erf.hpp 55 KB

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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. #ifndef BOOST_MATH_SPECIAL_ERF_HPP
  6. #define BOOST_MATH_SPECIAL_ERF_HPP
  7. #ifdef _MSC_VER
  8. #pragma once
  9. #endif
  10. #include <boost/math/special_functions/math_fwd.hpp>
  11. #include <boost/math/tools/config.hpp>
  12. #include <boost/math/special_functions/gamma.hpp>
  13. #include <boost/math/tools/roots.hpp>
  14. #include <boost/math/policies/error_handling.hpp>
  15. #include <boost/math/tools/big_constant.hpp>
  16. #if defined(__GNUC__) && defined(BOOST_MATH_USE_FLOAT128)
  17. //
  18. // This is the only way we can avoid
  19. // warning: non-standard suffix on floating constant [-Wpedantic]
  20. // when building with -Wall -pedantic. Neither __extension__
  21. // nor #pragma diagnostic ignored work :(
  22. //
  23. #pragma GCC system_header
  24. #endif
  25. namespace boost{ namespace math{
  26. namespace detail
  27. {
  28. //
  29. // Asymptotic series for large z:
  30. //
  31. template <class T>
  32. struct erf_asympt_series_t
  33. {
  34. erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1)
  35. {
  36. BOOST_MATH_STD_USING
  37. result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>());
  38. result /= z;
  39. }
  40. typedef T result_type;
  41. T operator()()
  42. {
  43. BOOST_MATH_STD_USING
  44. T r = result;
  45. result *= tk / xx;
  46. tk += 2;
  47. if( fabs(r) < fabs(result))
  48. result = 0;
  49. return r;
  50. }
  51. private:
  52. T result;
  53. T xx;
  54. int tk;
  55. };
  56. //
  57. // How large z has to be in order to ensure that the series converges:
  58. //
  59. template <class T>
  60. inline float erf_asymptotic_limit_N(const T&)
  61. {
  62. return (std::numeric_limits<float>::max)();
  63. }
  64. inline float erf_asymptotic_limit_N(const boost::integral_constant<int, 24>&)
  65. {
  66. return 2.8F;
  67. }
  68. inline float erf_asymptotic_limit_N(const boost::integral_constant<int, 53>&)
  69. {
  70. return 4.3F;
  71. }
  72. inline float erf_asymptotic_limit_N(const boost::integral_constant<int, 64>&)
  73. {
  74. return 4.8F;
  75. }
  76. inline float erf_asymptotic_limit_N(const boost::integral_constant<int, 106>&)
  77. {
  78. return 6.5F;
  79. }
  80. inline float erf_asymptotic_limit_N(const boost::integral_constant<int, 113>&)
  81. {
  82. return 6.8F;
  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 boost::integral_constant<int,
  89. precision_type::value <= 0 ? 0 :
  90. precision_type::value <= 24 ? 24 :
  91. precision_type::value <= 53 ? 53 :
  92. precision_type::value <= 64 ? 64 :
  93. precision_type::value <= 113 ? 113 : 0
  94. > tag_type;
  95. return erf_asymptotic_limit_N(tag_type());
  96. }
  97. template <class T, class Policy, class Tag>
  98. T erf_imp(T z, bool invert, const Policy& pol, const Tag& t)
  99. {
  100. BOOST_MATH_STD_USING
  101. BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called");
  102. if(z < 0)
  103. {
  104. if(!invert)
  105. return -erf_imp(T(-z), invert, pol, t);
  106. else
  107. return 1 + erf_imp(T(-z), false, pol, t);
  108. }
  109. T result;
  110. if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>()))
  111. {
  112. detail::erf_asympt_series_t<T> s(z);
  113. boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
  114. result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1);
  115. policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol);
  116. }
  117. else
  118. {
  119. T x = z * z;
  120. if(x < 0.6)
  121. {
  122. // Compute P:
  123. result = z * exp(-x);
  124. result /= sqrt(boost::math::constants::pi<T>());
  125. if(result != 0)
  126. result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol);
  127. }
  128. else if(x < 1.1f)
  129. {
  130. // Compute Q:
  131. invert = !invert;
  132. result = tgamma_small_upper_part(T(0.5f), x, pol);
  133. result /= sqrt(boost::math::constants::pi<T>());
  134. }
  135. else if(x > 1 / tools::epsilon<T>())
  136. {
  137. // http://functions.wolfram.com/06.27.06.0006.02
  138. invert = !invert;
  139. result = exp(-x) / (constants::root_pi<T>() * z);
  140. }
  141. else
  142. {
  143. // Compute Q:
  144. invert = !invert;
  145. result = z * exp(-x);
  146. result /= boost::math::constants::root_pi<T>();
  147. result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>());
  148. }
  149. }
  150. if(invert)
  151. result = 1 - result;
  152. return result;
  153. }
  154. template <class T, class Policy>
  155. T erf_imp(T z, bool invert, const Policy& pol, const boost::integral_constant<int, 53>& t)
  156. {
  157. BOOST_MATH_STD_USING
  158. BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called");
  159. if ((boost::math::isnan)(z))
  160. return policies::raise_denorm_error("boost::math::erf<%1%>(%1%)", "Expected a finite argument but got %1%", z, pol);
  161. if(z < 0)
  162. {
  163. if(!invert)
  164. return -erf_imp(T(-z), invert, pol, t);
  165. else if(z < -0.5)
  166. return 2 - erf_imp(T(-z), invert, pol, t);
  167. else
  168. return 1 + erf_imp(T(-z), false, pol, t);
  169. }
  170. T result;
  171. //
  172. // Big bunch of selection statements now to pick
  173. // which implementation to use,
  174. // try to put most likely options first:
  175. //
  176. if(z < 0.5)
  177. {
  178. //
  179. // We're going to calculate erf:
  180. //
  181. if(z < 1e-10)
  182. {
  183. if(z == 0)
  184. {
  185. result = T(0);
  186. }
  187. else
  188. {
  189. static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688);
  190. result = static_cast<T>(z * 1.125f + z * c);
  191. }
  192. }
  193. else
  194. {
  195. // Maximum Deviation Found: 1.561e-17
  196. // Expected Error Term: 1.561e-17
  197. // Maximum Relative Change in Control Points: 1.155e-04
  198. // Max Error found at double precision = 2.961182e-17
  199. static const T Y = 1.044948577880859375f;
  200. static const T P[] = {
  201. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907),
  202. BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041),
  203. BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841),
  204. BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487),
