Mercurial > hg > vamp-build-and-test
comparison DEPENDENCIES/generic/include/boost/math/special_functions/erf.hpp @ 16:2665513ce2d3
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author | Chris Cannam |
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date | Tue, 05 Aug 2014 11:11:38 +0100 |
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children | c530137014c0 |
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1 // (C) Copyright John Maddock 2006. | |
2 // Use, modification and distribution are subject to the | |
3 // Boost Software License, Version 1.0. (See accompanying file | |
4 // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) | |
5 | |
6 #ifndef BOOST_MATH_SPECIAL_ERF_HPP | |
7 #define BOOST_MATH_SPECIAL_ERF_HPP | |
8 | |
9 #ifdef _MSC_VER | |
10 #pragma once | |
11 #endif | |
12 | |
13 #include <boost/math/special_functions/math_fwd.hpp> | |
14 #include <boost/math/tools/config.hpp> | |
15 #include <boost/math/special_functions/gamma.hpp> | |
16 #include <boost/math/tools/roots.hpp> | |
17 #include <boost/math/policies/error_handling.hpp> | |
18 #include <boost/math/tools/big_constant.hpp> | |
19 | |
20 namespace boost{ namespace math{ | |
21 | |
22 namespace detail | |
23 { | |
24 | |
25 // | |
26 // Asymptotic series for large z: | |
27 // | |
28 template <class T> | |
29 struct erf_asympt_series_t | |
30 { | |
31 erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1) | |
32 { | |
33 BOOST_MATH_STD_USING | |
34 result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>()); | |
35 result /= z; | |
36 } | |
37 | |
38 typedef T result_type; | |
39 | |
40 T operator()() | |
41 { | |
42 BOOST_MATH_STD_USING | |
43 T r = result; | |
44 result *= tk / xx; | |
45 tk += 2; | |
46 if( fabs(r) < fabs(result)) | |
47 result = 0; | |
48 return r; | |
49 } | |
50 private: | |
51 T result; | |
52 T xx; | |
53 int tk; | |
54 }; | |
55 // | |
56 // How large z has to be in order to ensure that the series converges: | |
57 // | |
58 template <class T> | |
59 inline float erf_asymptotic_limit_N(const T&) | |
60 { | |
61 return (std::numeric_limits<float>::max)(); | |
62 } | |
63 inline float erf_asymptotic_limit_N(const mpl::int_<24>&) | |
64 { | |
65 return 2.8F; | |
66 } | |
67 inline float erf_asymptotic_limit_N(const mpl::int_<53>&) | |
68 { | |
69 return 4.3F; | |
70 } | |
71 inline float erf_asymptotic_limit_N(const mpl::int_<64>&) | |
72 { | |
73 return 4.8F; | |
74 } | |
75 inline float erf_asymptotic_limit_N(const mpl::int_<106>&) | |
76 { | |
77 return 6.5F; | |
78 } | |
79 inline float erf_asymptotic_limit_N(const mpl::int_<113>&) | |
80 { | |
81 return 6.8F; | |
82 } | |
83 | |
84 template <class T, class Policy> | |
85 inline T erf_asymptotic_limit() | |
86 { | |
87 typedef typename policies::precision<T, Policy>::type precision_type; | |
88 typedef typename mpl::if_< | |
89 mpl::less_equal<precision_type, mpl::int_<24> >, | |
90 typename mpl::if_< | |
91 mpl::less_equal<precision_type, mpl::int_<0> >, | |
92 mpl::int_<0>, | |
93 mpl::int_<24> | |
94 >::type, | |
95 typename mpl::if_< | |
96 mpl::less_equal<precision_type, mpl::int_<53> >, | |
97 mpl::int_<53>, | |
98 typename mpl::if_< | |
99 mpl::less_equal<precision_type, mpl::int_<64> >, | |
100 mpl::int_<64>, | |
101 typename mpl::if_< | |
102 mpl::less_equal<precision_type, mpl::int_<106> >, | |
103 mpl::int_<106>, | |
104 typename mpl::if_< | |
105 mpl::less_equal<precision_type, mpl::int_<113> >, | |
106 mpl::int_<113>, | |
107 mpl::int_<0> | |
108 >::type | |
109 >::type | |
110 >::type | |
111 >::type | |
112 >::type tag_type; | |
113 return erf_asymptotic_limit_N(tag_type()); | |
114 } | |
115 | |
116 template <class T, class Policy, class Tag> | |
117 T erf_imp(T z, bool invert, const Policy& pol, const Tag& t) | |
118 { | |
119 BOOST_MATH_STD_USING | |
120 | |
121 BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called"); | |
122 | |
123 if(z < 0) | |
124 { | |
125 if(!invert) | |
126 return -erf_imp(T(-z), invert, pol, t); | |
127 else | |
128 return 1 + erf_imp(T(-z), false, pol, t); | |
129 } | |
130 | |
131 T result; | |
132 | |
133 if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>())) | |
134 { | |
135 detail::erf_asympt_series_t<T> s(z); | |
136 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); | |
137 result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1); | |
138 policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol); | |
139 } | |
140 else | |
141 { | |
142 T x = z * z; | |
143 if(x < 0.6) | |
144 { | |
145 // Compute P: | |
146 result = z * exp(-x); | |
147 result /= sqrt(boost::math::constants::pi<T>()); | |
148 if(result != 0) | |
149 result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol); | |
150 } | |
151 else if(x < 1.1f) | |
152 { | |
153 // Compute Q: | |
154 invert = !invert; | |
155 result = tgamma_small_upper_part(T(0.5f), x, pol); | |
156 result /= sqrt(boost::math::constants::pi<T>()); | |
157 } | |
158 else | |
159 { | |
160 // Compute Q: | |
161 invert = !invert; | |
162 result = z * exp(-x); | |
163 result /= sqrt(boost::math::constants::pi<T>()); | |
164 result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>()); | |
165 } | |
166 } | |
167 if(invert) | |
168 result = 1 - result; | |
169 return result; | |
170 } | |
171 | |
172 template <class T, class Policy> | |
173 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<53>& t) | |
174 { | |
175 BOOST_MATH_STD_USING | |
176 | |
177 BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called"); | |
178 | |
179 if(z < 0) | |
180 { | |
181 if(!invert) | |
182 return -erf_imp(T(-z), invert, pol, t); | |
183 else if(z < -0.5) | |
184 return 2 - erf_imp(T(-z), invert, pol, t); | |
185 else | |
186 return 1 + erf_imp(T(-z), false, pol, t); | |
187 } | |
188 | |
189 T result; | |
190 | |
191 // | |
192 // Big bunch of selection statements now to pick | |
193 // which implementation to use, | |
194 // try to put most likely options first: | |
195 // | |
196 if(z < 0.5) | |
197 { | |
198 // | |
199 // We're going to calculate erf: | |
200 // | |
201 if(z < 1e-10) | |
202 { | |
