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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_SPECIAL_ERF_HPP
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7 #define BOOST_MATH_SPECIAL_ERF_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 #include <boost/math/special_functions/math_fwd.hpp>
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14 #include <boost/math/tools/config.hpp>
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15 #include <boost/math/special_functions/gamma.hpp>
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16 #include <boost/math/tools/roots.hpp>
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17 #include <boost/math/policies/error_handling.hpp>
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18 #include <boost/math/tools/big_constant.hpp>
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19
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20 namespace boost{ namespace math{
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21
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22 namespace detail
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23 {
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24
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25 //
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26 // Asymptotic series for large z:
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27 //
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28 template <class T>
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29 struct erf_asympt_series_t
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30 {
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31 erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1)
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32 {
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33 BOOST_MATH_STD_USING
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34 result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>());
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35 result /= z;
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36 }
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37
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38 typedef T result_type;
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39
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40 T operator()()
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41 {
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42 BOOST_MATH_STD_USING
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43 T r = result;
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44 result *= tk / xx;
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45 tk += 2;
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46 if( fabs(r) < fabs(result))
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47 result = 0;
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48 return r;
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49 }
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50 private:
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51 T result;
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52 T xx;
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53 int tk;
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54 };
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55 //
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56 // How large z has to be in order to ensure that the series converges:
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57 //
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58 template <class T>
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59 inline float erf_asymptotic_limit_N(const T&)
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60 {
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61 return (std::numeric_limits<float>::max)();
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62 }
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63 inline float erf_asymptotic_limit_N(const mpl::int_<24>&)
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64 {
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65 return 2.8F;
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66 }
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67 inline float erf_asymptotic_limit_N(const mpl::int_<53>&)
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68 {
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69 return 4.3F;
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70 }
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71 inline float erf_asymptotic_limit_N(const mpl::int_<64>&)
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72 {
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73 return 4.8F;
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74 }
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75 inline float erf_asymptotic_limit_N(const mpl::int_<106>&)
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76 {
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77 return 6.5F;
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78 }
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79 inline float erf_asymptotic_limit_N(const mpl::int_<113>&)
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80 {
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81 return 6.8F;
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82 }
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83
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84 template <class T, class Policy>
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85 inline T erf_asymptotic_limit()
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86 {
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87 typedef typename policies::precision<T, Policy>::type precision_type;
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88 typedef typename mpl::if_<
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89 mpl::less_equal<precision_type, mpl::int_<24> >,
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90 typename mpl::if_<
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91 mpl::less_equal<precision_type, mpl::int_<0> >,
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92 mpl::int_<0>,
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93 mpl::int_<24>
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94 >::type,
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95 typename mpl::if_<
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96 mpl::less_equal<precision_type, mpl::int_<53> >,
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97 mpl::int_<53>,
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98 typename mpl::if_<
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99 mpl::less_equal<precision_type, mpl::int_<64> >,
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100 mpl::int_<64>,
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101 typename mpl::if_<
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102 mpl::less_equal<precision_type, mpl::int_<106> >,
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103 mpl::int_<106>,
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104 typename mpl::if_<
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105 mpl::less_equal<precision_type, mpl::int_<113> >,
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106 mpl::int_<113>,
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107 mpl::int_<0>
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108 >::type
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109 >::type
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110 >::type
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111 >::type
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112 >::type tag_type;
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113 return erf_asymptotic_limit_N(tag_type());
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114 }
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115
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116 template <class T, class Policy, class Tag>
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117 T erf_imp(T z, bool invert, const Policy& pol, const Tag& t)
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118 {
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119 BOOST_MATH_STD_USING
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120
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121 BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called");
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122
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123 if(z < 0)
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124 {
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125 if(!invert)
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126 return -erf_imp(T(-z), invert, pol, t);
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127 else
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128 return 1 + erf_imp(T(-z), false, pol, t);
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129 }
