/* origin: FreeBSD /usr/src/lib/msun/src/s_erff.c */ /* * Conversion to float by Ian Lance Taylor, Cygnus Support, ian@cygnus.com. */ /* * ==================================================== * 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. * ==================================================== */ use super::{expf, fabsf}; const ERX: f32 = 8.4506291151e-01; /* 0x3f58560b */ /* * Coefficients for approximation to erf on [0,0.84375] */ const EFX8: f32 = 1.0270333290e+00; /* 0x3f8375d4 */ const PP0: f32 = 1.2837916613e-01; /* 0x3e0375d4 */ const PP1: f32 = -3.2504209876e-01; /* 0xbea66beb */ const PP2: f32 = -2.8481749818e-02; /* 0xbce9528f */ const PP3: f32 = -5.7702702470e-03; /* 0xbbbd1489 */ const PP4: f32 = -2.3763017452e-05; /* 0xb7c756b1 */ const QQ1: f32 = 3.9791721106e-01; /* 0x3ecbbbce */ const QQ2: f32 = 6.5022252500e-02; /* 0x3d852a63 */ const QQ3: f32 = 5.0813062117e-03; /* 0x3ba68116 */ const QQ4: f32 = 1.3249473704e-04; /* 0x390aee49 */ const QQ5: f32 = -3.9602282413e-06; /* 0xb684e21a */ /* * Coefficients for approximation to erf in [0.84375,1.25] */ const PA0: f32 = -2.3621185683e-03; /* 0xbb1acdc6 */ const PA1: f32 = 4.1485610604e-01; /* 0x3ed46805 */ const PA2: f32 = -3.7220788002e-01; /* 0xbebe9208 */ const PA3: f32 = 3.1834661961e-01; /* 0x3ea2fe54 */ const PA4: f32 = -1.1089469492e-01; /* 0xbde31cc2 */ const PA5: f32 = 3.5478305072e-02; /* 0x3d1151b3 */ const PA6: f32 = -2.1663755178e-03; /* 0xbb0df9c0 */ const QA1: f32 = 1.0642088205e-01; /* 0x3dd9f331 */ const QA2: f32 = 5.4039794207e-01; /* 0x3f0a5785 */ const QA3: f32 = 7.1828655899e-02; /* 0x3d931ae7 */ const QA4: f32 = 1.2617121637e-01; /* 0x3e013307 */ const QA5: f32 = 1.3637083583e-02; /* 0x3c5f6e13 */ const QA6: f32 = 1.1984500103e-02; /* 0x3c445aa3 */ /* * Coefficients for approximation to erfc in [1.25,1/0.35] */ const RA0: f32 = -9.8649440333e-03; /* 0xbc21a093 */ const RA1: f32 = -6.9385856390e-01; /* 0xbf31a0b7 */ const RA2: f32 = -1.0558626175e+01; /* 0xc128f022 */ const RA3: f32 = -6.2375331879e+01; /* 0xc2798057 */ const RA4: f32 = -1.6239666748e+02; /* 0xc322658c */ const RA5: f32 = -1.8460508728e+02; /* 0xc3389ae7 */ const RA6: f32 = -8.1287437439e+01; /* 0xc2a2932b */ const RA7: f32 = -9.8143291473e+00; /* 0xc11d077e */ const SA1: f32 = 1.9651271820e+01; /* 0x419d35ce */ const SA2: f32 = 1.3765776062e+02; /* 0x4309a863 */ const SA3: f32 = 4.3456588745e+02; /* 0x43d9486f */ const SA4: f32 = 6.4538726807e+02; /* 0x442158c9 */ const SA5: f32 = 4.2900814819e+02; /* 0x43d6810b */ const SA6: f32 = 1.0863500214e+02; /* 0x42d9451f */ const SA7: f32 = 6.5702495575e+00; /* 0x40d23f7c */ const SA8: f32 = -6.0424413532e-02; /* 0xbd777f97 */ /* * Coefficients for approximation to erfc in [1/.35,28] */ const RB0: f32 = -9.8649431020e-03; /* 0xbc21a092 */ const RB1: f32 = -7.9928326607e-01; /* 0xbf4c9dd4 */ const RB2: f32 = -1.7757955551e+01; /* 0xc18e104b */ const RB3: f32 = -1.6063638306e+02; /* 0xc320a2ea */ const RB4: f32 = -6.3756646729e+02; /* 0xc41f6441 */ const RB5: f32 = -1.0250950928e+03; /* 0xc480230b */ const RB6: f32 = -4.8351919556e+02; /* 0xc3f1c275 */ const SB1: f32 = 3.0338060379e+01; /* 0x41f2b459 */ const SB2: f32 = 3.2579251099e+02; /* 0x43a2e571 */ const SB3: f32 = 1.5367296143e+03; /* 0x44c01759 */ const SB4: f32 = 3.1998581543e+03; /* 0x4547fdbb */ const SB5: f32 = 2.5530502930e+03; /* 0x451f90ce */ const SB6: f32 = 4.7452853394e+02; /* 0x43ed43a7 */ const SB7: f32 = -2.2440952301e+01; /* 0xc1b38712 */ fn erfc1(x: f32) -> f32 { let s: f32; let p: f32; let q: f32; s = fabsf(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))))); return 1.0 - ERX - p / q; } fn erfc2(mut ix: u32, mut x: f32) -> f32 { let s: f32; let r: f32; let big_s: f32; let z: f32; if ix < 0x3fa00000 { /* |x| < 1.25 */ return erfc1(x); } x = fabsf(x); s = 1.0 / (x * x); if ix < 0x4036db6d { /* |x| < 1/0.35 */ 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| >= 1/0.35 */ 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)))))); } ix = x.to_bits(); z = f32::from_bits(ix & 0xffffe000); expf(-z * z - 0.5625) * expf((z - x) * (z + x) + r / big_s) / x } /// Error function (f32) /// /// 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 erff(x: f32) -> f32 { let r: f32; let s: f32; let z: f32; let y: f32; let mut ix: u32; let sign: usize; ix = x.to_bits(); sign = (ix >> 31) as usize; ix &= 0x7fffffff; if ix >= 0x7f800000 { /* erf(nan)=nan, erf(+-inf)=+-1 */ return 1.0 - 2.0 * (sign as f32) + 1.0 / x; } if ix < 0x3f580000 { /* |x| < 0.84375 */ if ix < 0x31800000 { /* |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 < 0x40c00000 { /* |x| < 6 */ y = 1.0 - erfc2(ix, x); } else { let x1p_120 = f32::from_bits(0x03800000); y = 1.0 - x1p_120; } if sign != 0 { -y } else { y } } /// Error function (f32) /// /// 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 erfcf(x: f32) -> f32 { let r: f32; let s: f32; let z: f32; let y: f32; let mut ix: u32; let sign: usize; ix = x.to_bits(); sign = (ix >> 31) as usize; ix &= 0x7fffffff; if ix >= 0x7f800000 { /* erfc(nan)=nan, erfc(+-inf)=0,2 */ return 2.0 * (sign as f32) + 1.0 / x; } if ix < 0x3f580000 { /* |x| < 0.84375 */ if ix < 0x23800000 { /* |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 < 0x3e800000 { /* x < 1/4 */ return 1.0 - (x + x * y); } return 0.5 - (x - 0.5 + x * y); } if ix < 0x41e00000 { /* |x| < 28 */ if sign != 0 { return 2.0 - erfc2(ix, x); } else { return erfc2(ix, x); } } let x1p_120 = f32::from_bits(0x03800000); if sign != 0 { 2.0 - x1p_120 } else { x1p_120 * x1p_120 } }