203 if(z == 0) | |
204 { | |
205 result = T(0); | |
206 } | |
207 else | |
208 { | |
209 static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688); | |
210 result = static_cast<T>(z * 1.125f + z * c); | |
211 } | |
212 } | |
213 else | |
214 { | |
215 // Maximum Deviation Found: 1.561e-17 | |
216 // Expected Error Term: 1.561e-17 | |
217 // Maximum Relative Change in Control Points: 1.155e-04 | |
218 // Max Error found at double precision = 2.961182e-17 | |
219 | |
220 static const T Y = 1.044948577880859375f; | |
221 static const T P[] = { | |
222 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907), | |
223 BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041), | |
224 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841), | |
225 BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487), | |
226 BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831), | |
227 }; | |
228 static const T Q[] = { | |
229 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), | |
230 BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546), | |
231 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554), | |
232 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772), | |
233 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569), | |
234 }; | |
235 T zz = z * z; | |
236 result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz)); | |
237 } | |
238 } | |
239 else if(invert ? (z < 28) : (z < 5.8f)) | |
240 { | |
241 // | |
242 // We'll be calculating erfc: | |
243 // | |
244 invert = !invert; | |
245 if(z < 1.5f) | |
246 { | |
247 // Maximum Deviation Found: 3.702e-17 | |
248 // Expected Error Term: 3.702e-17 | |
249 // Maximum Relative Change in Control Points: 2.845e-04 | |
250 // Max Error found at double precision = 4.841816e-17 | |
251 static const T Y = 0.405935764312744140625f; | |
252 static const T P[] = { | |
253 BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205), | |
254 BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155), | |
255 BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986), | |
256 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578), | |
257 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359), | |
258 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957), | |
259 }; | |
260 static const T Q[] = { | |
261 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), | |
262 BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845), | |
263 BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508), | |
264 BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909), | |
265 BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233), | |
266 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017), | |
267 BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5), | |
268 }; | |
269 BOOST_MATH_INSTRUMENT_VARIABLE(Y); | |
270 BOOST_MATH_INSTRUMENT_VARIABLE(P[0]); | |
271 BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]); | |
272 BOOST_MATH_INSTRUMENT_VARIABLE(z); | |
273 result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5)); | |
274 BOOST_MATH_INSTRUMENT_VARIABLE(result); | |
275 result *= exp(-z * z) / z; | |
276 BOOST_MATH_INSTRUMENT_VARIABLE(result); | |
277 } | |
278 else if(z < 2.5f) | |
279 { | |
280 // Max Error found at double precision = 6.599585e-18 | |
281 // Maximum Deviation Found: 3.909e-18 | |
282 // Expected Error Term: 3.909e-18 | |
283 // Maximum Relative Change in Control Points: 9.886e-05 | |
284 static const T Y = 0.50672817230224609375f; | |
285 static const T P[] = { | |
286 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272), | |
287 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728), | |
288 BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296), | |
289 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299), | |
290 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584), | |
291 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416), | |
292 }; | |
293 static const T Q[] = { | |
294 BOOST_MATH_BIG_CONSTANT(T, 53, 1), | |
295 BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182), | |
296 BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114), | |
297 BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493), | |
298 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373), | |
299 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884), | |
300 }; | |
301 result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5)); | |
302 result *= exp(-z * z) / z; | |
303 } | |
304 else if(z < 4.5f) | |
305 { | |
306 // Maximum Deviation Found: 1.512e-17 | |
307 // Expected Error Term: 1.512e-17 | |
308 // Maximum Relative Change in Control Points: 2.222e-04 | |
309 // Max Error found at double precision = 2.062515e-17 | |
310 static const T Y = 0.5405750274658203125f; | |
311 static const T P[] = { | |
312 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634), | |
313 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126), | |
314 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007), | |
315 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141), | |
316 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958), | |
317 BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4), | |
318 }; | |
319 static const T Q[] = { | |
320 BOOST_MATH_BIG_CONSTANT(T, 53, 1), | |
321 BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171), | |
322 BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003), | |
323 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444), | |
324 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489), | |
325 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907), | |
326 }; | |
327 result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5)); | |
328 result *= exp(-z * z) / z; | |
329 } | |
330 else | |
331 { | |
332 // Max Error found at double precision = 2.997958e-17 | |
333 // Maximum Deviation Found: 2.860e-17 | |
334 // Expected Error Term: 2.859e-17 | |
335 // Maximum Relative Change in Control Points: 1.357e-05 | |
336 static const T Y = 0.5579090118408203125f; | |
337 static const T P[] = { | |