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130
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131 T result;
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132
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133 if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>()))
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134 {
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135 detail::erf_asympt_series_t<T> s(z);
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136 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
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137 result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1);
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138 policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol);
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139 }
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140 else
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141 {
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142 T x = z * z;
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143 if(x < 0.6)
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144 {
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145 // Compute P:
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146 result = z * exp(-x);
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147 result /= sqrt(boost::math::constants::pi<T>());
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148 if(result != 0)
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149 result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol);
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150 }
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151 else if(x < 1.1f)
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152 {
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153 // Compute Q:
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154 invert = !invert;
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155 result = tgamma_small_upper_part(T(0.5f), x, pol);
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156 result /= sqrt(boost::math::constants::pi<T>());
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157 }
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158 else
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159 {
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160 // Compute Q:
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161 invert = !invert;
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162 result = z * exp(-x);
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163 result /= sqrt(boost::math::constants::pi<T>());
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164 result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>());
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165 }
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166 }
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167 if(invert)
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168 result = 1 - result;
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169 return result;
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170 }
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171
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172 template <class T, class Policy>
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173 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<53>& t)
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174 {
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175 BOOST_MATH_STD_USING
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176
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177 BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called");
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178
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179 if(z < 0)
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180 {
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181 if(!invert)
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182 return -erf_imp(T(-z), invert, pol, t);
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183 else if(z < -0.5)
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184 return 2 - erf_imp(T(-z), invert, pol, t);
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185 else
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186 return 1 + erf_imp(T(-z), false, pol, t);
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187 }
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188
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189 T result;
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190
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191 //
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192 // Big bunch of selection statements now to pick
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193 // which implementation to use,
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194 // try to put most likely options first:
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195 //
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196 if(z < 0.5)
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197 {
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198 //
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199 // We're going to calculate erf:
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200 //
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201 if(z < 1e-10)
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202 {
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203 if(z == 0)
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204 {
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205 result = T(0);
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206 }
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207 else
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208 {
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209 static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688);
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210 result = static_cast<T>(z * 1.125f + z * c);
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211 }
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212 }
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213 else
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214 {
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215 // Maximum Deviation Found: 1.561e-17
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216 // Expected Error Term: 1.561e-17
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217 // Maximum Relative Change in Control Points: 1.155e-04
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218 // Max Error found at double precision = 2.961182e-17
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219
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220 static const T Y = 1.044948577880859375f;
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221 static const T P[] = {
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222 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907),
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223 BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041),
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224 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841),
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225 BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487),
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226 BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831),
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227 };
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228 static const T Q[] = {
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229 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
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230 BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546),
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231 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554),
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232 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772),
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233 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569),
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234 };
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235 T zz = z * z;
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236 result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz));
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237 }
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238 }
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239 else if(invert ? (z < 28) : (z < 5.8f))
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240 {
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241 //
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242 // We'll be calculating erfc:
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243 //
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244 invert = !invert;
