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Diffstat (limited to 'src/third_party/boost-1.56.0/boost/math/special_functions/erf.hpp')
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diff --git a/src/third_party/boost-1.56.0/boost/math/special_functions/erf.hpp b/src/third_party/boost-1.56.0/boost/math/special_functions/erf.hpp new file mode 100644 index 00000000000..f7f75b0bc7a --- /dev/null +++ b/src/third_party/boost-1.56.0/boost/math/special_functions/erf.hpp @@ -0,0 +1,1155 @@ +// (C) Copyright John Maddock 2006. +// Use, modification and distribution are subject to the +// Boost Software License, Version 1.0. (See accompanying file +// LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) + +#ifndef BOOST_MATH_SPECIAL_ERF_HPP +#define BOOST_MATH_SPECIAL_ERF_HPP + +#ifdef _MSC_VER +#pragma once +#endif + +#include <boost/math/special_functions/math_fwd.hpp> +#include <boost/math/tools/config.hpp> +#include <boost/math/special_functions/gamma.hpp> +#include <boost/math/tools/roots.hpp> +#include <boost/math/policies/error_handling.hpp> +#include <boost/math/tools/big_constant.hpp> + +namespace boost{ namespace math{ + +namespace detail +{ + +// +// Asymptotic series for large z: +// +template <class T> +struct erf_asympt_series_t +{ + erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1) + { + BOOST_MATH_STD_USING + result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>()); + result /= z; + } + + typedef T result_type; + + T operator()() + { + BOOST_MATH_STD_USING + T r = result; + result *= tk / xx; + tk += 2; + if( fabs(r) < fabs(result)) + result = 0; + return r; + } +private: + T result; + T xx; + int tk; +}; +// +// How large z has to be in order to ensure that the series converges: +// +template <class T> +inline float erf_asymptotic_limit_N(const T&) +{ + return (std::numeric_limits<float>::max)(); +} +inline float erf_asymptotic_limit_N(const mpl::int_<24>&) +{ + return 2.8F; +} +inline float erf_asymptotic_limit_N(const mpl::int_<53>&) +{ + return 4.3F; +} +inline float erf_asymptotic_limit_N(const mpl::int_<64>&) +{ + return 4.8F; +} +inline float erf_asymptotic_limit_N(const mpl::int_<106>&) +{ + return 6.5F; +} +inline float erf_asymptotic_limit_N(const mpl::int_<113>&) +{ + return 6.8F; +} + +template <class T, class Policy> +inline T erf_asymptotic_limit() +{ + typedef typename policies::precision<T, Policy>::type precision_type; + typedef typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<24> >, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<0> >, + mpl::int_<0>, + mpl::int_<24> + >::type, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<53> >, + mpl::int_<53>, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<64> >, + mpl::int_<64>, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<106> >, + mpl::int_<106>, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<113> >, + mpl::int_<113>, + mpl::int_<0> + >::type + >::type + >::type + >::type + >::type tag_type; + return erf_asymptotic_limit_N(tag_type()); +} + +template <class T, class Policy, class Tag> +T erf_imp(T z, bool invert, const Policy& pol, const Tag& t) +{ + BOOST_MATH_STD_USING + + BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called"); + + if(z < 0) + { + if(!invert) + return -erf_imp(T(-z), invert, pol, t); + else + return 1 + erf_imp(T(-z), false, pol, t); + } + + T result; + + if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>())) + { + detail::erf_asympt_series_t<T> s(z); + boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); + result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1); + policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol); + } + else + { + T x = z * z; + if(x < 0.6) + { + // Compute P: + result = z * exp(-x); + result /= sqrt(boost::math::constants::pi<T>()); + if(result != 0) + result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol); + } + else if(x < 1.1f) + { + // Compute Q: + invert = !invert; + result = tgamma_small_upper_part(T(0.5f), x, pol); + result /= sqrt(boost::math::constants::pi<T>()); + } + else + { + // Compute Q: + invert = !invert; + result = z * exp(-x); + result /= sqrt(boost::math::constants::pi<T>()); + result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>()); + } + } + if(invert) + result = 1 - result; + return result; +} + +template <class T, class Policy> +T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<53>& t) +{ + BOOST_MATH_STD_USING + + BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called"); + + if(z < 0) + { + if(!invert) + return -erf_imp(T(-z), invert, pol, t); + else if(z < -0.5) + return 2 - erf_imp(T(-z), invert, pol, t); + else + return 1 + erf_imp(T(-z), false, pol, t); + } + + T