338 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937), | |
339 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818), | |
340 BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852), | |
341 BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619), | |
342 BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996), | |
343 BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517), | |
344 BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771), | |
345 }; | |
346 static const T Q[] = { | |
347 BOOST_MATH_BIG_CONSTANT(T, 53, 1), | |
348 BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228), | |
349 BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565), | |
350 BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143), | |
351 BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224), | |
352 BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145), | |
353 BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584), | |
354 }; | |
355 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); | |
356 result *= exp(-z * z) / z; | |
357 } | |
358 } | |
359 else | |
360 { | |
361 // | |
362 // Any value of z larger than 28 will underflow to zero: | |
363 // | |
364 result = 0; | |
365 invert = !invert; | |
366 } | |
367 | |
368 if(invert) | |
369 { | |
370 result = 1 - result; | |
371 } | |
372 | |
373 return result; | |
374 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<53>& t) | |
375 | |
376 | |
377 template <class T, class Policy> | |
378 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<64>& t) | |
379 { | |
380 BOOST_MATH_STD_USING | |
381 | |
382 BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called"); | |
383 | |
384 if(z < 0) | |
385 { | |
386 if(!invert) | |
387 return -erf_imp(T(-z), invert, pol, t); | |
388 else if(z < -0.5) | |
389 return 2 - erf_imp(T(-z), invert, pol, t); | |
390 else | |
391 return 1 + erf_imp(T(-z), false, pol, t); | |
392 } | |
393 | |
394 T result; | |
395 | |
396 // | |
397 // Big bunch of selection statements now to pick which | |
398 // implementation to use, try to put most likely options | |
399 // first: | |
400 // | |
401 if(z < 0.5) | |
402 { | |
403 // | |
404 // We're going to calculate erf: | |
405 // | |
406 if(z == 0) | |
407 { | |
408 result = 0; | |
409 } | |
410 else if(z < 1e-10) | |
411 { | |
412 static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688); | |
413 result = z * 1.125 + z * c; | |
414 } | |
415 else | |
416 { | |
417 // Max Error found at long double precision = 1.623299e-20 | |
418 // Maximum Deviation Found: 4.326e-22 | |
419 // Expected Error Term: -4.326e-22 | |
420 // Maximum Relative Change in Control Points: 1.474e-04 | |
421 static const T Y = 1.044948577880859375f; | |
422 static const T P[] = { | |
423 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966), | |
424 BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695), | |
425 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596), | |
426 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396), | |
427 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181), | |
428 BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4), | |
429 }; | |
430 static const T Q[] = { | |
431 BOOST_MATH_BIG_CONSTANT(T, 64, 1), | |
432 BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439), | |
433 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007), | |
434 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202), | |
435 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735), | |
436 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4), | |
437 }; | |
438 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); | |
439 } | |
440 } | |
441 else if(invert ? (z < 110) : (z < 6.4f)) | |
442 { | |
443 // | |
444 // We'll be calculating erfc: | |
445 // | |
446 invert = !invert; | |
447 if(z < 1.5) | |
448 { | |
449 // Max Error found at long double precision = 3.239590e-20 | |
450 // Maximum Deviation Found: 2.241e-20 | |
451 // Expected Error Term: -2.241e-20 | |
452 // Maximum Relative Change in Control Points: 5.110e-03 | |
453 static const T Y = 0.405935764312744140625f; | |
454 static const T P[] = { | |
455 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672), | |
456 BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329), | |
457 BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378), | |
458 BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312), | |
459 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273), | |
460 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325), | |
461 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428), | |
462 BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7), | |
463 }; | |
464 static const T Q[] = { | |
465 BOOST_MATH_BIG_CONSTANT(T, 64, 1), | |
466 BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291), | |
467 BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222), | |
468 BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231), | |
469 BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392), | |
470 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861), | |
471 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796), | |
472 }; | |
473 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); | |
474 result *= exp(-z * z) / z; | |
475 } | |
476 else if(z < 2.5) | |
477 { | |
478 // Max Error found at long double precision = 3.686211e-21 | |
479 // Maximum Deviation Found: 1.495e-21 | |
480 // Expected Error Term: -1.494e-21 | |
481 // Maximum Relative Change in Control Points: 1.793e-04 | |
482 static const T Y = 0.50672817230224609375f; | |
483 static const T P[] = { | |
484 BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217), | |
485 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309), | |
486 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541), | |
487 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209), | |
488 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118), | |
489 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444), | |
490 BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4), | |
