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1 // (C) Copyright John Maddock 2006.
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2 // Use, modification and distribution are subject to the
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3 // Boost Software License, Version 1.0. (See accompanying file
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4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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5
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6 #ifndef BOOST_MATH_SF_ERF_INV_HPP
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7 #define BOOST_MATH_SF_ERF_INV_HPP
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8
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9 #ifdef _MSC_VER
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10 #pragma once
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11 #endif
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12
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13 namespace boost{ namespace math{
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14
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15 namespace detail{
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16 //
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17 // The inverse erf and erfc functions share a common implementation,
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18 // this version is for 80-bit long double's and smaller:
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19 //
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20 template <class T, class Policy>
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21 T erf_inv_imp(const T& p, const T& q, const Policy&, const boost::mpl::int_<64>*)
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22 {
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23 BOOST_MATH_STD_USING // for ADL of std names.
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24
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25 T result = 0;
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26
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27 if(p <= 0.5)
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28 {
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29 //
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30 // Evaluate inverse erf using the rational approximation:
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31 //
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32 // x = p(p+10)(Y+R(p))
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33 //
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34 // Where Y is a constant, and R(p) is optimised for a low
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35 // absolute error compared to |Y|.
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36 //
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37 // double: Max error found: 2.001849e-18
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38 // long double: Max error found: 1.017064e-20
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39 // Maximum Deviation Found (actual error term at infinite precision) 8.030e-21
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40 //
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41 static const float Y = 0.0891314744949340820313f;
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42 static const T P[] = {
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43 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000508781949658280665617),
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44 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00836874819741736770379),
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45 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0334806625409744615033),
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46 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0126926147662974029034),
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47 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0365637971411762664006),
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48 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0219878681111168899165),
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49 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00822687874676915743155),
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50 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00538772965071242932965)
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51 };
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52 static const T Q[] = {
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53 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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54 BOOST_MATH_BIG_CONSTANT(T, 64, -0.970005043303290640362),
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55 BOOST_MATH_BIG_CONSTANT(T, 64, -1.56574558234175846809),
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56 BOOST_MATH_BIG_CONSTANT(T, 64, 1.56221558398423026363),
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57 BOOST_MATH_BIG_CONSTANT(T, 64, 0.662328840472002992063),
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58 BOOST_MATH_BIG_CONSTANT(T, 64, -0.71228902341542847553),
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59 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0527396382340099713954),
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60 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0795283687341571680018),
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61 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00233393759374190016776),
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62 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000886216390456424707504)
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63 };
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64 T g = p * (p + 10);
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65 T r = tools::evaluate_polynomial(P, p) / tools::evaluate_polynomial(Q, p);
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66 result = g * Y + g * r;
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67 }
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68 else if(q >= 0.25)
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69 {
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70 //
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71 // Rational approximation for 0.5 > q >= 0.25
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72 //
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73 // x = sqrt(-2*log(q)) / (Y + R(q))
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74 //
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75 // Where Y is a constant, and R(q) is optimised for a low
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76 // absolute error compared to Y.
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77 //