result; + + // + // Big bunch of selection statements now to pick + // which implementation to use, + // try to put most likely options first: + // + if(z < 0.5) + { + // + // We're going to calculate erf: + // + if(z < 1e-10) + { + if(z == 0) + { + result = T(0); + } + else + { + static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688); + result = static_cast<T>(z * 1.125f + z * c); + } + } + else + { + // Maximum Deviation Found: 1.561e-17 + // Expected Error Term: 1.561e-17 + // Maximum Relative Change in Control Points: 1.155e-04 + // Max Error found at double precision = 2.961182e-17 + + static const T Y = 1.044948577880859375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569), + }; + T zz = z * z; + result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz)); + } + } + else if(invert ? (z < 28) : (z < 5.8f)) + { + // + // We'll be calculating erfc: + // + invert = !invert; + if(z < 1.5f) + { + // Maximum Deviation Found: 3.702e-17 + // Expected Error Term: 3.702e-17 + // Maximum Relative Change in Control Points: 2.845e-04 + // Max Error found at double precision = 4.841816e-17 + static const T Y = 0.405935764312744140625f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845), + BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5), + }; + BOOST_MATH_INSTRUMENT_VARIABLE(Y); + BOOST_MATH_INSTRUMENT_VARIABLE(P[0]); + BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]); + BOOST_MATH_INSTRUMENT_VARIABLE(z); + result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5)); + BOOST_MATH_INSTRUMENT_VARIABLE(result); + result *= exp(-z * z) / z; + BOOST_MATH_INSTRUMENT_VARIABLE(result); + } + else if(z < 2.5f) + { + // Max Error found at double precision = 6.599585e-18 + // Maximum Deviation Found: 3.909e-18 + // Expected Error Term: 3.909e-18 + // Maximum Relative Change in Control Points: 9.886e-05 + static const T Y = 0.50672817230224609375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5)); + result *= exp(-z * z) / z; + } + else if(z < 4.5f) + { + // Maximum Deviation Found: 1.512e-17 + // Expected Error Term: 1.512e-17 + // Maximum Relative Change in Control Points: 2.222e-04 + // Max Error found at double precision = 2.062515e-17 + static const T Y = 0.5405750274658203125f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5)); + result *= exp(-z * z) / z; + } + else + { + // Max Error found at double precision = 2.997958e-17 + // Maximum Deviation Found: 2.860e-17 + // Expected Error Term: 2.859e-17 + // Maximum Relative Change in Control Points: 1.357e-05 + static const T Y = 0.5579090118408203125f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937), + BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852), + BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619), + BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996), + BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517), + BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228), + BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565), + BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143), + BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224), + BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145), + BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584), + }; + result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); + result *= exp(-z * z) / z; + } + } + else + { + // + // Any value of z larger than 28 will underflow to zero: + // + result = 0; + invert = !invert; + } + + if(invert) + { + result = 1 - result; + } + + return result; +} // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<53>& t) + + +template <class T, class Policy> +T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<64>& t) +{ + BOOST_MATH_STD_USING + + BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called"); + + if(z < 0) + { + if(!invert) + return -erf_imp(T(-z), invert, pol, t); + else if(z < -0.5) + return 2 - erf_imp(T(-z), invert, pol, t); + else + return 1 + erf_imp(T(-z), false, pol, t); + } + + T result; + + // + // Big bunch of selection statements now to pick which + // implementation to use, try to put most likely options + // first: + // + if(z < 0.5) + { + // + // We're going to calculate erf: + // + if(z == 0) + { + result = 0; + } + else if(z < 1e-10) + { + static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688); + result = z * 1.125 + z * c; + } + else + { + // Max Error found at long double precision = 1.623299e-20 + // Maximum Deviation Found: 4.326e-22 + // Expected Error Term: -4.326e-22 + // Maximum Relative Change in Control Points: 1.474e-04 + static const T Y = 1.044948577880859375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4), + }; + result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); + } + } + else