491 }; | |
492 static const T Q[] = { | |
493 BOOST_MATH_BIG_CONSTANT(T, 64, 1), | |
494 BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344), | |
495 BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218), | |
496 BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941), | |
497 BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935), | |
498 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261), | |
499 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439), | |
500 }; | |
501 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); | |
502 result *= exp(-z * z) / z; | |
503 } | |
504 else if(z < 4.5) | |
505 { | |
506 // Maximum Deviation Found: 1.107e-20 | |
507 // Expected Error Term: -1.106e-20 | |
508 // Maximum Relative Change in Control Points: 1.709e-04 | |
509 // Max Error found at long double precision = 1.446908e-20 | |
510 static const T Y = 0.5405750274658203125f; | |
511 static const T P[] = { | |
512 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033), | |
513 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051), | |
514 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901), | |
515 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626), | |
516 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899), | |
517 BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4), | |
518 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5), | |
519 }; | |
520 static const T Q[] = { | |
521 BOOST_MATH_BIG_CONSTANT(T, 64, 1), | |
522 BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574), | |
523 BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857), | |
524 BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835), | |
525 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468), | |
526 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158), | |
527 BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4), | |
528 }; | |
529 result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f)); | |
530 result *= exp(-z * z) / z; | |
531 } | |
532 else | |
533 { | |
534 // Max Error found at long double precision = 7.961166e-21 | |
535 // Maximum Deviation Found: 6.677e-21 | |
536 // Expected Error Term: 6.676e-21 | |
537 // Maximum Relative Change in Control Points: 2.319e-05 | |
538 static const T Y = 0.55825519561767578125f; | |
539 static const T P[] = { | |
540 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106), | |
541 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937), | |
542 BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043), | |
543 BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842), | |
544 BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443), | |
545 BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627), | |
546 BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722), | |
547 BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519), | |
548 BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937), | |
549 }; | |
550 static const T Q[] = { | |
551 BOOST_MATH_BIG_CONSTANT(T, 64, 1), | |
552 BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541), | |
553 BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212), | |
554 BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785), | |
555 BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868), | |
556 BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513), | |
557 BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699), | |
558 BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989), | |
559 BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717), | |
560 }; | |
561 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); | |
562 result *= exp(-z * z) / z; | |
563 } | |
564 } | |
565 else | |
566 { | |
567 // | |
568 // Any value of z larger than 110 will underflow to zero: | |
569 // | |
570 result = 0; | |
571 invert = !invert; | |
572 } | |
573 | |
574 if(invert) | |
575 { | |
576 result = 1 - result; | |
577 } | |
578 | |
579 return result; | |
580 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<64>& t) | |
581 | |
582 | |
583 template <class T, class Policy> | |
584 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<113>& t) | |
585 { | |
586 BOOST_MATH_STD_USING | |
587 | |
588 BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called"); | |
589 | |
590 if(z < 0) | |
591 { | |
592 if(!invert) | |
593 return -erf_imp(T(-z), invert, pol, t); | |
594 else if(z < -0.5) | |
595 return 2 - erf_imp(T(-z), invert, pol, t); | |
596 else | |
597 return 1 + erf_imp(T(-z), false, pol, t); | |
598 } | |
599 | |
600 T result; | |
601 | |
602 // | |
603 // Big bunch of selection statements now to pick which | |
604 // implementation to use, try to put most likely options | |
605 // first: | |
606 // | |
607 if(z < 0.5) | |
608 { | |
609 // | |
610 // We're going to calculate erf: | |
611 // | |
612 if(z == 0) | |
613 { | |
614 result = 0; | |
615 } | |
616 else if(z < 1e-20) | |
617 { | |
618 static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688); | |
619 result = z * 1.125 + z * c; | |
620 } | |
621 else | |
622 { | |
623 // Max Error found at long double precision = 2.342380e-35 | |
624 // Maximum Deviation Found: 6.124e-36 | |
625 // Expected Error Term: -6.124e-36 | |
626 // Maximum Relative Change in Control Points: 3.492e-10 | |
627 static const T Y = 1.0841522216796875f; | |
628 static const T P[] = { | |
629 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778), | |
630 BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233), | |
631 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393), | |
632 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925), | |
633 BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099), | |
634 BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4), | |
635 BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5), | |
636 BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7), | |
637 }; | |
638 static const T Q[] = { | |
639 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
