| 1 | /* origin: FreeBSD /usr/src/lib/msun/src/s_erff.c */ |
| 2 | /* |
| 3 | * Conversion to float by Ian Lance Taylor, Cygnus Support, ian@cygnus.com. |
| 4 | */ |
| 5 | /* |
| 6 | * ==================================================== |
| 7 | * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. |
| 8 | * |
| 9 | * Developed at SunPro, a Sun Microsystems, Inc. business. |
| 10 | * Permission to use, copy, modify, and distribute this |
| 11 | * software is freely granted, provided that this notice |
| 12 | * is preserved. |
| 13 | * ==================================================== |
| 14 | */ |
| 15 | |
| 16 | use super::{expf, fabsf}; |
| 17 | |
| 18 | const ERX: f32 = 8.4506291151e-01; /* 0x3f58560b */ |
| 19 | /* |
| 20 | * Coefficients for approximation to erf on [0,0.84375] |
| 21 | */ |
| 22 | const EFX8: f32 = 1.0270333290e+00; /* 0x3f8375d4 */ |
| 23 | const PP0: f32 = 1.2837916613e-01; /* 0x3e0375d4 */ |
| 24 | const PP1: f32 = -3.2504209876e-01; /* 0xbea66beb */ |
| 25 | const PP2: f32 = -2.8481749818e-02; /* 0xbce9528f */ |
| 26 | const PP3: f32 = -5.7702702470e-03; /* 0xbbbd1489 */ |
| 27 | const PP4: f32 = -2.3763017452e-05; /* 0xb7c756b1 */ |
| 28 | const QQ1: f32 = 3.9791721106e-01; /* 0x3ecbbbce */ |
| 29 | const QQ2: f32 = 6.5022252500e-02; /* 0x3d852a63 */ |
| 30 | const QQ3: f32 = 5.0813062117e-03; /* 0x3ba68116 */ |
| 31 | const QQ4: f32 = 1.3249473704e-04; /* 0x390aee49 */ |
| 32 | const QQ5: f32 = -3.9602282413e-06; /* 0xb684e21a */ |
| 33 | /* |
| 34 | * Coefficients for approximation to erf in [0.84375,1.25] |
| 35 | */ |
| 36 | const PA0: f32 = -2.3621185683e-03; /* 0xbb1acdc6 */ |
| 37 | const PA1: f32 = 4.1485610604e-01; /* 0x3ed46805 */ |
| 38 | const PA2: f32 = -3.7220788002e-01; /* 0xbebe9208 */ |
| 39 | const PA3: f32 = 3.1834661961e-01; /* 0x3ea2fe54 */ |
| 40 | const PA4: f32 = -1.1089469492e-01; /* 0xbde31cc2 */ |
| 41 | const PA5: f32 = 3.5478305072e-02; /* 0x3d1151b3 */ |
| 42 | const PA6: f32 = -2.1663755178e-03; /* 0xbb0df9c0 */ |
| 43 | const QA1: f32 = 1.0642088205e-01; /* 0x3dd9f331 */ |
| 44 | const QA2: f32 = 5.4039794207e-01; /* 0x3f0a5785 */ |
| 45 | const QA3: f32 = 7.1828655899e-02; /* 0x3d931ae7 */ |
| 46 | const QA4: f32 = 1.2617121637e-01; /* 0x3e013307 */ |
| 47 | const QA5: f32 = 1.3637083583e-02; /* 0x3c5f6e13 */ |
| 48 | const QA6: f32 = 1.1984500103e-02; /* 0x3c445aa3 */ |
| 49 | /* |
| 50 | * Coefficients for approximation to erfc in [1.25,1/0.35] |
| 51 | */ |
| 52 | const RA0: f32 = -9.8649440333e-03; /* 0xbc21a093 */ |
| 53 | const RA1: f32 = -6.9385856390e-01; /* 0xbf31a0b7 */ |
| 54 | const RA2: f32 = -1.0558626175e+01; /* 0xc128f022 */ |
| 55 | const RA3: f32 = -6.2375331879e+01; /* 0xc2798057 */ |
| 56 | const RA4: f32 = -1.6239666748e+02; /* 0xc322658c */ |
| 57 | const RA5: f32 = -1.8460508728e+02; /* 0xc3389ae7 */ |
| 58 | const RA6: f32 = -8.1287437439e+01; /* 0xc2a2932b */ |
| 59 | const RA7: f32 = -9.8143291473e+00; /* 0xc11d077e */ |
| 60 | const SA1: f32 = 1.9651271820e+01; /* 0x419d35ce */ |