if(invert ? (z < 110) : (z < 6.4f)) + { + // + // We'll be calculating erfc: + // + invert = !invert; + if(z < 1.5) + { + // Max Error found at long double precision = 3.239590e-20 + // Maximum Deviation Found: 2.241e-20 + // Expected Error Term: -2.241e-20 + // Maximum Relative Change in Control Points: 5.110e-03 + static const T Y = 0.405935764312744140625f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291), + BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); + result *= exp(-z * z) / z; + } + else if(z < 2.5) + { + // Max Error found at long double precision = 3.686211e-21 + // Maximum Deviation Found: 1.495e-21 + // Expected Error Term: -1.494e-21 + // Maximum Relative Change in Control Points: 1.793e-04 + static const T Y = 0.50672817230224609375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344), + BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); + result *= exp(-z * z) / z; + } + else if(z < 4.5) + { + // Maximum Deviation Found: 1.107e-20 + // Expected Error Term: -1.106e-20 + // Maximum Relative Change in Control Points: 1.709e-04 + // Max Error found at long double precision = 1.446908e-20 + static const T Y = 0.5405750274658203125f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f)); + result *= exp(-z * z) / z; + } + else + { + // Max Error found at long double precision = 7.961166e-21 + // Maximum Deviation Found: 6.677e-21 + // Expected Error Term: 6.676e-21 + // Maximum Relative Change in Control Points: 2.319e-05 + static const T Y = 0.55825519561767578125f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106), + BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043), + BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842), + BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443), + BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627), + BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722), + BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519), + BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541), + BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212), + BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785), + BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868), + BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513), + BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699), + BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989), + BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717), + }; + result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); + result *= exp(-z * z) / z; + } + } + else + { + // + // Any value of z larger than 110 will underflow to zero: + // + result = 0; + invert = !invert; + } + + if(invert) + { + result = 1 - result; + } + + return result; +} // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<64>& t) + + +template <class T, class Policy> +T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<113>& t) +{ + BOOST_MATH_STD_USING + + BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called"); + + if(z < 0) + { + if(!invert) + return -erf_imp(T(-z), invert, pol, t); + else if(z < -0.5) + return 2 - erf_imp(T(-z), invert, pol, t); + else + return 1 + erf_imp(T(-z), false, pol, t); + } + + T result; + + // + // Big bunch of selection statements now to pick which + // implementation to use, try to put most likely options + // first: + // + if(z < 0.5) + { + // + // We're going to calculate erf: + // + if(z == 0) + { + result = 0; + } + else if(z < 1e-20) + { + static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688); + result = z * 1.125 + z * c; + } + else + { + // Max Error found at long double precision = 2.342380e-35 + // Maximum Deviation Found: 6.124e-36 + // Expected Error Term: -6.124e-36 + // Maximum Relative Change in Control Points: 3.492e-10 + static const T Y = 1.0841522216796875f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7), + }; + result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); + } + } + else if(invert ? (z < 110) : (z < 8.65f)) + { + // + // We'll be calculating erfc: + // + invert = !invert; + if(z < 1) + { + // Max Error found at long double precision = 3.246278e-35 + // Maximum Deviation Found: 1.388e-35 + // Expected Error Term: 1.387e-35 + // Maximum Relative Change in Control Points: 6.127e-05 + static const T Y = 0.371877193450927734375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); + result *= exp(-z * z) / z; + } + else if(z < 1.5) + { + // Max Error found at long double precision = 2.215785e-35 + // Maximum Deviation Found: 1.539e-35 + // Expected Error Term: 1.538e-35 + // Maximum Relative Change in Control Points: 6.104e-05 + static const T Y = 