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245 if(z < 1.5f)
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246 {
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247 // Maximum Deviation Found: 3.702e-17
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248 // Expected Error Term: 3.702e-17
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249 // Maximum Relative Change in Control Points: 2.845e-04
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250 // Max Error found at double precision = 4.841816e-17
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251 static const T Y = 0.405935764312744140625f;
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252 static const T P[] = {
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253 BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205),
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254 BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155),
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255 BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986),
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256 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578),
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257 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359),
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258 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957),
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259 };
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260 static const T Q[] = {
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261 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
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262 BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845),
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263 BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508),
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264 BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909),
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265 BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233),
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266 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017),
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267 BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5),
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268 };
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269 BOOST_MATH_INSTRUMENT_VARIABLE(Y);
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270 BOOST_MATH_INSTRUMENT_VARIABLE(P[0]);
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271 BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]);
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272 BOOST_MATH_INSTRUMENT_VARIABLE(z);
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273 result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5));
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274 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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275 result *= exp(-z * z) / z;
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276 BOOST_MATH_INSTRUMENT_VARIABLE(result);
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277 }
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278 else if(z < 2.5f)
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279 {
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280 // Max Error found at double precision = 6.599585e-18
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281 // Maximum Deviation Found: 3.909e-18
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282 // Expected Error Term: 3.909e-18
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283 // Maximum Relative Change in Control Points: 9.886e-05
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284 static const T Y = 0.50672817230224609375f;
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285 static const T P[] = {
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286 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272),
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287 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728),
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288 BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296),
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289 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299),
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290 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584),
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291 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416),
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292 };
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293 static const T Q[] = {
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294 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
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295 BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182),
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296 BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114),
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297 BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493),
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298 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373),
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299 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884),
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300 };
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301 result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5));
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302 result *= exp(-z * z) / z;
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303 }
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304 else if(z < 4.5f)
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305 {
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306 // Maximum Deviation Found: 1.512e-17
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307 // Expected Error Term: 1.512e-17
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308 // Maximum Relative Change in Control Points: 2.222e-04
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309 // Max Error found at double precision = 2.062515e-17
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310 static const T Y = 0.5405750274658203125f;
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311 static const T P[] = {
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312 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634),
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313 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126),
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314 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007),
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315 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141),
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316 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958),
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317 BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4),
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318 };
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319 static const T Q[] = {
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320 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
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321 BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171),
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322 BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003),
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323 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444),
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324 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489),
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325 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907),
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326 };
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327 result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5));
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328 result *= exp(-z * z) / z;
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329 }
|
Chris@16
|
330 else
|
Chris@16
|
331 {
|
Chris@16
|
332 // Max Error found at double precision = 2.997958e-17
|
Chris@16
|
333 // Maximum Deviation Found: 2.860e-17
|
Chris@16
|
334 // Expected Error Term: 2.859e-17
|
Chris@16
|
335 // Maximum Relative Change in Control Points: 1.357e-05
|
Chris@16
|
336 static const T Y = 0.5579090118408203125f;
|
Chris@16
|
337 static const T P[] = {
|
Chris@16
|
338 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937),
|
Chris@16
|
339 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818),
|
Chris@16
|
340 BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852),
|
Chris@16
|
341 BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619),
|
Chris@16
|
342 BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996),
