amath/src/real/exp.c

239 lines
7.3 KiB
C

/*-
* Copyright (c) 2014-2017 Carsten Sonne Larsen <cs@innolan.net>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
* IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
* IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
* NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
* THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
* THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*
* Project homepage:
* https://amath.innolan.net
*
* The original source code can be obtained from:
* http://www.netlib.org/fdlibm/e_exp.c
*
* =================================================================
* Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
*
* Developed at SunSoft, a Sun Microsystems, Inc. business.
* Permission to use, copy, modify, and distribute this
* software is freely granted, provided that this notice
* is preserved.
* =================================================================
*/
#include "prim.h"
static const double
one = 1.0,
halF[2] = {
0.5, -0.5,
},
huge = 1.0e+300, twom1000 = 9.33263618503218878990e-302, /* 2**-1000=0x01700000,0*/
o_threshold = 7.09782712893383973096e+02, /* 0x40862E42, 0xFEFA39EF */
u_threshold = -7.45133219101941108420e+02, /* 0xc0874910, 0xD52D3051 */
ln2HI[2] = {
6.93147180369123816490e-01, /* 0x3fe62e42, 0xfee00000 */
-6.93147180369123816490e-01, /* 0xbfe62e42, 0xfee00000 */
},
ln2LO[2] = {
1.90821492927058770002e-10, /* 0x3dea39ef, 0x35793c76 */
-1.90821492927058770002e-10, /* 0xbdea39ef, 0x35793c76 */
},
invln2 = 1.44269504088896338700e+00, /* 0x3ff71547, 0x652b82fe */
P1 = 1.66666666666666019037e-01, /* 0x3FC55555, 0x5555553E */
P2 = -2.77777777770155933842e-03, /* 0xBF66C16C, 0x16BEBD93 */
P3 = 6.61375632143793436117e-05, /* 0x3F11566A, 0xAF25DE2C */
P4 = -1.65339022054652515390e-06, /* 0xBEBBBD41, 0xC5D26BF1 */
P5 = 4.13813679705723846039e-08; /* 0x3E663769, 0x72BEA4D0 */
/**
* @brief Returns the exponential of x
* @details
* <pre>
* Method
*
* 1. Argument reduction:
* Reduce x to an r so that |r| <= 0.5*ln2 ~ 0.34658.
* Given x, find r and integer k such that
*
* x = k*ln2 + r, |r| <= 0.5*ln2.
*
* Here r will be represented as r = hi-lo for better
* accuracy.
*
* 2. Approximation of exp(r) by a special rational function on
* the interval [0,0.34658]:
*
* Write
* R(r**2) = r*(exp(r)+1)/(exp(r)-1) = 2 + r*r/6 - r**4/360 + ...
* We use a special Remes algorithm on [0,0.34658] to generate
* a polynomial of degree 5 to approximate R. The maximum error
* of this polynomial approximation is bounded by 2**-59. In
* other words,
* R(z) ~ 2.0 + P1*z + P2*z**2 + P3*z**3 + P4*z**4 + P5*z**5
* (where z=r*r, and the values of P1 to P5 are listed below)
* and
*
* | 5 | -59
* | 2.0+P1*z+...+P5*z - R(z) | <= 2
* | |
*
* The computation of exp(r) thus becomes
* 2*r
* exp(r) = 1 + -------
* R - r
* r*R1(r)
* = 1 + r + ----------- (for better accuracy)
* 2 - R1(r)
* where
* 2 4 10
* R1(r) = r - (P1*r + P2*r + ... + P5*r ).
*
* 3. Scale back to obtain exp(x):
* From step 1, we have
* exp(x) = 2^k * exp(r)
*
* Special cases:
*
* exp(INF) is INF, exp(NaN) is NaN;
* exp(-INF) is 0, and
* for finite argument, only exp(0)=1 is exact.
*
* Accuracy:
*
* according to an error analysis, the error is always less than
* 1 ulp (unit in the last place).
*
* Misc. info:
*
* For IEEE double
* if x > 7.09782712893383973096e+02 then exp(x) overflow
* if x < -7.45133219101941108420e+02 then exp(x) underflow
*
* Constants:
*
* The hexadecimal values are the intended ones for the following
* constants. The decimal values may be used, provided that the
* compiler will convert from decimal to binary accurately enough
* to produce the hexadecimal values shown.
* </pre>
*/
double exp(double x)
{
double y, hi, lo, c, t;
int32_t k, xsb;
uint32_t hx, hy;
lo = 0.0;
hi = 0.0;
GET_HIGH_WORD(hx, x); // high word of x
xsb = (hx >> 31) & 1; // sign bit of x
hx &= 0x7FFFFFFF; // high word of |x|
// filter out non-finite argument
// if |x|>=709.78...
if (hx >= 0x40862E42)
{
if (hx >= 0x7FF00000)
{
uint32_t lx;
GET_LOW_WORD(lx, x);
if (((hx & 0xFFFFF) | lx) != 0)
{
return NAN;
}
// exp(+-inf)={inf,0}
return (xsb == 0) ? x : 0.0;
}
if (x > o_threshold)
{
// overflow
return huge * huge;
}
if (x < u_threshold)
{
// underflow
return twom1000 * twom1000;
}
}
// argument reduction
// |x| > 0.5 ln2
if (hx > 0x3FD62E42)
{
// |x| < 1.5 ln2
if (hx < 0x3FF0A2B2)
{
hi = x - ln2HI[xsb];
lo = ln2LO[xsb];
k = 1 - xsb - xsb;
}
else
{
k = (int32_t)(invln2 * x + halF[xsb]);
t = k;
hi = x - t * ln2HI[0]; // t*ln2HI is exact here
lo = t * ln2LO[0];
}
x = hi - lo;
}
// when |x|<2**-28
else if (hx < 0x3E300000)
{
if (huge + x > one)
{
return one + x; // trigger inexact
}
else
{
k = 0;
}
}
else
{
k = 0;
}
// x is now in primary range
t = x * x;
c = x - t * (P1 + t * (P2 + t * (P3 + t * (P4 + t * P5))));
if (k == 0)
{
return one - ((x * c) / (c - 2.0) - x);
}
y = one - ((lo - (x * c) / (2.0 - c)) - hi);
if (k >= -1021)
{
GET_HIGH_WORD(hy, y);
SET_HIGH_WORD(y, hy + (k << 20)); // add k to y's exponent
return y;
}
GET_HIGH_WORD(hy, y);
SET_HIGH_WORD(y, hy + ((k + 1000) << 20)); // add k to y's exponent
return y * twom1000;
}