0.45658016204833984375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f)); + result *= exp(-z * z) / z; + } + else if(z < 2.25) + { + // Maximum Deviation Found: 1.418e-35 + // Expected Error Term: 1.418e-35 + // Maximum Relative Change in Control Points: 1.316e-04 + // Max Error found at long double precision = 1.998462e-35 + static const T Y = 0.50250148773193359375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554), + BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); + result *= exp(-z * z) / z; + } + else if (z < 3) + { + // Maximum Deviation Found: 3.575e-36 + // Expected Error Term: 3.575e-36 + // Maximum Relative Change in Control Points: 7.103e-05 + // Max Error found at long double precision = 5.794737e-36 + static const T Y = 0.52896785736083984375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f)); + result *= exp(-z * z) / z; + } + else if(z < 3.5) + { + // Maximum Deviation Found: 8.126e-37 + // Expected Error Term: -8.126e-37 + // Maximum Relative Change in Control Points: 1.363e-04 + // Max Error found at long double precision = 1.747062e-36 + static const T Y = 0.54037380218505859375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f)); + result *= exp(-z * z) / z; + } + else if(z < 5.5) + { + // Maximum Deviation Found: 5.804e-36 + // Expected Error Term: -5.803e-36 + // Maximum Relative Change in Control Points: 2.475e-05 + // Max Error found at long double precision = 1.349545e-35 + static const T Y = 0.55000019073486328125f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f)); + result *= exp(-z * z) / z; + } + else if(z < 7.5) + { + // Maximum Deviation Found: 1.007e-36 + // Expected Error Term: 1.007e-36 + // Maximum Relative Change in Control Points: 1.027e-03 + // Max Error found at long double precision = 2.646420e-36 + static const T Y = 0.5574436187744140625f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8), + }; + result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f)); + result *= exp(-z * z) / z; + } + else if(z < 11.5) + { + // Maximum Deviation Found: 8.380e-36 + // Expected Error Term: 8.380e-36 + // Maximum Relative Change in Control Points: 2.632e-06 + // Max Error found at long double precision = 9.849522e-36 + static const T Y = 0.56083202362060546875f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882), + BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6), + }; + result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f)); + result *= exp(-z * z) / z; + } + else + { + // Maximum Deviation Found: 1.132e-35 + // Expected Error Term: -1.132e-35 + // Maximum Relative Change in Control Points: 4.674e-04 + // Max Error found at long double precision = 1.162590e-35 + static const T Y = 0.5632686614990234375f; + static const T P[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943), + BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431), + BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142), + BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565), + BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495), + BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659), + BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673), + BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589), + BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475), + BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452), + BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547), + }; + static const T Q[] = { + BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), + BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036), + BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227), + BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461), + BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818), + BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125), + BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098), + BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021), + BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895), + BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374), + BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448), + BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737), + }; + result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); + result *= exp(-z * z) / z; + } + } + else + { + // + // Any value of z larger than 110 will underflow to zero: + // + result = 0; + invert = !invert; + } + + if(invert) + { + result = 1 - result; + } + + return result; +} // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<113>& t) + +template <class T, class Policy, class tag> +struct erf_initializer +{ + struct init + { + init() + { + do_init(tag()); + } + static void do_init(const