  205. BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831),
  206. };
  207. static const T Q[] = {
  208. BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
  209. BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546),
  210. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554),
  211. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772),
  212. BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569),
  213. };
  214. T zz = z * z;
  215. result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz));
  216. }
  217. }
  218. else if(invert ? (z < 28) : (z < 5.8f))
  219. {
  220. //
  221. // We'll be calculating erfc:
  222. //
  223. invert = !invert;
  224. if(z < 1.5f)
  225. {
  226. // Maximum Deviation Found: 3.702e-17
  227. // Expected Error Term: 3.702e-17
  228. // Maximum Relative Change in Control Points: 2.845e-04
  229. // Max Error found at double precision = 4.841816e-17
  230. static const T Y = 0.405935764312744140625f;
  231. static const T P[] = {
  232. BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205),
  233. BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155),
  234. BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986),
  235. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578),
  236. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359),
  237. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957),
  238. };
  239. static const T Q[] = {
  240. BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
  241. BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845),
  242. BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508),
  243. BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909),
  244. BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233),
  245. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017),
  246. BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5),
  247. };
  248. BOOST_MATH_INSTRUMENT_VARIABLE(Y);
  249. BOOST_MATH_INSTRUMENT_VARIABLE(P[0]);
  250. BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]);
  251. BOOST_MATH_INSTRUMENT_VARIABLE(z);
  252. result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5));
  253. BOOST_MATH_INSTRUMENT_VARIABLE(result);
  254. result *= exp(-z * z) / z;
  255. BOOST_MATH_INSTRUMENT_VARIABLE(result);
  256. }
  257. else if(z < 2.5f)
  258. {
  259. // Max Error found at double precision = 6.599585e-18
  260. // Maximum Deviation Found: 3.909e-18
  261. // Expected Error Term: 3.909e-18
  262. // Maximum Relative Change in Control Points: 9.886e-05
  263. static const T Y = 0.50672817230224609375f;
  264. static const T P[] = {
  265. BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272),
  266. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728),
  267. BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296),
  268. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299),
  269. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584),
  270. BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416),
  271. };
  272. static const T Q[] = {
  273. BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
  274. BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182),
  275. BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114),
  276. BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493),
  277. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373),
  278. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884),
  279. };
  280. result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5));
  281. T hi, lo;
  282. int expon;
  283. hi = floor(ldexp(frexp(z, &expon), 26));
  284. hi = ldexp(hi, expon - 26);
  285. lo = z - hi;
  286. T sq = z * z;
  287. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  288. result *= exp(-sq) * exp(-err_sqr) / z;
  289. }
  290. else if(z < 4.5f)
  291. {
  292. // Maximum Deviation Found: 1.512e-17
  293. // Expected Error Term: 1.512e-17
  294. // Maximum Relative Change in Control Points: 2.222e-04
  295. // Max Error found at double precision = 2.062515e-17
  296. static const T Y = 0.5405750274658203125f;
  297. static const T P[] = {
  298. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634),
  299. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126),
  300. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007),
  301. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141),
  302. BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958),
  303. BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4),
  304. };
  305. static const T Q[] = {
  306. BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
  307. BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171),
  308. BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003),
  309. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444),
  310. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489),
  311. BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907),
  312. };
  313. result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5));
  314. T hi, lo;
  315. int expon;
  316. hi = floor(ldexp(frexp(z, &expon), 26));
  317. hi = ldexp(hi, expon - 26);
  318. lo = z - hi;
  319. T sq = z * z;
  320. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  321. result *= exp(-sq) * exp(-err_sqr) / z;
  322. }
  323. else
  324. {
  325. // Max Error found at double precision = 2.997958e-17
  326. // Maximum Deviation Found: 2.860e-17
  327. // Expected Error Term: 2.859e-17
  328. // Maximum Relative Change in Control Points: 1.357e-05
  329. static const T Y = 0.5579090118408203125f;
  330. static const T P[] = {
  331. BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937),
  332. BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818),
  333. BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852),
  334. BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619),
  335. BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996),
  336. BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517),
  337. BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771),
  338. };
  339. static const T Q[] = {
  340. BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
  341. BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228),
