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authorEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
committerEric Andersen <andersen@codepoet.org>2001-11-22 14:04:29 +0000
commit7ce331c01ce6eb7b3f5c715a38a24359da9c6ee2 (patch)
tree3a7e8476e868ae15f4da1b7ce26b2db6f434468c /libm/double/ndtr.c
parentc117dd5fb183afb1a4790a6f6110d88704be6bf8 (diff)
Totally rework the math library, this time based on the MacOs X
math library (which is itself based on the math lib from FreeBSD). -Erik
Diffstat (limited to 'libm/double/ndtr.c')
-rw-r--r--libm/double/ndtr.c481
1 files changed, 0 insertions, 481 deletions
diff --git a/libm/double/ndtr.c b/libm/double/ndtr.c
deleted file mode 100644
index 75d59ab54..000000000
--- a/libm/double/ndtr.c
+++ /dev/null
@@ -1,481 +0,0 @@
-/* ndtr.c
- *
- * Normal distribution function
- *
- *
- *
- * SYNOPSIS:
- *
- * double x, y, ndtr();
- *
- * y = ndtr( x );
- *
- *
- *
- * DESCRIPTION:
- *
- * Returns the area under the Gaussian probability density
- * function, integrated from minus infinity to x:
- *
- * x
- * -
- * 1 | | 2
- * ndtr(x) = --------- | exp( - t /2 ) dt
- * sqrt(2pi) | |
- * -
- * -inf.
- *
- * = ( 1 + erf(z) ) / 2
- * = erfc(z) / 2
- *
- * where z = x/sqrt(2). Computation is via the functions
- * erf and erfc.
- *
- *
- * ACCURACY:
- *
- * Relative error:
- * arithmetic domain # trials peak rms
- * DEC -13,0 8000 2.1e-15 4.8e-16
- * IEEE -13,0 30000 3.4e-14 6.7e-15
- *
- *
- * ERROR MESSAGES:
- *
- * message condition value returned
- * erfc underflow x > 37.519379347 0.0
- *
- */
- /* erf.c
- *
- * Error function
- *
- *
- *
- * SYNOPSIS:
- *
- * double x, y, erf();
- *
- * y = erf( x );
- *
- *
- *
- * DESCRIPTION:
- *
- * The integral is
- *
- * x
- * -
- * 2 | | 2
- * erf(x) = -------- | exp( - t ) dt.
- * sqrt(pi) | |
- * -
- * 0
- *
- * The magnitude of x is limited to 9.231948545 for DEC
- * arithmetic; 1 or -1 is returned outside this range.
- *
- * For 0 <= |x| < 1, erf(x) = x * P4(x**2)/Q5(x**2); otherwise
- * erf(x) = 1 - erfc(x).
- *
- *
- *
- * ACCURACY:
- *
- * Relative error:
- * arithmetic domain # trials peak rms
- * DEC 0,1 14000 4.7e-17 1.5e-17
- * IEEE 0,1 30000 3.7e-16 1.0e-16
- *
- */
- /* erfc.c
- *
- * Complementary error function
- *
- *
- *
- * SYNOPSIS:
- *
- * double x, y, erfc();
- *
- * y = erfc( x );
- *
- *
- *
- * DESCRIPTION:
- *
- *
- * 1 - erf(x) =
- *
- * inf.
- * -
- * 2 | | 2
- * erfc(x) = -------- | exp( - t ) dt
- * sqrt(pi) | |
- * -
- * x
- *
- *
- * For small x, erfc(x) = 1 - erf(x); otherwise rational
- * approximations are computed.
