/* mpfr_erfc -- The Complementary Error Function of a floating-point number Copyright 2005-2015 Free Software Foundation, Inc. Contributed by the AriC and Caramel projects, INRIA. This file is part of the GNU MPFR Library. The GNU MPFR Library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. The GNU MPFR Library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with the GNU MPFR Library; see the file COPYING.LESSER. If not, see http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301, USA. */ #define MPFR_NEED_LONGLONG_H #include "mpfr-impl.h" /* erfc(x) = 1 - erf(x) */ /* Put in y an approximation of erfc(x) for large x, using formulae 7.1.23 and 7.1.24 from Abramowitz and Stegun. Returns e such that the error is bounded by 2^e ulp(y), or returns 0 in case of underflow. */ static mpfr_exp_t mpfr_erfc_asympt (mpfr_ptr y, mpfr_srcptr x) { mpfr_t t, xx, err; unsigned long k; mpfr_prec_t prec = MPFR_PREC(y); mpfr_exp_t exp_err; mpfr_init2 (t, prec); mpfr_init2 (xx, prec); mpfr_init2 (err, 31); /* let u = 2^(1-p), and let us represent the error as (1+u)^err with a bound for err */ mpfr_mul (xx, x, x, MPFR_RNDD); /* err <= 1 */ mpfr_ui_div (xx, 1, xx, MPFR_RNDU); /* upper bound for 1/(2x^2), err <= 2 */ mpfr_div_2ui (xx, xx, 1, MPFR_RNDU); /* exact */ mpfr_set_ui (t, 1, MPFR_RNDN); /* current term, exact */ mpfr_set (y, t, MPFR_RNDN); /* current sum */ mpfr_set_ui (err, 0, MPFR_RNDN); for (k = 1; ; k++) { mpfr_mul_ui (t, t, 2 * k - 1, MPFR_RNDU); /* err <= 4k-3 */ mpfr_mul (t, t, xx, MPFR_RNDU); /* err <= 4k */ /* for -1 < x < 1, and |nx| < 1, we have |(1+x)^n| <= 1+7/4|nx|. Indeed, for x>=0: log((1+x)^n) = n*log(1+x) <= n*x. Let y=n*x < 1, then exp(y) <= 1+7/4*y. For x<=0, let x=-x, we can prove by induction that (1-x)^n >= 1-n*x.*/ mpfr_mul_2si (err, err, MPFR_GET_EXP (y) - MPFR_GET_EXP (t), MPFR_RNDU); mpfr_add_ui (err, err, 14 * k, MPFR_RNDU); /* 2^(1-p) * t <= 2 ulp(t) */ mpfr_div_2si (err, err, MPFR_GET_EXP (y) - MPFR_GET_EXP (t), MPFR_RNDU); if (MPFR_GET_EXP (t) + (mpfr_exp_t) prec <= MPFR_GET_EXP (y)) { /* the truncation error is bounded by |t| < ulp(y) */ mpfr_add_ui (err, err, 1, MPFR_RNDU); break; } if (k & 1) mpfr_sub (y, y, t, MPFR_RNDN); else mpfr_add (y, y, t, MPFR_RNDN); } /* the error on y is bounded by err*ulp(y) */ mpfr_mul (t, x, x, MPFR_RNDU); /* rel. err <= 2^(1-p) */ mpfr_div_2ui (err, err, 3, MPFR_RNDU); /* err/8 */ mpfr_add (err, err, t, MPFR_RNDU); /* err/8 + xx */ mpfr_mul_2ui (err, err, 3, MPFR_RNDU); /* err + 8*xx */ mpfr_exp (t, t, MPFR_RNDU); /* err <= 1/2*ulp(t) + err(x*x)*t <= 1/2*ulp(t)+2*|x*x|*ulp(t) <= (2*|x*x|+1/2)*ulp(t) */ mpfr_mul (t, t, x, MPFR_RNDN); /* err <= 1/2*ulp(t) + (4*|x*x|+1)*ulp(t) <= (4*|x*x|+3/2)*ulp(t) */ mpfr_const_pi (xx, MPFR_RNDZ); /* err <= ulp(Pi) */ mpfr_sqrt (xx, xx, MPFR_RNDN); /* err <= 1/2*ulp(xx) + ulp(Pi)/2/sqrt(Pi) <= 3/2*ulp(xx) */ mpfr_mul (t, t, xx, MPFR_RNDN); /* err <= (8 |xx| + 13/2) * ulp(t) */ mpfr_div (y, y, t, MPFR_RNDN); /* the relative error on input y is bounded by (1+u)^err with u = 2^(1-p), that on t is bounded by (1+u)^(8 |xx| + 13/2), thus that on output y is bounded by 8 |xx| + 7 + err. */ if (MPFR_IS_ZERO(y)) { /* If y is zero, most probably we have underflow. We check it directly using the fact that erfc(x) <= exp(-x^2)/sqrt(Pi)/x for x >= 0. We compute an upper approximation of exp(-x^2)/sqrt(Pi)/x. */ mpfr_mul (t, x, x, MPFR_RNDD); /* t <= x^2 */ mpfr_neg (t, t, MPFR_RNDU); /* -x^2 <= t */ mpfr_exp (t, t, MPFR_RNDU); /* exp(-x^2) <= t */ mpfr_const_pi (xx, MPFR_RNDD); /* xx <= sqrt(Pi), cached */ mpfr_mul (xx, xx, x, MPFR_RNDD); /* xx <= sqrt(Pi)*x */ mpfr_div (y, t, xx, MPFR_RNDN); /* if y is zero, this means that the upper approximation of exp(-x^2)/sqrt(Pi)/x is nearer from 0 than from 2^(-emin-1), thus we have underflow. */ exp_err = 0; } else { mpfr_add_ui (err, err, 7, MPFR_RNDU); exp_err = MPFR_GET_EXP (err); } mpfr_clear (t); mpfr_clear (xx); mpfr_clear (err); return exp_err; } int mpfr_erfc (mpfr_ptr y, mpfr_srcptr x, mpfr_rnd_t rnd) { int inex; mpfr_t tmp; mpfr_exp_t te, err; mpfr_prec_t prec; mpfr_exp_t emin = mpfr_get_emin (); MPFR_SAVE_EXPO_DECL (expo); MPFR_ZIV_DECL (loop); MPFR_LOG_FUNC (("x[%Pu]=%.*Rg rnd=%d", mpfr_get_prec (x), mpfr_log_prec, x, rnd), ("y[%Pu]=%.*Rg inexact=%d", mpfr_get_prec (y), mpfr_log_prec, y, inex)); if (MPFR_UNLIKELY (MPFR_IS_SINGULAR (x))) { if (MPFR_IS_NAN (x)) { MPFR_SET_NAN (y); MPFR_RET_NAN; } /* erfc(+inf) = 0+, erfc(-inf) = 2 erfc (0) = 1 */ else if (MPFR_IS_INF (x)) return mpfr_set_ui (y, MPFR_IS_POS (x) ? 0 : 2, rnd); else return mpfr_set_ui (y, 1, rnd); } if (MPFR_SIGN (x) > 0) { /* by default, emin = 1-2^30, thus the smallest representable number is 1/2*2^emin = 2^(-2^30): for x >= 27282, erfc(x) < 2^(-2^30-1), and for x >= 1787897414, erfc(x) < 2^(-2^62-1). */ if ((emin >= -1073741823 && mpfr_cmp_ui (x, 27282) >= 0) || mpfr_cmp_ui (x, 1787897414) >= 0) { /* May be incorrect if MPFR_EMAX_MAX >= 2^62. */ MPFR_ASSERTN ((MPFR_EMAX_MAX >> 31) >> 31 == 0); return mpfr_underflow (y, (rnd == MPFR_RNDN) ? MPFR_RNDZ : rnd, 1); } } /* Init stuff */ MPFR_SAVE_EXPO_MARK (expo); if (MPFR_SIGN (x) < 0) { mpfr_exp_t e = MPFR_EXP(x); /* For x < 0 going to -infinity, erfc(x) tends to 2 by below. More precisely, we have 2 + 1/sqrt(Pi)/x/exp(x^2) < erfc(x) < 2. Thus log2 |2 - erfc(x)| <= -log2|x| - x^2 / log(2). If |2 - erfc(x)| < 2^(-PREC(y)) then the result