  342. BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565),
  343. BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143),
  344. BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224),
  345. BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145),
  346. BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584),
  347. };
  348. result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
  349. T hi, lo;
  350. int expon;
  351. hi = floor(ldexp(frexp(z, &expon), 26));
  352. hi = ldexp(hi, expon - 26);
  353. lo = z - hi;
  354. T sq = z * z;
  355. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  356. result *= exp(-sq) * exp(-err_sqr) / 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. if(invert)
  368. {
  369. result = 1 - result;
  370. }
  371. return result;
  372. } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const boost::integral_constant<int, 53>& t)
  373. template <class T, class Policy>
  374. T erf_imp(T z, bool invert, const Policy& pol, const boost::integral_constant<int, 64>& t)
  375. {
  376. BOOST_MATH_STD_USING
  377. BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called");
  378. if(z < 0)
  379. {
  380. if(!invert)
  381. return -erf_imp(T(-z), invert, pol, t);
  382. else if(z < -0.5)
  383. return 2 - erf_imp(T(-z), invert, pol, t);
  384. else
  385. return 1 + erf_imp(T(-z), false, pol, t);
  386. }
  387. T result;
  388. //
  389. // Big bunch of selection statements now to pick which
  390. // implementation to use, try to put most likely options
  391. // first:
  392. //
  393. if(z < 0.5)
  394. {
  395. //
  396. // We're going to calculate erf:
  397. //
  398. if(z == 0)
  399. {
  400. result = 0;
  401. }
  402. else if(z < 1e-10)
  403. {
  404. static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688);
  405. result = z * 1.125 + z * c;
  406. }
  407. else
  408. {
  409. // Max Error found at long double precision = 1.623299e-20
  410. // Maximum Deviation Found: 4.326e-22
  411. // Expected Error Term: -4.326e-22
  412. // Maximum Relative Change in Control Points: 1.474e-04
  413. static const T Y = 1.044948577880859375f;
  414. static const T P[] = {
  415. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966),
  416. BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695),
  417. BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596),
  418. BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396),
  419. BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181),
  420. BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4),
  421. };
  422. static const T Q[] = {
  423. BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
  424. BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439),
  425. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007),
  426. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202),
  427. BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735),
  428. BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4),
  429. };
  430. result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
  431. }
  432. }
  433. else if(invert ? (z < 110) : (z < 6.4f))
  434. {
  435. //
  436. // We'll be calculating erfc:
  437. //
  438. invert = !invert;
  439. if(z < 1.5)
  440. {
  441. // Max Error found at long double precision = 3.239590e-20
  442. // Maximum Deviation Found: 2.241e-20
  443. // Expected Error Term: -2.241e-20
  444. // Maximum Relative Change in Control Points: 5.110e-03
  445. static const T Y = 0.405935764312744140625f;
  446. static const T P[] = {
  447. BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672),
  448. BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329),
  449. BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378),
  450. BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312),
  451. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273),
  452. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325),
  453. BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428),
  454. BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7),
  455. };
  456. static const T Q[] = {
  457. BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
  458. BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291),
  459. BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222),
  460. BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231),
  461. BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392),
  462. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861),
  463. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796),
  464. };
  465. result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
  466. T hi, lo;
  467. int expon;
  468. hi = floor(ldexp(frexp(z, &expon), 32));
  469. hi = ldexp(hi, expon - 32);
  470. lo = z - hi;
  471. T sq = z * z;
  472. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  473. result *= exp(-sq) * exp(-err_sqr) / z;
  474. }
  475. else if(z < 2.5)
  476. {
  477. // Max Error found at long double precision = 3.686211e-21
  478. // Maximum Deviation Found: 1.495e-21
  479. // Expected Error Term: -1.494e-21
  480. // Maximum Relative Change in Control Points: 1.793e-04
  481. static const T Y = 0.50672817230224609375f;
  482. static const T P[] = {
  483. BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217),
  484. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309),
  485. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541),
  486. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209),
  487. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118),
  488. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444),
  489. BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4),
  490. };
  491. static const T Q[] = {
  492. BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
  493. BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344),
  494. BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218),
  495. BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941),
  496. BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935),
  497. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261),
  498. BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439),
  499. };
