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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
6 #ifndef BOOST_MATH_SPECIAL_ERF_HPP
7 #define BOOST_MATH_SPECIAL_ERF_HPP
8
9 #ifdef _MSC_VER
10 #pragma once
11 #endif
12
13 #include <boost/math/special_functions/math_fwd.hpp>
14 #include <boost/math/tools/config.hpp>
15 #include <boost/math/special_functions/gamma.hpp>
16 #include <boost/math/tools/roots.hpp>
17 #include <boost/math/policies/error_handling.hpp>
18 #include <boost/math/tools/big_constant.hpp>
19
20 namespace boost{ namespace math{
21
22 namespace detail
23 {
24
25 //
26 // Asymptotic series for large z:
27 //
28 template <class T>
29 struct erf_asympt_series_t
30 {
31 erf_asympt_series_t(T z) : xx(2 * -z * z), tk(1)
32 {
33 BOOST_MATH_STD_USING
34 result = -exp(-z * z) / sqrt(boost::math::constants::pi<T>());
35 result /= z;
36 }
37
38 typedef T result_type;
39
40 T operator()()
41 {
42 BOOST_MATH_STD_USING
43 T r = result;
44 result *= tk / xx;
45 tk += 2;
46 if( fabs(r) < fabs(result))
47 result = 0;
48 return r;
49 }
50 private:
51 T result;
52 T xx;
53 int tk;
54 };
55 //
56 // How large z has to be in order to ensure that the series converges:
57 //
58 template <class T>
59 inline float erf_asymptotic_limit_N(const T&)
60 {
61 return (std::numeric_limits<float>::max)();
62 }
63 inline float erf_asymptotic_limit_N(const mpl::int_<24>&)
64 {
65 return 2.8F;
66 }
67 inline float erf_asymptotic_limit_N(const mpl::int_<53>&)
68 {
69 return 4.3F;
70 }
71 inline float erf_asymptotic_limit_N(const mpl::int_<64>&)
72 {
73 return 4.8F;
74 }
75 inline float erf_asymptotic_limit_N(const mpl::int_<106>&)
76 {
77 return 6.5F;
78 }
79 inline float erf_asymptotic_limit_N(const mpl::int_<113>&)
80 {
81 return 6.8F;
82 }
83
84 template <class T, class Policy>
85 inline T erf_asymptotic_limit()
86 {
87 typedef typename policies::precision<T, Policy>::type precision_type;
88 typedef typename mpl::if_<
89 mpl::less_equal<precision_type, mpl::int_<24> >,
90 typename mpl::if_<
91 mpl::less_equal<precision_type, mpl::int_<0> >,
92 mpl::int_<0>,
93 mpl::int_<24>
94 >::type,
95 typename mpl::if_<
96 mpl::less_equal<precision_type, mpl::int_<53> >,
97 mpl::int_<53>,
98 typename mpl::if_<
99 mpl::less_equal<precision_type, mpl::int_<64> >,
100 mpl::int_<64>,
101 typename mpl::if_<
102 mpl::less_equal<precision_type, mpl::int_<106> >,
103 mpl::int_<106>,
104 typename mpl::if_<
105 mpl::less_equal<precision_type, mpl::int_<113> >,
106 mpl::int_<113>,
107 mpl::int_<0>
108 >::type
109 >::type
110 >::type
111 >::type
112 >::type tag_type;
113 return erf_asymptotic_limit_N(tag_type());
114 }
115
116 template <class T, class Policy, class Tag>
117 T erf_imp(T z, bool invert, const Policy& pol, const Tag& t)
118 {
119 BOOST_MATH_STD_USING
120
121 BOOST_MATH_INSTRUMENT_CODE("Generic erf_imp called");
122
123 if(z < 0)
124 {
125 if(!invert)
126 return -erf_imp(T(-z), invert, pol, t);
127 else
128 return 1 + erf_imp(T(-z), false, pol, t);
129 }
130
131 T result;
132
133 if(!invert && (z > detail::erf_asymptotic_limit<T, Policy>()))
134 {
135 detail::erf_asympt_series_t<T> s(z);
136 boost::uintmax_t max_iter = policies::get_max_series_iterations<Policy>();
137 result = boost::math::tools::sum_series(s, policies::get_epsilon<T, Policy>(), max_iter, 1);
138 policies::check_series_iterations<T>("boost::math::erf<%1%>(%1%, %1%)", max_iter, pol);
139 }
140 else
141 {
142 T x = z * z;
143 if(x < 0.6)
144 {
145 // Compute P:
146 result = z * exp(-x);
147 result /= sqrt(boost::math::constants::pi<T>());
148 if(result != 0)
149 result *= 2 * detail::lower_gamma_series(T(0.5f), x, pol);
150 }
151 else if(x < 1.1f)
152 {
153 // Compute Q:
154 invert = !invert;