mpl::int_<0>&){} + static void do_init(const mpl::int_<53>&) + { + boost::math::erf(static_cast<T>(1e-12), Policy()); + boost::math::erf(static_cast<T>(0.25), Policy()); + boost::math::erf(static_cast<T>(1.25), Policy()); + boost::math::erf(static_cast<T>(2.25), Policy()); + boost::math::erf(static_cast<T>(4.25), Policy()); + boost::math::erf(static_cast<T>(5.25), Policy()); + } + static void do_init(const mpl::int_<64>&) + { + boost::math::erf(static_cast<T>(1e-12), Policy()); + boost::math::erf(static_cast<T>(0.25), Policy()); + boost::math::erf(static_cast<T>(1.25), Policy()); + boost::math::erf(static_cast<T>(2.25), Policy()); + boost::math::erf(static_cast<T>(4.25), Policy()); + boost::math::erf(static_cast<T>(5.25), Policy()); + } + static void do_init(const mpl::int_<113>&) + { + boost::math::erf(static_cast<T>(1e-22), Policy()); + boost::math::erf(static_cast<T>(0.25), Policy()); + boost::math::erf(static_cast<T>(1.25), Policy()); + boost::math::erf(static_cast<T>(2.125), Policy()); + boost::math::erf(static_cast<T>(2.75), Policy()); + boost::math::erf(static_cast<T>(3.25), Policy()); + boost::math::erf(static_cast<T>(5.25), Policy()); + boost::math::erf(static_cast<T>(7.25), Policy()); + boost::math::erf(static_cast<T>(11.25), Policy()); + boost::math::erf(static_cast<T>(12.5), Policy()); + } + void force_instantiate()const{} + }; + static const init initializer; + static void force_instantiate() + { + initializer.force_instantiate(); + } +}; + +template <class T, class Policy, class tag> +const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer; + +} // namespace detail + +template <class T, class Policy> +inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */) +{ + typedef typename tools::promote_args<T>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename policies::precision<result_type, Policy>::type precision_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); + BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); + BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); + + typedef typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<0> >, + mpl::int_<0>, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<53> >, + mpl::int_<53>, // double + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<64> >, + mpl::int_<64>, // 80-bit long double + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<113> >, + mpl::int_<113>, // 128-bit long double + mpl::int_<0> // too many bits, use generic version. + >::type + >::type + >::type + >::type tag_type; + + BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); + + detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( + static_cast<value_type>(z), + false, + forwarding_policy(), + tag_type()), "boost::math::erf<%1%>(%1%, %1%)"); +} + +template <class T, class Policy> +inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */) +{ + typedef typename tools::promote_args<T>::type result_type; + typedef typename policies::evaluation<result_type, Policy>::type value_type; + typedef typename policies::precision<result_type, Policy>::type precision_type; + typedef typename policies::normalise< + Policy, + policies::promote_float<false>, + policies::promote_double<false>, + policies::discrete_quantile<>, + policies::assert_undefined<> >::type forwarding_policy; + + BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); + BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); + BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); + + typedef typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<0> >, + mpl::int_<0>, + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<53> >, + mpl::int_<53>, // double + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<64> >, + mpl::int_<64>, // 80-bit long double + typename mpl::if_< + mpl::less_equal<precision_type, mpl::int_<113> >, + mpl::int_<113>, // 128-bit long double + mpl::int_<0> // too many bits, use generic version. + >::type + >::type + >::type + >::type tag_type; + + BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); + + detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main + + return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( + static_cast<value_type>(z), + true, + forwarding_policy(), + tag_type()), "boost::math::erfc<%1%>(%1%, %1%)"); +} + +template <class T> +inline typename tools::promote_args<T>::type erf(T z) +{ + return boost::math::erf(z, policies::policy<>()); +} + +template <class T> +inline typename tools::promote_args<T>::type erfc(T z) +{ + return boost::math::erfc(z, policies::policy<>()); +} + +} // namespace math +} // namespace boost + +#include <boost/math/special_functions/detail/erf_inv.hpp> + +#endif // BOOST_MATH_SPECIAL_ERF_HPP + + + + |