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78 // double : Max error found: 7.403372e-17
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79 // long double : Max error found: 6.084616e-20
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80 // Maximum Deviation Found (error term) 4.811e-20
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81 //
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82 static const float Y = 2.249481201171875f;
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83 static const T P[] = {
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84 BOOST_MATH_BIG_CONSTANT(T, 64, -0.202433508355938759655),
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85 BOOST_MATH_BIG_CONSTANT(T, 64, 0.105264680699391713268),
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86 BOOST_MATH_BIG_CONSTANT(T, 64, 8.37050328343119927838),
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87 BOOST_MATH_BIG_CONSTANT(T, 64, 17.6447298408374015486),
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88 BOOST_MATH_BIG_CONSTANT(T, 64, -18.8510648058714251895),
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89 BOOST_MATH_BIG_CONSTANT(T, 64, -44.6382324441786960818),
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90 BOOST_MATH_BIG_CONSTANT(T, 64, 17.445385985570866523),
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91 BOOST_MATH_BIG_CONSTANT(T, 64, 21.1294655448340526258),
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92 BOOST_MATH_BIG_CONSTANT(T, 64, -3.67192254707729348546)
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93 };
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94 static const T Q[] = {
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95 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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96 BOOST_MATH_BIG_CONSTANT(T, 64, 6.24264124854247537712),
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97 BOOST_MATH_BIG_CONSTANT(T, 64, 3.9713437953343869095),
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98 BOOST_MATH_BIG_CONSTANT(T, 64, -28.6608180499800029974),
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99 BOOST_MATH_BIG_CONSTANT(T, 64, -20.1432634680485188801),
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100 BOOST_MATH_BIG_CONSTANT(T, 64, 48.5609213108739935468),
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101 BOOST_MATH_BIG_CONSTANT(T, 64, 10.8268667355460159008),
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102 BOOST_MATH_BIG_CONSTANT(T, 64, -22.6436933413139721736),
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103 BOOST_MATH_BIG_CONSTANT(T, 64, 1.72114765761200282724)
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104 };
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105 T g = sqrt(-2 * log(q));
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106 T xs = q - 0.25f;
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107 T r = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
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108 result = g / (Y + r);
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109 }
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110 else
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111 {
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112 //
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113 // For q < 0.25 we have a series of rational approximations all
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114 // of the general form:
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115 //
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116 // let: x = sqrt(-log(q))
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117 //
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118 // Then the result is given by:
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119 //
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120 // x(Y+R(x-B))
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121 //
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122 // where Y is a constant, B is the lowest value of x for which
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123 // the approximation is valid, and R(x-B) is optimised for a low
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124 // absolute error compared to Y.
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125 //
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126 // Note that almost all code will really go through the first
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127 // or maybe second approximation. After than we're dealing with very
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128 // small input values indeed: 80 and 128 bit long double's go all the
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129 // way down to ~ 1e-5000 so the "tail" is rather long...
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130 //
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131 T x = sqrt(-log(q));
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132 if(x < 3)
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133 {
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134 // Max error found: 1.089051e-20
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135 static const float Y = 0.807220458984375f;
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136 static const T P[] = {
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137 BOOST_MATH_BIG_CONSTANT(T, 64, -0.131102781679951906451),
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138 BOOST_MATH_BIG_CONSTANT(T, 64, -0.163794047193317060787),
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139 BOOST_MATH_BIG_CONSTANT(T, 64, 0.117030156341995252019),
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140 BOOST_MATH_BIG_CONSTANT(T, 64, 0.387079738972604337464),
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141 BOOST_MATH_BIG_CONSTANT(T, 64, 0.337785538912035898924),
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142 BOOST_MATH_BIG_CONSTANT(T, 64, 0.142869534408157156766),
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143 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0290157910005329060432),
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144 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00214558995388805277169),
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145 BOOST_MATH_BIG_CONSTANT(T, 64, -0.679465575181126350155e-6),
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146 BOOST_MATH_BIG_CONSTANT(T, 64, 0.285225331782217055858e-7),
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147 BOOST_MATH_BIG_CONSTANT(T, 64, -0.681149956853776992068e-9)
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148 };
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149 static const T Q[] = {
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150 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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151 BOOST_MATH_BIG_CONSTANT(T, 64, 3.46625407242567245975),
