mirror of https://gitlab.com/rnger/amath
278 lines
9.7 KiB
C
278 lines
9.7 KiB
C
/*-
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* Copyright (c) 2014-2017 Carsten Sonne Larsen <cs@innolan.net>
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in the
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* documentation and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
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* IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
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* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
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* IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
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* INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
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* NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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* THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
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* THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* Project homepage:
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* https://amath.innolan.net
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*
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* The original source code can be obtained from:
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* http://www.netlib.org/fdlibm/s_expm1.c
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*
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* =================================================================
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* Copyright (C) 1993 by Sun Microsystems, Inc. All rights reserved.
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*
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* Developed at SunSoft, a Sun Microsystems, Inc. business.
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* Permission to use, copy, modify, and distribute this
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* software is freely granted, provided that this notice
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* is preserved.
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* =================================================================
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*/
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#include "prim.h"
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/* expm1(x)
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* Returns exp(x)-1, the exponential of x minus 1.
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*
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* Method
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* 1. Argument reduction:
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* Given x, find r and integer k such that
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*
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* x = k*ln2 + r, |r| <= 0.5*ln2 ~ 0.34658
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*
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* Here a correction term c will be computed to compensate
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* the error in r when rounded to a floating-point number.
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*
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* 2. Approximating expm1(r) by a special rational function on
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* the interval [0,0.34658]:
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* Since
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* r*(exp(r)+1)/(exp(r)-1) = 2+ r^2/6 - r^4/360 + ...
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* we define R1(r*r) by
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* r*(exp(r)+1)/(exp(r)-1) = 2+ r^2/6 * R1(r*r)
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* That is,
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* R1(r**2) = 6/r *((exp(r)+1)/(exp(r)-1) - 2/r)
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* = 6/r * ( 1 + 2.0*(1/(exp(r)-1) - 1/r))
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* = 1 - r^2/60 + r^4/2520 - r^6/100800 + ...
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* We use a special Remes algorithm on [0,0.347] to generate
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* a polynomial of degree 5 in r*r to approximate R1. The
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* maximum error of this polynomial approximation is bounded
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* by 2**-61. In other words,
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* R1(z) ~ 1.0 + Q1*z + Q2*z**2 + Q3*z**3 + Q4*z**4 + Q5*z**5
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* where Q1 = -1.6666666666666567384E-2,
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* Q2 = 3.9682539681370365873E-4,
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* Q3 = -9.9206344733435987357E-6,
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* Q4 = 2.5051361420808517002E-7,
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* Q5 = -6.2843505682382617102E-9;
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* (where z=r*r, and the values of Q1 to Q5 are listed below)
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* with error bounded by
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* | 5 | -61
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* | 1.0+Q1*z+...+Q5*z - R1(z) | <= 2
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* | |
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*
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* expm1(r) = exp(r)-1 is then computed by the following
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* specific way which minimize the accumulation rounding error:
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* 2 3
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* r r [ 3 - (R1 + R1*r/2) ]
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* expm1(r) = r + --- + --- * [--------------------]
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* 2 2 [ 6 - r*(3 - R1*r/2) ]
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*
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* To compensate the error in the argument reduction, we use
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* expm1(r+c) = expm1(r) + c + expm1(r)*c
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* ~ expm1(r) + c + r*c
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* Thus c+r*c will be added in as the correction terms for
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* expm1(r+c). Now rearrange the term to avoid optimization
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* screw up:
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* ( 2 2 )
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* ({ ( r [ R1 - (3 - R1*r/2) ] ) } r )
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* expm1(r+c)~r - ({r*(--- * [--------------------]-c)-c} - --- )
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* ({ ( 2 [ 6 - r*(3 - R1*r/2) ] ) } 2 )
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* ( )
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*
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* = r - E
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* 3. Scale back to obtain expm1(x):
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* From step 1, we have
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* expm1(x) = either 2^k*[expm1(r)+1] - 1
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* = or 2^k*[expm1(r) + (1-2^-k)]
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* 4. Implementation notes:
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* (A). To save one multiplication, we scale the coefficient Qi
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* to Qi*2^i, and replace z by (x^2)/2.
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* (B). To achieve maximum accuracy, we compute expm1(x) by
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* (i) if x < -56*ln2, return -1.0, (raise inexact if x!=inf)
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* (ii) if k=0, return r-E
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* (iii) if k=-1, return 0.5*(r-E)-0.5
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* (iv) if k=1 if r < -0.25, return 2*((r+0.5)- E)
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* else return 1.0+2.0*(r-E);
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* (v) if (k<-2||k>56) return 2^k(1-(E-r)) - 1 (or exp(x)-1)
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* (vi) if k <= 20, return 2^k((1-2^-k)-(E-r)), else
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* (vii) return 2^k(1-((E+2^-k)-r))
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*
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* Special cases:
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* expm1(INF) is INF, expm1(NaN) is NaN;
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* expm1(-INF) is -1, and
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* for finite argument, only expm1(0)=0 is exact.
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*
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* Accuracy:
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* according to an error analysis, the error is always less than
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* 1 ulp (unit in the last place).
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*
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* Misc. info.