- *
- *
- *
- * ACCURACY:
- *
- * Relative error:
- * arithmetic domain # trials peak rms
- * DEC 0, 9.2319 12000 5.1e-16 1.2e-16
- * IEEE 0,26.6417 30000 5.7e-14 1.5e-14
- *
- *
- * ERROR MESSAGES:
- *
- * message condition value returned
- * erfc underflow x > 9.231948545 (DEC) 0.0
- *
- *
- */
-
-
-/*
-Cephes Math Library Release 2.8: June, 2000
-Copyright 1984, 1987, 1988, 1992, 2000 by Stephen L. Moshier
-*/
-
-
-#include <math.h>
-
-extern double SQRTH;
-extern double MAXLOG;
-
-
-#ifdef UNK
-static double P[] = {
- 2.46196981473530512524E-10,
- 5.64189564831068821977E-1,
- 7.46321056442269912687E0,
- 4.86371970985681366614E1,
- 1.96520832956077098242E2,
- 5.26445194995477358631E2,
- 9.34528527171957607540E2,
- 1.02755188689515710272E3,
- 5.57535335369399327526E2
-};
-static double Q[] = {
-/* 1.00000000000000000000E0,*/
- 1.32281951154744992508E1,
- 8.67072140885989742329E1,
- 3.54937778887819891062E2,
- 9.75708501743205489753E2,
- 1.82390916687909736289E3,
- 2.24633760818710981792E3,
- 1.65666309194161350182E3,
- 5.57535340817727675546E2
-};
-static double R[] = {
- 5.64189583547755073984E-1,
- 1.27536670759978104416E0,
- 5.01905042251180477414E0,
- 6.16021097993053585195E0,
- 7.40974269950448939160E0,
- 2.97886665372100240670E0
-};
-static double S[] = {
-/* 1.00000000000000000000E0,*/
- 2.26052863220117276590E0,
- 9.39603524938001434673E0,
- 1.20489539808096656605E1,
- 1.70814450747565897222E1,
- 9.60896809063285878198E0,
- 3.36907645100081516050E0
-};
-static double T[] = {
- 9.60497373987051638749E0,
- 9.00260197203842689217E1,
- 2.23200534594684319226E3,
- 7.00332514112805075473E3,
- 5.55923013010394962768E4
-};
-static double U[] = {
-/* 1.00000000000000000000E0,*/
- 3.35617141647503099647E1,
- 5.21357949780152679795E2,
- 4.59432382970980127987E3,
- 2.26290000613890934246E4,
- 4.92673942608635921086E4
-};
-
-#define UTHRESH 37.519379347
-#endif
-
-#ifdef DEC
-static unsigned short P[] = {
-0030207,0054445,0011173,0021706,
-0040020,0067272,0030661,0122075,
-0040756,0151236,0173053,0067042,
-0041502,0106175,0062555,0151457,
-0042104,0102525,0047401,0003667,
-0042403,0116176,0011446,0075303,
-0042551,0120723,0061641,0123275,
-0042600,0070651,0007264,0134516,
-0042413,0061102,0167507,0176625
-};
-static unsigned short Q[] = {
-/*0040200,0000000,0000000,0000000,*/
-0041123,0123257,0165741,0017142,
-0041655,0065027,0173413,0115450,
-0042261,0074011,0021573,0004150,
-0042563,0166530,0013662,0007200,
-0042743,0176427,0162443,0105214,
-0043014,0062546,0153727,0123772,
-0042717,0012470,0006227,0067424,
-0042413,0061103,0003042,0013254
-};