  500. result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
  501. T hi, lo;
  502. int expon;
  503. hi = floor(ldexp(frexp(z, &expon), 32));
  504. hi = ldexp(hi, expon - 32);
  505. lo = z - hi;
  506. T sq = z * z;
  507. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  508. result *= exp(-sq) * exp(-err_sqr) / z;
  509. }
  510. else if(z < 4.5)
  511. {
  512. // Maximum Deviation Found: 1.107e-20
  513. // Expected Error Term: -1.106e-20
  514. // Maximum Relative Change in Control Points: 1.709e-04
  515. // Max Error found at long double precision = 1.446908e-20
  516. static const T Y = 0.5405750274658203125f;
  517. static const T P[] = {
  518. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033),
  519. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051),
  520. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901),
  521. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626),
  522. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899),
  523. BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4),
  524. BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5),
  525. };
  526. static const T Q[] = {
  527. BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
  528. BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574),
  529. BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857),
  530. BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835),
  531. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468),
  532. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158),
  533. BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4),
  534. };
  535. result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f));
  536. T hi, lo;
  537. int expon;
  538. hi = floor(ldexp(frexp(z, &expon), 32));
  539. hi = ldexp(hi, expon - 32);
  540. lo = z - hi;
  541. T sq = z * z;
  542. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  543. result *= exp(-sq) * exp(-err_sqr) / z;
  544. }
  545. else
  546. {
  547. // Max Error found at long double precision = 7.961166e-21
  548. // Maximum Deviation Found: 6.677e-21
  549. // Expected Error Term: 6.676e-21
  550. // Maximum Relative Change in Control Points: 2.319e-05
  551. static const T Y = 0.55825519561767578125f;
  552. static const T P[] = {
  553. BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106),
  554. BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937),
  555. BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043),
  556. BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842),
  557. BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443),
  558. BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627),
  559. BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722),
  560. BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519),
  561. BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937),
  562. };
  563. static const T Q[] = {
  564. BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
  565. BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541),
  566. BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212),
  567. BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785),
  568. BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868),
  569. BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513),
  570. BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699),
  571. BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989),
  572. BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717),
  573. };
  574. result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
  575. T hi, lo;
  576. int expon;
  577. hi = floor(ldexp(frexp(z, &expon), 32));
  578. hi = ldexp(hi, expon - 32);
  579. lo = z - hi;
  580. T sq = z * z;
  581. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  582. result *= exp(-sq) * exp(-err_sqr) / z;
  583. }
  584. }
  585. else
  586. {
  587. //
  588. // Any value of z larger than 110 will underflow to zero:
  589. //
  590. result = 0;
  591. invert = !invert;
  592. }
  593. if(invert)
  594. {
  595. result = 1 - result;
  596. }
  597. return result;
  598. } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const boost::integral_constant<int, 64>& t)
  599. template <class T, class Policy>
  600. T erf_imp(T z, bool invert, const Policy& pol, const boost::integral_constant<int, 113>& t)
  601. {
  602. BOOST_MATH_STD_USING
  603. BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called");
  604. if(z < 0)
  605. {
  606. if(!invert)
  607. return -erf_imp(T(-z), invert, pol, t);
  608. else if(z < -0.5)
  609. return 2 - erf_imp(T(-z), invert, pol, t);
  610. else
  611. return 1 + erf_imp(T(-z), false, pol, t);
  612. }
  613. T result;
  614. //
  615. // Big bunch of selection statements now to pick which
  616. // implementation to use, try to put most likely options
  617. // first:
  618. //
  619. if(z < 0.5)
  620. {
  621. //
  622. // We're going to calculate erf:
  623. //
  624. if(z == 0)
  625. {
  626. result = 0;
  627. }
  628. else if(z < 1e-20)
  629. {
  630. static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688);
  631. result = z * 1.125 + z * c;
  632. }
  633. else
  634. {
  635. // Max Error found at long double precision = 2.342380e-35
  636. // Maximum Deviation Found: 6.124e-36
  637. // Expected Error Term: -6.124e-36
  638. // Maximum Relative Change in Control Points: 3.492e-10
  639. static const T Y = 1.0841522216796875f;
  640. static const T P[] = {
  641. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778),
  642. BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233),
  643. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393),
  644. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925),
  645. BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099),
  646. BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4),
  647. BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5),
  648. BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7),
  649. };
  650. static const T Q[] = {
  651. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  652. BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522),
  653. BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611),