|
Chris@16
|
343 BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517),
|
Chris@16
|
344 BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771),
|
Chris@16
|
345 };
|
Chris@16
|
346 static const T Q[] = {
|
Chris@101
|
347 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
|
Chris@16
|
348 BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228),
|
Chris@16
|
349 BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565),
|
Chris@16
|
350 BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143),
|
Chris@16
|
351 BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224),
|
Chris@16
|
352 BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145),
|
Chris@16
|
353 BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584),
|
Chris@16
|
354 };
|
Chris@16
|
355 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
|
Chris@16
|
356 result *= exp(-z * z) / z;
|
Chris@16
|
357 }
|
Chris@16
|
358 }
|
Chris@16
|
359 else
|
Chris@16
|
360 {
|
Chris@16
|
361 //
|
Chris@16
|
362 // Any value of z larger than 28 will underflow to zero:
|
Chris@16
|
363 //
|
Chris@16
|
364 result = 0;
|
Chris@16
|
365 invert = !invert;
|
Chris@16
|
366 }
|
Chris@16
|
367
|
Chris@16
|
368 if(invert)
|
Chris@16
|
369 {
|
Chris@16
|
370 result = 1 - result;
|
Chris@16
|
371 }
|
Chris@16
|
372
|
Chris@16
|
373 return result;
|
Chris@16
|
374 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<53>& t)
|
Chris@16
|
375
|
Chris@16
|
376
|
Chris@16
|
377 template <class T, class Policy>
|
Chris@16
|
378 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<64>& t)
|
Chris@16
|
379 {
|
Chris@16
|
380 BOOST_MATH_STD_USING
|
Chris@16
|
381
|
Chris@16
|
382 BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called");
|
Chris@16
|
383
|
Chris@16
|
384 if(z < 0)
|
Chris@16
|
385 {
|
Chris@16
|
386 if(!invert)
|
Chris@16
|
387 return -erf_imp(T(-z), invert, pol, t);
|
Chris@16
|
388 else if(z < -0.5)
|
Chris@16
|
389 return 2 - erf_imp(T(-z), invert, pol, t);
|
Chris@16
|
390 else
|
Chris@16
|
391 return 1 + erf_imp(T(-z), false, pol, t);
|
Chris@16
|
392 }
|
Chris@16
|
393
|
Chris@16
|
394 T result;
|
Chris@16
|
395
|
Chris@16
|
396 //
|
Chris@16
|
397 // Big bunch of selection statements now to pick which
|
Chris@16
|
398 // implementation to use, try to put most likely options
|
Chris@16
|
399 // first:
|
Chris@16
|
400 //
|
Chris@16
|
401 if(z < 0.5)
|
Chris@16
|
402 {
|
Chris@16
|
403 //
|
Chris@16
|
404 // We're going to calculate erf:
|
Chris@16
|
405 //
|
Chris@16
|
406 if(z == 0)
|
Chris@16
|
407 {
|
Chris@16
|
408 result = 0;
|
Chris@16
|
409 }
|
Chris@16
|
410 else if(z < 1e-10)
|
Chris@16
|
411 {
|
Chris@16
|
412 static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688);
|
Chris@16
|
413 result = z * 1.125 + z * c;
|
Chris@16
|
414 }
|
Chris@16
|
415 else
|
Chris@16
|
416 {
|
Chris@16
|
417 // Max Error found at long double precision = 1.623299e-20
|
Chris@16
|
418 // Maximum Deviation Found: 4.326e-22
|
Chris@16
|
419 // Expected Error Term: -4.326e-22
|
Chris@16
|
420 // Maximum Relative Change in Control Points: 1.474e-04
|
Chris@16
|
421 static const T Y = 1.044948577880859375f;
|
Chris@16
|
422 static const T P[] = {
|
Chris@16
|
423 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966),
|
Chris@16
|
424 BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695),
|
Chris@16
|
425 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596),
|
Chris@16
|
426 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396),
|
Chris@16
|
427 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181),
|
Chris@16
|
428 BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4),
|
Chris@16
|
429 };
|
Chris@16
|
430 static const T Q[] = {
|
Chris@101
|
431 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
|
Chris@16
|
432 BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439),
|
Chris@16
|
433 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007),
|
Chris@16
|
434 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202),
|
Chris@16
|
435 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735),
|
Chris@16
|
436 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4),
|
Chris@16
|
437 };
|
Chris@16
|
438 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
|
Chris@16
|
439 }
|
Chris@16
|
440 }
|
Chris@16
|
441 else if(invert ? (z < 110) : (z < 6.4f))
|
Chris@16
|
442 {
|
Chris@16
|
443 //
|
Chris@16
|
444 // We'll be calculating erfc:
|
Chris@16
|
445 //
|
Chris@16
|
446 invert = !invert;
|
Chris@16
|
447 if(z < 1.5)
|
Chris@16
|
448 {
|
Chris@16
|
449 // Max Error found at long double precision = 3.239590e-20
|
Chris@16
|
450 // Maximum Deviation Found: 2.241e-20
|
Chris@16
|
451 // Expected Error Term: -2.241e-20
|
Chris@16
|
452 // Maximum Relative Change in Control Points: 5.110e-03
|
Chris@16
|
453 static const T Y = 0.405935764312744140625f;
|
Chris@16
|
454 static const T P[] = {
|
Chris@16
|
455 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672),
|
Chris@16
|
456 BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329),
|
Chris@16
|
457 BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378),
|
Chris@16
|
458 BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312),
|
Chris@16
|
459 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273),
|
Chris@16
|
460 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325),
|
Chris@16
|
461 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428),
|
Chris@16
|
462 BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7),
|
Chris@16
|
463 };
|
Chris@16
|
464 static const T Q[] = {
|
Chris@101
|
465 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
|
Chris@16
|
466 BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291),
|
Chris@16
|
467 BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222),
|
Chris@16
|
468 BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231),
|
Chris@16
|
469 BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392),
|
Chris@16
|
470 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861),
|
Chris@16
|
471 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796),
|
Chris@16
|
472 };
|
Chris@16
|
473 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
|
Chris@16
|
474 result *= exp(-z * z) / z;
|
Chris@16
|
475 }
|
Chris@16
|
476 else if(z < 2.5)
|
Chris@16
|
477 {
|
Chris@16
|
478 // Max Error found at long double precision = 3.686211e-21
|
Chris@16
|
479 // Maximum Deviation Found: 1.495e-21
|
Chris@16
|
480 // Expected Error Term: -1.494e-21
|
Chris@16
|
481 // Maximum Relative Change in Control Points: 1.793e-04
|
Chris@16
|
482 static const T Y = 0.50672817230224609375f;
|
Chris@16
|
483 static const T P[] = {
|
Chris@16
|
484 BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217),
|
Chris@16
|
485 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309),
|
Chris@16
|
486 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541),
|
Chris@16
|
487 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209),
|
Chris@16
|
488 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118),
|
Chris@16
|
489 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444),
|
Chris@16
|
490 BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4),
|
Chris@16
|
491 };
|
Chris@16
|
492 static const T Q[] = {
|
Chris@101
|
493 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
|
Chris@16
|
494 BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344),
|
Chris@16
|
495 BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218),
|
Chris@16
|
496 BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941),
|
Chris@16
|
497 BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935),
|
Chris@16
|
498 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261),
|
Chris@16
|
499 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439),
|
Chris@16
|
500 };
|
Chris@16
|
501 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
|
Chris@16
|
502 result *= exp(-z * z) / z;
|
Chris@16
|
503 }
|
Chris@16
|
504 else if(z < 4.5)
|
Chris@16
|
505 {
|
Chris@16
|
506 // Maximum Deviation Found: 1.107e-20
|
Chris@16
|
507 // Expected Error Term: -1.106e-20
|
Chris@16
|
508 // Maximum Relative Change in Control Points: 1.709e-04
|
Chris@16
|
509 // Max Error found at long double precision = 1.446908e-20
|
Chris@16
|
510 static const T Y = 0.5405750274658203125f;
|
Chris@16
|
511 static const T P[] = {
|
Chris@16
|
512 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033),
|
Chris@16
|
513 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051),
|
Chris@16
|
514 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901),
|
Chris@16
|
515 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626),
|
Chris@16
|
516 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899),
|
Chris@16
|
517 BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4),
|
Chris@16
|
518 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5),
|
Chris@16
|
519 };
|
Chris@16
|
520 static const T Q[] = {
|
Chris@101
|
521 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
|
Chris@16
|
522 BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574),
|
Chris@16
|
523 BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857),
|
Chris@16
|
