300 lines
6.5 KiB
C
300 lines
6.5 KiB
C
/* erfl.c
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*
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* Error function
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*
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*
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*
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* SYNOPSIS:
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*
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* long double x, y, erfl();
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*
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* y = erfl( x );
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*
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*
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*
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* DESCRIPTION:
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*
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* The integral is
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*
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* x
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* -
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* 2 | | 2
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* erf(x) = -------- | exp( - t ) dt.
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* sqrt(pi) | |
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* -
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* 0
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*
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* The magnitude of x is limited to about 106.56 for IEEE
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* arithmetic; 1 or -1 is returned outside this range.
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*
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* For 0 <= |x| < 1, erf(x) = x * P6(x^2)/Q6(x^2);
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* Otherwise: erf(x) = 1 - erfc(x).
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*
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*
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*
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* ACCURACY:
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*
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* Relative error:
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* arithmetic domain # trials peak rms
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* IEEE 0,1 50000 2.0e-19 5.7e-20
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*
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*/
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/* erfcl.c
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*
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* Complementary error function
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*
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*
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*
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* SYNOPSIS:
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*
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* long double x, y, erfcl();
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*
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* y = erfcl( x );
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*
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*
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*
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* DESCRIPTION:
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*
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*
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* 1 - erf(x) =
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*
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* inf.
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* -
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* 2 | | 2
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* erfc(x) = -------- | exp( - t ) dt
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* sqrt(pi) | |
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* -
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* x
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*
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*
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* For small x, erfc(x) = 1 - erf(x); otherwise rational
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* approximations are computed.
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*
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* A special function expx2l.c is used to suppress error amplification
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* in computing exp(-x^2).
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*
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*
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* ACCURACY:
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*
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* Relative error:
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* arithmetic domain # trials peak rms
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* IEEE 0,13 50000 8.4e-19 9.7e-20
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* IEEE 6,106.56 20000 2.9e-19 7.1e-20
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*
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*
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* ERROR MESSAGES:
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*
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* message condition value returned
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* erfcl underflow x^2 > MAXLOGL 0.0
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*
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*
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*/
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/*
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Modified from file ndtrl.c
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Cephes Math Library Release 2.3: January, 1995
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Copyright 1984, 1995 by Stephen L. Moshier
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*/
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#include <math.h>
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#include "cephes_mconf.h"
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/* erfc(x) = exp(-x^2) P(1/x)/Q(1/x)
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1/8 <= 1/x <= 1
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Peak relative error 5.8e-21 */
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static const unsigned short P[] = {
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0x4bf0,0x9ad8,0x7a03,0x86c7,0x401d, XPD
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0xdf23,0xd843,0x4032,0x8881,0x401e, XPD
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0xd025,0xcfd5,0x8494,0x88d3,0x401e, XPD
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0xb6d0,0xc92b,0x5417,0xacb1,0x401d, XPD
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0xada8,0x356a,0x4982,0x94a6,0x401c, XPD
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0x4e13,0xcaee,0x9e31,0xb258,0x401a, XPD
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0x5840,0x554d,0x37a3,0x9239,0x4018, XPD
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0x3b58,0x3da2,0xaf02,0x9780,0x4015, XPD
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0x0144,0x489e,0xbe68,0x9c31,0x4011, XPD
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0x333b,0xd9e6,0xd404,0x986f,0xbfee, XPD
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};
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static const unsigned short Q[] = {
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/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
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0x0e43,0x302d,0x79ed,0x86c7,0x401d, XPD
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0xf817,0x9128,0xc0f8,0xd48b,0x401e, XPD
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0x8eae,0x8dad,0x6eb4,0x9aa2,0x401f, XPD
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0x00e7,0x7595,0xcd06,0x88bb,0x401f, XPD
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0x4991,0xcfda,0x52f1,0xa2a9,0x401e, XPD
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0xc39d,0xe415,0xc43d,0x87c0,0x401d, XPD
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0xa75d,0x436f,0x30dd,0xa027,0x401b, XPD
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0xc4cb,0x305a,0xbf78,0x8220,0x4019, XPD
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0x3708,0x33b1,0x07fa,0x8644,0x4016, XPD
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0x24fa,0x96f6,0x7153,0x8a6c,0x4012, XPD
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};
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/* erfc(x) = exp(-x^2) 1/x R(1/x^2) / S(1/x^2)
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1/128 <= 1/x < 1/8
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Peak relative error 1.9e-21 */
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static const unsigned short R[] = {
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0x260a,0xab95,0x2fc7,0xe7c4,0x4000, XPD
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0x4761,0x613e,0xdf6d,0xe58e,0x4001, XPD
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0x0615,0x4b00,0x575f,0xdc7b,0x4000, XPD
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0x521d,0x8527,0x3435,0x8dc2,0x3ffe, XPD