  654. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603),
  655. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186),
  656. BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4),
  657. BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5),
  658. BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7),
  659. };
  660. result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
  661. }
  662. }
  663. else if(invert ? (z < 110) : (z < 8.65f))
  664. {
  665. //
  666. // We'll be calculating erfc:
  667. //
  668. invert = !invert;
  669. if(z < 1)
  670. {
  671. // Max Error found at long double precision = 3.246278e-35
  672. // Maximum Deviation Found: 1.388e-35
  673. // Expected Error Term: 1.387e-35
  674. // Maximum Relative Change in Control Points: 6.127e-05
  675. static const T Y = 0.371877193450927734375f;
  676. static const T P[] = {
  677. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455),
  678. BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731),
  679. BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826),
  680. BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127),
  681. BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196),
  682. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567),
  683. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903),
  684. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132),
  685. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516),
  686. BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5),
  687. };
  688. static const T Q[] = {
  689. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  690. BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977),
  691. BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955),
  692. BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693),
  693. BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065),
  694. BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514),
  695. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473),
  696. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368),
  697. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459),
  698. BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4),
  699. BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10),
  700. };
  701. result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
  702. T hi, lo;
  703. int expon;
  704. hi = floor(ldexp(frexp(z, &expon), 56));
  705. hi = ldexp(hi, expon - 56);
  706. lo = z - hi;
  707. T sq = z * z;
  708. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  709. result *= exp(-sq) * exp(-err_sqr) / z;
  710. }
  711. else if(z < 1.5)
  712. {
  713. // Max Error found at long double precision = 2.215785e-35
  714. // Maximum Deviation Found: 1.539e-35
  715. // Expected Error Term: 1.538e-35
  716. // Maximum Relative Change in Control Points: 6.104e-05
  717. static const T Y = 0.45658016204833984375f;
  718. static const T P[] = {
  719. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345),
  720. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226),
  721. BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745),
  722. BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486),
  723. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313),
  724. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468),
  725. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013),
  726. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772),
  727. BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4),
  728. BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5),
  729. };
  730. static const T Q[] = {
  731. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  732. BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126),
  733. BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746),
  734. BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842),
  735. BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076),
  736. BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649),
  737. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795),
  738. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997),
  739. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486),
  740. BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4),
  741. };
  742. result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f));
  743. T hi, lo;
  744. int expon;
  745. hi = floor(ldexp(frexp(z, &expon), 56));
  746. hi = ldexp(hi, expon - 56);
  747. lo = z - hi;
  748. T sq = z * z;
  749. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  750. result *= exp(-sq) * exp(-err_sqr) / z;
  751. }
  752. else if(z < 2.25)
  753. {
  754. // Maximum Deviation Found: 1.418e-35
  755. // Expected Error Term: 1.418e-35
  756. // Maximum Relative Change in Control Points: 1.316e-04
  757. // Max Error found at long double precision = 1.998462e-35
  758. static const T Y = 0.50250148773193359375f;
  759. static const T P[] = {
  760. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606),
  761. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002),
  762. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461),
  763. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658),
  764. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593),
  765. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845),
  766. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021),
  767. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986),
  768. BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5),
  769. BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6),
  770. };
  771. static const T Q[] = {
  772. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  773. BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554),
  774. BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215),
  775. BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109),
  776. BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562),
  777. BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148),
  778. BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034),
  779. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585),