is either 2 or nextbelow(2). For x <= -27282, -log2|x| - x^2 / log(2) <= -2^30. */ if ((MPFR_PREC(y) <= 7 && e >= 2) || /* x <= -2 */ (MPFR_PREC(y) <= 25 && e >= 3) || /* x <= -4 */ (MPFR_PREC(y) <= 120 && mpfr_cmp_si (x, -9) <= 0) || mpfr_cmp_si (x, -27282) <= 0) { near_two: mpfr_set_ui (y, 2, MPFR_RNDN); mpfr_set_inexflag (); if (rnd == MPFR_RNDZ || rnd == MPFR_RNDD) { mpfr_nextbelow (y); inex = -1; } else inex = 1; goto end; } else if (e >= 3) /* more accurate test */ { mpfr_t t, u; int near_2; mpfr_init2 (t, 32); mpfr_init2 (u, 32); /* the following is 1/log(2) rounded to zero on 32 bits */ mpfr_set_str_binary (t, "1.0111000101010100011101100101001"); mpfr_sqr (u, x, MPFR_RNDZ); mpfr_mul (t, t, u, MPFR_RNDZ); /* t <= x^2/log(2) */ mpfr_neg (u, x, MPFR_RNDZ); /* 0 <= u <= |x| */ mpfr_log2 (u, u, MPFR_RNDZ); /* u <= log2(|x|) */ mpfr_add (t, t, u, MPFR_RNDZ); /* t <= log2|x| + x^2 / log(2) */ /* Taking into account that mpfr_exp_t >= mpfr_prec_t */ mpfr_set_exp_t (u, MPFR_PREC (y), MPFR_RNDU); near_2 = mpfr_cmp (t, u) >= 0; /* 1 if PREC(y) <= u <= t <= ... */ mpfr_clear (t); mpfr_clear (u); if (near_2) goto near_two; } } /* erfc(x) ~ 1, with error < 2^(EXP(x)+1) */ MPFR_FAST_COMPUTE_IF_SMALL_INPUT (y, __gmpfr_one, - MPFR_GET_EXP (x) - 1, 0, MPFR_SIGN(x) < 0, rnd, inex = _inexact; goto end); prec = MPFR_PREC (y) + MPFR_INT_CEIL_LOG2 (MPFR_PREC (y)) + 3; if (MPFR_GET_EXP (x) > 0) prec += 2 * MPFR_GET_EXP(x); mpfr_init2 (tmp, prec); MPFR_ZIV_INIT (loop, prec); /* Initialize the ZivLoop controler */ for (;;) /* Infinite loop */ { /* use asymptotic formula only whenever x^2 >= p*log(2), otherwise it will not converge */ if (MPFR_SIGN (x) > 0 && 2 * MPFR_GET_EXP (x) - 2 >= MPFR_INT_CEIL_LOG2 (prec)) /* we have x^2 >= p in that case */ { err = mpfr_erfc_asympt (tmp, x); if (err == 0) /* underflow case */ { mpfr_clear (tmp); MPFR_SAVE_EXPO_FREE (expo); return mpfr_underflow (y, (rnd == MPFR_RNDN) ? MPFR_RNDZ : rnd, 1); } } else { mpfr_erf (tmp, x, MPFR_RNDN); MPFR_ASSERTD (!MPFR_IS_SINGULAR (tmp)); /* FIXME: 0 only for x=0 ? */ te = MPFR_GET_EXP (tmp); mpfr_ui_sub (tmp, 1, tmp, MPFR_RNDN); /* See error analysis in algorithms.tex for details */ if (MPFR_IS_ZERO (tmp)) { prec *= 2; err = prec; /* ensures MPFR_CAN_ROUND fails */ } else err = MAX (te - MPFR_GET_EXP (tmp), 0) + 1; } if (MPFR_LIKELY (MPFR_CAN_ROUND (tmp, prec - err, MPFR_PREC (y), rnd))) break; MPFR_ZIV_NEXT (loop, prec); /* Increase used precision */ mpfr_set_prec (tmp, prec); } MPFR_ZIV_FREE (loop); /* Free the ZivLoop Controller */ inex = mpfr_set (y, tmp, rnd); /* Set y to the computed value */ mpfr_clear (tmp); end: MPFR_SAVE_EXPO_FREE (expo); return mpfr_check_range (y, inex, rnd); }