-static unsigned short R[] = {
-0040020,0067272,0101024,0155421,
-0040243,0037467,0056706,0026462,
-0040640,0116017,0120665,0034315,
-0040705,0020162,0143350,0060137,
-0040755,0016234,0134304,0130157,
-0040476,0122700,0051070,0015473
-};
-static unsigned short S[] = {
-/*0040200,0000000,0000000,0000000,*/
-0040420,0126200,0044276,0070413,
-0041026,0053051,0007302,0063746,
-0041100,0144203,0174051,0061151,
-0041210,0123314,0126343,0177646,
-0041031,0137125,0051431,0033011,
-0040527,0117362,0152661,0066201
-};
-static unsigned short T[] = {
-0041031,0126770,0170672,0166101,
-0041664,0006522,0072360,0031770,
-0043013,0100025,0162641,0126671,
-0043332,0155231,0161627,0076200,
-0044131,0024115,0021020,0117343
-};
-static unsigned short U[] = {
-/*0040200,0000000,0000000,0000000,*/
-0041406,0037461,0177575,0032714,
-0042402,0053350,0123061,0153557,
-0043217,0111227,0032007,0164217,
-0043660,0145000,0004013,0160114,
-0044100,0071544,0167107,0125471
-};
-#define UTHRESH 14.0
-#endif
-
-#ifdef IBMPC
-static unsigned short P[] = {
-0x6479,0xa24f,0xeb24,0x3df0,
-0x3488,0x4636,0x0dd7,0x3fe2,
-0x6dc4,0xdec5,0xda53,0x401d,
-0xba66,0xacad,0x518f,0x4048,
-0x20f7,0xa9e0,0x90aa,0x4068,
-0xcf58,0xc264,0x738f,0x4080,
-0x34d8,0x6c74,0x343a,0x408d,
-0x972a,0x21d6,0x0e35,0x4090,
-0xffb3,0x5de8,0x6c48,0x4081
-};
-static unsigned short Q[] = {
-/*0x0000,0x0000,0x0000,0x3ff0,*/
-0x23cc,0xfd7c,0x74d5,0x402a,
-0x7365,0xfee1,0xad42,0x4055,
-0x610d,0x246f,0x2f01,0x4076,
-0x41d0,0x02f6,0x7dab,0x408e,
-0x7151,0xfca4,0x7fa2,0x409c,
-0xf4ff,0xdafa,0x8cac,0x40a1,
-0xede2,0x0192,0xe2a7,0x4099,
-0x42d6,0x60c4,0x6c48,0x4081
-};
-static unsigned short R[] = {
-0x9b62,0x5042,0x0dd7,0x3fe2,
-0xc5a6,0xebb8,0x67e6,0x3ff4,
-0xa71a,0xf436,0x1381,0x4014,
-0x0c0c,0x58dd,0xa40e,0x4018,
-0x960e,0x9718,0xa393,0x401d,
-0x0367,0x0a47,0xd4b8,0x4007
-};
-static unsigned short S[] = {
-/*0x0000,0x0000,0x0000,0x3ff0,*/
-0xce21,0x0917,0x1590,0x4002,
-0x4cfd,0x21d8,0xcac5,0x4022,
-0x2c4d,0x7f05,0x1910,0x4028,
-0x7ff5,0x959c,0x14d9,0x4031,
-0x26c1,0xaa63,0x37ca,0x4023,
-0x2d90,0x5ab6,0xf3de,0x400a
-};
-static unsigned short T[] = {
-0x5d88,0x1e37,0x35bf,0x4023,
-0x067f,0x4e9e,0x81aa,0x4056,
-0x35b7,0xbcb4,0x7002,0x40a1,
-0xef90,0x3c72,0x5b53,0x40bb,
-0x13dc,0xa442,0x2509,0x40eb
-};
-static unsigned short U[] = {
-/*0x0000,0x0000,0x0000,0x3ff0,*/
-0xa6ba,0x3fef,0xc7e6,0x4040,
-0x3aee,0x14c6,0x4add,0x4080,
-0xfd12,0xe680,0xf252,0x40b1,
-0x7c0a,0x0101,0x1940,0x40d6,
-0xf567,0x9dc8,0x0e6c,0x40e8
-};
-#define UTHRESH 37.519379347
-#endif
-
-#ifdef MIEEE
-static unsigned short P[] = {
-0x3df0,0xeb24,0xa24f,0x6479,