155 result = tgamma_small_upper_part(T(0.5f), x, pol);
156 result /= sqrt(boost::math::constants::pi<T>());
157 }
158 else if(x > 1 / tools::epsilon<T>())
159 {
160 // http://functions.wolfram.com/06.27.06.0006.02
161 invert = !invert;
162 result = exp(-x) / (constants::root_pi<T>() * z);
163 }
164 else
165 {
166 // Compute Q:
167 invert = !invert;
168 result = z * exp(-x);
169 result /= boost::math::constants::root_pi<T>();
170 result *= upper_gamma_fraction(T(0.5f), x, policies::get_epsilon<T, Policy>());
171 }
172 }
173 if(invert)
174 result = 1 - result;
175 return result;
176 }
177
178 template <class T, class Policy>
179 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<53>& t)
180 {
181 BOOST_MATH_STD_USING
182
183 BOOST_MATH_INSTRUMENT_CODE("53-bit precision erf_imp called");
184
185 if(z < 0)
186 {
187 if(!invert)
188 return -erf_imp(T(-z), invert, pol, t);
189 else if(z < -0.5)
190 return 2 - erf_imp(T(-z), invert, pol, t);
191 else
192 return 1 + erf_imp(T(-z), false, pol, t);
193 }
194
195 T result;
196
197 //
198 // Big bunch of selection statements now to pick
199 // which implementation to use,
200 // try to put most likely options first:
201 //
202 if(z < 0.5)
203 {
204 //
205 // We're going to calculate erf:
206 //
207 if(z < 1e-10)
208 {
209 if(z == 0)
210 {
211 result = T(0);
212 }
213 else
214 {
215 static const T c = BOOST_MATH_BIG_CONSTANT(T, 53, 0.003379167095512573896158903121545171688);
216 result = static_cast<T>(z * 1.125f + z * c);
217 }
218 }
219 else
220 {
221 // Maximum Deviation Found: 1.561e-17
222 // Expected Error Term: 1.561e-17
223 // Maximum Relative Change in Control Points: 1.155e-04
224 // Max Error found at double precision = 2.961182e-17
225
226 static const T Y = 1.044948577880859375f;
227 static const T P[] = {
228 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0834305892146531832907),
229 BOOST_MATH_BIG_CONSTANT(T, 53, -0.338165134459360935041),
230 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0509990735146777432841),
231 BOOST_MATH_BIG_CONSTANT(T, 53, -0.00772758345802133288487),
232 BOOST_MATH_BIG_CONSTANT(T, 53, -0.000322780120964605683831),
233 };
234 static const T Q[] = {
235 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
236 BOOST_MATH_BIG_CONSTANT(T, 53, 0.455004033050794024546),
237 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0875222600142252549554),
238 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00858571925074406212772),
239 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000370900071787748000569),
240 };
241 T zz = z * z;
242 result = z * (Y + tools::evaluate_polynomial(P, zz) / tools::evaluate_polynomial(Q, zz));
243 }
244 }
245 else if(invert ? (z < 28) : (z < 5.8f))
246 {
247 //
248 // We'll be calculating erfc:
249 //
250 invert = !invert;
251 if(z < 1.5f)
252 {
253 // Maximum Deviation Found: 3.702e-17
254 // Expected Error Term: 3.702e-17
255 // Maximum Relative Change in Control Points: 2.845e-04
256 // Max Error found at double precision = 4.841816e-17
257 static const T Y = 0.405935764312744140625f;
258 static const T P[] = {
259 BOOST_MATH_BIG_CONSTANT(T, 53, -0.098090592216281240205),
260 BOOST_MATH_BIG_CONSTANT(T, 53, 0.178114665841120341155),
261 BOOST_MATH_BIG_CONSTANT(T, 53, 0.191003695796775433986),
262 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0888900368967884466578),
263 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0195049001251218801359),
264 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00180424538297014223957),
265 };
266 static const T Q[] = {
267 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
268 BOOST_MATH_BIG_CONSTANT(T, 53, 1.84759070983002217845),
269 BOOST_MATH_BIG_CONSTANT(T, 53, 1.42628004845511324508),
