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authorBruno Haible <bruno@clisp.org>2012-03-06 17:55:54 +0100
committerBruno Haible <bruno@clisp.org>2012-03-06 22:54:53 +0100
commit660b3c45c8ffc6ffbd699bbc3986eb318426709f (patch)
tree26c5bde58637907c4aab56b576c4024d063ca557 /lib/expm1.c
parentbf6909e5ca400414ed0730b7f64e48d04993936e (diff)
downloadgnulib-660b3c45c8ffc6ffbd699bbc3986eb318426709f.tar.gz
New module 'expm1'.
* lib/math.in.h (expm1): New declaration. * lib/expm1.c: New file. * m4/expm1.m4: New file. * m4/math_h.m4 (gl_MATH_H): Test whether expm1 is declared. (gl_MATH_H_DEFAULTS): Initialize GNULIB_EXPM1, HAVE_EXPM1. * modules/math (Makefile.am): Substitute GNULIB_EXPM1, HAVE_EXPM1. * modules/expm1: New file. * tests/test-math-c++.cc: Check the declaration of expm1. * doc/posix-functions/expm1.texi: Mention the new module.
Diffstat (limited to 'lib/expm1.c')
-rw-r--r--lib/expm1.c422
1 files changed, 422 insertions, 0 deletions
diff --git a/lib/expm1.c b/lib/expm1.c
new file mode 100644
index 0000000000..3595fa3a52
--- /dev/null
+++ b/lib/expm1.c
@@ -0,0 +1,422 @@
+/* Exponential function minus one.
+ Copyright (C) 2012 Free Software Foundation, Inc.
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation; either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+
+ You should have received a copy of the GNU General Public License
+ along with this program. If not, see <http://www.gnu.org/licenses/>. */
+
+#include <config.h>
+
+/* Specification. */
+#include <math.h>
+
+#include <float.h>
+
+/* A value slightly larger than log(2). */
+#define LOG2_PLUS_EPSILON 0.6931471805599454
+
+/* Best possible approximation of log(2) as a 'double'. */
+#define LOG2 0.693147180559945309417232121458176568075
+
+/* Best possible approximation of 1/log(2) as a 'double'. */
+#define LOG2_INVERSE 1.44269504088896340735992468100189213743
+
+/* Best possible approximation of log(2)/256 as a 'double'. */
+#define LOG2_BY_256 0.00270760617406228636491106297444600221904
+
+/* Best possible approximation of 256/log(2) as a 'double'. */
+#define LOG2_BY_256_INVERSE 369.329930467574632284140718336484387181
+
+/* The upper 32 bits of log(2)/256. */
+#define LOG2_BY_256_HI_PART 0.0027076061733168899081647396087646484375
+/* log(2)/256 - LOG2_HI_PART. */
+#define LOG2_BY_256_LO_PART \
+ 0.000000000000745396456746323365681353781544922399845
+
+double
+expm1 (double x)
+{
+ if (isnand (x))
+ return x;
+
+ if (x >= (double) DBL_MAX_EXP * LOG2_PLUS_EPSILON)
+ /* x > DBL_MAX_EXP * log(2)
+ hence exp(x) > 2^DBL_MAX_EXP, overflows to Infinity. */
+ return HUGE_VAL;
+
+ if (x <= (double) (- DBL_MANT_DIG) * LOG2_PLUS_EPSILON)
+ /* x < (- DBL_MANT_DIG) * log(2)
+ hence 0 < exp(x) < 2^-DBL_MANT_DIG,
+ hence -1 < exp(x)-1 < -1 + 2^-DBL_MANT_DIG
+ rounds to -1. */
+ return -1.0;
+
+ if (x <= - LOG2_PLUS_EPSILON)
+ /* 0 < exp(x) < 1/2.
+ Just compute exp(x), then subtract 1. */
+ return exp (x) - 1.0;
+
+ if (x == 0.0)
+ /* Return a zero with the same sign as x. */
+ return x;
+
+ /* Decompose x into
+ x = n * log(2) + m * log(2)/256 + y
+ where
+ n is an integer, n >= -1,
+ m is an integer, -128 <= m <= 128,
+ y is a number, |y| <= log(2)/512 + epsilon = 0.00135...