-0x3fe2,0x0dd7,0x4636,0x3488,
-0x401d,0xda53,0xdec5,0x6dc4,
-0x4048,0x518f,0xacad,0xba66,
-0x4068,0x90aa,0xa9e0,0x20f7,
-0x4080,0x738f,0xc264,0xcf58,
-0x408d,0x343a,0x6c74,0x34d8,
-0x4090,0x0e35,0x21d6,0x972a,
-0x4081,0x6c48,0x5de8,0xffb3
-};
-static unsigned short Q[] = {
-0x402a,0x74d5,0xfd7c,0x23cc,
-0x4055,0xad42,0xfee1,0x7365,
-0x4076,0x2f01,0x246f,0x610d,
-0x408e,0x7dab,0x02f6,0x41d0,
-0x409c,0x7fa2,0xfca4,0x7151,
-0x40a1,0x8cac,0xdafa,0xf4ff,
-0x4099,0xe2a7,0x0192,0xede2,
-0x4081,0x6c48,0x60c4,0x42d6
-};
-static unsigned short R[] = {
-0x3fe2,0x0dd7,0x5042,0x9b62,
-0x3ff4,0x67e6,0xebb8,0xc5a6,
-0x4014,0x1381,0xf436,0xa71a,
-0x4018,0xa40e,0x58dd,0x0c0c,
-0x401d,0xa393,0x9718,0x960e,
-0x4007,0xd4b8,0x0a47,0x0367
-};
-static unsigned short S[] = {
-0x4002,0x1590,0x0917,0xce21,
-0x4022,0xcac5,0x21d8,0x4cfd,
-0x4028,0x1910,0x7f05,0x2c4d,
-0x4031,0x14d9,0x959c,0x7ff5,
-0x4023,0x37ca,0xaa63,0x26c1,
-0x400a,0xf3de,0x5ab6,0x2d90
-};
-static unsigned short T[] = {
-0x4023,0x35bf,0x1e37,0x5d88,
-0x4056,0x81aa,0x4e9e,0x067f,
-0x40a1,0x7002,0xbcb4,0x35b7,
-0x40bb,0x5b53,0x3c72,0xef90,
-0x40eb,0x2509,0xa442,0x13dc
-};
-static unsigned short U[] = {
-0x4040,0xc7e6,0x3fef,0xa6ba,
-0x4080,0x4add,0x14c6,0x3aee,
-0x40b1,0xf252,0xe680,0xfd12,
-0x40d6,0x1940,0x0101,0x7c0a,
-0x40e8,0x0e6c,0x9dc8,0xf567
-};
-#define UTHRESH 37.519379347
-#endif
-
-#ifdef ANSIPROT
-extern double polevl ( double, void *, int );
-extern double p1evl ( double, void *, int );
-extern double exp ( double );
-extern double log ( double );
-extern double fabs ( double );
-double erf ( double );
-double erfc ( double );
-#else
-double polevl(), p1evl(), exp(), log(), fabs();
-double erf(), erfc();
-#endif
-
-double ndtr(a)
-double a;
-{
-double x, y, z;
-
-x = a * SQRTH;
-z = fabs(x);
-
-if( z < SQRTH )
- y = 0.5 + 0.5 * erf(x);
-
-else
- {
- y = 0.5 * erfc(z);
-
- if( x > 0 )
- y = 1.0 - y;
- }
-
-return(y);
-}
-
-
-double erfc(a)
-double a;
-{
-double p,q,x,y,z;
-
-
-if( a < 0.0 )
- x = -a;
-else
- x = a;
-
-if( x < 1.0 )
- return( 1.0 - erf(a) );
-
-z = -a * a;
-
-if( z < -MAXLOG )
- {
-under:
- mtherr( "erfc", UNDERFLOW );
- if( a < 0 )
- return( 2.0 );
- else
- return( 0.0 );
- }
-
-z = exp(z);
-
-if( x < 8.0 )
- {
- p = polevl( x, P, 8 );
- q = p1evl( x, Q, 8 );
- }
-else
- {
- p = polevl( x, R, 5 );
- q = p1evl( x, S, 6 );
- }
-y = (z * p)/q;
-
-if( a < 0 )
- y = 2.0 - y;
-
-if( y == 0.0 )
- goto under;
-
-return(y);
-}
-
-
-
-double erf(x)
-double x;
-{
-double y, z;
-
-if( fabs(x) > 1.0 )
- return( 1.0 - erfc(x) );
-z = x * x;
-y = x * polevl( z, T, 4 ) / p1evl( z, U, 5 );
-return( y );
-
-}