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152 BOOST_MATH_BIG_CONSTANT(T, 64, 5.38168345707006855425),
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153 BOOST_MATH_BIG_CONSTANT(T, 64, 4.77846592945843778382),
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154 BOOST_MATH_BIG_CONSTANT(T, 64, 2.59301921623620271374),
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155 BOOST_MATH_BIG_CONSTANT(T, 64, 0.848854343457902036425),
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156 BOOST_MATH_BIG_CONSTANT(T, 64, 0.152264338295331783612),
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157 BOOST_MATH_BIG_CONSTANT(T, 64, 0.01105924229346489121)
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158 };
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159 T xs = x - 1.125f;
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160 T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
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161 result = Y * x + R * x;
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162 }
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163 else if(x < 6)
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164 {
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165 // Max error found: 8.389174e-21
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166 static const float Y = 0.93995571136474609375f;
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167 static const T P[] = {
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168 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0350353787183177984712),
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169 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00222426529213447927281),
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170 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0185573306514231072324),
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171 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00950804701325919603619),
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172 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00187123492819559223345),
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173 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000157544617424960554631),
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174 BOOST_MATH_BIG_CONSTANT(T, 64, 0.460469890584317994083e-5),
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175 BOOST_MATH_BIG_CONSTANT(T, 64, -0.230404776911882601748e-9),
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176 BOOST_MATH_BIG_CONSTANT(T, 64, 0.266339227425782031962e-11)
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177 };
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178 static const T Q[] = {
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179 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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180 BOOST_MATH_BIG_CONSTANT(T, 64, 1.3653349817554063097),
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181 BOOST_MATH_BIG_CONSTANT(T, 64, 0.762059164553623404043),
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182 BOOST_MATH_BIG_CONSTANT(T, 64, 0.220091105764131249824),
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183 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0341589143670947727934),
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184 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00263861676657015992959),
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185 BOOST_MATH_BIG_CONSTANT(T, 64, 0.764675292302794483503e-4)
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186 };
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187 T xs = x - 3;
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188 T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
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189 result = Y * x + R * x;
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190 }
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191 else if(x < 18)
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192 {
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193 // Max error found: 1.481312e-19
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194 static const float Y = 0.98362827301025390625f;
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195 static const T P[] = {
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196 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0167431005076633737133),
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197 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00112951438745580278863),
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198 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00105628862152492910091),
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199 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000209386317487588078668),
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200 BOOST_MATH_BIG_CONSTANT(T, 64, 0.149624783758342370182e-4),
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201 BOOST_MATH_BIG_CONSTANT(T, 64, 0.449696789927706453732e-6),
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202 BOOST_MATH_BIG_CONSTANT(T, 64, 0.462596163522878599135e-8),
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203 BOOST_MATH_BIG_CONSTANT(T, 64, -0.281128735628831791805e-13),
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204 BOOST_MATH_BIG_CONSTANT(T, 64, 0.99055709973310326855e-16)
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205 };
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206 static const T Q[] = {
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207 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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208 BOOST_MATH_BIG_CONSTANT(T, 64, 0.591429344886417493481),
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209 BOOST_MATH_BIG_CONSTANT(T, 64, 0.138151865749083321638),
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210 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0160746087093676504695),
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211 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000964011807005165528527),
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212 BOOST_MATH_BIG_CONSTANT(T, 64, 0.275335474764726041141e-4),
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213 BOOST_MATH_BIG_CONSTANT(T, 64, 0.282243172016108031869e-6)
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214 };
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215 T xs = x - 6;
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216 T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
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217 result = Y * x + R * x;
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218 }
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219 else if(x < 44)
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220 {