524 BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835),
|
Chris@16
|
525 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468),
|
Chris@16
|
526 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158),
|
Chris@16
|
527 BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4),
|
Chris@16
|
528 };
|
Chris@16
|
529 result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f));
|
Chris@16
|
530 result *= exp(-z * z) / z;
|
Chris@16
|
531 }
|
Chris@16
|
532 else
|
Chris@16
|
533 {
|
Chris@16
|
534 // Max Error found at long double precision = 7.961166e-21
|
Chris@16
|
535 // Maximum Deviation Found: 6.677e-21
|
Chris@16
|
536 // Expected Error Term: 6.676e-21
|
Chris@16
|
537 // Maximum Relative Change in Control Points: 2.319e-05
|
Chris@16
|
538 static const T Y = 0.55825519561767578125f;
|
Chris@16
|
539 static const T P[] = {
|
Chris@16
|
540 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106),
|
Chris@16
|
541 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937),
|
Chris@16
|
542 BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043),
|
Chris@16
|
543 BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842),
|
Chris@16
|
544 BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443),
|
Chris@16
|
545 BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627),
|
Chris@16
|
546 BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722),
|
Chris@16
|
547 BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519),
|
Chris@16
|
548 BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937),
|
Chris@16
|
549 };
|
Chris@16
|
550 static const T Q[] = {
|
Chris@101
|
551 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
|
Chris@16
|
552 BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541),
|
Chris@16
|
553 BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212),
|
Chris@16
|
554 BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785),
|
Chris@16
|
555 BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868),
|
Chris@16
|
556 BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513),
|
Chris@16
|
557 BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699),
|
Chris@16
|
558 BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989),
|
Chris@16
|
559 BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717),
|
Chris@16
|
560 };
|
Chris@16
|
561 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
|
Chris@16
|
562 result *= exp(-z * z) / z;
|
Chris@16
|
563 }
|
Chris@16
|
564 }
|
Chris@16
|
565 else
|
Chris@16
|
566 {
|
Chris@16
|
567 //
|
Chris@16
|
568 // Any value of z larger than 110 will underflow to zero:
|
Chris@16
|
569 //
|
Chris@16
|
570 result = 0;
|
Chris@16
|
571 invert = !invert;
|
Chris@16
|
572 }
|
Chris@16
|
573
|
Chris@16
|
574 if(invert)
|
Chris@16
|
575 {
|
Chris@16
|
576 result = 1 - result;
|
Chris@16
|
577 }
|
Chris@16
|
578
|
Chris@16
|
579 return result;
|
Chris@16
|
580 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<64>& t)
|
Chris@16
|
581
|
Chris@16
|
582
|
Chris@16
|
583 template <class T, class Policy>
|
Chris@16
|
584 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<113>& t)
|
Chris@16
|
585 {
|
Chris@16
|
586 BOOST_MATH_STD_USING
|
Chris@16
|
587
|
Chris@16
|
588 BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called");
|
Chris@16
|
589
|
Chris@16
|
590 if(z < 0)
|
Chris@16
|
591 {
|
Chris@16
|
592 if(!invert)
|
Chris@16
|
593 return -erf_imp(T(-z), invert, pol, t);
|
Chris@16
|
594 else if(z < -0.5)
|
Chris@16
|
595 return 2 - erf_imp(T(-z), invert, pol, t);
|
Chris@16
|
596 else
|
Chris@16
|
597 return 1 + erf_imp(T(-z), false, pol, t);
|
Chris@16
|
598 }
|
Chris@16
|
599
|
Chris@16
|
600 T result;
|
Chris@16
|
601
|
Chris@16
|
602 //
|
Chris@16
|
603 // Big bunch of selection statements now to pick which
|
Chris@16
|
604 // implementation to use, try to put most likely options
|
Chris@16
|
605 // first:
|
Chris@16
|
606 //
|
Chris@16
|
607 if(z < 0.5)
|
Chris@16
|
608 {
|
Chris@16
|
609 //
|
Chris@16
|
610 // We're going to calculate erf:
|
Chris@16
|
611 //
|
Chris@16
|
612 if(z == 0)
|
Chris@16
|
613 {
|
Chris@16
|
614 result = 0;
|
Chris@16
|
615 }
|
Chris@16
|
616 else if(z < 1e-20)
|
Chris@16
|
617 {
|
Chris@16
|
618 static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688);
|
Chris@16
|
619 result = z * 1.125 + z * c;
|
Chris@16
|
620 }
|
Chris@16
|
621 else
|
Chris@16
|
622 {
|
Chris@16
|
623 // Max Error found at long double precision = 2.342380e-35
|
Chris@16
|
624 // Maximum Deviation Found: 6.124e-36
|
Chris@16
|
625 // Expected Error Term: -6.124e-36
|
Chris@16
|
626 // Maximum Relative Change in Control Points: 3.492e-10
|
Chris@16
|
627 static const T Y = 1.0841522216796875f;
|
Chris@16
|
628 static const T P[] = {
|
Chris@16
|
629 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778),
|
Chris@16
|
630 BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233),
|
Chris@16
|
631 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393),
|
Chris@16
|
632 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925),
|
Chris@16
|
633 BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099),
|
Chris@16
|
634 BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4),
|
Chris@16
|
635 BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5),
|
Chris@16
|
636 BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7),
|
Chris@16
|
637 };
|
Chris@16
|
638 static const T Q[] = {
|
Chris@101
|
639 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
640 BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522),
|
Chris@16
|
641 BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611),
|
Chris@16
|
642 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603),
|
Chris@16
|
643 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186),
|
Chris@16
|
644 BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4),
|
Chris@16
|
645 BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5),
|
Chris@16
|
646 BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7),
|
Chris@16
|
647 };
|
Chris@16
|
648 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
|
Chris@16
|
649 }
|
Chris@16
|
650 }
|
Chris@16
|
651 else if(invert ? (z < 110) : (z < 8.65f))
|
Chris@16
|
652 {
|
Chris@16
|
653 //
|
Chris@16
|
654 // We'll be calculating erfc:
|
Chris@16
|
655 //
|
Chris@16
|
656 invert = !invert;
|
Chris@16
|
657 if(z < 1)
|
Chris@16
|
658 {
|
Chris@16
|
659 // Max Error found at long double precision = 3.246278e-35
|
Chris@16
|
660 // Maximum Deviation Found: 1.388e-35
|
Chris@16
|
661 // Expected Error Term: 1.387e-35
|
Chris@16
|
662 // Maximum Relative Change in Control Points: 6.127e-05
|
Chris@16
|
663 static const T Y = 0.371877193450927734375f;
|
Chris@16
|
664 static const T P[] = {
|
Chris@16
|
665 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455),
|
Chris@16
|
666 BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731),
|
Chris@16
|
667 BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826),
|
Chris@16
|
668 BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127),
|
Chris@16
|
669 BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196),
|
Chris@16
|
670 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567),
|
Chris@16
|
671 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903),
|
Chris@16
|
672 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132),
|
Chris@16
|
673 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516),
|
Chris@16
|
674 BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5),
|
Chris@16
|
675 };
|
Chris@16
|
676 static const T Q[] = {
|
Chris@101
|
677 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
678 BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977),
|
Chris@16
|
679 BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955),
|
Chris@16
|
680 BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693),
|
Chris@16
|
681 BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065),
|
Chris@16
|
682 BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514),
|
Chris@16
|
683 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473),
|
Chris@16
|
684 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368),
|
Chris@16
|
685 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459),
|
Chris@16
|
686 BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4),
|
Chris@16
|
687 BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10),
|
Chris@16
|
688 };
|
Chris@16
|
689 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
|
Chris@16
|
690 result *= exp(-z * z) / z;
|
Chris@16
|
691 }
|
Chris@16
|
692 else if(z < 1.5)
|
Chris@16
|
693 {
|
Chris@16
|
694 // Max Error found at long double precision = 2.215785e-35
|
Chris@16
|
695 // Maximum Deviation Found: 1.539e-35
|
Chris@16
|
696 // Expected Error Term: 1.538e-35
|
Chris@16
|
697 // Maximum Relative Change in Control Points: 6.104e-05
|
Chris@16
|
698 static const T Y = 0.45658016204833984375f;
|
Chris@16
|
699 static const T P[] = {
|
Chris@16
|
700 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345),
|
Chris@16
|
701 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226),
|
Chris@16
|
702 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745),
|
Chris@16
|
703 BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486),
