path: root/erf.c

/* mpfr_erf -- error function of a floating-point number

Copyright 2001, 2003, 2004, 2005, 2006, 2007, 2008, 2009 Free Software Foundation, Inc.
Contributed by Ludovic Meunier and Paul Zimmermann.

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.LIB.  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, mp_rnd_t);

int
mpfr_erf (mpfr_ptr y, mpfr_srcptr x, mp_rnd_t rnd_mode)
{
  mpfr_t xf;
  int inex, large;
  MPFR_SAVE_EXPO_DECL (expo);

  MPFR_LOG_FUNC (("x[%#R]=%R rnd=%d", x, x, rnd_mode),
                 ("y[%#R]=%R inexact=%d", y, 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) < - (mp_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- */
    {
      mp_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, mp_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, mp_rnd_t rnd_mode)
{
  mp_prec_t n, m;
  mp_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 + (mp_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 < - (mp_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;
}