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221 // Max error found: 5.697761e-20
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222 static const float Y = 0.99714565277099609375f;
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223 static const T P[] = {
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224 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0024978212791898131227),
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225 BOOST_MATH_BIG_CONSTANT(T, 64, -0.779190719229053954292e-5),
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226 BOOST_MATH_BIG_CONSTANT(T, 64, 0.254723037413027451751e-4),
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227 BOOST_MATH_BIG_CONSTANT(T, 64, 0.162397777342510920873e-5),
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228 BOOST_MATH_BIG_CONSTANT(T, 64, 0.396341011304801168516e-7),
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229 BOOST_MATH_BIG_CONSTANT(T, 64, 0.411632831190944208473e-9),
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230 BOOST_MATH_BIG_CONSTANT(T, 64, 0.145596286718675035587e-11),
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231 BOOST_MATH_BIG_CONSTANT(T, 64, -0.116765012397184275695e-17)
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232 };
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233 static const T Q[] = {
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234 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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235 BOOST_MATH_BIG_CONSTANT(T, 64, 0.207123112214422517181),
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236 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0169410838120975906478),
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237 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000690538265622684595676),
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238 BOOST_MATH_BIG_CONSTANT(T, 64, 0.145007359818232637924e-4),
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239 BOOST_MATH_BIG_CONSTANT(T, 64, 0.144437756628144157666e-6),
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240 BOOST_MATH_BIG_CONSTANT(T, 64, 0.509761276599778486139e-9)
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241 };
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242 T xs = x - 18;
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243 T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
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244 result = Y * x + R * x;
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245 }
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246 else
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247 {
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248 // Max error found: 1.279746e-20
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249 static const float Y = 0.99941349029541015625f;
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250 static const T P[] = {
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251 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000539042911019078575891),
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252 BOOST_MATH_BIG_CONSTANT(T, 64, -0.28398759004727721098e-6),
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253 BOOST_MATH_BIG_CONSTANT(T, 64, 0.899465114892291446442e-6),
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254 BOOST_MATH_BIG_CONSTANT(T, 64, 0.229345859265920864296e-7),
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255 BOOST_MATH_BIG_CONSTANT(T, 64, 0.225561444863500149219e-9),
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256 BOOST_MATH_BIG_CONSTANT(T, 64, 0.947846627503022684216e-12),
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257 BOOST_MATH_BIG_CONSTANT(T, 64, 0.135880130108924861008e-14),
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258 BOOST_MATH_BIG_CONSTANT(T, 64, -0.348890393399948882918e-21)
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259 };
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260 static const T Q[] = {
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261 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
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262 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0845746234001899436914),
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263 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00282092984726264681981),
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264 BOOST_MATH_BIG_CONSTANT(T, 64, 0.468292921940894236786e-4),
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265 BOOST_MATH_BIG_CONSTANT(T, 64, 0.399968812193862100054e-6),
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266 BOOST_MATH_BIG_CONSTANT(T, 64, 0.161809290887904476097e-8),
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267 BOOST_MATH_BIG_CONSTANT(T, 64, 0.231558608310259605225e-11)
|
Chris@16
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268 };
|
Chris@16
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269 T xs = x - 44;
|
Chris@16
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270 T R = tools::evaluate_polynomial(P, xs) / tools::evaluate_polynomial(Q, xs);
|
Chris@16
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271 result = Y * x + R * x;
|
Chris@16
|
272 }
|
Chris@16
|
273 }
|
Chris@16
|
274 return result;
|
Chris@16
|
275 }
|
Chris@16
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276
|
Chris@16
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277 template <class T, class Policy>
|
Chris@16
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278 struct erf_roots
|
Chris@16
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279 {
|
Chris@16
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280 boost::math::tuple<T,T,T> operator()(const T& guess)
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Chris@16
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281 {
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Chris@16
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282 BOOST_MATH_STD_USING
|
Chris@16
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283 T derivative = sign * (2 / sqrt(constants::pi<T>())) * exp(-(guess * guess));
|
Chris@16
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284 T derivative2 = -2 * guess * derivative;
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Chris@16
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285 return boost::math::make_tuple(((sign > 0) ? static_cast<T>(boost::math::erf(guess, Policy()) - target) : static_cast<T>(boost::math::erfc(guess, Policy())) - target), derivative, derivative2);
|
Chris@16
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286 }
|
Chris@16
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287 erf_roots(T z, int s) : target(z), sign(s) {}
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Chris@16
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288 private:
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Chris@16