270 BOOST_MATH_BIG_CONSTANT(T, 53, 0.578052804889902404909),
271 BOOST_MATH_BIG_CONSTANT(T, 53, 0.12385097467900864233),
272 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0113385233577001411017),
273 BOOST_MATH_BIG_CONSTANT(T, 53, 0.337511472483094676155e-5),
274 };
275 BOOST_MATH_INSTRUMENT_VARIABLE(Y);
276 BOOST_MATH_INSTRUMENT_VARIABLE(P[0]);
277 BOOST_MATH_INSTRUMENT_VARIABLE(Q[0]);
278 BOOST_MATH_INSTRUMENT_VARIABLE(z);
279 result = Y + tools::evaluate_polynomial(P, T(z - 0.5)) / tools::evaluate_polynomial(Q, T(z - 0.5));
280 BOOST_MATH_INSTRUMENT_VARIABLE(result);
281 result *= exp(-z * z) / z;
282 BOOST_MATH_INSTRUMENT_VARIABLE(result);
283 }
284 else if(z < 2.5f)
285 {
286 // Max Error found at double precision = 6.599585e-18
287 // Maximum Deviation Found: 3.909e-18
288 // Expected Error Term: 3.909e-18
289 // Maximum Relative Change in Control Points: 9.886e-05
290 static const T Y = 0.50672817230224609375f;
291 static const T P[] = {
292 BOOST_MATH_BIG_CONSTANT(T, 53, -0.0243500476207698441272),
293 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0386540375035707201728),
294 BOOST_MATH_BIG_CONSTANT(T, 53, 0.04394818964209516296),
295 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175679436311802092299),
296 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00323962406290842133584),
297 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000235839115596880717416),
298 };
299 static const T Q[] = {
300 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
301 BOOST_MATH_BIG_CONSTANT(T, 53, 1.53991494948552447182),
302 BOOST_MATH_BIG_CONSTANT(T, 53, 0.982403709157920235114),
303 BOOST_MATH_BIG_CONSTANT(T, 53, 0.325732924782444448493),
304 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0563921837420478160373),
305 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00410369723978904575884),
306 };
307 result = Y + tools::evaluate_polynomial(P, T(z - 1.5)) / tools::evaluate_polynomial(Q, T(z - 1.5));
308 result *= exp(-z * z) / z;
309 }
310 else if(z < 4.5f)
311 {
312 // Maximum Deviation Found: 1.512e-17
313 // Expected Error Term: 1.512e-17
314 // Maximum Relative Change in Control Points: 2.222e-04
315 // Max Error found at double precision = 2.062515e-17
316 static const T Y = 0.5405750274658203125f;
317 static const T P[] = {
318 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00295276716530971662634),
319 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0137384425896355332126),
320 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00840807615555585383007),
321 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00212825620914618649141),
322 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000250269961544794627958),
323 BOOST_MATH_BIG_CONSTANT(T, 53, 0.113212406648847561139e-4),
324 };
325 static const T Q[] = {
326 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
327 BOOST_MATH_BIG_CONSTANT(T, 53, 1.04217814166938418171),
328 BOOST_MATH_BIG_CONSTANT(T, 53, 0.442597659481563127003),
329 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0958492726301061423444),
330 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0105982906484876531489),
331 BOOST_MATH_BIG_CONSTANT(T, 53, 0.000479411269521714493907),
332 };
333 result = Y + tools::evaluate_polynomial(P, T(z - 3.5)) / tools::evaluate_polynomial(Q, T(z - 3.5));
334 result *= exp(-z * z) / z;
335 }
336 else
337 {
338 // Max Error found at double precision = 2.997958e-17
339 // Maximum Deviation Found: 2.860e-17
340 // Expected Error Term: 2.859e-17
341 // Maximum Relative Change in Control Points: 1.357e-05
342 static const T Y = 0.5579090118408203125f;
343 static const T P[] = {
344 BOOST_MATH_BIG_CONSTANT(T, 53, 0.00628057170626964891937),