640 BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522), | |
641 BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611), | |
642 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603), | |
643 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186), | |
644 BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4), | |
645 BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5), | |
646 BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7), | |
647 }; | |
648 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); | |
649 } | |
650 } | |
651 else if(invert ? (z < 110) : (z < 8.65f)) | |
652 { | |
653 // | |
654 // We'll be calculating erfc: | |
655 // | |
656 invert = !invert; | |
657 if(z < 1) | |
658 { | |
659 // Max Error found at long double precision = 3.246278e-35 | |
660 // Maximum Deviation Found: 1.388e-35 | |
661 // Expected Error Term: 1.387e-35 | |
662 // Maximum Relative Change in Control Points: 6.127e-05 | |
663 static const T Y = 0.371877193450927734375f; | |
664 static const T P[] = { | |
665 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455), | |
666 BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731), | |
667 BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826), | |
668 BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127), | |
669 BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196), | |
670 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567), | |
671 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903), | |
672 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132), | |
673 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516), | |
674 BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5), | |
675 }; | |
676 static const T Q[] = { | |
677 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
678 BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977), | |
679 BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955), | |
680 BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693), | |
681 BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065), | |
682 BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514), | |
683 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473), | |
684 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368), | |
685 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459), | |
686 BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4), | |
687 BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10), | |
688 }; | |
689 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); | |
690 result *= exp(-z * z) / z; | |
691 } | |
692 else if(z < 1.5) | |
693 { | |
694 // Max Error found at long double precision = 2.215785e-35 | |
695 // Maximum Deviation Found: 1.539e-35 | |
696 // Expected Error Term: 1.538e-35 | |
697 // Maximum Relative Change in Control Points: 6.104e-05 | |
698 static const T Y = 0.45658016204833984375f; | |
699 static const T P[] = { | |
700 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345), | |
701 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226), | |
702 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745), | |
703 BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486), | |
704 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313), | |
705 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468), | |
706 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013), | |
707 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772), | |
708 BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4), | |
709 BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5), | |
710 }; | |
711 static const T Q[] = { | |
712 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
713 BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126), | |
714 BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746), | |
715 BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842), | |
716 BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076), | |
717 BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649), | |
718 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795), | |
719 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997), | |
720 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486), | |
721 BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4), | |
722 }; | |
723 result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f)); | |
724 result *= exp(-z * z) / z; | |
725 } | |
726 else if(z < 2.25) | |
727 { | |
728 // Maximum Deviation Found: 1.418e-35 | |
729 // Expected Error Term: 1.418e-35 | |
730 // Maximum Relative Change in Control Points: 1.316e-04 | |
731 // Max Error found at long double precision = 1.998462e-35 | |
732 static const T Y = 0.50250148773193359375f; | |
733 static const T P[] = { | |
734 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606), | |
735 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002), | |
736 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461), | |
737 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658), | |
738 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593), | |
739 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845), | |
740 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021), | |
741 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986), | |
742 BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5), | |
743 BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6), | |
744 }; | |
745 static const T Q[] = { | |
746 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
747 BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554), | |
748 BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215), | |
749 BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109), | |
750 BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562), | |
751 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148), | |
752 BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034), | |
753 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585), | |
754 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112), | |
