module math /* * 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 >= 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 = 8.45062911510467529297e-01 // 0x3FEB0AC160000000 // Coefficients for approximation to erf in [0, 0.84375] efx = 1.28379167095512586316e-01 // 0x3FC06EBA8214DB69 efx8 = 1.02703333676410069053e+00 // 0x3FF06EBA8214DB69 pp0 = 1.28379167095512558561e-01 // 0x3FC06EBA8214DB68 pp1 = -3.25042107247001499370e-01 // 0xBFD4CD7D691CB913 pp2 = -2.84817495755985104766e-02 // 0xBF9D2A51DBD7194F pp3 = -5.77027029648944159157e-03 // 0xBF77A291236668E4 pp4 = -2.37630166566501626084e-05 // 0xBEF8EAD6120016AC qq1 = 3.97917223959155352819e-01 // 0x3FD97779CDDADC09 qq2 = 6.50222499887672944485e-02 // 0x3FB0A54C5536CEBA qq3 = 5.08130628187576562776e-03 // 0x3F74D022C4D36B0F qq4 = 1.32494738004321644526e-04 // 0x3F215DC9221C1A10 qq5 = -3.96022827877536812320e-06 // 0xBED09C4342A26120 // Coefficients for approximation to erf in [0.84375, 1.25] pa0 = -2.36211856075265944077e-03 // 0xBF6359B8BEF77538 pa1 = 4.14856118683748331666e-01 // 0x3FDA8D00AD92B34D pa2 = -3.72207876035701323847e-01 // 0xBFD7D240FBB8C3F1 pa3 = 3.18346619901161753674e-01 // 0x3FD45FCA805120E4 pa4 = -1.10894694282396677476e-01 // 0xBFBC63983D3E28EC pa5 = 3.54783043256182359371e-02 // 0x3FA22A36599795EB pa6 = -2.16637559486879084300e-03 // 0xBF61BF380A96073F qa1 = 1.06420880400844228286e-01 // 0x3FBB3E6618EEE323 qa2 = 5.40397917702171048937e-01 // 0x3FE14AF092EB6F33 qa3 = 7.18286544141962662868e-02 // 0x3FB2635CD99FE9A7 qa4 = 1.26171219808761642112e-01 // 0x3FC02660E763351F qa5 = 1.36370839120290507362e-02 // 0x3F8BEDC26B51DD1C qa6 = 1.19844998467991074170e-02 // 0x3F888B545735151D // Coefficients for approximation to erfc in [1.25, 1/0.35] ra0 = -9.86494403484714822705e-03 // 0xBF843412600D6435 ra1 = -6.93858572707181764372e-01 // 0xBFE63416E4BA7360 ra2 = -1.05586262253232909814e+01 // 0xC0251E0441B0E726 ra3 = -6.23753324503260060396e+01 // 0xC04F300AE4CBA38D ra4 = -1.62396669462573470355e+02 // 0xC0644CB184282266 ra5 = -1.84605092906711035994e+02 // 0xC067135CEBCCABB2 ra6 = -8.12874355063065934246e+01 // 0xC054526557E4D2F2 ra7 = -9.81432934416914548592e+00 // 0xC023A0EFC69AC25C sa1 = 1.96512716674392571292e+01 // 0x4033A6B9BD707687 sa2 = 1.37657754143519042600e+02 // 0x4061350C526AE721 sa3 = 4.34565877475229228821e+02 // 0x407B290DD58A1A71 sa4 = 6.45387271733267880336e+02 // 0x40842B1921EC2868 sa5 = 4.29008140027567833386e+02 // 0x407AD02157700314 sa6 = 1.08635005541779435134e+02 // 0x405B28A3EE48AE2C sa7 = 6.57024977031928170135e+00 // 0x401A47EF8E484A93 sa8 = -6.04244152148580987438e-02 // 0xBFAEEFF2EE749A62 // Coefficients for approximation to erfc in [1/.35, 28] rb0 = -9.86494292470009928597e-03 // 0xBF84341239E86F4A rb1 = -7.99283237680523006574e-01 // 0xBFE993BA70C285DE rb2 = -1.77579549177547519889e+01 // 0xC031C209555F995A rb3 = -1.60636384855821916062e+02 // 0xC064145D43C5ED98 rb4 = -6.37566443368389627722e+02 // 0xC083EC881375F228 rb5 = -1.02509513161107724954e+03 // 0xC09004616A2E5992 rb6 = -4.83519191608651397019e+02 // 0xC07E384E9BDC383F sb1 = 3.03380607434824582924e+01 // 0x403E568B261D5190 sb2 = 3.25792512996573918826e+02 // 0x40745CAE221B9F0A sb3 = 1.53672958608443695994e+03 // 0x409802EB189D5118 sb4 = 3.19985821950859553908e+03 // 0x40A8FFB7688C246A sb5 = 2.55305040643316442583e+03 // 0x40A3F219CEDF3BE6 sb6 = 4.74528541206955367215e+02 // 0x407DA874E79FE763 sb7 = -2.24409524465858183362e+01 // 0xC03670E242712D62 ) // erf returns the error function of x. // // special cases are: // erf(+inf) = 1 // erf(-inf) = -1 // erf(nan) = nan pub fn erf(a f64) f64 { mut x := a very_tiny := 2.848094538889218e-306 // 0x0080000000000000 small_ := 1.0 / f64(u64(1) << 28) // 2**-28 if is_nan(x) { return nan() } if is_inf(x, 1) { return 1.0 } if is_inf(x, -1) { return f64(-1) } mut sign := false if x < 0 { x = -x sign = true } if x < 0.84375 { // |x| < 0.84375 mut temp := 0.0 if x < small_ { // |x| < 2**-28 if x < very_tiny { temp = 0.125 * (8.0 * x + math.efx8 * x) // avoid underflow } else { temp = x + math.efx * x } } else { z := x * x r := math.pp0 + z * (math.pp1 + z * (math.pp2 + z * (math.pp3 + z * math.pp4))) s_ := 1.0 + z * (math.qq1 + z * (math.qq2 + z * (math.qq3 + z * (math.qq4 + z * math.qq5)))) y := r / s_ temp = x + x * y } if sign { return -temp } return temp } if x < 1.25 { // 0.84375 <= |x| < 1.25 s_ := x - 1 p := math.pa0 + s_ * (math.pa1 + s_ * (math.pa2 + s_ * (math.pa3 + s_ * (math.pa4 + s_ * (math.pa5 + s_ * math.pa6))))) q := 1.0 + s_ * (math.qa1 + s_ * (math.qa2 + s_ * (math.qa3 + s_ * (math.qa4 + s_ * (math.qa5 + s_ * math.qa6))))) if sign { return -math.erx - p / q } return math.erx + p / q } if x >= 6 { // inf > |x| >= 6 if sign { return -1 } return 1.0 } s_ := 1.0 / (x * x) mut r := 0.0 mut s := 0.0 if x < 1.0 / 0.35 { // |x| < 1 / 0.35 ~ 2.857143 r = math.ra0 + s_ * (math.ra1 + s_ * (math.ra2 + s_ * (math.ra3 + s_ * (math.ra4 + s_ * (math.ra5 + s_ * (math.ra6 + s_ * math.ra7)))))) s = 1.0 + s_ * (math.sa1 + s_ * (math.sa2 + s_ * (math.sa3 + s_ * (math.sa4 + s_ * (math.sa5 + s_ * (math.sa6 + s_ * (math.sa7 + s_ * math.sa8))))))) } else { // |x| >= 1 / 0.35 ~ 2.857143 r = math.rb0 + s_ * (math.rb1 + s_ * (math.rb2 + s_ * (math.rb3 + s_ * (math.rb4 + s_ * (math.rb5 + s_ * math.rb6))))) s = 1.0 + s_ * (math.sb1 + s_ * (math.sb2 + s_ * (math.sb3 + s_ * (math.sb4 + s_ * (math.sb5 + s_ * (math.sb6 + s_ * math.sb7)))))) } z := f64_from_bits(f64_bits(x) & 0xffffffff00000000) // pseudo-single (20-bit) precision x r_ := exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / s) if sign { return r_ / x - 1.0 } return 1.0 - r_ / x } // erfc returns the complementary error function of x. // // special cases are: // erfc(+inf) = 0 // erfc(-inf) = 2 // erfc(nan) = nan pub fn erfc(a f64) f64 { mut x := a tiny := 1.0 / f64(u64(1) << 56) // 2**-56 // special cases if is_nan(x) { return nan() } if is_inf(x, 1) { return 0.0 } if is_inf(x, -1) { return 2.0 } mut sign := false if x < 0 { x = -x sign = true } if x < 0.84375 { // |x| < 0.84375 mut temp := 0.0 if x < tiny { // |x| < 2**-56 temp = x } else { z := x * x r := math.pp0 + z * (math.pp1 + z * (math.pp2 + z * (math.pp3 + z * math.pp4))) s_ := 1.0 + z * (math.qq1 + z * (math.qq2 + z * (math.qq3 + z * (math.qq4 + z * math.qq5)))) y := r / s_ if x < 0.25 { // |x| < 1.0/4 temp = x + x * y } else { temp = 0.5 + (x * y + (x - 0.5)) } } if sign { return 1.0 + temp } return 1.0 - temp } if x < 1.25 { // 0.84375 <= |x| < 1.25 s_ := x - 1 p := math.pa0 + s_ * (math.pa1 + s_ * (math.pa2 + s_ * (math.pa3 + s_ * (math.pa4 + s_ * (math.pa5 + s_ * math.pa6))))) q := 1.0 + s_ * (math.qa1 + s_ * (math.qa2 + s_ * (math.qa3 + s_ * (math.qa4 + s_ * (math.qa5 + s_ * math.qa6))))) if sign { return 1.0 + math.erx + p / q } return 1.0 - math.erx - p / q } if x < 28 { // |x| < 28 s_ := 1.0 / (x * x) mut r := 0.0 mut s := 0.0 if x < 1.0 / 0.35 { // |x| < 1 / 0.35 ~ 2.857143 r = math.ra0 + s_ * (math.ra1 + s_ * (math.ra2 + s_ * (math.ra3 + s_ * (math.ra4 + s_ * (math.ra5 + s_ * (math.ra6 + s_ * math.ra7)))))) s = 1.0 + s_ * (math.sa1 + s_ * (math.sa2 + s_ * (math.sa3 + s_ * (math.sa4 + s_ * (math.sa5 + s_ * (math.sa6 + s_ * (math.sa7 + s_ * math.sa8))))))) } else { // |x| >= 1 / 0.35 ~ 2.857143 if sign && x > 6 { return 2.0 // x < -6 } r = math.rb0 + s_ * (math.rb1 + s_ * (math.rb2 + s_ * (math.rb3 + s_ * (math.rb4 + s_ * (math.rb5 + s_ * math.rb6))))) s = 1.0 + s_ * (math.sb1 + s_ * (math.sb2 + s_ * (math.sb3 + s_ * (math.sb4 + s_ * (math.sb5 + s_ * (math.sb6 + s_ * math.sb7)))))) } z := f64_from_bits(f64_bits(x) & 0xffffffff00000000) // pseudo-single (20-bit) precision x r_ := exp(-z * z - 0.5625) * exp((z - x) * (z + x) + r / s) if sign { return 2.0 - r_ / x } return r_ / x } if sign { return 2.0 } return 0.0 }