+ Then
+ exp(x) = 2^n * exp(m * log(2)/256) * exp(y)
+ Compute each factor minus one, then combine them through the
+ formula (1+a)*(1+b) = 1 + (a+b*(1+a)),
+ that is (1+a)*(1+b) - 1 = a + b*(1+a).
+ The first factor is an ldexpl() call.
+ The second factor is a table lookup.
+ The third factor minus one is computed
+ - either as sinh(y) + sinh(y)^2 / (cosh(y) + 1)
+ where sinh(y) is computed through the power series:
+ sinh(y) = y + y^3/3! + y^5/5! + ...
+ and cosh(y) is computed as hypot(1, sinh(y)),
+ - or as exp(2*z) - 1 = 2 * tanh(z) / (1 - tanh(z))
+ where z = y/2
+ and tanh(z) is computed through its power series:
+ tanh(z) = z
+ - 1/3 * z^3
+ + 2/15 * z^5
+ - 17/315 * z^7
+ + 62/2835 * z^9
+ - 1382/155925 * z^11
+ + 21844/6081075 * z^13
+ - 929569/638512875 * z^15
+ + ...
+ Since |z| <= log(2)/1024 < 0.0007, the relative error of the z^7 term
+ is < 0.0007^6 < 2^-60 <= 2^-DBL_MANT_DIG, therefore we can truncate
+ the series after the z^5 term.
+
+ Given the usual bounds DBL_MAX_EXP <= 16384, DBL_MANT_DIG <= 120, we
+ can estimate x: -84 <= x <= 11357.
+ This means, when dividing x by log(2), where we want x mod log(2)
+ to be precise to DBL_MANT_DIG bits, we have to use an approximation
+ to log(2) that has 14+DBL_MANT_DIG bits. */
+
+ {
+ double nm = round (x * LOG2_BY_256_INVERSE); /* = 256 * n + m */
+ /* n has at most 15 bits, nm therefore has at most 23 bits, therefore
+ n * LOG2_HI_PART is computed exactly, and n * LOG2_LO_PART is computed
+ with an absolute error < 2^15 * 2e-10 * 2^-DBL_MANT_DIG. */
+ double y_tmp = x - nm * LOG2_BY_256_HI_PART;
+ double y = y_tmp - nm * LOG2_BY_256_LO_PART;
+ double z = 0.5L * y;
+
+/* Coefficients of the power series for tanh(z). */
+#define TANH_COEFF_1 1.0
+#define TANH_COEFF_3 -0.333333333333333333333333333333333333334
+#define TANH_COEFF_5 0.133333333333333333333333333333333333334
+#define TANH_COEFF_7 -0.053968253968253968253968253968253968254
+#define TANH_COEFF_9 0.0218694885361552028218694885361552028218
+#define TANH_COEFF_11 -0.00886323552990219656886323552990219656886
+#define TANH_COEFF_13 0.00359212803657248101692546136990581435026
+#define TANH_COEFF_15 -0.00145583438705131826824948518070211191904
+
+ double z2 = z * z;
+ double tanh_z =
+ ((TANH_COEFF_5
+ * z2 + TANH_COEFF_3)
+ * z2 + TANH_COEFF_1)
+ * z;
+
+ double exp_y_minus_1 = 2.0 * tanh_z / (1.0 - tanh_z);
+
+ int n = (int) round (nm * (1.0 / 256.0));
+ int m = (int) nm - 256 * n;
+
+ /* expm1_table[i] = exp((i - 128) * log(2)/256) - 1.