| 61 | const SA2: f32 = 1.3765776062e+02; /* 0x4309a863 */ |
| 62 | const SA3: f32 = 4.3456588745e+02; /* 0x43d9486f */ |
| 63 | const SA4: f32 = 6.4538726807e+02; /* 0x442158c9 */ |
| 64 | const SA5: f32 = 4.2900814819e+02; /* 0x43d6810b */ |
| 65 | const SA6: f32 = 1.0863500214e+02; /* 0x42d9451f */ |
| 66 | const SA7: f32 = 6.5702495575e+00; /* 0x40d23f7c */ |
| 67 | const SA8: f32 = -6.0424413532e-02; /* 0xbd777f97 */ |
| 68 | /* |
| 69 | * Coefficients for approximation to erfc in [1/.35,28] |
| 70 | */ |
| 71 | const RB0: f32 = -9.8649431020e-03; /* 0xbc21a092 */ |
| 72 | const RB1: f32 = -7.9928326607e-01; /* 0xbf4c9dd4 */ |
| 73 | const RB2: f32 = -1.7757955551e+01; /* 0xc18e104b */ |
| 74 | const RB3: f32 = -1.6063638306e+02; /* 0xc320a2ea */ |
| 75 | const RB4: f32 = -6.3756646729e+02; /* 0xc41f6441 */ |
| 76 | const RB5: f32 = -1.0250950928e+03; /* 0xc480230b */ |
| 77 | const RB6: f32 = -4.8351919556e+02; /* 0xc3f1c275 */ |
| 78 | const SB1: f32 = 3.0338060379e+01; /* 0x41f2b459 */ |
| 79 | const SB2: f32 = 3.2579251099e+02; /* 0x43a2e571 */ |
| 80 | const SB3: f32 = 1.5367296143e+03; /* 0x44c01759 */ |
| 81 | const SB4: f32 = 3.1998581543e+03; /* 0x4547fdbb */ |
| 82 | const SB5: f32 = 2.5530502930e+03; /* 0x451f90ce */ |
| 83 | const SB6: f32 = 4.7452853394e+02; /* 0x43ed43a7 */ |
| 84 | const SB7: f32 = -2.2440952301e+01; /* 0xc1b38712 */ |
| 85 | |
| 86 | fn erfc1(x: f32) -> f32 { |
| 87 | let s: f32; |
| 88 | let p: f32; |
| 89 | let q: f32; |
| 90 | |
| 91 | s = fabsf(x) - 1.0; |
| 92 | p = PA0 + s * (PA1 + s * (PA2 + s * (PA3 + s * (PA4 + s * (PA5 + s * PA6))))); |
| 93 | q = 1.0 + s * (QA1 + s * (QA2 + s * (QA3 + s * (QA4 + s * (QA5 + s * QA6))))); |
| 94 | return 1.0 - ERX - p / q; |
| 95 | } |
| 96 | |
| 97 | fn erfc2(mut ix: u32, mut x: f32) -> f32 { |
| 98 | let s: f32; |
| 99 | let r: f32; |
| 100 | let big_s: f32; |
| 101 | let z: f32; |
| 102 | |
| 103 | if ix < 0x3fa00000 { |
| 104 | /* |x| < 1.25 */ |
| 105 | return erfc1(x); |
| 106 | } |
| 107 | |
| 108 | x = fabsf(x); |
| 109 | s = 1.0 / (x * x); |
| 110 | if ix < 0x4036db6d { |
| 111 | /* |x| < 1/0.35 */ |
| 112 | r = RA0 + s * (RA1 + s * (RA2 + s * (RA3 + s * (RA4 + s * (RA5 + s * (RA6 + s * RA7)))))); |
| 113 | big_s = 1.0 |
| 114 | + s * (SA1 |
| 115 | + s * (SA2 + s * (SA3 + s * (SA4 + s * (SA5 + s * (SA6 + s * (SA7 + s * SA8))))))); |
| 116 | } else { |
| 117 | /* |x| >= 1/0.35 */ |
| 118 | r = RB0 + s * (RB1 + s * (RB2 + s * (RB3 + s * (RB4 + s * (RB5 + s * RB6))))); |
| 119 | big_s = |
| 120 | 1.0 + s * (SB1 + s * (SB2 + s * (SB3 + s * (SB4 + s * (SB5 + s * (SB6 + s * SB7)))))); |
| 121 | } |
| 122 | ix = x.to_bits(); |
| 123 | z = f32::from_bits(ix & 0xffffe000); |
| 124 | |
| 125 | expf(-z * z - 0.5625) * expf((z - x) * (z + x) + r / big_s) / x |
| 126 | } |
| 127 | |
| 128 | /// Error function (f32) |
| 129 | /// |
| 130 | /// Calculates an approximation to the “error function”, which estimates |
