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