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289 T target;
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Chris@16
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290 int sign;
|
Chris@16
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291 };
|
Chris@16
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292
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Chris@16
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293 template <class T, class Policy>
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Chris@16
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294 T erf_inv_imp(const T& p, const T& q, const Policy& pol, const boost::mpl::int_<0>*)
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Chris@16
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295 {
|
Chris@16
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296 //
|
Chris@16
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297 // Generic version, get a guess that's accurate to 64-bits (10^-19)
|
Chris@16
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298 //
|
Chris@16
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299 T guess = erf_inv_imp(p, q, pol, static_cast<mpl::int_<64> const*>(0));
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Chris@16
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300 T result;
|
Chris@16
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301 //
|
Chris@16
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302 // If T has more bit's than 64 in it's mantissa then we need to iterate,
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Chris@16
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303 // otherwise we can just return the result:
|
Chris@16
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304 //
|
Chris@16
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305 if(policies::digits<T, Policy>() > 64)
|
Chris@16
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306 {
|
Chris@16
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307 boost::uintmax_t max_iter = policies::get_max_root_iterations<Policy>();
|
Chris@16
|
308 if(p <= 0.5)
|
Chris@16
|
309 {
|
Chris@16
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310 result = tools::halley_iterate(detail::erf_roots<typename remove_cv<T>::type, Policy>(p, 1), guess, static_cast<T>(0), tools::max_value<T>(), (policies::digits<T, Policy>() * 2) / 3, max_iter);
|
Chris@16
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311 }
|
Chris@16
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312 else
|
Chris@16
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313 {
|
Chris@16
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314 result = tools::halley_iterate(detail::erf_roots<typename remove_cv<T>::type, Policy>(q, -1), guess, static_cast<T>(0), tools::max_value<T>(), (policies::digits<T, Policy>() * 2) / 3, max_iter);
|
Chris@16
|
315 }
|
Chris@16
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316 policies::check_root_iterations<T>("boost::math::erf_inv<%1%>", max_iter, pol);
|
Chris@16
|
317 }
|
Chris@16
|
318 else
|
Chris@16
|
319 {
|
Chris@16
|
320 result = guess;
|
Chris@16
|
321 }
|
Chris@16
|
322 return result;
|
Chris@16
|
323 }
|
Chris@16
|
324
|
Chris@16
|
325 template <class T, class Policy>
|
Chris@16
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326 struct erf_inv_initializer
|
Chris@16
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327 {
|
Chris@16
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328 struct init
|
Chris@16
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329 {
|
Chris@16
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330 init()
|
Chris@16
|
331 {
|
Chris@16
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332 do_init();
|
Chris@16
|
333 }
|
Chris@101
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334 static bool is_value_non_zero(T);
|
Chris@16
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335 static void do_init()
|
Chris@16
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336 {
|
Chris@16
|
337 boost::math::erf_inv(static_cast<T>(0.25), Policy());
|
Chris@16
|
338 boost::math::erf_inv(static_cast<T>(0.55), Policy());
|
Chris@16
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339 boost::math::erf_inv(static_cast<T>(0.95), Policy());
|
Chris@16
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340 boost::math::erfc_inv(static_cast<T>(1e-15), Policy());
|
Chris@101
|
341 // These following initializations must not be called if
|
Chris@101
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342 // type T can not hold the relevant values without
|
Chris@101
|
343 // underflow to zero. We check this at runtime because
|
Chris@101
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344 // some tools such as valgrind silently change the precision
|
Chris@101
|
345 // of T at runtime, and numeric_limits basically lies!
|
Chris@101
|
346 if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-130))))
|
Chris@16
|
347 boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-130)), Policy());
|
Chris@16
|
348
|
Chris@16
|
349 // Some compilers choke on constants that would underflow, even in code that isn't instantiated
|
Chris@16
|
350 // so try and filter these cases out in the preprocessor:
|
Chris@16
|
351 #if LDBL_MAX_10_EXP >= 800
|
Chris@101
|
352 if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-800))))
|
Chris@16
|
353 boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-800)), Policy());
|
Chris@101
|
354 if(is_value_non_zero(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-900))))
|
Chris@16
|
355 boost::math::erfc_inv(static_cast<T>(BOOST_MATH_BIG_CONSTANT(T, 64, 1e-900)), Policy());
|
Chris@16
|
356 #else
|
Chris@101
|
357 if(is_value_non_zero(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-800))))
|
Chris@16
|
358 boost::math::erfc_inv(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-800)), Policy());
|
Chris@101
|
359 if(is_value_non_zero(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-900))))
|
Chris@16
|
360 boost::math::erfc_inv(static_cast<T>(BOOST_MATH_HUGE_CONSTANT(T, 64, 1e-900)), Policy());
|
Chris@16
|
361 #endif
|
Chris@16
|
362 }
|
Chris@16
|
363 void force_instantiate()const{}
|
Chris@16
|
364 };
|
Chris@16
|
365 static const init initializer;
|
Chris@16
|
366 static void force_instantiate()
|
Chris@16
|
367 {
|
Chris@16
|
368 initializer.force_instantiate();
|
Chris@16
|
369 }
|
Chris@16
|
370 };
|
Chris@16
|
371
|
Chris@16
|
372 template <class T, class Policy>
|
Chris@16
|
373 const typename erf_inv_initializer<T, Policy>::init erf_inv_initializer<T, Policy>::initializer;
|
Chris@16
|
374
|
Chris@101
|
375 template <class T, class Policy>
|
Chris@101
|
376 bool erf_inv_initializer<T, Policy>::init::is_value_non_zero(T v)
|
Chris@101
|
377 {
|
Chris@101
|
378 // This needs to be non-inline to detect whether v is non zero at runtime
|
Chris@101
|
379 // rather than at compile time, only relevant when running under valgrind
|
Chris@101
|
380 // which changes long double's to double's on the fly.