755 BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5), | |
756 BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12), | |
757 }; | |
758 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); | |
759 result *= exp(-z * z) / z; | |
760 } | |
761 else if (z < 3) | |
762 { | |
763 // Maximum Deviation Found: 3.575e-36 | |
764 // Expected Error Term: 3.575e-36 | |
765 // Maximum Relative Change in Control Points: 7.103e-05 | |
766 // Max Error found at long double precision = 5.794737e-36 | |
767 static const T Y = 0.52896785736083984375f; | |
768 static const T P[] = { | |
769 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074), | |
770 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927), | |
771 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571), | |
772 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461), | |
773 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949), | |
774 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902), | |
775 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371), | |
776 BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4), | |
777 BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5), | |
778 BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7), | |
779 }; | |
780 static const T Q[] = { | |
781 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
782 BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001), | |
783 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494), | |
784 BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511), | |
785 BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402), | |
786 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337), | |
787 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222), | |
788 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695), | |
789 BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4), | |
790 BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5), | |
791 }; | |
792 result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f)); | |
793 result *= exp(-z * z) / z; | |
794 } | |
795 else if(z < 3.5) | |
796 { | |
797 // Maximum Deviation Found: 8.126e-37 | |
798 // Expected Error Term: -8.126e-37 | |
799 // Maximum Relative Change in Control Points: 1.363e-04 | |
800 // Max Error found at long double precision = 1.747062e-36 | |
801 static const T Y = 0.54037380218505859375f; | |
802 static const T P[] = { | |
803 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375), | |
804 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811), | |
805 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795), | |
806 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916), | |
807 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585), | |
808 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647), | |
809 BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4), | |
810 BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5), | |
811 BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7), | |
812 }; | |
813 static const T Q[] = { | |
814 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
815 BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317), | |
816 BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934), | |
817 BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023), | |
818 BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236), | |
819 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633), | |
820 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257), | |
821 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553), | |
822 BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5), | |
823 }; | |
824 result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f)); | |
825 result *= exp(-z * z) / z; | |
826 } | |
827 else if(z < 5.5) | |
828 { | |
829 // Maximum Deviation Found: 5.804e-36 | |
830 // Expected Error Term: -5.803e-36 | |
831 // Maximum Relative Change in Control Points: 2.475e-05 | |
832 // Max Error found at long double precision = 1.349545e-35 | |
833 static const T Y = 0.55000019073486328125f; | |
834 static const T P[] = { | |
835 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615), | |
836 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745), | |
837 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505), | |
838 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146), | |
839 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705), | |
840 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572), | |
841 BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4), | |
842 BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5), | |
843 BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6), | |
844 BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8), | |
845 BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9), | |
846 }; | |
847 static const T Q[] = { | |
848 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
849 BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381), | |
850 BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064), | |
851 BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463), | |
852 BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382), | |
853 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434), | |
854 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636), | |
855 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693), | |
856 BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4), | |
857 BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6), | |
858 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7), | |
859 }; | |
860 result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f)); | |
861 result *= exp(-z * z) / z; | |
862 } | |
863 else if(z < 7.5) | |
864 { | |
865 // Maximum Deviation Found: 1.007e-36 | |
866 // Expected Error Term: 1.007e-36 | |
867 // Maximum Relative Change in Control Points: 1.027e-03 | |
868 // Max Error found at long double precision = 2.646420e-36 | |
869 static const T Y = 0.5574436187744140625f; | |
870 static const T P[] = { | |
