boost/math/special_functions/erf.hpp
// (C) Copyright John Maddock 2006. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_SPECIAL_ERF_HPP #define BOOST_MATH_SPECIAL_ERF_HPP #ifdef _MSC_VER #pragma once #endif #include <boost/math/special_functions/math_fwd.hpp> #include <boost/math/tools/config.hpp> #include <boost/math/special_functions/gamma.hpp> #include <boost/math/tools/roots.hpp> #include <boost/math/policies/error_handling.hpp> #include <boost/math/tools/big_constant.hpp> #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128) // // This is the only way we can avoid // warning: non-standard suffix on floating constant [-Wpedantic] // when building with -Wall -pedantic. Neither __extension__ // nor #pragma dianostic ignored work :( // #pragma GCC system_header #endif namespace boost{ namespace math{ namespace detail { // // Asymptotic series for large z: // template <class T> struct erf_asympt_series_t { erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1) { BOOST_MATH_STD_USING result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>()); result /= z; } typedef T result_type; T operator()() { BOOST_MATH_STD_USING T r = result; result *= tk / xx; tk += 2; if( fabs(r) < fabs(result)) result = 0; return r; } private: T result; T xx; int tk; }; // // How large z has to be in order to ensure that the series converges: // template <class T> inline float erf_asymptotic_limit_N(const T&) { return (std::numeric_limits<float>::max)(); } inline float erf_asymptotic_limit_N(const mpl::int_<24>&) { return 2.8F; } inline float erf_asymptotic_limit_N(const mpl::int_<53>&) { return 4.3F; } inline float erf_asymptotic_limit_N(const mpl::int_<64>&) { return 4.8F; } inline float erf_asymptotic_limit_N(const mpl::int_<106>&) { return 6.5F; } inline float erf_asymptotic_limit_N(const mpl::int_<113>&) { return 6.8F; } template <class T, class Policy> inline T erf_asymptotic_limit() { typedef typename policies::precision<T, Policy>::type precision_type; typedef typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<24> >, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<0> >, mpl::int_<0>, mpl::int_<24> >::type, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<53> >, mpl::int_<53>, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<64> >, mpl::int_<64>, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<106> >, mpl::int_<106>, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<113> >, mpl::int_<113>, mpl::int_<0> >::type >::type >::type >::type >::type tag_type; return erf_asymptotic_limit_N(tag_type()); } template <class T, class Policy, class Tag> T erf_imp(T z, bool invert, const Policy& pol, const Tag& t) { BOOST_MATH_STD_USING BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called"); if(z < 0) { if(!invert) return -erf_imp(T(-z), invert, pol, t); else return 1 + erf_imp(T(-z), false, pol, t); } T result; if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>())) { detail::erf_asympt_series_t<T> s(z); boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>(); result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1); policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol); } else { T x = z * z; if(x < 0.6) { // Compute P: result = z * exp(-x); result /= sqrt(boost::math::constants::pi<T>()); if(result != 0) result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol); } else if(x < 1.1f) { // Compute Q: invert = !invert; result = tgamma_small_upper_part(T(0.5f), x, pol); result /= sqrt(boost::math::constants::pi<T>()); } else if(x > 1 / tools::epsilon<T>()) { // http://functions.wolfram.com/06.27.06.0006.02 invert = !invert; result = exp(-x) / (constants::root_pi<T>() * z); } else { // Compute Q: invert = !invert; result = z * exp(-x); result /= boost::math::constants::root_pi<T>(); result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>()); } } if(invert) result = 1 - result; return result; } template <class T, class Policy> T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<53>& t) { BOOST_MATH_STD_USING BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called"); if ((boost::math::isnan)(z)) return policies::raise_denorm_error("boost::math::erf<%1%>(%1%)", "Expected a finite argument but got %1%", z, pol); if(z < 0) { if(!invert) return -erf_imp(T(-z), invert, pol, t); else if(z < -0.5) return 2 - erf_imp(T(-z), invert, pol, t); else return 1 + erf_imp(T(-z), false, pol, t); } T result; // // Big bunch of selection statements now to pick // which implementation to use, // try to put most likely options first: // if(z < 0.5) { // // We're going to calculate erf: // if(z < 1e-10) { if(z == 0) { result = T(0); } else { static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688); result = static_cast<T>(z * 1.125f + z * c); } } else { // Maximum Deviation Found: 1.561e-17 // Expected Error Term: 1.561e-17 // Maximum Relative Change in Control Points: 1.155e-04 // Max Error found at double precision = 2.961182e-17 static const T Y = 1.044948577880859375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907), BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041), BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841), BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487), BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772), BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569), }; T zz = z * z; result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz)); } } else if(invert ? (z < 28) : (z < 5.8f)) { // // We'll be calculating erfc: // invert = !invert; if(z < 1.5f) { // Maximum Deviation Found: 3.702e-17 // Expected Error Term: 3.702e-17 // Maximum Relative Change in Control Points: 2.845e-04 // Max Error found at double precision = 4.841816e-17 static const T Y = 0.405935764312744140625f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205), BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155), BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845), BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508), BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909), BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017), BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5), }; BOOST_MATH_INSTRUMENT_VARIABLE(Y); BOOST_MATH_INSTRUMENT_VARIABLE(P[0]); BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]); BOOST_MATH_INSTRUMENT_VARIABLE(z); result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5)); BOOST_MATH_INSTRUMENT_VARIABLE(result); result *= exp(-z * z) / z; BOOST_MATH_INSTRUMENT_VARIABLE(result); } else if(z < 2.5f) { // Max Error found at double precision = 6.599585e-18 // Maximum Deviation Found: 3.909e-18 // Expected Error Term: 3.909e-18 // Maximum Relative Change in Control Points: 9.886e-05 static const T Y = 0.50672817230224609375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728), BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584), BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182), BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114), BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884), }; result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 26)); hi = ldexp(hi, expon - 26); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 4.5f) { // Maximum Deviation Found: 1.512e-17 // Expected Error Term: 1.512e-17 // Maximum Relative Change in Control Points: 2.222e-04 // Max Error found at double precision = 2.062515e-17 static const T Y = 