|
Chris@101
|
381 return v != 0;
|
Chris@101
|
382 }
|
Chris@101
|
383
|
Chris@16
|
384 } // namespace detail
|
Chris@16
|
385
|
Chris@16
|
386 template <class T, class Policy>
|
Chris@16
|
387 typename tools::promote_args<T>::type erfc_inv(T z, const Policy& pol)
|
Chris@16
|
388 {
|
Chris@16
|
389 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
390
|
Chris@16
|
391 //
|
Chris@16
|
392 // Begin by testing for domain errors, and other special cases:
|
Chris@16
|
393 //
|
Chris@16
|
394 static const char* function = "boost::math::erfc_inv<%1%>(%1%, %1%)";
|
Chris@16
|
395 if((z < 0) || (z > 2))
|
Chris@101
|
396 return policies::raise_domain_error<result_type>(function, "Argument outside range [0,2] in inverse erfc function (got p=%1%).", z, pol);
|
Chris@16
|
397 if(z == 0)
|
Chris@16
|
398 return policies::raise_overflow_error<result_type>(function, 0, pol);
|
Chris@16
|
399 if(z == 2)
|
Chris@16
|
400 return -policies::raise_overflow_error<result_type>(function, 0, pol);
|
Chris@16
|
401 //
|
Chris@16
|
402 // Normalise the input, so it's in the range [0,1], we will
|
Chris@16
|
403 // negate the result if z is outside that range. This is a simple
|
Chris@16
|
404 // application of the erfc reflection formula: erfc(-z) = 2 - erfc(z)
|
Chris@16
|
405 //
|
Chris@16
|
406 result_type p, q, s;
|
Chris@16
|
407 if(z > 1)
|
Chris@16
|
408 {
|
Chris@16
|
409 q = 2 - z;
|
Chris@16
|
410 p = 1 - q;
|
Chris@16
|
411 s = -1;
|
Chris@16
|
412 }
|
Chris@16
|
413 else
|
Chris@16
|
414 {
|
Chris@16
|
415 p = 1 - z;
|
Chris@16
|
416 q = z;
|
Chris@16
|
417 s = 1;
|
Chris@16
|
418 }
|
Chris@16
|
419 //
|
Chris@16
|
420 // A bit of meta-programming to figure out which implementation
|
Chris@16
|
421 // to use, based on the number of bits in the mantissa of T:
|
Chris@16
|
422 //
|
Chris@16
|
423 typedef typename policies::precision<result_type, Policy>::type precision_type;
|
Chris@16
|
424 typedef typename mpl::if_<
|
Chris@16
|
425 mpl::or_<mpl::less_equal<precision_type, mpl::int_<0> >, mpl::greater<precision_type, mpl::int_<64> > >,
|
Chris@16
|
426 mpl::int_<0>,
|
Chris@16
|
427 mpl::int_<64>
|
Chris@16
|
428 >::type tag_type;
|
Chris@16
|
429 //
|
Chris@16
|
430 // Likewise use internal promotion, so we evaluate at a higher
|
Chris@16
|
431 // precision internally if it's appropriate:
|
Chris@16
|
432 //
|
Chris@16
|
433 typedef typename policies::evaluation<result_type, Policy>::type eval_type;
|
Chris@16
|
434 typedef typename policies::normalise<
|
Chris@16
|
435 Policy,
|
Chris@16
|
436 policies::promote_float<false>,
|
Chris@16
|
437 policies::promote_double<false>,
|
Chris@16
|
438 policies::discrete_quantile<>,
|
Chris@16
|
439 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
440
|
Chris@16
|
441 detail::erf_inv_initializer<eval_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
442
|
Chris@16
|
443 //
|
Chris@16
|
444 // And get the result, negating where required:
|
Chris@16
|
445 //
|
Chris@16
|
446 return s * policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
447 detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function);
|
Chris@16
|
448 }
|
Chris@16
|
449
|
Chris@16
|
450 template <class T, class Policy>
|
Chris@16
|
451 typename tools::promote_args<T>::type erf_inv(T z, const Policy& pol)
|
Chris@16
|
452 {
|
Chris@16
|
453 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
454
|
Chris@16
|
455 //
|
Chris@16
|
456 // Begin by testing for domain errors, and other special cases:
|
Chris@16
|
457 //
|
Chris@16
|
458 static const char* function = "boost::math::erf_inv<%1%>(%1%, %1%)";
|
Chris@16