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* For IEEE double
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* if x > 7.09782712893383973096e+02 then expm1(x) overflow
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*
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* Constants:
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* The hexadecimal values are the intended ones for the following
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* constants. The decimal values may be used, provided that the
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* compiler will convert from decimal to binary accurately enough
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* to produce the hexadecimal values shown.
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*/
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static const double
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one = 1.0,
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huge = 1.0e+300,
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tiny = 1.0e-300,
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o_threshold = 7.09782712893383973096e+02, /* 0x40862E42, 0xFEFA39EF */
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ln2_hi = 6.93147180369123816490e-01, /* 0x3fe62e42, 0xfee00000 */
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ln2_lo = 1.90821492927058770002e-10, /* 0x3dea39ef, 0x35793c76 */
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invln2 = 1.44269504088896338700e+00, /* 0x3ff71547, 0x652b82fe */
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/* scaled coefficients related to expm1 */
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Q1 = -3.33333333333331316428e-02, /* BFA11111 111110F4 */
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Q2 = 1.58730158725481460165e-03, /* 3F5A01A0 19FE5585 */
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Q3 = -7.93650757867487942473e-05, /* BF14CE19 9EAADBB7 */
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Q4 = 4.00821782732936239552e-06, /* 3ED0CFCA 86E65239 */
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Q5 = -2.01099218183624371326e-07; /* BE8AFDB7 6E09C32D */
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double expm1(double x)
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{
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double y, hi, lo, c, t, e, hxs, hfx, r1;
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int32_t k, xsb;
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uint32_t hx;
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c = 0.0;
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GET_HIGH_WORD(hx, x); /* high word of x */
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xsb = hx & 0x80000000; /* sign bit of x */
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hx &= 0x7fffffff; /* high word of |x| */
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/* filter out huge and non-finite argument */
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if (hx >= 0x4043687A)
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{ /* if |x|>=56*ln2 */
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if (hx >= 0x40862E42)
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{ /* if |x|>=709.78... */
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if (hx >= 0x7ff00000)
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{
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uint32_t low;
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GET_LOW_WORD(low, x);
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if (((hx & 0xfffff) | low) != 0)
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return x + x; /* NaN */
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else
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return (xsb == 0) ? x : -1.0; /* exp(+-inf)={inf,-1} */
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}
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if (x > o_threshold)
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return huge * huge; /* overflow */
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}
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if (xsb != 0)
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{ /* x < -56*ln2, return -1.0 with inexact */
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if (x + tiny < 0.0) /* raise inexact */
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return tiny - one; /* return -1 */
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}
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}
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/* argument reduction */
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if (hx > 0x3fd62e42)
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{ /* if |x| > 0.5 ln2 */
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if (hx < 0x3FF0A2B2)
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{ /* and |x| < 1.5 ln2 */
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if (xsb == 0)
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{
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hi = x - ln2_hi;
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lo = ln2_lo;
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k = 1;
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}
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else
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{
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hi = x + ln2_hi;
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lo = -ln2_lo;
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k = -1;
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}
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}
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else
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{
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k = (int32_t)(invln2 * x + ((xsb == 0) ? 0.5 : -0.5));
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t = k;
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hi = x - t * ln2_hi; /* t*ln2_hi is exact here */
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lo = t * ln2_lo;
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}
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x = hi - lo;
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c = (hi - x) - lo;
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}
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else if (hx < 0x3c900000)
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{ /* when |x|<2**-54, return x */
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t = huge + x; /* return x with inexact flags when x!=0 */
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return x - (t - (huge + x));
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}
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else
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k = 0;
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/* x is now in primary range */
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hfx = 0.5 * x;
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hxs = x * hfx;
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r1 = one + hxs * (Q1 + hxs * (Q2 + hxs * (Q3 + hxs * (Q4 + hxs * Q5))));
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t = 3.0 - r1 * hfx;
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e = hxs * ((r1 - t) / (6.0 - x * t));
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if (k == 0)
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return x - (x * e - hxs); /* c is 0 */
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else
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{
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e = (x * (e - c) - c);
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e -= hxs;
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if (k == -1)
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return 0.5 * (x - e) - 0.5;
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if (k == 1)
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{
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if (x < -0.25)
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return -2.0 * (e - (x + 0.5));
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else
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return one + 2.0 * (x - e);
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}
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if (k <= -2 || k > 56)
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{ /* suffice to return exp(x)-1 */
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uint32_t hy;
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y = one - (e - x);
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GET_HIGH_WORD(hy, y);
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SET_HIGH_WORD(y, hy + (k << 20)); /* add k to y's exponent */
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return y - one;
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}
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t = one;
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if (k < 20)
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{
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uint32_t hy;
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SET_HIGH_WORD(t, 0x3ff00000 - (0x200000 >> k)); /* t=1-2^-k */
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y = t - (e - x);
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GET_HIGH_WORD(hy, y);
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SET_HIGH_WORD(y, hy + (k << 20)); /* add k to y's exponent */
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}
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else
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{
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uint32_t hy;
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SET_HIGH_WORD(t, (0x3ff - k) << 20); /* 2^-k */
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y = x - (e + t);
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y += one;
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GET_HIGH_WORD(hy, y);
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SET_HIGH_WORD(y, hy + (k << 20)); /* add k to y's exponent */
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}
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}
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return y;
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}
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