871 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674), | |
872 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162), | |
873 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799), | |
874 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706), | |
875 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096), | |
876 BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4), | |
877 BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5), | |
878 BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6), | |
879 BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8), | |
880 BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10), | |
881 }; | |
882 static const T Q[] = { | |
883 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
884 BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367), | |
885 BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259), | |
886 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273), | |
887 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063), | |
888 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552), | |
889 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578), | |
890 BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4), | |
891 BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6), | |
892 BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8), | |
893 }; | |
894 result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f)); | |
895 result *= exp(-z * z) / z; | |
896 } | |
897 else if(z < 11.5) | |
898 { | |
899 // Maximum Deviation Found: 8.380e-36 | |
900 // Expected Error Term: 8.380e-36 | |
901 // Maximum Relative Change in Control Points: 2.632e-06 | |
902 // Max Error found at long double precision = 9.849522e-36 | |
903 static const T Y = 0.56083202362060546875f; | |
904 static const T P[] = { | |
905 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121), | |
906 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161), | |
907 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375), | |
908 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661), | |
909 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644), | |
910 BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4), | |
911 BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4), | |
912 BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5), | |
913 BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7), | |
914 BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8), | |
915 }; | |
916 static const T Q[] = { | |
917 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
918 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882), | |
919 BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674), | |
920 BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717), | |
921 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164), | |
922 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562), | |
923 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458), | |
924 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417), | |
925 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4), | |
926 BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6), | |
927 }; | |
928 result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f)); | |
929 result *= exp(-z * z) / z; | |
930 } | |
931 else | |
932 { | |
933 // Maximum Deviation Found: 1.132e-35 | |
934 // Expected Error Term: -1.132e-35 | |
935 // Maximum Relative Change in Control Points: 4.674e-04 | |
936 // Max Error found at long double precision = 1.162590e-35 | |
937 static const T Y = 0.5632686614990234375f; | |
938 static const T P[] = { | |
939 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943), | |
940 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439), | |
941 BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431), | |
942 BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142), | |
943 BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565), | |
944 BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495), | |
945 BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659), | |
946 BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673), | |
947 BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589), | |
948 BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475), | |
949 BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452), | |
950 BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547), | |
951 }; | |
952 static const T Q[] = { | |
953 BOOST_MATH_BIG_CONSTANT(T, 113, 1), | |
954 BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036), | |
955 BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227), | |
956 BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461), | |
957 BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818), | |
958 BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125), | |
959 BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098), | |
960 BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021), | |
961 BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895), | |
962 BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374), | |
963 BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448), | |
964 BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737), | |
965 }; | |
966 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); | |
967 result *= exp(-z * z) / z; | |
968 } | |
969 } | |
970 else | |
971 { | |
972 // | |
973 // Any value of z larger than 110 will underflow to zero: | |
974 // | |
975 result = 0; | |
976 invert = !invert; | |
977 } | |
978 | |
979 if(invert) | |
980 { | |
981 result = 1 - result; | |
982 } | |
983 | |
984 return result; | |
985 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<113>& t) | |
986 | |
987 template <class T, class Policy, class tag> | |
988 struct erf_initializer | |
989 { | |
990 struct init | |
991 { | |
992 init() | |
993 { | |
994 do_init(tag()); | |
995 } | |
996 static void do_init(const mpl::int_<0>&){} | |
997 static void do_init(const mpl::int_<53>&) | |
998 { | |
999 boost::math::erf(static_cast<T>(1e-12), Policy()); | |