  780. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112),
  781. BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5),
  782. BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12),
  783. };
  784. result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
  785. T hi, lo;
  786. int expon;
  787. hi = floor(ldexp(frexp(z, &expon), 56));
  788. hi = ldexp(hi, expon - 56);
  789. lo = z - hi;
  790. T sq = z * z;
  791. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  792. result *= exp(-sq) * exp(-err_sqr) / z;
  793. }
  794. else if (z < 3)
  795. {
  796. // Maximum Deviation Found: 3.575e-36
  797. // Expected Error Term: 3.575e-36
  798. // Maximum Relative Change in Control Points: 7.103e-05
  799. // Max Error found at long double precision = 5.794737e-36
  800. static const T Y = 0.52896785736083984375f;
  801. static const T P[] = {
  802. BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074),
  803. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927),
  804. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571),
  805. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461),
  806. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949),
  807. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902),
  808. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371),
  809. BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4),
  810. BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5),
  811. BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7),
  812. };
  813. static const T Q[] = {
  814. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  815. BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001),
  816. BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494),
  817. BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511),
  818. BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402),
  819. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337),
  820. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222),
  821. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695),
  822. BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4),
  823. BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5),
  824. };
  825. result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f));
  826. T hi, lo;
  827. int expon;
  828. hi = floor(ldexp(frexp(z, &expon), 56));
  829. hi = ldexp(hi, expon - 56);
  830. lo = z - hi;
  831. T sq = z * z;
  832. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  833. result *= exp(-sq) * exp(-err_sqr) / z;
  834. }
  835. else if(z < 3.5)
  836. {
  837. // Maximum Deviation Found: 8.126e-37
  838. // Expected Error Term: -8.126e-37
  839. // Maximum Relative Change in Control Points: 1.363e-04
  840. // Max Error found at long double precision = 1.747062e-36
  841. static const T Y = 0.54037380218505859375f;
  842. static const T P[] = {
  843. BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375),
  844. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811),
  845. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795),
  846. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916),
  847. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585),
  848. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647),
  849. BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4),
  850. BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5),
  851. BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7),
  852. };
  853. static const T Q[] = {
  854. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  855. BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317),
  856. BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934),
  857. BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023),
  858. BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236),
  859. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633),
  860. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257),
  861. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553),
  862. BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5),
  863. };
  864. result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f));
  865. T hi, lo;
  866. int expon;
  867. hi = floor(ldexp(frexp(z, &expon), 56));
  868. hi = ldexp(hi, expon - 56);
  869. lo = z - hi;
  870. T sq = z * z;
  871. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  872. result *= exp(-sq) * exp(-err_sqr) / z;
  873. }
  874. else if(z < 5.5)
  875. {
  876. // Maximum Deviation Found: 5.804e-36
  877. // Expected Error Term: -5.803e-36
  878. // Maximum Relative Change in Control Points: 2.475e-05
  879. // Max Error found at long double precision = 1.349545e-35
  880. static const T Y = 0.55000019073486328125f;
  881. static const T P[] = {
  882. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615),
  883. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745),
  884. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505),
  885. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146),
  886. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705),
  887. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572),
  888. BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4),
  889. BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5),
  890. BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6),
  891. BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8),
  892. BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9),
  893. };
  894. static const T Q[] = {
  895. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  896. BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381),
  897. BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064),
  898. BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463),
  899. BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382),
  900. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434),
  901. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636),
  902. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693),
  903. BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4),
  904. BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6),
  905. BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7),
  906. };