+ Computed in GNU clisp through
+ (setf (long-float-digits) 128)
+ (setq a 0L0)
+ (setf (long-float-digits) 256)
+ (dotimes (i 257)
+ (format t " ~D,~%"
+ (float (- (exp (* (/ (- i 128) 256) (log 2L0))) 1) a))) */
+ static const double expm1_table[257] =
+ {
+ -0.292893218813452475599155637895150960716,
+ -0.290976057839792401079436677742323809165,
+ -0.289053698915417220095325702647879950038,
+ -0.287126127947252846596498423285616993819,
+ -0.285193330804014994382467110862430046956,
+ -0.283255293316105578740250215722626632811,
+ -0.281312001275508837198386957752147486471,
+ -0.279363440435687168635744042695052413926,
+ -0.277409596511476689981496879264164547161,
+ -0.275450455178982509740597294512888729286,
+ -0.273486002075473717576963754157712706214,
+ -0.271516222799278089184548475181393238264,
+ -0.269541102909676505674348554844689233423,
+ -0.267560627926797086703335317887720824384,
+ -0.265574783331509036569177486867109287348,
+ -0.263583554565316202492529493866889713058,
+ -0.261586927030250344306546259812975038038,
+ -0.259584886088764114771170054844048746036,
+ -0.257577417063623749727613604135596844722,
+ -0.255564505237801467306336402685726757248,
+ -0.253546135854367575399678234256663229163,
+ -0.251522294116382286608175138287279137577,
+ -0.2494929651867872398674385184702356751864,
+ -0.247458134188296727960327722100283867508,
+ -0.24541778620328863011699022448340323429,
+ -0.243371906273695048903181511842366886387,
+ -0.24132047940089265059510885341281062657,
+ -0.239263490545592708236869372901757573532,
+ -0.237200924627730846574373155241529522695,
+ -0.23513276652635648805745654063657412692,
+ -0.233059001079521999099699248246140670544,
+ -0.230979613084171535783261520405692115669,
+ -0.228894587296029588193854068954632579346,
+ -0.226803908429489222568744221853864674729,
+ -0.224707561157500020438486294646580877171,
+ -0.222605530111455713940842831198332609562,
+ -0.2204977998810815164831359552625710592544,
+ -0.218384355014321147927034632426122058645,
+ -0.2162651800172235534675441445217774245016,
+ -0.214140259353829315375718509234297186439,
+ -0.212009577446056756772364919909047495547,
+ -0.209873118673587736597751517992039478005,
+ -0.2077308673737531349400659265343210916196,
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+ 0.0,
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+ 0.314515587949354658485983613383997794966,
+ 0.318079601266063994690185647066116617661,
+ 0.321653277603157514326511812330609226158,
+ 0.325236643159741294629537095498721674113,
+ 0.32882972420595439547865089632866510792,
+ 0.33243254708316144935164337949073577407,
+ 0.336045138204145773442627904371869759286,
+ 0.339667524053303005360030669724352576023,
+ 0.343299731186835263824217146181630875424,
+ 0.346941786232945835788173713229537282073,
+ 0.350593715892034391408522196060133960038,
+ 0.354255546936892728298014740140702804344,
+ 0.357927306212901046494536695671766697444,
+ 0.361609020638224755585535938831941474643,
+ 0.365300717204011815430698360337542855432,
+ 0.369002422974590611929601132982192832168,
+ 0.372714165087668369284997857144717215791,
+ 0.376435970754530100216322805518686960261,
+ 0.380167867260238095581945274358283464698,
+ 0.383909881963831954872659527265192818003,
+ 0.387662042298529159042861017950775988895,
+ 0.391424375771926187149835529566243446678,
+ 0.395196909966200178275574599249220994717,
+ 0.398979672538311140209528136715194969206,
+ 0.402772691220204706374713524333378817108,
+ 0.40657599381901544248361973255451684411,
+ 0.410389608217270704414375128268675481146,
+ 0.414213562373095048801688724209698078569
+ };
+
+ double t = expm1_table[128 + m];
+
+ /* (1+t) * (1+exp_y_minus_1) - 1 = t + (1+t)*exp_y_minus_1 */
+ double p_minus_1 = t + (1.0 + t) * exp_y_minus_1;
+
+ double s = ldexp (1.0, n) - 1.0;
+
+ /* (1+s) * (1+p_minus_1) - 1 = s + (1+s)*p_minus_1 */
+ return s + (1.0 + s) * p_minus_1;
+ }
+}