|
459 if((z < -1) || (z > 1))
|
Chris@101
|
460 return policies::raise_domain_error<result_type>(function, "Argument outside range [-1, 1] in inverse erf function (got p=%1%).", z, pol);
|
Chris@16
|
461 if(z == 1)
|
Chris@16
|
462 return policies::raise_overflow_error<result_type>(function, 0, pol);
|
Chris@16
|
463 if(z == -1)
|
Chris@16
|
464 return -policies::raise_overflow_error<result_type>(function, 0, pol);
|
Chris@16
|
465 if(z == 0)
|
Chris@16
|
466 return 0;
|
Chris@16
|
467 //
|
Chris@16
|
468 // Normalise the input, so it's in the range [0,1], we will
|
Chris@16
|
469 // negate the result if z is outside that range. This is a simple
|
Chris@16
|
470 // application of the erf reflection formula: erf(-z) = -erf(z)
|
Chris@16
|
471 //
|
Chris@16
|
472 result_type p, q, s;
|
Chris@16
|
473 if(z < 0)
|
Chris@16
|
474 {
|
Chris@16
|
475 p = -z;
|
Chris@16
|
476 q = 1 - p;
|
Chris@16
|
477 s = -1;
|
Chris@16
|
478 }
|
Chris@16
|
479 else
|
Chris@16
|
480 {
|
Chris@16
|
481 p = z;
|
Chris@16
|
482 q = 1 - z;
|
Chris@16
|
483 s = 1;
|
Chris@16
|
484 }
|
Chris@16
|
485 //
|
Chris@16
|
486 // A bit of meta-programming to figure out which implementation
|
Chris@16
|
487 // to use, based on the number of bits in the mantissa of T:
|
Chris@16
|
488 //
|
Chris@16
|
489 typedef typename policies::precision<result_type, Policy>::type precision_type;
|
Chris@16
|
490 typedef typename mpl::if_<
|
Chris@16
|
491 mpl::or_<mpl::less_equal<precision_type, mpl::int_<0> >, mpl::greater<precision_type, mpl::int_<64> > >,
|
Chris@16
|
492 mpl::int_<0>,
|
Chris@16
|
493 mpl::int_<64>
|
Chris@16
|
494 >::type tag_type;
|
Chris@16
|
495 //
|
Chris@16
|
496 // Likewise use internal promotion, so we evaluate at a higher
|
Chris@16
|
497 // precision internally if it's appropriate:
|
Chris@16
|
498 //
|
Chris@16
|
499 typedef typename policies::evaluation<result_type, Policy>::type eval_type;
|
Chris@16
|
500 typedef typename policies::normalise<
|
Chris@16
|
501 Policy,
|
Chris@16
|
502 policies::promote_float<false>,
|
Chris@16
|
503 policies::promote_double<false>,
|
Chris@16
|
504 policies::discrete_quantile<>,
|
Chris@16
|
505 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
506 //
|
Chris@16
|
507 // Likewise use internal promotion, so we evaluate at a higher
|
Chris@16
|
508 // precision internally if it's appropriate:
|
Chris@16
|
509 //
|
Chris@16
|
510 typedef typename policies::evaluation<result_type, Policy>::type eval_type;
|
Chris@16
|
511
|
Chris@16
|
512 detail::erf_inv_initializer<eval_type, forwarding_policy>::force_instantiate();
|
Chris@16
|
513 //
|
Chris@16
|
514 // And get the result, negating where required:
|
Chris@16
|
515 //
|
Chris@16
|
516 return s * policies::checked_narrowing_cast<result_type, forwarding_policy>(
|
Chris@16
|
517 detail::erf_inv_imp(static_cast<eval_type>(p), static_cast<eval_type>(q), forwarding_policy(), static_cast<tag_type const*>(0)), function);
|
Chris@16
|
518 }
|
Chris@16
|
519
|
Chris@16
|
520 template <class T>
|
Chris@16
|
521 inline typename tools::promote_args<T>::type erfc_inv(T z)
|
Chris@16
|
522 {
|
Chris@16
|
523 return erfc_inv(z, policies::policy<>());
|
Chris@16
|
524 }
|
Chris@16
|
525
|
Chris@16
|
526 template <class T>
|
Chris@16
|
527 inline typename tools::promote_args<T>::type erf_inv(T z)
|
Chris@16
|
528 {
|
Chris@16
|
529 return erf_inv(z, policies::policy<>());
|
Chris@16
|
530 }
|
Chris@16
|
531
|
Chris@16
|
532 } // namespace math
|
Chris@16
|
533 } // namespace boost
|
Chris@16
|
534
|
Chris@16
|
535 #endif // BOOST_MATH_SF_ERF_INV_HPP
|
Chris@16
|
536
|