diff options
Diffstat (limited to 'vendor/compiler_builtins/libm/src/math/erf.rs')
| -rw-r--r-- | vendor/compiler_builtins/libm/src/math/erf.rs | 317 |
1 files changed, 317 insertions, 0 deletions
diff --git a/vendor/compiler_builtins/libm/src/math/erf.rs b/vendor/compiler_builtins/libm/src/math/erf.rs new file mode 100644 index 000000000..a2c617d34 --- /dev/null +++ b/vendor/compiler_builtins/libm/src/math/erf.rs @@ -0,0 +1,317 @@ +use super::{exp, fabs, get_high_word, with_set_low_word}; +/* origin: FreeBSD /usr/src/lib/msun/src/s_erf.c */ +/* + * ==================================================== + * Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved. + * + * Developed at SunPro, a Sun Microsystems, Inc. business. + * Permission to use, copy, modify, and distribute this + * software is freely granted, provided that this notice + * is preserved. + * ==================================================== + */ +/* double erf(double x) + * double erfc(double x) + * x + * 2 |\ + * erf(x) = --------- | exp(-t*t)dt + * sqrt(pi) \| + * 0 + * + * erfc(x) = 1-erf(x) + * Note that + * erf(-x) = -erf(x) + * erfc(-x) = 2 - erfc(x) + * + * Method: + * 1. For |x| in [0, 0.84375] + * erf(x) = x + x*R(x^2) + * erfc(x) = 1 - erf(x) if x in [-.84375,0.25] + * = 0.5 + ((0.5-x)-x*R) if x in [0.25,0.84375] + * where R = P/Q where P is an odd poly of degree 8 and + * Q is an odd poly of degree 10. + * -57.90 + * | R - (erf(x)-x)/x | <= 2 + * + * + * Remark. The formula is derived by noting + * erf(x) = (2/sqrt(pi))*(x - x^3/3 + x^5/10 - x^7/42 + ....) + * and that + * 2/sqrt(pi) = 1.128379167095512573896158903121545171688 + * is close to one. The interval is chosen because the fix + * point of erf(x) is near 0.6174 (i.e., erf(x)=x when x is + * near 0.6174), and by some experiment, 0.84375 is chosen to + * guarantee the error is less than one ulp for erf. + * + * 2. For |x| in [0.84375,1.25], let s = |x| - 1, and + * c = 0.84506291151 rounded to single (24 bits) + * erf(x) = sign(x) * (c + P1(s)/Q1(s)) + * erfc(x) = (1-c) - P1(s)/Q1(s) if x > 0 + * 1+(c+P1(s)/Q1(s)) if x < 0 + * |P1/Q1 - (erf(|x|)-c)| <= 2**-59.06 + * Remark: here we use the taylor series expansion at x=1. + * erf(1+s) = erf(1) + s*Poly(s) + * = 0.845.. + P1(s)/Q1(s) + * That is, we use rational approximation to approximate + * erf(1+s) - (c = (single)0.84506291151) + * Note that |P1/Q1|< 0.078 for x in [0.84375,1.25] + * where + * P1(s) = degree 6 poly in s + * Q1(s) = degree 6 poly in s + * + * 3. For x in [1.25,1/0.35(~2.857143)], + * erfc(x) = (1/x)*exp(-x*x-0.5625+R1/S1) + * erf(x) = 1 - erfc(x) + * where + * R1(z) = degree 7 poly in z, (z=1/x^2) + * S1(z) = degree 8 poly in z + * + * 4. For x in [1/0.35,28] + * erfc(x) = (1/x)*exp(-x*x-0.5625+R2/S2) if x > 0 + * = 2.0 - (1/x)*exp(-x*x-0.5625+R2/S2) if -6<x<0 + * = 2.0 - tiny (if x <= -6) + * erf(x) = sign(x)*(1.0 - erfc(x)) if x < 6, else + * erf(x) = sign(x)*(1.0 - tiny) + * where + * R2(z) = degree 6 poly in z, (z=1/x^2) + * S2(z) = degree 7 poly in z + * + * Note1: + * To compute exp(-x*x-0.5625+R/S), let s be a single + * precision number and s := x; then + * -x*x = -s*s + (s-x)*(s+x) + * exp(-x*x-0.5626+R/S) = + * exp(-s*s-0.5625)*exp((s-x)*(s+x)+R/S); + * Note2: + * Here 4 and 5 make use of the asymptotic series + * exp(-x*x) + * erfc(x) ~ ---------- * ( 1 + Poly(1/x^2) ) + * x*sqrt(pi) + * We use rational approximation to approximate + * g(s)=f(1/x^2) = log(erfc(x)*x) - x*x + 0.5625 + * Here is the error bound for R1/S1 and R2/S2 + * |R1/S1 - f(x)| < 2**(-62.57) + * |R2/S2 - f(x)| < 2**(-61.52) + * + * 5. For inf > x >= 28 + * erf(x) = sign(x) *(1 - tiny) (raise inexact) + * erfc(x) = tiny*tiny (raise underflow) if x > 0 + * = 2 - tiny if x<0 + * + * 7. Special case: + * erf(0) = 0, erf(inf) = 1, erf(-inf) = -1, + * erfc(0) = 1, erfc(inf) = 0, erfc(-inf) = 2, + * erfc/erf(NaN) is NaN + */ + +const ERX: f64 = 8.45062911510467529297e-01; /* 0x3FEB0AC1, 0x60000000 */ +/* + * Coefficients for approximation to erf on [0,0.84375] + */ +const EFX8: f64 = 1.02703333676410069053e+00; /* 0x3FF06EBA, 0x8214DB69 */ +const PP0: f64 = 1.28379167095512558561e-01; /* 0x3FC06EBA, 0x8214DB68 */ +const PP1: f64 = -3.25042107247001499370e-01; /* 0xBFD4CD7D, 0x691CB913 */ +const PP2: f64 = -2.84817495755985104766e-02; /* 0xBF9D2A51, 0xDBD7194F */ +const PP3: f64 = -5.77027029648944159157e-03; /* 0xBF77A291, 0x236668E4 */ +const PP4: f64 = -2.37630166566501626084e-05; /* 0xBEF8EAD6, 0x120016AC */ +const QQ1: f64 = 3.97917223959155352819e-01; /* 0x3FD97779, 0xCDDADC09 */ +const QQ2: f64 = 6.50222499887672944485e-02; /* 0x3FB0A54C, 0x5536CEBA */ +const QQ3: f64 = 5.08130628187576562776e-03; /* 0x3F74D022, 0xC4D36B0F */ +const QQ4: f64 = 1.32494738004321644526e-04; /* 0x3F215DC9, 0x221C1A10 */ +const QQ5: f64 = -3.96022827877536812320e-06; /* 0xBED09C43, 0x42A26120 */ +/* + * Coefficients for approximation to erf in [0.84375,1.25] + */ +const PA0: f64 = -2.36211856075265944077e-03; /* 0xBF6359B8, 0xBEF77538 */ +const PA1: f64 = 4.14856118683748331666e-01; /* 0x3FDA8D00, 0xAD92B34D */ +const PA2: f64 = -3.72207876035701323847e-01; /* 0xBFD7D240, 0xFBB8C3F1 */ +const PA3: f64 = 3.18346619901161753674e-01; /* 0x3FD45FCA, 0x805120E4 */ +const PA4: f64 = -1.10894694282396677476e-01; /* 0xBFBC6398, 0x3D3E28EC */ +const PA5: f64 = 3.54783043256182359371e-02; /* 0x3FA22A36, 0x599795EB */ +const PA6: f64 = -2.16637559486879084300e-03; /* 0xBF61BF38, 0x0A96073F */ +const QA1: f64 = 1.06420880400844228286e-01; /* 0x3FBB3E66, 0x18EEE323 */ +const QA2: f64 = 5.40397917702171048937e-01; /* 0x3FE14AF0, 0x92EB6F33 */ +const QA3: f64 = 7.18286544141962662868e-02; /* 0x3FB2635C, 0xD99FE9A7 */ +const QA4: f64 = 1.26171219808761642112e-01; /* 0x3FC02660, 0xE763351F */ +const QA5: f64 = 1.36370839120290507362e-02; /* 0x3F8BEDC2, 0x6B51DD1C */ +const QA6: f64 = 