345 BOOST_MATH_BIG_CONSTANT(T, 53, 0.0175389834052493308818),
346 BOOST_MATH_BIG_CONSTANT(T, 53, -0.212652252872804219852),
347 BOOST_MATH_BIG_CONSTANT(T, 53, -0.687717681153649930619),
348 BOOST_MATH_BIG_CONSTANT(T, 53, -2.5518551727311523996),
349 BOOST_MATH_BIG_CONSTANT(T, 53, -3.22729451764143718517),
350 BOOST_MATH_BIG_CONSTANT(T, 53, -2.8175401114513378771),
351 };
352 static const T Q[] = {
353 BOOST_MATH_BIG_CONSTANT(T, 53, 1.0),
354 BOOST_MATH_BIG_CONSTANT(T, 53, 2.79257750980575282228),
355 BOOST_MATH_BIG_CONSTANT(T, 53, 11.0567237927800161565),
356 BOOST_MATH_BIG_CONSTANT(T, 53, 15.930646027911794143),
357 BOOST_MATH_BIG_CONSTANT(T, 53, 22.9367376522880577224),
358 BOOST_MATH_BIG_CONSTANT(T, 53, 13.5064170191802889145),
359 BOOST_MATH_BIG_CONSTANT(T, 53, 5.48409182238641741584),
360 };
361 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
362 result *= exp(-z * z) / z;
363 }
364 }
365 else
366 {
367 //
368 // Any value of z larger than 28 will underflow to zero:
369 //
370 result = 0;
371 invert = !invert;
372 }
373
374 if(invert)
375 {
376 result = 1 - result;
377 }
378
379 return result;
380 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<53>& t)
381
382
383 template <class T, class Policy>
384 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<64>& t)
385 {
386 BOOST_MATH_STD_USING
387
388 BOOST_MATH_INSTRUMENT_CODE("64-bit precision erf_imp called");
389
390 if(z < 0)
391 {
392 if(!invert)
393 return -erf_imp(T(-z), invert, pol, t);
394 else if(z < -0.5)
395 return 2 - erf_imp(T(-z), invert, pol, t);
396 else
397 return 1 + erf_imp(T(-z), false, pol, t);
398 }
399
400 T result;
401
402 //
403 // Big bunch of selection statements now to pick which
404 // implementation to use, try to put most likely options
405 // first:
406 //
407 if(z < 0.5)
408 {
409 //
410 // We're going to calculate erf:
411 //
412 if(z == 0)
413 {
414 result = 0;
415 }
416 else if(z < 1e-10)
417 {
418 static const T c = BOOST_MATH_BIG_CONSTANT(T, 64, 0.003379167095512573896158903121545171688);
419 result = z * 1.125 + z * c;
420 }
421 else
422 {
423 // Max Error found at long double precision = 1.623299e-20
424 // Maximum Deviation Found: 4.326e-22
425 // Expected Error Term: -4.326e-22
426 // Maximum Relative Change in Control Points: 1.474e-04
427 static const T Y = 1.044948577880859375f;
428 static const T P[] = {
429 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0834305892146531988966),
430 BOOST_MATH_BIG_CONSTANT(T, 64, -0.338097283075565413695),
431 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0509602734406067204596),
432 BOOST_MATH_BIG_CONSTANT(T, 64, -0.00904906346158537794396),
433 BOOST_MATH_BIG_CONSTANT(T, 64, -0.000489468651464798669181),
434 BOOST_MATH_BIG_CONSTANT(T, 64, -0.200305626366151877759e-4),
435 };
436 static const T Q[] = {
437 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
438 BOOST_MATH_BIG_CONSTANT(T, 64, 0.455817300515875172439),
439 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0916537354356241792007),
440 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0102722652675910031202),
441 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000650511752687851548735),
442 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189532519105655496778e-4),
443 };
444 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
445 }
446 }
447 else if(invert ? (z < 110) : (z < 6.4f))
448 {
449 //
450 // We'll be calculating erfc:
451 //
452 invert = !invert;
453 if(z < 1.5)
454 {
455 // Max Error found at long double precision = 3.239590e-20
456 // Maximum Deviation Found: 2.241e-20
457 // Expected Error Term: -2.241e-20
458 // Maximum Relative Change in Control Points: 5.110e-03
