/* * Double-precision erfc(x) function. * * Copyright (c) 2023, Arm Limited. * SPDX-License-Identifier: MIT OR Apache-2.0 WITH LLVM-exception */ #include "math_config.h" #include "pl_sig.h" #include "pl_test.h" #define Shift 0x1p45 #define P20 0x1.5555555555555p-2 /* 1/3. */ #define P21 0x1.5555555555555p-1 /* 2/3. */ #define P40 0x1.999999999999ap-4 /* 1/10. */ #define P41 0x1.999999999999ap-2 /* 2/5. */ #define P42 0x1.11111111111111p-3 /* 2/15. */ #define P50 0x1.5555555555555p-3 /* 1/6. */ #define P51 0x1.c71c71c71c71cp-3 /* 2/9. */ #define P52 0x1.6c16c16c16c17p-5 /* 2/45. */ /* Qi = (i+1) / i. */ #define Q5 0x1.3333333333333p0 #define Q6 0x1.2aaaaaaaaaaabp0 #define Q7 0x1.2492492492492p0 #define Q8 0x1.2p0 #define Q9 0x1.1c71c71c71c72p0 /* Ri = -2 * i / ((i+1)*(i+2)). */ #define R5 -0x1.e79e79e79e79ep-3 #define R6 -0x1.b6db6db6db6dbp-3 #define R7 -0x1.8e38e38e38e39p-3 #define R8 -0x1.6c16c16c16c17p-3 #define R9 -0x1.4f2094f2094f2p-3 /* Fast erfc approximation based on series expansion near x rounded to nearest multiple of 1/128. Let d = x - r, and scale = 2 / sqrt(pi) * exp(-r^2). For x near r, erfc(x) ~ erfc(r) - scale * d * poly(r, d), with poly(r, d) = 1 - r d + (2/3 r^2 - 1/3) d^2 - r (1/3 r^2 - 1/2) d^3 + (2/15 r^4 - 2/5 r^2 + 1/10) d^4 - r * (2/45 r^4 - 2/9 r^2 + 1/6) d^5 + p6(r) d^6 + ... + p10(r) d^10 Polynomials p6(r) to p10(r) are computed using recurrence relation 2(i+1)p_i + 2r(i+2)p_{i+1} + (i+2)(i+3)p_{i+2} = 0, with p0 = 1, and p1(r) = -r. Values of erfc(r) and scale(r) are read from lookup tables. Stored values are scaled to avoid hitting the subnormal range. Note that for x < 0, erfc(x) = 2.0 - erfc(-x). Maximum measured error: 1.71 ULP erfc(0x1.46cfe976733p+4) got 0x1.e15fcbea3e7afp-608 want 0x1.e15fcbea3e7adp-608. */ double erfc (double x) { /* Get top words and sign. */ uint64_t ix = asuint64 (x); uint64_t ia = ix & 0x7fffffffffffffff; double a = asdouble (ia); uint64_t sign = ix & ~0x7fffffffffffffff; /* erfc(nan)=nan, erfc(+inf)=0 and erfc(-inf)=2. */ if (unlikely (ia >= 0x7ff0000000000000)) return asdouble (sign >> 1) + 1.0 / x; /* Special cases. */ /* Return early for large enough negative values. */ if (x < -6.0) return 2.0; /* For |x| < 3487.0/128.0, the following approximation holds. */ if (likely (ia < 0x403b3e0000000000)) { /* |x| < 0x1p-511 => accurate to 0.5 ULP. */ if (unlikely (ia < asuint64 (0x1p-511))) return 1.0 - x; /* Lookup erfc(r) and scale(r) in tables, e.g. set erfc(r) to 1 and scale to 2/sqrt(pi), when x reduced to r = 0. */ double z = a + Shift; uint64_t i = asuint64 (z); double r = z - Shift; /* These values are scaled by 2^128. */ double erfcr = __erfc_data.tab[i].erfc; double scale = __erfc_data.tab[i].scale; /* erfc(x) ~ erfc(r) - scale * d * poly (r, d). */ double d = a - r; double d2 = d * d; double r2 = r * r; /* Compute p_i as a regular (low-order) polynomial. */ double p1 = -r; double p2 = fma (P21, r2, -P20); double p3 = -r * fma (P20, r2, -0.5); double p4 = fma (fma (P42, r2, -P41), r2, P40); double p5 = -r * fma (fma (P52, r2, -P51), r2, P50); /* Compute p_i using recurrence relation: p_{i+2} = (p_i + r * Q_{i+1} * p_{i+1}) * R_{i+1}. */ double p6 = fma (Q5 * r, p5, p4) * R5; double p7 = fma (Q6 * r, p6, p5) * R6; double p8 = fma (Q7 * r, p7, p6) * R7; double p9 = fma (Q8 * r, p8, p7) * R8; double p10 = fma (Q9 * r, p9, p8) * R9; /* Compute polynomial in d using pairwise Horner scheme. */ double p90 = fma (p10, d, p9); double p78 = fma (p8, d, p7); double p56 = fma (p6, d, p5); double p34 = fma (p4, d, p3); double p12 = fma (p2, d, p1); double y = fma (p90, d2, p78); y = fma (y, d2, p56); y = fma (y, d2, p34); y = fma (y, d2, p12); y = fma (-fma (y, d2, d), scale, erfcr); /* Handle sign and scale back in a single fma. */ double off = asdouble (sign >> 1); double fac = asdouble (asuint64 (0x1p-128) | sign); y = fma (y, fac, off); if (unlikely (x > 26.0)) { /* The underflow exception needs to be signaled explicitly when result gets into the subnormal range. */ if (unlikely (y < 0x1p-1022)) force_eval_double (opt_barrier_double (0x1p-1022) * 0x1p-1022); /* Set errno to ERANGE if result rounds to 0. */ return __math_check_uflow (y); } return y; } /* Above the threshold (x > 3487.0/128.0) erfc is constant and needs to raise underflow exception for positive x. */ return __math_uflow (0); } PL_SIG (S, D, 1, erfc, -6.0, 28.0) PL_TEST_ULP (erfc, 1.21) PL_TEST_SYM_INTERVAL (erfc, 0, 0x1p-26, 40000) PL_TEST_INTERVAL (erfc, 0x1p-26, 28.0, 100000) PL_TEST_INTERVAL (erfc, -0x1p-26, -6.0, 100000) PL_TEST_INTERVAL (erfc, 28.0, inf, 40000) PL_TEST_INTERVAL (erfc, -6.0, -inf, 40000)