  907. result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f));
  908. T hi, lo;
  909. int expon;
  910. hi = floor(ldexp(frexp(z, &expon), 56));
  911. hi = ldexp(hi, expon - 56);
  912. lo = z - hi;
  913. T sq = z * z;
  914. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  915. result *= exp(-sq) * exp(-err_sqr) / z;
  916. }
  917. else if(z < 7.5)
  918. {
  919. // Maximum Deviation Found: 1.007e-36
  920. // Expected Error Term: 1.007e-36
  921. // Maximum Relative Change in Control Points: 1.027e-03
  922. // Max Error found at long double precision = 2.646420e-36
  923. static const T Y = 0.5574436187744140625f;
  924. static const T P[] = {
  925. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674),
  926. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162),
  927. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799),
  928. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706),
  929. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096),
  930. BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4),
  931. BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5),
  932. BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6),
  933. BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8),
  934. BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10),
  935. };
  936. static const T Q[] = {
  937. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  938. BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367),
  939. BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259),
  940. BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273),
  941. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063),
  942. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552),
  943. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578),
  944. BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4),
  945. BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6),
  946. BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8),
  947. };
  948. result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f));
  949. T hi, lo;
  950. int expon;
  951. hi = floor(ldexp(frexp(z, &expon), 56));
  952. hi = ldexp(hi, expon - 56);
  953. lo = z - hi;
  954. T sq = z * z;
  955. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  956. result *= exp(-sq) * exp(-err_sqr) / z;
  957. }
  958. else if(z < 11.5)
  959. {
  960. // Maximum Deviation Found: 8.380e-36
  961. // Expected Error Term: 8.380e-36
  962. // Maximum Relative Change in Control Points: 2.632e-06
  963. // Max Error found at long double precision = 9.849522e-36
  964. static const T Y = 0.56083202362060546875f;
  965. static const T P[] = {
  966. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121),
  967. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161),
  968. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375),
  969. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661),
  970. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644),
  971. BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4),
  972. BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4),
  973. BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5),
  974. BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7),
  975. BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8),
  976. };
  977. static const T Q[] = {
  978. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  979. BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882),
  980. BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674),
  981. BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717),
  982. BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164),
  983. BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562),
  984. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458),
  985. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417),
  986. BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4),
  987. BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6),
  988. };
  989. result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f));
  990. T hi, lo;
  991. int expon;
  992. hi = floor(ldexp(frexp(z, &expon), 56));
  993. hi = ldexp(hi, expon - 56);
  994. lo = z - hi;
  995. T sq = z * z;
  996. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  997. result *= exp(-sq) * exp(-err_sqr) / z;
  998. }
  999. else
  1000. {
  1001. // Maximum Deviation Found: 1.132e-35
  1002. // Expected Error Term: -1.132e-35
  1003. // Maximum Relative Change in Control Points: 4.674e-04
  1004. // Max Error found at long double precision = 1.162590e-35
  1005. static const T Y = 0.5632686614990234375f;
  1006. static const T P[] = {
  1007. BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943),
  1008. BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439),
  1009. BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431),
  1010. BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142),
  1011. BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565),
  1012. BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495),
  1013. BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659),
  1014. BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673),
  1015. BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589),
  1016. BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475),
  1017. BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452),
  1018. BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547),
  1019. };
  1020. static const T Q[] = {
  1021. BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
  1022. BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036),
  1023. BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227),
  1024. BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461),
  1025. BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818),
  1026. BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125),
  1027. BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098),
  1028. BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021),
  1029. BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895),
  1030. BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374),