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0x22cf,0xc711,0x6c5b,0xdcfb,0x3ff9, XPD
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};
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static const unsigned short S[] = {
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/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
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0x5de6,0x17d7,0x54d6,0xaba9,0x4002, XPD
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0x55d5,0xd300,0xe71e,0xf564,0x4002, XPD
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0xb611,0x8f76,0xf020,0xd255,0x4001, XPD
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0x3684,0x3798,0xb793,0x80b0,0x3fff, XPD
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0xf5af,0x2fb2,0x1e57,0xc3d7,0x3ffa, XPD
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};
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/* erf(x) = x T(x^2)/U(x^2)
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0 <= x <= 1
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Peak relative error 7.6e-23 */
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static const unsigned short T[] = {
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0xfd7a,0x3a1a,0x705b,0xe0c4,0x3ffb, XPD
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0x3128,0xc337,0x3716,0xace5,0x4001, XPD
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0x9517,0x4e93,0x540e,0x8f97,0x4007, XPD
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0x6118,0x6059,0x9093,0xa757,0x400a, XPD
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0xb954,0xa987,0xc60c,0xbc83,0x400e, XPD
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0x7a56,0xe45a,0xa4bd,0x975b,0x4010, XPD
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0xc446,0x6bab,0x0b2a,0x86d0,0x4013, XPD
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};
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static const unsigned short U[] = {
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/* 0x0000,0x0000,0x0000,0x8000,0x3fff, XPD */
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0x3453,0x1f8e,0xf688,0xb507,0x4004, XPD
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0x71ac,0xb12f,0x21ca,0xf2e2,0x4008, XPD
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0xffe8,0x9cac,0x3b84,0xc2ac,0x400c, XPD
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0x481d,0x445b,0xc807,0xc232,0x400f, XPD
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0x9ad5,0x1aef,0x45b1,0xe25e,0x4011, XPD
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0x71a7,0x1cad,0x012e,0xeef3,0x4012, XPD
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};
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/* expx2l.c
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*
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* Exponential of squared argument
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*
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*
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*
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* SYNOPSIS:
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*
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* long double x, y, expmx2l();
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* int sign;
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*
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* y = expx2l( x );
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*
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*
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*
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* DESCRIPTION:
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*
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* Computes y = exp(x*x) while suppressing error amplification
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* that would ordinarily arise from the inexactness of the
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* exponential argument x*x.
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*
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*
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*
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* ACCURACY:
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*
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* Relative error:
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* arithmetic domain # trials peak rms
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* IEEE -106.566, 106.566 10^5 1.6e-19 4.4e-20
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*
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*/
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#define M 32768.0L
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#define MINV 3.0517578125e-5L
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static long double expx2l (long double x)
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{
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long double u, u1, m, f;
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x = fabsl (x);
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/* Represent x as an exact multiple of M plus a residual.
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M is a power of 2 chosen so that exp(m * m) does not overflow
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or underflow and so that |x - m| is small. */
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m = MINV * floorl(M * x + 0.5L);
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f = x - m;
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/* x^2 = m^2 + 2mf + f^2 */
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u = m * m;
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u1 = 2 * m * f + f * f;
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if ((u+u1) > MAXLOGL)
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return (INFINITYL);
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/* u is exact, u1 is small. */
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u = expl(u) * expl(u1);
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return(u);
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}
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long double erfcl(long double a)
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{
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long double p,q,x,y,z;
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if (isinf (a))
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return (signbit (a) ? 2.0 : 0.0);
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x = fabsl (a);
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if (x < 1.0L)
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return (1.0L - erfl(a));
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z = a * a;
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if( z > MAXLOGL )
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{
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under:
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mtherr( "erfcl", UNDERFLOW );
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errno = ERANGE;
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return (signbit (a) ? 2.0 : 0.0);
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}
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/* Compute z = expl(a * a). */
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z = expx2l (a);
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y = 1.0L/x;
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if (x < 8.0L)
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{
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p = polevll (y, P, 9);
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q = p1evll (y, Q, 10);
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}
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else
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{
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q = y * y;
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p = y * polevll (q, R, 4);
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q = p1evll (q, S, 5);
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}
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y = p/(q * z);
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if (a < 0.0L)
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y = 2.0L - y;
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if (y == 0.0L)
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goto under;
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return (y);
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}
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long double erfl(long double x)
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{
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long double y, z;
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if( x == 0.0L )
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return (x);
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if (isinf (x))
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return (signbit (x) ? -1.0L : 1.0L);
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if (fabsl(x) > 1.0L)
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return (1.0L - erfcl (x));
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z = x * x;
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y = x * polevll( z, T, 6 ) / p1evll( z, U, 6 );
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return( y );
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}
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