459 static const T Y = 0.405935764312744140625f;
460 static const T P[] = {
461 BOOST_MATH_BIG_CONSTANT(T, 64, -0.0980905922162812031672),
462 BOOST_MATH_BIG_CONSTANT(T, 64, 0.159989089922969141329),
463 BOOST_MATH_BIG_CONSTANT(T, 64, 0.222359821619935712378),
464 BOOST_MATH_BIG_CONSTANT(T, 64, 0.127303921703577362312),
465 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0384057530342762400273),
466 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00628431160851156719325),
467 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000441266654514391746428),
468 BOOST_MATH_BIG_CONSTANT(T, 64, 0.266689068336295642561e-7),
469 };
470 static const T Q[] = {
471 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
472 BOOST_MATH_BIG_CONSTANT(T, 64, 2.03237474985469469291),
473 BOOST_MATH_BIG_CONSTANT(T, 64, 1.78355454954969405222),
474 BOOST_MATH_BIG_CONSTANT(T, 64, 0.867940326293760578231),
475 BOOST_MATH_BIG_CONSTANT(T, 64, 0.248025606990021698392),
476 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0396649631833002269861),
477 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00279220237309449026796),
478 };
479 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
480 result *= exp(-z * z) / z;
481 }
482 else if(z < 2.5)
483 {
484 // Max Error found at long double precision = 3.686211e-21
485 // Maximum Deviation Found: 1.495e-21
486 // Expected Error Term: -1.494e-21
487 // Maximum Relative Change in Control Points: 1.793e-04
488 static const T Y = 0.50672817230224609375f;
489 static const T P[] = {
490 BOOST_MATH_BIG_CONSTANT(T, 64, -0.024350047620769840217),
491 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0343522687935671451309),
492 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0505420824305544949541),
493 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0257479325917757388209),
494 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00669349844190354356118),
495 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00090807914416099524444),
496 BOOST_MATH_BIG_CONSTANT(T, 64, 0.515917266698050027934e-4),
497 };
498 static const T Q[] = {
499 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
500 BOOST_MATH_BIG_CONSTANT(T, 64, 1.71657861671930336344),
501 BOOST_MATH_BIG_CONSTANT(T, 64, 1.26409634824280366218),
502 BOOST_MATH_BIG_CONSTANT(T, 64, 0.512371437838969015941),
503 BOOST_MATH_BIG_CONSTANT(T, 64, 0.120902623051120950935),
504 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0158027197831887485261),
505 BOOST_MATH_BIG_CONSTANT(T, 64, 0.000897871370778031611439),
506 };
507 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
508 result *= exp(-z * z) / z;
509 }
510 else if(z < 4.5)
511 {
512 // Maximum Deviation Found: 1.107e-20
513 // Expected Error Term: -1.106e-20
514 // Maximum Relative Change in Control Points: 1.709e-04
515 // Max Error found at long double precision = 1.446908e-20
516 static const T Y = 0.5405750274658203125f;
517 static const T P[] = {
518 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0029527671653097284033),
519 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0141853245895495604051),
520 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0104959584626432293901),
521 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00343963795976100077626),
522 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00059065441194877637899),
523 BOOST_MATH_BIG_CONSTANT(T, 64, 0.523435380636174008685e-4),
524 BOOST_MATH_BIG_CONSTANT(T, 64, 0.189896043050331257262e-5),
525 };
526 static const T Q[] = {
527 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
528 BOOST_MATH_BIG_CONSTANT(T, 64, 1.19352160185285642574),
529 BOOST_MATH_BIG_CONSTANT(T, 64, 0.603256964363454392857),