1.19844998467991074170e-02; /* 0x3F888B54, 0x5735151D */ +/* + * Coefficients for approximation to erfc in [1.25,1/0.35] + */ +const RA0: f64 = -9.86494403484714822705e-03; /* 0xBF843412, 0x600D6435 */ +const RA1: f64 = -6.93858572707181764372e-01; /* 0xBFE63416, 0xE4BA7360 */ +const RA2: f64 = -1.05586262253232909814e+01; /* 0xC0251E04, 0x41B0E726 */ +const RA3: f64 = -6.23753324503260060396e+01; /* 0xC04F300A, 0xE4CBA38D */ +const RA4: f64 = -1.62396669462573470355e+02; /* 0xC0644CB1, 0x84282266 */ +const RA5: f64 = -1.84605092906711035994e+02; /* 0xC067135C, 0xEBCCABB2 */ +const RA6: f64 = -8.12874355063065934246e+01; /* 0xC0545265, 0x57E4D2F2 */ +const RA7: f64 = -9.81432934416914548592e+00; /* 0xC023A0EF, 0xC69AC25C */ +const SA1: f64 = 1.96512716674392571292e+01; /* 0x4033A6B9, 0xBD707687 */ +const SA2: f64 = 1.37657754143519042600e+02; /* 0x4061350C, 0x526AE721 */ +const SA3: f64 = 4.34565877475229228821e+02; /* 0x407B290D, 0xD58A1A71 */ +const SA4: f64 = 6.45387271733267880336e+02; /* 0x40842B19, 0x21EC2868 */ +const SA5: f64 = 4.29008140027567833386e+02; /* 0x407AD021, 0x57700314 */ +const SA6: f64 = 1.08635005541779435134e+02; /* 0x405B28A3, 0xEE48AE2C */ +const SA7: f64 = 6.57024977031928170135e+00; /* 0x401A47EF, 0x8E484A93 */ +const SA8: f64 = -6.04244152148580987438e-02; /* 0xBFAEEFF2, 0xEE749A62 */ +/* + * Coefficients for approximation to erfc in [1/.35,28] + */ +const RB0: f64 = -9.86494292470009928597e-03; /* 0xBF843412, 0x39E86F4A */ +const RB1: f64 = -7.99283237680523006574e-01; /* 0xBFE993BA, 0x70C285DE */ +const RB2: f64 = -1.77579549177547519889e+01; /* 0xC031C209, 0x555F995A */ +const RB3: f64 = -1.60636384855821916062e+02; /* 0xC064145D, 0x43C5ED98 */ +const RB4: f64 = -6.37566443368389627722e+02; /* 0xC083EC88, 0x1375F228 */ +const RB5: f64 = -1.02509513161107724954e+03; /* 0xC0900461, 0x6A2E5992 */ +const RB6: f64 = -4.83519191608651397019e+02; /* 0xC07E384E, 0x9BDC383F */ +const SB1: f64 = 3.03380607434824582924e+01; /* 0x403E568B, 0x261D5190 */ +const SB2: f64 = 3.25792512996573918826e+02; /* 0x40745CAE, 0x221B9F0A */ +const SB3: f64 = 1.53672958608443695994e+03; /* 0x409802EB, 0x189D5118 */ +const SB4: f64 = 3.19985821950859553908e+03; /* 0x40A8FFB7, 0x688C246A */ +const SB5: f64 = 2.55305040643316442583e+03; /* 0x40A3F219, 0xCEDF3BE6 */ +const SB6: f64 = 4.74528541206955367215e+02; /* 0x407DA874, 0xE79FE763 */ +const SB7: f64 = -2.24409524465858183362e+01; /* 0xC03670E2, 0x42712D62 */ + +fn erfc1(x: f64) -> f64 { + let s: f64; + let p: f64; + let q: f64; + + s = fabs(x) - 1.0; + p = PA0 + s * (PA1 + s * (PA2 + s * (PA3 + s * (PA4 + s * (PA5 + s * PA6))))); + q = 1.0 + s * (QA1 + s * (QA2 + s * (QA3 + s * (QA4 + s * (QA5 + s * QA6))))); + + 1.0 - ERX - p / q +} + +fn erfc2(ix: u32, mut x: f64) -> f64 { + let s: f64; + let r: f64; + let big_s: f64; + let z: f64; + + if ix < 0x3ff40000 { + /* |x| < 1.25 */ + return erfc1(x); + } + + x = fabs(x); + s = 1.0 / (x * x); + if ix < 0x4006db6d { + /* |x| < 1/.35 ~ 2.85714 */ + r = RA0 + s * (RA1 + s * (RA2 + s * (RA3 + s * (RA4 + s * (RA5 + s * (RA6 + s * RA7)))))); + big_s = 1.0 + + s * (SA1 + + s * (SA2 + s * (SA3 + s * (SA4 + s * (SA5 + s * (SA6 + s * (SA7 + s * SA8))))))); + } else { + /* |x| > 1/.35 */ + r = RB0 + s * (RB1 + s * (RB2 + s * (RB3 + s * (RB4 + s * (RB5 + s * RB6))))); + big_s = + 1.0 + s * (SB1 + s * (SB2 + s * (SB3 + s * (SB4 + s * (SB5 + s * (SB6 + s * SB7)))))); + } + z = with_set_low_word(x, 0); + + exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / big_s) / x +} + +/// Error function (f64) +/// +/// Calculates an approximation to the “error function”, which estimates +/// the probability that an observation will fall within x standard +/// deviations of the mean (assuming a normal distribution). +pub fn erf(x: f64) -> f64 { + let r: f64; + let s: f64; + let z: f64; + let y: f64; + let mut ix: u32; + let sign: usize; + + ix = get_high_word(x); + sign = (ix >> 31) as usize; + ix &= 0x7fffffff; + if ix >= 0x7ff00000 { + /* erf(nan)=nan, erf(+-inf)=+-1 */ + return 1.0 - 2.0 * (sign as f64) + 1.0 / x; + } + if ix < 0x3feb0000 { + /* |x| < 0.84375 */ + if ix < 0x3e300000 { + /* |x| < 2**-28 */ + /* avoid underflow */ + return 0.125 * (8.0 * x + EFX8 * x); + } + z = x * x; + r = PP0 + z * (PP1 + z * (PP2 + z * (PP3 + z * PP4))); + s = 1.0 + z * (QQ1 + z * (QQ2 + z * (QQ3 + z * (QQ4 + z * QQ5)))); + y = r / s; + return x + x * y; + } + if ix < 0x40180000 { + /* 0.84375 <= |x| < 6 */ + y = 1.0 - erfc2(ix, x); + } else { + let x1p_1022 = f64::from_bits(0x0010000000000000); + y = 1.0 - x1p_1022; + } + + if sign != 0 { + -y + } else { + y + } +} + +/// Error function (f64) +/// +/// Calculates the complementary probability. +/// Is `1 - erf(x)`. Is computed directly, so that you can use it to avoid +/// the loss of precision that would result from subtracting +/// large probabilities (on large `x`) from 1. +pub fn erfc(x: f64) -> f64 { + let r: f64; + let s: f64; + let z: f64; + let y: f64; + let mut ix: u32; + let sign: usize; + + ix = get_high_word(x); + sign = (ix >> 31) as usize; + ix &= 0x7fffffff; + if ix >= 0x7ff00000 { + /* erfc(nan)=nan, erfc(+-inf)=0,2 */ + return 2.0 * (sign as f64) + 1.0 / x; + } + if ix < 0x3feb0000 { + /* |x| < 0.84375 */ + if ix < 0x3c700000 { + /* |x| < 2**-56 */ + return 1.0 - x; + } + z = x * x; + r = PP0 + z * (PP1 + z * (PP2 + z * (PP3 + z * PP4))); + s = 1.0 + z * (QQ1 + z * (QQ2 + z * (QQ3 + z * (QQ4 + z * QQ5)))); + y = r / s; + if sign != 0 || ix < 0x3fd00000 { + /* x < 1/4 */ + return 1.0 - (x + x * y); + } + return 0.5 - (x - 0.5 + x * y); + } + if ix < 0x403c0000 { + /* 0.84375 <= |x| < 28 */ + if sign != 0 { + return 2.0 - erfc2(ix, x); + } else { + return erfc2(ix, x); + } + } + + let x1p_1022 = f64::from_bits(0x0010000000000000); + if sign != 0 { + 2.0 - x1p_1022 + } else { + x1p_1022 * x1p_1022 + } +} |