|
Chris@16
|
704 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313),
|
Chris@16
|
705 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468),
|
Chris@16
|
706 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013),
|
Chris@16
|
707 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772),
|
Chris@16
|
708 BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4),
|
Chris@16
|
709 BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5),
|
Chris@16
|
710 };
|
Chris@16
|
711 static const T Q[] = {
|
Chris@101
|
712 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
713 BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126),
|
Chris@16
|
714 BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746),
|
Chris@16
|
715 BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842),
|
Chris@16
|
716 BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076),
|
Chris@16
|
717 BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649),
|
Chris@16
|
718 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795),
|
Chris@16
|
719 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997),
|
Chris@16
|
720 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486),
|
Chris@16
|
721 BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4),
|
Chris@16
|
722 };
|
Chris@16
|
723 result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f));
|
Chris@16
|
724 result *= exp(-z * z) / z;
|
Chris@16
|
725 }
|
Chris@16
|
726 else if(z < 2.25)
|
Chris@16
|
727 {
|
Chris@16
|
728 // Maximum Deviation Found: 1.418e-35
|
Chris@16
|
729 // Expected Error Term: 1.418e-35
|
Chris@16
|
730 // Maximum Relative Change in Control Points: 1.316e-04
|
Chris@16
|
731 // Max Error found at long double precision = 1.998462e-35
|
Chris@16
|
732 static const T Y = 0.50250148773193359375f;
|
Chris@16
|
733 static const T P[] = {
|
Chris@16
|
734 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606),
|
Chris@16
|
735 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002),
|
Chris@16
|
736 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461),
|
Chris@16
|
737 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658),
|
Chris@16
|
738 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593),
|
Chris@16
|
739 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845),
|
Chris@16
|
740 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021),
|
Chris@16
|
741 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986),
|
Chris@16
|
742 BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5),
|
Chris@16
|
743 BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6),
|
Chris@16
|
744 };
|
Chris@16
|
745 static const T Q[] = {
|
Chris@101
|
746 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
747 BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554),
|
Chris@16
|
748 BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215),
|
Chris@16
|
749 BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109),
|
Chris@16
|
750 BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562),
|
Chris@16
|
751 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148),
|
Chris@16
|
752 BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034),
|
Chris@16
|
753 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585),
|
Chris@16
|
754 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112),
|
Chris@16
|
755 BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5),
|
Chris@16
|
756 BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12),
|
Chris@16
|
757 };
|
Chris@16
|
758 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
|
Chris@16
|
759 result *= exp(-z * z) / z;
|
Chris@16
|
760 }
|
Chris@16
|
761 else if (z < 3)
|
Chris@16
|
762 {
|
Chris@16
|
763 // Maximum Deviation Found: 3.575e-36
|
Chris@16
|
764 // Expected Error Term: 3.575e-36
|
Chris@16
|
765 // Maximum Relative Change in Control Points: 7.103e-05
|
Chris@16
|
766 // Max Error found at long double precision = 5.794737e-36
|
Chris@16
|
767 static const T Y = 0.52896785736083984375f;
|
Chris@16
|
768 static const T P[] = {
|
Chris@16
|
769 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074),
|
Chris@16
|
770 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927),
|
Chris@16
|
771 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571),
|
Chris@16
|
772 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461),
|
Chris@16
|
773 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949),
|
Chris@16
|
774 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902),
|
Chris@16
|
775 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371),
|
Chris@16
|
776 BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4),
|
Chris@16
|
777 BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5),
|
Chris@16
|
778 BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7),
|
Chris@16
|
779 };
|
Chris@16
|
780 static const T Q[] = {
|
Chris@101
|
781 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
782 BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001),
|
Chris@16
|
783 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494),
|
Chris@16
|
784 BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511),
|
Chris@16
|
785 BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402),
|
Chris@16
|
786 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337),
|
Chris@16
|
787 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222),
|
Chris@16
|
788 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695),
|
Chris@16
|
789 BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4),
|
Chris@16
|
790 BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5),
|
Chris@16
|
791 };
|
Chris@16
|
792 result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f));
|
Chris@16
|
793 result *= exp(-z * z) / z;
|
Chris@16
|
794 }
|
Chris@16
|
795 else if(z < 3.5)
|
Chris@16
|
796 {
|
Chris@16
|
797 // Maximum Deviation Found: 8.126e-37
|
Chris@16
|
798 // Expected Error Term: -8.126e-37
|
Chris@16
|
799 // Maximum Relative Change in Control Points: 1.363e-04
|
Chris@16
|
800 // Max Error found at long double precision = 1.747062e-36
|
Chris@16
|
801 static const T Y = 0.54037380218505859375f;
|
Chris@16
|
802 static const T P[] = {
|
Chris@16
|
803 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375),
|
Chris@16
|
804 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811),
|
Chris@16
|
805 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795),
|
Chris@16
|
806 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916),
|
Chris@16
|
807 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585),
|
Chris@16
|
808 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647),
|
Chris@16
|
809 BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4),
|
Chris@16
|
810 BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5),
|
Chris@16
|
811 BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7),
|
Chris@16
|
812 };
|
Chris@16
|
813 static const T Q[] = {
|
Chris@101
|
814 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
815 BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317),
|
Chris@16
|
816 BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934),
|
Chris@16
|
817 BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023),
|
Chris@16
|
818 BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236),
|
Chris@16
|
819 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633),
|
Chris@16
|
820 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257),
|
Chris@16
|
821 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553),
|
Chris@16
|
822 BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5),
|
Chris@16
|
823 };
|
Chris@16
|
824 result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f));
|
Chris@16
|
825 result *= exp(-z * z) / z;
|
Chris@16
|
826 }
|
Chris@16
|
827 else if(z < 5.5)
|
Chris@16
|
828 {
|
Chris@16
|
829 // Maximum Deviation Found: 5.804e-36
|
Chris@16
|
830 // Expected Error Term: -5.803e-36
|
Chris@16
|
831 // Maximum Relative Change in Control Points: 2.475e-05
|
Chris@16
|
832 // Max Error found at long double precision = 1.349545e-35
|
Chris@16
|
833 static const T Y = 0.55000019073486328125f;
|
Chris@16
|
834 static const T P[] = {
|
Chris@16
|
835 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615),
|
Chris@16
|
836 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745),
|
Chris@16
|
837 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505),
|
Chris@16
|
838 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146),
|
Chris@16
|
839 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705),
|
Chris@16
|
840 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572),
|
Chris@16
|
841 BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4),
|
Chris@16
|
842 BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5),
|
Chris@16
|
843 BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6),
|
Chris@16
|
844 BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8),
|
Chris@16
|
845 BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9),
|
Chris@16
|
846 };
|
Chris@16
|
847 static const T Q[] = {
|
Chris@101
|
848 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
849 BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381),
