/* mpfr_erf -- error function of a floating-point number Copyright 2001, 2003-2017 Free Software Foundation, Inc. Contributed by the AriC and Caramba projects, INRIA. This file is part of the GNU MPFR Library. The GNU MPFR Library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. The GNU MPFR Library 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 Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */ #define MPFR_NEED_LONGLONG_H #include "mpfr-impl.h" #define EXP1 2.71828182845904523536 /* exp(1) */ static int mpfr_erf_0 (mpfr_ptr, mpfr_srcptr, double, mpfr_rnd_t); int mpfr_erf (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd_mode) { mpfr_t xf; int inex, large; MPFR_SAVE_EXPO_DECL (expo); MPFR_LOG_FUNC (("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec (x), mpfr_log_prec, x, rnd_mode), ("y[%Pu]=%.*Rg inexact=%d", mpfr_get_prec (y), mpfr_log_prec, y, inex)); if (MPFR_UNLIKELY (MPFR_IS_SINGULAR (x))) { if (MPFR_IS_NAN (x)) { MPFR_SET_NAN (y); MPFR_RET_NAN; } else if (MPFR_IS_INF (x)) /* erf(+inf) = +1, erf(-inf) = -1 */ return mpfr_set_si (y, MPFR_INT_SIGN (x), MPFR_RNDN); else /* erf(+0) = +0, erf(-0) = -0 */ { MPFR_ASSERTD (MPFR_IS_ZERO (x)); return mpfr_set (y, x, MPFR_RNDN); /* should keep the sign of x */ } } /* now x is neither NaN, Inf nor 0 */ /* first try expansion at x=0 when x is small, or asymptotic expansion where x is large */ MPFR_SAVE_EXPO_MARK (expo); /* around x=0, we have erf(x) = 2x/sqrt(Pi) (1 - x^2/3 + ...), with 1 - x^2/3 <= sqrt(Pi)*erf(x)/2/x <= 1 for x >= 0. This means that if x^2/3 < 2^(-PREC(y)-1) we can decide of the correct rounding, unless we have a worst-case for 2x/sqrt(Pi). */ if (MPFR_EXP(x) < - (mpfr_exp_t) (MPFR_PREC(y) / 2)) { /* we use 2x/sqrt(Pi) (1 - x^2/3) <= erf(x) <= 2x/sqrt(Pi) for x > 0 and 2x/sqrt(Pi) <= erf(x) <= 2x/sqrt(Pi) (1 - x^2/3) for x < 0. In both cases |2x/sqrt(Pi) (1 - x^2/3)| <= |erf(x)| <= |2x/sqrt(Pi)|. We will compute l and h such that l <= |2x/sqrt(Pi) (1 - x^2/3)| and |2x/sqrt(Pi)| <= h. If l and h round to the same value to precision PREC(y) and rounding rnd_mode, then we are done. */ mpfr_t l, h; /* lower and upper bounds for erf(x) */ int ok, inex2; mpfr_init2 (l, MPFR_PREC(y) + 17); mpfr_init2 (h, MPFR_PREC(y) + 17); /* first compute l */ mpfr_mul (l, x, x, MPFR_RNDU); mpfr_div_ui (l, l, 3, MPFR_RNDU); /* upper bound on x^2/3 */ mpfr_ui_sub (l, 1, l, MPFR_RNDZ); /* lower bound on 1 - x^2/3 */ mpfr_const_pi (h, MPFR_RNDU); /* upper bound of Pi */ mpfr_sqrt (h, h, MPFR_RNDU); /* upper bound on sqrt(Pi) */ mpfr_div (l, l, h, MPFR_RNDZ); /* lower bound on 1/sqrt(Pi) (1 - x^2/3) */ mpfr_mul_2ui (l, l, 1, MPFR_RNDZ); /* 2/sqrt(Pi) (1 - x^2/3) */ mpfr_mul (l, l, x, MPFR_RNDZ); /* |l| is a lower bound on |2x/sqrt(Pi) (1 - x^2/3)| */ /* now compute h */ mpfr_const_pi (h, MPFR_RNDD); /* lower bound on Pi */ mpfr_sqrt (h, h, MPFR_RNDD); /* lower bound on sqrt(Pi) */ mpfr_div_2ui (h, h, 1, MPFR_RNDD); /* lower bound on sqrt(Pi)/2 */ /* since sqrt(Pi)/2 < 1, the following should not underflow */ mpfr_div (h, x, h, MPFR_IS_POS(x) ? MPFR_RNDU : MPFR_RNDD); /* round l and h to precision PREC(y) */ inex = mpfr_prec_round (l, MPFR_PREC(y), rnd_mode); inex2 = mpfr_prec_round (h, MPFR_PREC(y), rnd_mode); /* Caution: we also need inex=inex2 (inex might be 0). */ ok = SAME_SIGN (inex, inex2) && mpfr_cmp (l, h) == 0; if (ok) mpfr_set (y, h, rnd_mode); mpfr_clear (l); mpfr_clear (h); if (ok) goto end; /* this test can still fail for small precision, for example for x=-0.100E-2 with a target precision of 3 bits, since the error term x^2/3 is not that small. */ } mpfr_init2 (xf, 53); mpfr_const_log2 (xf, MPFR_RNDU); mpfr_div (xf, x, xf, MPFR_RNDZ); /* round to zero ensures we get a lower bound of |x/log(2)| */ mpfr_mul (xf, xf, x, MPFR_RNDZ); large = mpfr_cmp_ui (xf, MPFR_PREC (y) + 1) > 0; mpfr_clear (xf); /* when x goes to infinity, we have erf(x) = 1 - 1/sqrt(Pi)/exp(x^2)/x + ... and |erf(x) - 1| <= exp(-x^2) is true for any x >= 0, thus if exp(-x^2) < 2^(-PREC(y)-1) the result is 1 or 1-epsilon. This rewrites as x^2/log(2) > p+1. */ if (MPFR_UNLIKELY (large)) /* |erf x| = 1 or 1- */ { mpfr_rnd_t rnd2 = MPFR_IS_POS (x) ? rnd_mode : MPFR_INVERT_RND(rnd_mode); if (rnd2 == MPFR_RNDN || rnd2 == MPFR_RNDU || rnd2 == MPFR_RNDA) { inex = MPFR_INT_SIGN (x); mpfr_set_si (y, inex, rnd2); } else /* round to zero */ { inex = -MPFR_INT_SIGN (x); mpfr_setmax (y, 0); /* warning: setmax keeps the old sign of y */ MPFR_SET_SAME_SIGN (y, x); } } else /* use Taylor */ { double xf2; /* FIXME: get rid of doubles/mpfr_get_d here */ xf2 = mpfr_get_d (x, MPFR_RNDN); xf2 = xf2 * xf2; /* xf2 ~ x^2 */ inex = mpfr_erf_0 (y, x, xf2, rnd_mode); } end: MPFR_SAVE_EXPO_FREE (expo); return mpfr_check_range (y, inex, rnd_mode); } /* return x*2^e */ static double mul_2exp (double x, mpfr_exp_t e) { if (e > 0) { while (e--) x *= 2.0; } else { while (e++) x /= 2.0; } return x; } /* evaluates erf(x) using the expansion at x=0: erf(x) = 2/sqrt(Pi) * sum((-1)^k*x^(2k+1)/k!/(2k+1), k=0..infinity) Assumes x is neither NaN nor infinite nor zero. Assumes also that e*x^2 <= n (target precision). */ static int mpfr_erf_0 (mpfr_ptr res, mpfr_srcptr x, double xf2, mpfr_rnd_t rnd_mode) { mpfr_prec_t n, m; mpfr_exp_t nuk, sigmak; double tauk; mpfr_t y, s, t, u; unsigned int k; int log2tauk; int inex; MPFR_ZIV_DECL (loop); n = MPFR_PREC (res); /* target precision */ /* initial working precision */ m = n + (mpfr_prec_t) (xf2 / LOG2) + 8 + MPFR_INT_CEIL_LOG2 (n); mpfr_init2 (y, m); mpfr_init2 (s, m); mpfr_init2 (t, m); mpfr_init2 (u, m); MPFR_ZIV_INIT (loop, m); for (;;) { mpfr_mul (y, x, x, MPFR_RNDU); /* err <= 1 ulp */ mpfr_set_ui (s, 1, MPFR_RNDN); mpfr_set_ui (t, 1, MPFR_RNDN); tauk = 0.0; for (k = 1; ; k++) { mpfr_mul (t, y, t, MPFR_RNDU); mpfr_div_ui (t, t, k, MPFR_RNDU); mpfr_div_ui (u, t, 2 * k + 1, MPFR_RNDU); sigmak = MPFR_GET_EXP (s); if (k % 2) mpfr_sub (s, s, u, MPFR_RNDN); else mpfr_add (s, s, u, MPFR_RNDN); sigmak -= MPFR_GET_EXP(s); nuk = MPFR_GET_EXP(u) - MPFR_GET_EXP(s); if ((nuk < - (mpfr_exp_t) m) && ((double) k >= xf2)) break; /* tauk <- 1/2 + tauk * 2^sigmak + (1+8k)*2^nuk */ tauk = 0.5 + mul_2exp (tauk, sigmak) + mul_2exp (1.0 + 8.0 * (double) k, nuk); } mpfr_mul (s, x, s, MPFR_RNDU); MPFR_SET_EXP (s, MPFR_GET_EXP (s) + 1); mpfr_const_pi (t, MPFR_RNDZ); mpfr_sqrt (t, t, MPFR_RNDZ); mpfr_div (s, s, t, MPFR_RNDN); tauk = 4.0 * tauk + 11.0; /* final ulp-error on s */ log2tauk = __gmpfr_ceil_log2 (tauk); if (MPFR_LIKELY (MPFR_CAN_ROUND (s, m - log2tauk, n, rnd_mode))) break; /* Actualisation of the precision */ MPFR_ZIV_NEXT (loop, m); mpfr_set_prec (y, m); mpfr_set_prec (s, m); mpfr_set_prec (t, m); mpfr_set_prec (u, m); } MPFR_ZIV_FREE (loop); inex = mpfr_set (res, s, rnd_mode); mpfr_clear (y); mpfr_clear (t); mpfr_clear (u); mpfr_clear (s); return inex; }