530 BOOST_MATH_BIG_CONSTANT(T, 64, 0.165411142458540585835),
531 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0259729870946203166468),
532 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00221657568292893699158),
533 BOOST_MATH_BIG_CONSTANT(T, 64, 0.804149464190309799804e-4),
534 };
535 result = Y + tools::evaluate_polynomial(P, T(z - 3.5f)) / tools::evaluate_polynomial(Q, T(z - 3.5f));
536 result *= exp(-z * z) / z;
537 }
538 else
539 {
540 // Max Error found at long double precision = 7.961166e-21
541 // Maximum Deviation Found: 6.677e-21
542 // Expected Error Term: 6.676e-21
543 // Maximum Relative Change in Control Points: 2.319e-05
544 static const T Y = 0.55825519561767578125f;
545 static const T P[] = {
546 BOOST_MATH_BIG_CONSTANT(T, 64, 0.00593438793008050214106),
547 BOOST_MATH_BIG_CONSTANT(T, 64, 0.0280666231009089713937),
548 BOOST_MATH_BIG_CONSTANT(T, 64, -0.141597835204583050043),
549 BOOST_MATH_BIG_CONSTANT(T, 64, -0.978088201154300548842),
550 BOOST_MATH_BIG_CONSTANT(T, 64, -5.47351527796012049443),
551 BOOST_MATH_BIG_CONSTANT(T, 64, -13.8677304660245326627),
552 BOOST_MATH_BIG_CONSTANT(T, 64, -27.1274948720539821722),
553 BOOST_MATH_BIG_CONSTANT(T, 64, -29.2545152747009461519),
554 BOOST_MATH_BIG_CONSTANT(T, 64, -16.8865774499799676937),
555 };
556 static const T Q[] = {
557 BOOST_MATH_BIG_CONSTANT(T, 64, 1.0),
558 BOOST_MATH_BIG_CONSTANT(T, 64, 4.72948911186645394541),
559 BOOST_MATH_BIG_CONSTANT(T, 64, 23.6750543147695749212),
560 BOOST_MATH_BIG_CONSTANT(T, 64, 60.0021517335693186785),
561 BOOST_MATH_BIG_CONSTANT(T, 64, 131.766251645149522868),
562 BOOST_MATH_BIG_CONSTANT(T, 64, 178.167924971283482513),
563 BOOST_MATH_BIG_CONSTANT(T, 64, 182.499390505915222699),
564 BOOST_MATH_BIG_CONSTANT(T, 64, 104.365251479578577989),
565 BOOST_MATH_BIG_CONSTANT(T, 64, 30.8365511891224291717),
566 };
567 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
568 result *= exp(-z * z) / z;
569 }
570 }
571 else
572 {
573 //
574 // Any value of z larger than 110 will underflow to zero:
575 //
576 result = 0;
577 invert = !invert;
578 }
579
580 if(invert)
581 {
582 result = 1 - result;
583 }
584
585 return result;
586 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<64>& t)
587
588
589 template <class T, class Policy>
590 T erf_imp(T z, bool invert, const Policy& pol, const mpl::int_<113>& t)
591 {
592 BOOST_MATH_STD_USING
593
594 BOOST_MATH_INSTRUMENT_CODE("113-bit precision erf_imp called");
595
596 if(z < 0)
597 {
598 if(!invert)
599 return -erf_imp(T(-z), invert, pol, t);
600 else if(z < -0.5)
601 return 2 - erf_imp(T(-z), invert, pol, t);
602 else
603 return 1 + erf_imp(T(-z), false, pol, t);
604 }
605
606 T result;
607
608 //
609 // Big bunch of selection statements now to pick which
610 // implementation to use, try to put most likely options
611 // first:
612 //
613 if(z < 0.5)
614 {
615 //
616 // We're going to calculate erf:
617 //
618 if(z == 0)
619 {
620 result = 0;
621 }
622 else if(z < 1e-20)
623 {
624 static const T c = BOOST_MATH_BIG_CONSTANT(T, 113, 0.003379167095512573896158903121545171688);
625 result = z * 1.125 + z * c;
626 }
627 else
628 {
629 // Max Error found at long double precision = 2.342380e-35
630 // Maximum Deviation Found: 6.124e-36
631 // Expected Error Term: -6.124e-36
632 // Maximum Relative Change in Control Points: 3.492e-10
633 static const T Y = 1.0841522216796875f;
634 static const T P[] = {
635 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0442269454158250738961589031215451778),
636 BOOST_MATH_BIG_CONSTANT(T, 113, -0.35549265736002144875335323556961233),
637 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0582179564566667896225454670863270393),