|
Chris@16
|
850 BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064),
|
Chris@16
|
851 BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463),
|
Chris@16
|
852 BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382),
|
Chris@16
|
853 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434),
|
Chris@16
|
854 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636),
|
Chris@16
|
855 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693),
|
Chris@16
|
856 BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4),
|
Chris@16
|
857 BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6),
|
Chris@16
|
858 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7),
|
Chris@16
|
859 };
|
Chris@16
|
860 result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f));
|
Chris@16
|
861 result *= exp(-z * z) / z;
|
Chris@16
|
862 }
|
Chris@16
|
863 else if(z < 7.5)
|
Chris@16
|
864 {
|
Chris@16
|
865 // Maximum Deviation Found: 1.007e-36
|
Chris@16
|
866 // Expected Error Term: 1.007e-36
|
Chris@16
|
867 // Maximum Relative Change in Control Points: 1.027e-03
|
Chris@16
|
868 // Max Error found at long double precision = 2.646420e-36
|
Chris@16
|
869 static const T Y = 0.5574436187744140625f;
|
Chris@16
|
870 static const T P[] = {
|
Chris@16
|
871 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674),
|
Chris@16
|
872 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162),
|
Chris@16
|
873 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799),
|
Chris@16
|
874 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706),
|
Chris@16
|
875 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096),
|
Chris@16
|
876 BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4),
|
Chris@16
|
877 BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5),
|
Chris@16
|
878 BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6),
|
Chris@16
|
879 BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8),
|
Chris@16
|
880 BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10),
|
Chris@16
|
881 };
|
Chris@16
|
882 static const T Q[] = {
|
Chris@101
|
883 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
884 BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367),
|
Chris@16
|
885 BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259),
|
Chris@16
|
886 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273),
|
Chris@16
|
887 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063),
|
Chris@16
|
888 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552),
|
Chris@16
|
889 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578),
|
Chris@16
|
890 BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4),
|
Chris@16
|
891 BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6),
|
Chris@16
|
892 BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8),
|
Chris@16
|
893 };
|
Chris@16
|
894 result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f));
|
Chris@16
|
895 result *= exp(-z * z) / z;
|
Chris@16
|
896 }
|
Chris@16
|
897 else if(z < 11.5)
|
Chris@16
|
898 {
|
Chris@16
|
899 // Maximum Deviation Found: 8.380e-36
|
Chris@16
|
900 // Expected Error Term: 8.380e-36
|
Chris@16
|
901 // Maximum Relative Change in Control Points: 2.632e-06
|
Chris@16
|
902 // Max Error found at long double precision = 9.849522e-36
|
Chris@16
|
903 static const T Y = 0.56083202362060546875f;
|
Chris@16
|
904 static const T P[] = {
|
Chris@16
|
905 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121),
|
Chris@16
|
906 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161),
|
Chris@16
|
907 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375),
|
Chris@16
|
908 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661),
|
Chris@16
|
909 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644),
|
Chris@16
|
910 BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4),
|
Chris@16
|
911 BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4),
|
Chris@16
|
912 BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5),
|
Chris@16
|
913 BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7),
|
Chris@16
|
914 BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8),
|
Chris@16
|
915 };
|
Chris@16
|
916 static const T Q[] = {
|
Chris@101
|
917 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
918 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882),
|
Chris@16
|
919 BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674),
|
Chris@16
|
920 BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717),
|
Chris@16
|
921 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164),
|
Chris@16
|
922 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562),
|
Chris@16
|
923 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458),
|
Chris@16
|
924 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417),
|
Chris@16
|
925 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4),
|
Chris@16
|
926 BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6),
|
Chris@16
|
927 };
|
Chris@16
|
928 result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f));
|
Chris@16
|
929 result *= exp(-z * z) / z;
|
Chris@16
|
930 }
|
Chris@16
|
931 else
|
Chris@16
|
932 {
|
Chris@16
|
933 // Maximum Deviation Found: 1.132e-35
|
Chris@16
|
934 // Expected Error Term: -1.132e-35
|
Chris@16
|
935 // Maximum Relative Change in Control Points: 4.674e-04
|
Chris@16
|
936 // Max Error found at long double precision = 1.162590e-35
|
Chris@16
|
937 static const T Y = 0.5632686614990234375f;
|
Chris@16
|
938 static const T P[] = {
|
Chris@16
|
939 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943),
|
Chris@16
|
940 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439),
|
Chris@16
|
941 BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431),
|
Chris@16
|
942 BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142),
|
Chris@16
|
943 BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565),
|
Chris@16
|
944 BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495),
|
Chris@16
|
945 BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659),
|
Chris@16
|
946 BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673),
|
Chris@16
|
947 BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589),
|
Chris@16
|
948 BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475),
|
Chris@16
|
949 BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452),
|
Chris@16
|
950 BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547),
|
Chris@16
|
951 };
|
Chris@16
|
952 static const T Q[] = {
|
Chris@101
|
953 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
|
Chris@16
|
954 BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036),
|
Chris@16
|
955 BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227),
|
Chris@16
|
956 BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461),
|
Chris@16
|
957 BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818),
|
Chris@16
|
958 BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125),
|
Chris@16
|
959 BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098),
|
Chris@16
|
960 BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021),
|
Chris@16
|
961 BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895),
|
Chris@16
|
962 BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374),
|
Chris@16
|
963 BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448),
|
Chris@16
|
964 BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737),
|
Chris@16
|
965 };
|
Chris@16
|
966 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
|
Chris@16
|
967 result *= exp(-z * z) / z;
|
Chris@16
|
968 }
|
Chris@16
|
969 }
|
Chris@16
|
970 else
|
Chris@16
|
971 {
|
Chris@16
|
972 //
|
Chris@16
|
973 // Any value of z larger than 110 will underflow to zero:
|
Chris@16
|
974 //
|
Chris@16
|
975 result = 0;
|
Chris@16
|
976 invert = !invert;
|
Chris@16
|
977 }
|
Chris@16
|
978
|
Chris@16
|
979 if(invert)
|
Chris@16
|
980 {
|
Chris@16
|
981 result = 1 - result;
|
Chris@16
|
982 }
|
Chris@16
|
983
|
Chris@16
|
984 return result;
|
Chris@16
|
985 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<113>& t)
|
Chris@16
|
986
|
Chris@16
|
987 template <class T, class Policy, class tag>
|
Chris@16
|
988 struct erf_initializer
|
Chris@16
|
989 {
|
Chris@16
|
990 struct init
|
Chris@16
|
991 {
|
Chris@16
|
992 init()
|
Chris@16
|
993 {
|
Chris@16
|
994 do_init(tag());
|
Chris@16
|
995 }
|
Chris@16
|
996 static void do_init(const mpl::int_<0>&){}
|
Chris@16
|
997 static void do_init(const mpl::int_<53>&)
|
Chris@16
|
998 {
|
Chris@16
|
999 boost::math::erf(static_cast<T>(1e-12), Policy());
|
Chris@16
|
1000 boost::math::erf(static_cast<T>(0.25), Policy());
|
Chris@16
|
1001 boost::math::erf(static_cast<T>(1.25), Policy());
|
Chris@16
|
1002 boost::math::erf(static_cast<T>(2.25), Policy());
|
Chris@16
|
1003 boost::math::erf(static_cast<T>(4.25), Policy());
|
Chris@16
|
1004 boost::math::erf(static_cast<T>(5.25), Policy());
|
Chris@16
|
1005 }
|
Chris@16
|
1006 static void do_init(const mpl::int_<64>&)
|
Chris@16
|
1007 {
|
Chris@16
|
1008 boost::math::erf(static_cast<T>(1e-12), Policy());
|
Chris@16
|
1009 boost::math::erf(static_cast<T>(0.25), Policy());
|
Chris@16
|
1010 boost::math::erf(static_cast<T>(1.25), Policy());