1000 boost::math::erf(static_cast<T>(0.25), Policy()); | |
1001 boost::math::erf(static_cast<T>(1.25), Policy()); | |
1002 boost::math::erf(static_cast<T>(2.25), Policy()); | |
1003 boost::math::erf(static_cast<T>(4.25), Policy()); | |
1004 boost::math::erf(static_cast<T>(5.25), Policy()); | |
1005 } | |
1006 static void do_init(const mpl::int_<64>&) | |
1007 { | |
1008 boost::math::erf(static_cast<T>(1e-12), Policy()); | |
1009 boost::math::erf(static_cast<T>(0.25), Policy()); | |
1010 boost::math::erf(static_cast<T>(1.25), Policy()); | |
1011 boost::math::erf(static_cast<T>(2.25), Policy()); | |
1012 boost::math::erf(static_cast<T>(4.25), Policy()); | |
1013 boost::math::erf(static_cast<T>(5.25), Policy()); | |
1014 } | |
1015 static void do_init(const mpl::int_<113>&) | |
1016 { | |
1017 boost::math::erf(static_cast<T>(1e-22), Policy()); | |
1018 boost::math::erf(static_cast<T>(0.25), Policy()); | |
1019 boost::math::erf(static_cast<T>(1.25), Policy()); | |
1020 boost::math::erf(static_cast<T>(2.125), Policy()); | |
1021 boost::math::erf(static_cast<T>(2.75), Policy()); | |
1022 boost::math::erf(static_cast<T>(3.25), Policy()); | |
1023 boost::math::erf(static_cast<T>(5.25), Policy()); | |
1024 boost::math::erf(static_cast<T>(7.25), Policy()); | |
1025 boost::math::erf(static_cast<T>(11.25), Policy()); | |
1026 boost::math::erf(static_cast<T>(12.5), Policy()); | |
1027 } | |
1028 void force_instantiate()const{} | |
1029 }; | |
1030 static const init initializer; | |
1031 static void force_instantiate() | |
1032 { | |
1033 initializer.force_instantiate(); | |
1034 } | |
1035 }; | |
1036 | |
1037 template <class T, class Policy, class tag> | |
1038 const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer; | |
1039 | |
1040 } // namespace detail | |
1041 | |
1042 template <class T, class Policy> | |
1043 inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */) | |
1044 { | |
1045 typedef typename tools::promote_args<T>::type result_type; | |
1046 typedef typename policies::evaluation<result_type, Policy>::type value_type; | |
1047 typedef typename policies::precision<result_type, Policy>::type precision_type; | |
1048 typedef typename policies::normalise< | |
1049 Policy, | |
1050 policies::promote_float<false>, | |
1051 policies::promote_double<false>, | |
1052 policies::discrete_quantile<>, | |
1053 policies::assert_undefined<> >::type forwarding_policy; | |
1054 | |
1055 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); | |
1056 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); | |
1057 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); | |
1058 | |
1059 typedef typename mpl::if_< | |
1060 mpl::less_equal<precision_type, mpl::int_<0> >, | |
1061 mpl::int_<0>, | |
1062 typename mpl::if_< | |
1063 mpl::less_equal<precision_type, mpl::int_<53> >, | |
1064 mpl::int_<53>, // double | |
1065 typename mpl::if_< | |
1066 mpl::less_equal<precision_type, mpl::int_<64> >, | |
1067 mpl::int_<64>, // 80-bit long double | |
1068 typename mpl::if_< | |
1069 mpl::less_equal<precision_type, mpl::int_<113> >, | |
1070 mpl::int_<113>, // 128-bit long double | |
1071 mpl::int_<0> // too many bits, use generic version. | |
1072 >::type | |
1073 >::type | |
1074 >::type | |
1075 >::type tag_type; | |
1076 | |
1077 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); | |
1078 | |
1079 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main | |
1080 | |
1081 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( | |
1082 static_cast<value_type>(z), | |
1083 false, | |
1084 forwarding_policy(), | |
1085 tag_type()), "boost::math::erf<%1%>(%1%, %1%)"); | |
1086 } | |
1087 | |
1088 template <class T, class Policy> | |
1089 inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */) | |
1090 { | |
1091 typedef typename tools::promote_args<T>::type result_type; | |
1092 typedef typename policies::evaluation<result_type, Policy>::type value_type; | |
1093 typedef typename policies::precision<result_type, Policy>::type precision_type; | |
1094 typedef typename policies::normalise< | |
1095 Policy, | |
1096 policies::promote_float<false>, | |
1097 policies::promote_double<false>, | |
1098 policies::discrete_quantile<>, | |
1099 policies::assert_undefined<> >::type forwarding_policy; | |
1100 | |
1101 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); | |
1102 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); | |
1103 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); | |
1104 | |
1105 typedef typename mpl::if_< | |
1106 mpl::less_equal<precision_type, mpl::int_<0> >, | |
1107 mpl::int_<0>, | |
1108 typename mpl::if_< | |
1109 mpl::less_equal<precision_type, mpl::int_<53> >, | |
1110 mpl::int_<53>, // double | |
1111 typename mpl::if_< | |
1112 mpl::less_equal<precision_type, mpl::int_<64> >, | |
1113 mpl::int_<64>, // 80-bit long double | |
1114 typename mpl::if_< | |
1115 mpl::less_equal<precision_type, mpl::int_<113> >, | |
1116 mpl::int_<113>, // 128-bit long double | |
1117 mpl::int_<0> // too many bits, use generic version. | |
1118 >::type | |
1119 >::type | |
1120 >::type | |
1121 >::type tag_type; | |
1122 | |
1123 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); | |
1124 | |
1125 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main | |
1126 | |
1127 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( | |
1128 static_cast<value_type>(z), | |
1129 true, | |
1130 forwarding_policy(), | |
1131 tag_type()), "boost::math::erfc<%1%>(%1%, %1%)"); | |
1132 } | |
1133 | |
1134 template <class T> | |
1135 inline typename tools::promote_args<T>::type erf(T z) | |
1136 { | |
1137 return boost::math::erf(z, policies::policy<>()); | |
1138 } | |
1139 | |
1140 template <class T> | |
1141 inline typename tools::promote_args<T>::type erfc(T z) | |
1142 { | |
1143 return boost::math::erfc(z, policies::policy<>()); | |
1144 } | |
1145 | |
1146 } // namespace math | |
1147 } // namespace boost | |
1148 | |
1149 #include <boost/math/special_functions/detail/erf_inv.hpp> | |
1150 | |
1151 #endif // BOOST_MATH_SPECIAL_ERF_HPP | |
1152 | |
1153 | |
1154 | |
1155 |