL_EFAULT; } else if(x > 8.0) { result->val = log_erfc8(x); result->err = 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } else { gsl_sf_result result_erfc; gsl_sf_erfc_impl(x, &result_erfc); result->val = log(result_erfc.val); result->err = fabs(result_erfc.err / result_erfc.val); result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } } int gsl_sf_erf_impl(double x, gsl_sf_result * result) { if(result == 0) { return GSL_EFAULT; } else if(fabs(x) < 1.0) { return erfseries(x, result); } else { gsl_sf_result result_erfc; gsl_sf_erfc_impl(x, &result_erfc); result->val = 1.0 - result_erfc.val; result->err = result_erfc.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return GSL_SUCCESS; } } int gsl_sf_erf_Z_impl(double x, gsl_sf_result * result) { if(result == 0) { return GSL_EFAULT; } else { const double ex2 = exp(-x*x/2.0); result->val = ex2 / (M_SQRT2 * M_SQRTPI); result->err = fabs(x * result->val) * GSL_DBL_EPSILON; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); if(result->val == 0.0) { return GSL_EUNDRFLW; } else { return GSL_SUCCESS; } } } int gsl_sf_erf_Q_impl(double x, gsl_sf_result * result) { if(result == 0) { return GSL_EFAULT; } else { gsl_sf_result result_erfc; int stat = gsl_sf_erfc_impl(x/M_SQRT2, &result_erfc); result->val = 0.5 * result_erfc.val; result->err = 0.5 * result_erfc.err; result->err += 2.0 * GSL_DBL_EPSILON * fabs(result->val); return stat; } } /*-*-*-*-*-*-*-*-*-*-*-* Functions w/ Error Handling *-*-*-*-*-*-*-*-*-*-*-*/ int gsl_sf_erfc_e(double x, gsl_sf_result * result) { int status = gsl_sf_erfc_impl(x, result); if(status != GSL_SUCCESS) { GSL_ERROR("gsl_sf_erfc_e", status); } return status; } int gsl_sf_log_erfc_e(double x, gsl_sf_result * result) { int status = gsl_sf_log_erfc_impl(x, result); if(status != GSL_SUCCESS) { GSL_ERROR("gsl_sf_log_erfc_e", status); } return status; } int gsl_sf_erf_e(double x, gsl_sf_result * result) { int status = gsl_sf_erf_impl(x, result); if(status != GSL_SUCCESS) { GSL_ERROR("gsl_sf_erf_e", status); } return status; } int gsl_sf_erf_Z_e(double x, gsl_sf_result * result) { int status = gsl_sf_erf_Z_impl(x, result); if(status != GSL_SUCCESS) { GSL_ERROR("gsl_sf_erf_Z_e", status); } return status; } int gsl_sf_erf_Q_e(double x, gsl_sf_result * result) { int status = gsl_sf_erf_Q_impl(x, result); if(status != GSL_SUCCESS) { GSL_ERROR("gsl_sf_erf_Q_e", status); } return status; }