|
Chris@16
|
1011 boost::math::erf(static_cast<T>(2.25), Policy());
|
Chris@16
|
1012 boost::math::erf(static_cast<T>(4.25), Policy());
|
Chris@16
|
1013 boost::math::erf(static_cast<T>(5.25), Policy());
|
Chris@16
|
1014 }
|
Chris@16
|
1015 static void do_init(const mpl::int_<113>&)
|
Chris@16
|
1016 {
|
Chris@16
|
1017 boost::math::erf(static_cast<T>(1e-22), Policy());
|
Chris@16
|
1018 boost::math::erf(static_cast<T>(0.25), Policy());
|
Chris@16
|
1019 boost::math::erf(static_cast<T>(1.25), Policy());
|
Chris@16
|
1020 boost::math::erf(static_cast<T>(2.125), Policy());
|
Chris@16
|
1021 boost::math::erf(static_cast<T>(2.75), Policy());
|
Chris@16
|
1022 boost::math::erf(static_cast<T>(3.25), Policy());
|
Chris@16
|
1023 boost::math::erf(static_cast<T>(5.25), Policy());
|
Chris@16
|
1024 boost::math::erf(static_cast<T>(7.25), Policy());
|
Chris@16
|
1025 boost::math::erf(static_cast<T>(11.25), Policy());
|
Chris@16
|
1026 boost::math::erf(static_cast<T>(12.5), Policy());
|
Chris@16
|
1027 }
|
Chris@16
|
1028 void force_instantiate()const{}
|
Chris@16
|
1029 };
|
Chris@16
|
1030 static const init initializer;
|
Chris@16
|
1031 static void force_instantiate()
|
Chris@16
|
1032 {
|
Chris@16
|
1033 initializer.force_instantiate();
|
Chris@16
|
1034 }
|
Chris@16
|
1035 };
|
Chris@16
|
1036
|
Chris@16
|
1037 template <class T, class Policy, class tag>
|
Chris@16
|
1038 const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer;
|
Chris@16
|
1039
|
Chris@16
|
1040 } // namespace detail
|
Chris@16
|
1041
|
Chris@16
|
1042 template <class T, class Policy>
|
Chris@16
|
1043 inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */)
|
Chris@16
|
1044 {
|
Chris@16
|
1045 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
1046 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1047 typedef typename policies::precision<result_type, Policy>::type precision_type;
|
Chris@16
|
1048 typedef typename policies::normalise<
|
Chris@16
|
1049 Policy,
|
Chris@16
|
1050 policies::promote_float<false>,
|
Chris@16
|
1051 policies::promote_double<false>,
|
Chris@16
|
1052 policies::discrete_quantile<>,
|
Chris@16
|
1053 policies::assert_undefined<> >::type forwarding_policy;
|
Chris@16
|
1054
|
Chris@16
|
1055 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
|
Chris@16
|
1056 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
|
Chris@16
|
1057 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
|
Chris@16
|
1058
|
Chris@16
|
1059 typedef typename mpl::if_<
|
Chris@16
|
1060 mpl::less_equal<precision_type, mpl::int_<0> >,
|
Chris@16
|
1061 mpl::int_<0>,
|
Chris@16
|
1062 typename mpl::if_<
|
Chris@16
|
1063 mpl::less_equal<precision_type, mpl::int_<53> >,
|
Chris@16
|
1064 mpl::int_<53>, // double
|
Chris@16
|
1065 typename mpl::if_<
|
Chris@16
|
1066 mpl::less_equal<precision_type, mpl::int_<64> >,
|
Chris@16
|
1067 mpl::int_<64>, // 80-bit long double
|
Chris@16
|
1068 typename mpl::if_<
|
Chris@16
|
1069 mpl::less_equal<precision_type, mpl::int_<113> >,
|
Chris@16
|
1070 mpl::int_<113>, // 128-bit long double
|
Chris@16
|
1071 mpl::int_<0> // too many bits, use generic version.
|
Chris@16
|
1072 >::type
|
Chris@16
|
1073 >::type
|
Chris@16
|
1074 >::type
|
Chris@16
|
1075 >::type tag_type;
|
Chris@16
|
1076
|
Chris@16
|
1077 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
|
Chris@16
|
1078
|
Chris@16
|
1079 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
|
Chris@16
|
1080
|
Chris@16
|
1081 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
|
Chris@16
|
1082 static_cast<value_type>(z),
|
Chris@16
|
1083 false,
|
Chris@16
|
1084 forwarding_policy(),
|
Chris@16
|
1085 tag_type()), "boost::math::erf<%1%>(%1%, %1%)");
|
Chris@16
|
1086 }
|
Chris@16
|
1087
|
Chris@16
|
1088 template <class T, class Policy>
|
Chris@16
|
1089 inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */)
|
Chris@16
|
1090 {
|
Chris@16
|
1091 typedef typename tools::promote_args<T>::type result_type;
|
Chris@16
|
1092 typedef typename policies::evaluation<result_type, Policy>::type value_type;
|
Chris@16
|
1093 typedef typename policies::precision<result_type, Policy>::type precision_type;
|
Chris@16
|
1094 typedef typename policies::normalise<
|
Chris@16
|
1095 Policy,
|
Chris@16
|
1096 policies::promote_float<false>,
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1097 policies::promote_double<false>,
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1098 policies::discrete_quantile<>,
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1099 policies::assert_undefined<> >::type forwarding_policy;
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1100
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1101 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
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1102 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
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1103 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
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1104
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1105 typedef typename mpl::if_<
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1106 mpl::less_equal<precision_type, mpl::int_<0> >,
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1107 mpl::int_<0>,
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1108 typename mpl::if_<
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1109 mpl::less_equal<precision_type, mpl::int_<53> >,
|
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1110 mpl::int_<53>, // double
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1111 typename mpl::if_<
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1112 mpl::less_equal<precision_type, mpl::int_<64> >,
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1113 mpl::int_<64>, // 80-bit long double
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1114 typename mpl::if_<
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1115 mpl::less_equal<precision_type, mpl::int_<113> >,
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1116 mpl::int_<113>, // 128-bit long double
|
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1117 mpl::int_<0> // too many bits, use generic version.
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1118 >::type
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1119 >::type
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1120 >::type
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1121 >::type tag_type;
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1122
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1123 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
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1124
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1125 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
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1126
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1127 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
|
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1128 static_cast<value_type>(z),
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1129 true,
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1130 forwarding_policy(),
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1131 tag_type()), "boost::math::erfc<%1%>(%1%, %1%)");
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1132 }
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1133
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1134 template <class T>
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1135 inline typename tools::promote_args<T>::type erf(T z)
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1136 {
|
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1137 return boost::math::erf(z, policies::policy<>());
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1138 }
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1139
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1140 template <class T>
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1141 inline typename tools::promote_args<T>::type erfc(T z)
|
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1142 {
|
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1143 return boost::math::erfc(z, policies::policy<>());
|
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1144 }
|
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1145
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1146 } // namespace math
|
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1147 } // namespace boost
|
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1148
|
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1149 #include <boost/math/special_functions/detail/erf_inv.hpp>
|
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1150
|
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1151 #endif // BOOST_MATH_SPECIAL_ERF_HPP
|
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1152
|
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|
1153
|
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1154
|
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1155
|