0.5405750274658203125f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007), BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141), BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958), BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171), BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489), BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907), }; result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 26)); hi = ldexp(hi, expon - 26); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else { // Max Error found at double precision = 2.997958e-17 // Maximum Deviation Found: 2.860e-17 // Expected Error Term: 2.859e-17 // Maximum Relative Change in Control Points: 1.357e-05 static const T Y = 0.5579090118408203125f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937), BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818), BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852), BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619), BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996), BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517), BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 53, 1.0), BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228), BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565), BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143), BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224), BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145), BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584), }; result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 26)); hi = ldexp(hi, expon - 26); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } } else { // // Any value of z larger than 28 will underflow to zero: // result = 0; invert = !invert; } if(invert) { result = 1 - result; } return result; } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<53>& t) template <class T, class Policy> T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<64>& t) { BOOST_MATH_STD_USING BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called"); if(z < 0) { if(!invert) return -erf_imp(T(-z), invert, pol, t); else if(z < -0.5) return 2 - erf_imp(T(-z), invert, pol, t); else return 1 + erf_imp(T(-z), false, pol, t); } T result; // // Big bunch of selection statements now to pick which // implementation to use, try to put most likely options // first: // if(z < 0.5) { // // We're going to calculate erf: // if(z == 0) { result = 0; } else if(z < 1e-10) { static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688); result = z * 1.125 + z * c; } else { // Max Error found at long double precision = 1.623299e-20 // Maximum Deviation Found: 4.326e-22 // Expected Error Term: -4.326e-22 // Maximum Relative Change in Control Points: 1.474e-04 static const T Y = 1.044948577880859375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966), BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695), BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596), BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396), BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181), BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202), BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735), BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4), }; result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); } } else if(invert ? (z < 110) : (z < 6.4f)) { // // We'll be calculating erfc: // invert = !invert; if(z < 1.5) { // Max Error found at long double precision = 3.239590e-20 // Maximum Deviation Found: 2.241e-20 // Expected Error Term: -2.241e-20 // Maximum Relative Change in Control Points: 5.110e-03 static const T Y = 0.405935764312744140625f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672), BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329), BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378), BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325), BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428), BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291), BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222), BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231), BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796), }; result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 32)); hi = ldexp(hi, expon - 32); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 2.5) { // Max Error found at long double precision = 3.686211e-21 // Maximum Deviation Found: 1.495e-21 // Expected Error Term: -1.494e-21 // Maximum Relative Change in Control Points: 1.793e-04 static const T Y = 0.50672817230224609375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444), BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344), BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218), BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941), BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261), BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439), }; result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 32)); hi = ldexp(hi, expon - 32); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 4.5) { // Maximum Deviation Found: 1.107e-20 // Expected Error Term: -1.106e-20 // Maximum Relative Change in Control Points: 1.709e-04 // Max Error found at long double precision = 1.446908e-20 static const T Y = 0.5405750274658203125f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899), BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4), BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574), BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857), BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468), BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158), BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4), }; result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 32)); hi = ldexp(hi, expon - 32); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else { // Max Error found at long double precision = 7.961166e-21 // Maximum Deviation Found: 6.677e-21 // Expected Error Term: 6.676e-21 // Maximum Relative Change in Control Points: 2.319e-05 static const T Y = 0.55825519561767578125f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106), BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937), BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043), BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842), BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443), BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627), BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722), BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519), BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 64, 1.0), BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541), BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212), BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785), BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868), BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513), BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699), BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989), BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717), }; result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 32)); hi = ldexp(hi, expon - 32); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } } else { // // Any value of z larger than 110 will underflow to zero: // result = 0; invert = !invert; } if(invert) { result = 1 - result; } return result; } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<64>& t) template <class T, class Policy> T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<113>& t) { BOOST_MATH_STD_USING BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called"); if(z < 0) { if(!invert) return -erf_imp(T(-z), invert, pol, t); else if(z < -0.5) return 2 - erf_imp(T(-z), invert, pol, t); else return 1 + erf_imp(T(-z), false, pol, t); } T result; // // Big bunch of selection statements now to pick which // implementation to use, try to put most likely options // first: // if(z < 0.5) { // // We're going to calculate erf: // if(z == 0) { result = 0; } else if(z < 1e-20) { static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688); result = z * 1.125 + z * c; } else { // Max Error found at long double precision = 2.342380e-35 // Maximum Deviation Found: 6.124e-36 // Expected Error Term: -6.124e-36 // Maximum Relative Change in Control Points: 3.492e-10 static const T Y = 1.0841522216796875f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778), BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233), BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393), BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925), BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099), BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4), BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5), BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522), BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186), BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7), }; result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z))); } } else if(invert ? (z < 110) : (z < 8.65f)) { // // We'll be calculating erfc: // invert = !invert; if(z < 1) { // Max Error found at long double precision = 3.246278e-35 // Maximum Deviation Found: 1.388e-35 // Expected Error Term: 1.387e-35 // Maximum Relative Change in Control Points: 6.127e-05 static const T Y = 0.371877193450927734375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455), BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731), BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826), BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127), BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516), BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977), BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955), BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693), BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065), BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459), BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10), }; result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 1.5) { // Max Error found at long double precision = 2.215785e-35 // Maximum Deviation Found: 1.539e-35 // Expected Error Term: 1.538e-35 // Maximum Relative Change in Control Points: 6.104e-05 static const T Y = 0.45658016204833984375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226), BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745), BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772), BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126), BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746), BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842), BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076), BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486), BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4), }; result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 2.25) { // Maximum Deviation Found: 1.418e-35 // Expected Error Term: 1.418e-35 // Maximum Relative Change in Control Points: 1.316e-04 // Max Error found at long double precision = 1.998462e-35 static const T Y = 0.50250148773193359375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986), BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554), BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215), BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109), BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562), BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148), BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112), BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12), }; result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if (z < 3) { // Maximum Deviation Found: 3.575e-36 // Expected Error Term: 3.575e-36 // Maximum Relative Change in Control Points: 7.103e-05 // Max Error found at long double precision = 5.794737e-36 static const T Y = 0.52896785736083984375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371), BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001), BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494), BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511), BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695), BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5), }; result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 3.5) { // Maximum Deviation Found: 8.126e-37 // Expected Error Term: -8.126e-37 // Maximum Relative Change in Control Points: 1.363e-04 // Max Error found at long double precision = 1.747062e-36 static const T Y = 0.54037380218505859375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647), BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317), BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934), BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023), BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553), BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5), }; result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 5.5) { // Maximum Deviation Found: 5.804e-36 // Expected Error Term: -5.803e-36 // Maximum Relative Change in Control Points: 2.475e-05 // Max Error found at long double precision = 1.349545e-35 static const T Y = 0.55000019073486328125f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572), BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6), BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8), BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381), BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064), BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463), BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693), BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6), BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7), }; result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 7.5) { // Maximum Deviation Found: 1.007e-36 // Expected Error Term: 1.007e-36 // Maximum Relative Change in Control Points: 1.027e-03 // Max Error found at long double precision = 2.646420e-36 static const T Y = 0.5574436187744140625f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096), BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6), BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8), BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367), BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259), BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578), BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6), BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8), }; result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else if(z < 11.5) { // Maximum Deviation Found: 8.380e-36 // Expected Error Term: 8.380e-36 // Maximum Relative Change in Control Points: 2.632e-06 // Max Error found at long double precision = 9.849522e-36 static const T Y = 