| 131 | /// the probability that an observation will fall within x standard |
| 132 | /// deviations of the mean (assuming a normal distribution). |
| 133 | #[cfg_attr (all(test, assert_no_panic), no_panic::no_panic)] |
| 134 | pub fn erff(x: f32) -> f32 { |
| 135 | let r: f32; |
| 136 | let s: f32; |
| 137 | let z: f32; |
| 138 | let y: f32; |
| 139 | let mut ix: u32; |
| 140 | let sign: usize; |
| 141 | |
| 142 | ix = x.to_bits(); |
| 143 | sign = (ix >> 31) as usize; |
| 144 | ix &= 0x7fffffff; |
| 145 | if ix >= 0x7f800000 { |
| 146 | /* erf(nan)=nan, erf(+-inf)=+-1 */ |
| 147 | return 1.0 - 2.0 * (sign as f32) + 1.0 / x; |
| 148 | } |
| 149 | if ix < 0x3f580000 { |
| 150 | /* |x| < 0.84375 */ |
| 151 | if ix < 0x31800000 { |
| 152 | /* |x| < 2**-28 */ |
| 153 | /*avoid underflow */ |
| 154 | return 0.125 * (8.0 * x + EFX8 * x); |
| 155 | } |
| 156 | z = x * x; |
| 157 | r = PP0 + z * (PP1 + z * (PP2 + z * (PP3 + z * PP4))); |
| 158 | s = 1.0 + z * (QQ1 + z * (QQ2 + z * (QQ3 + z * (QQ4 + z * QQ5)))); |
| 159 | y = r / s; |
| 160 | return x + x * y; |
| 161 | } |
| 162 | if ix < 0x40c00000 { |
| 163 | /* |x| < 6 */ |
| 164 | y = 1.0 - erfc2(ix, x); |
| 165 | } else { |
| 166 | let x1p_120 = f32::from_bits(0x03800000); |
| 167 | y = 1.0 - x1p_120; |
| 168 | } |
| 169 | |
| 170 | if sign != 0 { -y } else { y } |
| 171 | } |
| 172 | |
| 173 | /// Complementary error function (f32) |
| 174 | /// |
| 175 | /// Calculates the complementary probability. |
| 176 | /// Is `1 - erf(x)`. Is computed directly, so that you can use it to avoid |
| 177 | /// the loss of precision that would result from subtracting |
| 178 | /// large probabilities (on large `x`) from 1. |
| 179 | pub fn erfcf(x: f32) -> f32 { |
| 180 | let r: f32; |
| 181 | let s: f32; |
| 182 | let z: f32; |
| 183 | let y: f32; |
| 184 | let mut ix: u32; |
| 185 | let sign: usize; |
| 186 | |
| 187 | ix = x.to_bits(); |
| 188 | sign = (ix >> 31) as usize; |
| 189 | ix &= 0x7fffffff; |
| 190 | if ix >= 0x7f800000 { |
| 191 | /* erfc(nan)=nan, erfc(+-inf)=0,2 */ |
| 192 | return 2.0 * (sign as f32) + 1.0 / x; |
| 193 | } |
| 194 | |
| 195 | if ix < 0x3f580000 { |
| 196 | /* |x| < 0.84375 */ |
| 197 | if ix < 0x23800000 { |
| 198 | /* |x| < 2**-56 */ |
| 199 | return 1.0 - x; |
| 200 | } |
| 201 | z = x * x; |
| 202 | r = PP0 + z * (PP1 + z * (PP2 + z * (PP3 + z * PP4))); |
| 203 | s = 1.0 + z * (QQ1 + z * (QQ2 + z * (QQ3 + z * (QQ4 + z * QQ5)))); |
| 204 | y = r / s; |
| 205 | if sign != 0 || ix < 0x3e800000 { |
| 206 | /* x < 1/4 */ |
| 207 | return 1.0 - (x + x * y); |
| 208 | } |
| 209 | return 0.5 - (x - 0.5 + x * y); |
| 210 | } |
| 211 | if ix < 0x41e00000 { |
| 212 | /* |x| < 28 */ |
| 213 | if sign != 0 { |
| 214 | return 2.0 - erfc2(ix, x); |
| 215 | } else { |
| 216 | return erfc2(ix, x); |
| 217 | } |
| 218 | } |
| 219 | |
| 220 | let x1p_120 = f32::from_bits(0x03800000); |
| 221 | if sign != 0 { |
| 222 | 2.0 - x1p_120 |
| 223 | } else { |
| 224 | x1p_120 * x1p_120 |
| 225 | } |
| 226 | } |
| 227 | |