  1031. BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448),
  1032. BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737),
  1033. };
  1034. result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
  1035. T hi, lo;
  1036. int expon;
  1037. hi = floor(ldexp(frexp(z, &expon), 56));
  1038. hi = ldexp(hi, expon - 56);
  1039. lo = z - hi;
  1040. T sq = z * z;
  1041. T err_sqr = ((hi * hi - sq) + 2 * hi * lo) + lo * lo;
  1042. result *= exp(-sq) * exp(-err_sqr) / z;
  1043. }
  1044. }
  1045. else
  1046. {
  1047. //
  1048. // Any value of z larger than 110 will underflow to zero:
  1049. //
  1050. result = 0;
  1051. invert = !invert;
  1052. }
  1053. if(invert)
  1054. {
  1055. result = 1 - result;
  1056. }
  1057. return result;
  1058. } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const boost::integral_constant<int, 113>& t)
  1059. template <class T, class Policy, class tag>
  1060. struct erf_initializer
  1061. {
  1062. struct init
  1063. {
  1064. init()
  1065. {
  1066. do_init(tag());
  1067. }
  1068. static void do_init(const boost::integral_constant<int, 0>&){}
  1069. static void do_init(const boost::integral_constant<int, 53>&)
  1070. {
  1071. boost::math::erf(static_cast<T>(1e-12), Policy());
  1072. boost::math::erf(static_cast<T>(0.25), Policy());
  1073. boost::math::erf(static_cast<T>(1.25), Policy());
  1074. boost::math::erf(static_cast<T>(2.25), Policy());
  1075. boost::math::erf(static_cast<T>(4.25), Policy());
  1076. boost::math::erf(static_cast<T>(5.25), Policy());
  1077. }
  1078. static void do_init(const boost::integral_constant<int, 64>&)
  1079. {
  1080. boost::math::erf(static_cast<T>(1e-12), Policy());
  1081. boost::math::erf(static_cast<T>(0.25), Policy());
  1082. boost::math::erf(static_cast<T>(1.25), Policy());
  1083. boost::math::erf(static_cast<T>(2.25), Policy());
  1084. boost::math::erf(static_cast<T>(4.25), Policy());
  1085. boost::math::erf(static_cast<T>(5.25), Policy());
  1086. }
  1087. static void do_init(const boost::integral_constant<int, 113>&)
  1088. {
  1089. boost::math::erf(static_cast<T>(1e-22), Policy());
  1090. boost::math::erf(static_cast<T>(0.25), Policy());
  1091. boost::math::erf(static_cast<T>(1.25), Policy());
  1092. boost::math::erf(static_cast<T>(2.125), Policy());
  1093. boost::math::erf(static_cast<T>(2.75), Policy());
  1094. boost::math::erf(static_cast<T>(3.25), Policy());
  1095. boost::math::erf(static_cast<T>(5.25), Policy());
  1096. boost::math::erf(static_cast<T>(7.25), Policy());
  1097. boost::math::erf(static_cast<T>(11.25), Policy());
  1098. boost::math::erf(static_cast<T>(12.5), Policy());
  1099. }
  1100. void force_instantiate()const{}
  1101. };
  1102. static const init initializer;
  1103. static void force_instantiate()
  1104. {
  1105. initializer.force_instantiate();
  1106. }
  1107. };
  1108. template <class T, class Policy, class tag>
  1109. const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer;
  1110. } // namespace detail
  1111. template <class T, class Policy>
  1112. inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */)
  1113. {
  1114. typedef typename tools::promote_args<T>::type result_type;
  1115. typedef typename policies::evaluation<result_type, Policy>::type value_type;
  1116. typedef typename policies::precision<result_type, Policy>::type precision_type;
  1117. typedef typename policies::normalise<
  1118. Policy,
  1119. policies::promote_float<false>,
  1120. policies::promote_double<false>,
  1121. policies::discrete_quantile<>,
  1122. policies::assert_undefined<> >::type forwarding_policy;
  1123. BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
  1124. BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
  1125. BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
  1126. typedef boost::integral_constant<int,
  1127. precision_type::value <= 0 ? 0 :
  1128. precision_type::value <= 53 ? 53 :
  1129. precision_type::value <= 64 ? 64 :
  1130. precision_type::value <= 113 ? 113 : 0
  1131. > tag_type;
  1132. BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
  1133. detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
  1134. return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
  1135. static_cast<value_type>(z),
  1136. false,
  1137. forwarding_policy(),
  1138. tag_type()), "boost::math::erf<%1%>(%1%, %1%)");
  1139. }
  1140. template <class T, class Policy>
  1141. inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */)
  1142. {
  1143. typedef typename tools::promote_args<T>::type result_type;
  1144. typedef typename policies::evaluation<result_type, Policy>::type value_type;
  1145. typedef typename policies::precision<result_type, Policy>::type precision_type;
  1146. typedef typename policies::normalise<
  1147. Policy,
  1148. policies::promote_float<false>,
  1149. policies::promote_double<false>,
  1150. policies::discrete_quantile<>,
  1151. policies::assert_undefined<> >::type forwarding_policy;
  1152. BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
  1153. BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
  1154. BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
  1155. typedef boost::integral_constant<int,
  1156. precision_type::value <= 0 ? 0 :
  1157. precision_type::value <= 53 ? 53 :
  1158. precision_type::value <= 64 ? 64 :
  1159. precision_type::value <= 113 ? 113 : 0
  1160. > tag_type;
  1161. BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
  1162. detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
  1163. return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
  1164. static_cast<value_type>(z),
  1165. true,
  1166. forwarding_policy(),
  1167. tag_type()), "boost::math::erfc<%1%>(%1%, %1%)");
  1168. }
  1169. template <class T>
  1170. inline typename tools::promote_args<T>::type erf(T z)
  1171. {
  1172. return boost::math::erf(z, policies::policy<>());
  1173. }
  1174. template <class T>
  1175. inline typename tools::promote_args<T>::type erfc(T z)
  1176. {
  1177. return boost::math::erfc(z, policies::policy<>());
  1178. }
  1179. } // namespace math
  1180. } // namespace boost
  1181. #include <boost/math/special_functions/detail/erf_inv.hpp>
  1182. #endif // BOOST_MATH_SPECIAL_ERF_HPP