0.56083202362060546875f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644), BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5), BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7), BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882), BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674), BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717), BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164), BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458), BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417), BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4), BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6), }; result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } else { // Maximum Deviation Found: 1.132e-35 // Expected Error Term: -1.132e-35 // Maximum Relative Change in Control Points: 4.674e-04 // Max Error found at long double precision = 1.162590e-35 static const T Y = 0.5632686614990234375f; static const T P[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943), BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439), BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431), BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142), BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565), BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495), BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659), BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673), BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589), BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475), BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452), BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547), }; static const T Q[] = { BOOST_MATH_BIG_CONSTANT(T, 113, 1.0), BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036), BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227), BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461), BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818), BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125), BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098), BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021), BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895), BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374), BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448), BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737), }; result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z)); T hi, lo; int expon; hi = floor(ldexp(frexp(z, &expon), 56)); hi = ldexp(hi, expon - 56); lo = z - hi; T sq = z * z; T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo; result *= exp(-sq) * exp(-err_sqr) / z; } } else { // // Any value of z larger than 110 will underflow to zero: // result = 0; invert = !invert; } if(invert) { result = 1 - result; } return result; } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<113>& t) template <class T, class Policy, class tag> struct erf_initializer { struct init { init() { do_init(tag()); } static void do_init(const mpl::int_<0>&){} static void do_init(const mpl::int_<53>&) { boost::math::erf(static_cast<T>(1e-12), Policy()); boost::math::erf(static_cast<T>(0.25), Policy()); boost::math::erf(static_cast<T>(1.25), Policy()); boost::math::erf(static_cast<T>(2.25), Policy()); boost::math::erf(static_cast<T>(4.25), Policy()); boost::math::erf(static_cast<T>(5.25), Policy()); } static void do_init(const mpl::int_<64>&) { boost::math::erf(static_cast<T>(1e-12), Policy()); boost::math::erf(static_cast<T>(0.25), Policy()); boost::math::erf(static_cast<T>(1.25), Policy()); boost::math::erf(static_cast<T>(2.25), Policy()); boost::math::erf(static_cast<T>(4.25), Policy()); boost::math::erf(static_cast<T>(5.25), Policy()); } static void do_init(const mpl::int_<113>&) { boost::math::erf(static_cast<T>(1e-22), Policy()); boost::math::erf(static_cast<T>(0.25), Policy()); boost::math::erf(static_cast<T>(1.25), Policy()); boost::math::erf(static_cast<T>(2.125), Policy()); boost::math::erf(static_cast<T>(2.75), Policy()); boost::math::erf(static_cast<T>(3.25), Policy()); boost::math::erf(static_cast<T>(5.25), Policy()); boost::math::erf(static_cast<T>(7.25), Policy()); boost::math::erf(static_cast<T>(11.25), Policy()); boost::math::erf(static_cast<T>(12.5), Policy()); } void force_instantiate()const{} }; static const init initializer; static void force_instantiate() { initializer.force_instantiate(); } }; template <class T, class Policy, class tag> const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer; } // namespace detail template <class T, class Policy> inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */) { typedef typename tools::promote_args<T>::type result_type; typedef typename policies::evaluation<result_type, Policy>::type value_type; typedef typename policies::precision<result_type, Policy>::type precision_type; typedef typename policies::normalise< Policy, policies::promote_float<false>, policies::promote_double<false>, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); typedef typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<0> >, mpl::int_<0>, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<53> >, mpl::int_<53>, // double typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<64> >, mpl::int_<64>, // 80-bit long double typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<113> >, mpl::int_<113>, // 128-bit long double mpl::int_<0> // too many bits, use generic version. >::type >::type >::type >::type tag_type; BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( static_cast<value_type>(z), false, forwarding_policy(), tag_type()), "boost::math::erf<%1%>(%1%, %1%)"); } template <class T, class Policy> inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */) { typedef typename tools::promote_args<T>::type result_type; typedef typename policies::evaluation<result_type, Policy>::type value_type; typedef typename policies::precision<result_type, Policy>::type precision_type; typedef typename policies::normalise< Policy, policies::promote_float<false>, policies::promote_double<false>, policies::discrete_quantile<>, policies::assert_undefined<> >::type forwarding_policy; BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name()); BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name()); BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name()); typedef typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<0> >, mpl::int_<0>, typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<53> >, mpl::int_<53>, // double typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<64> >, mpl::int_<64>, // 80-bit long double typename mpl::if_< mpl::less_equal<precision_type, mpl::int_<113> >, mpl::int_<113>, // 128-bit long double mpl::int_<0> // too many bits, use generic version. >::type >::type >::type >::type tag_type; BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name()); detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp( static_cast<value_type>(z), true, forwarding_policy(), tag_type()), "boost::math::erfc<%1%>(%1%, %1%)"); } template <class T> inline typename tools::promote_args<T>::type erf(T z) { return boost::math::erf(z, policies::policy<>()); } template <class T> inline typename tools::promote_args<T>::type erfc(T z) { return boost::math::erfc(z, policies::policy<>()); } } // namespace math } // namespace boost #include <boost/math/special_functions/detail/erf_inv.hpp> #endif // BOOST_MATH_SPECIAL_ERF_HPP