638 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0112694696904802304229950538453123925),
639 BOOST_MATH_BIG_CONSTANT(T, 113, -0.000805730648981801146251825329609079099),
640 BOOST_MATH_BIG_CONSTANT(T, 113, -0.566304966591936566229702842075966273e-4),
641 BOOST_MATH_BIG_CONSTANT(T, 113, -0.169655010425186987820201021510002265e-5),
642 BOOST_MATH_BIG_CONSTANT(T, 113, -0.344448249920445916714548295433198544e-7),
643 };
644 static const T Q[] = {
645 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
646 BOOST_MATH_BIG_CONSTANT(T, 113, 0.466542092785657604666906909196052522),
647 BOOST_MATH_BIG_CONSTANT(T, 113, 0.100005087012526447295176964142107611),
648 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0128341535890117646540050072234142603),
649 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00107150448466867929159660677016658186),
650 BOOST_MATH_BIG_CONSTANT(T, 113, 0.586168368028999183607733369248338474e-4),
651 BOOST_MATH_BIG_CONSTANT(T, 113, 0.196230608502104324965623171516808796e-5),
652 BOOST_MATH_BIG_CONSTANT(T, 113, 0.313388521582925207734229967907890146e-7),
653 };
654 result = z * (Y + tools::evaluate_polynomial(P, T(z * z)) / tools::evaluate_polynomial(Q, T(z * z)));
655 }
656 }
657 else if(invert ? (z < 110) : (z < 8.65f))
658 {
659 //
660 // We'll be calculating erfc:
661 //
662 invert = !invert;
663 if(z < 1)
664 {
665 // Max Error found at long double precision = 3.246278e-35
666 // Maximum Deviation Found: 1.388e-35
667 // Expected Error Term: 1.387e-35
668 // Maximum Relative Change in Control Points: 6.127e-05
669 static const T Y = 0.371877193450927734375f;
670 static const T P[] = {
671 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0640320213544647969396032886581290455),
672 BOOST_MATH_BIG_CONSTANT(T, 113, 0.200769874440155895637857443946706731),
673 BOOST_MATH_BIG_CONSTANT(T, 113, 0.378447199873537170666487408805779826),
674 BOOST_MATH_BIG_CONSTANT(T, 113, 0.30521399466465939450398642044975127),
675 BOOST_MATH_BIG_CONSTANT(T, 113, 0.146890026406815277906781824723458196),
676 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0464837937749539978247589252732769567),
677 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00987895759019540115099100165904822903),
678 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00137507575429025512038051025154301132),
679 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0001144764551085935580772512359680516),
680 BOOST_MATH_BIG_CONSTANT(T, 113, 0.436544865032836914773944382339900079e-5),
681 };
682 static const T Q[] = {
683 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
684 BOOST_MATH_BIG_CONSTANT(T, 113, 2.47651182872457465043733800302427977),
685 BOOST_MATH_BIG_CONSTANT(T, 113, 2.78706486002517996428836400245547955),
686 BOOST_MATH_BIG_CONSTANT(T, 113, 1.87295924621659627926365005293130693),
687 BOOST_MATH_BIG_CONSTANT(T, 113, 0.829375825174365625428280908787261065),
688 BOOST_MATH_BIG_CONSTANT(T, 113, 0.251334771307848291593780143950311514),
689 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0522110268876176186719436765734722473),
690 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00718332151250963182233267040106902368),
691 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000595279058621482041084986219276392459),
692 BOOST_MATH_BIG_CONSTANT(T, 113, 0.226988669466501655990637599399326874e-4),
693 BOOST_MATH_BIG_CONSTANT(T, 113, 0.270666232259029102353426738909226413e-10),
694 };
695 result = Y + tools::evaluate_polynomial(P, T(z - 0.5f)) / tools::evaluate_polynomial(Q, T(z - 0.5f));
696 result *= exp(-z * z) / z;
697 }
698 else if(z < 1.5)
699 {
700 // Max Error found at long double precision = 2.215785e-35
701 // Maximum Deviation Found: 1.539e-35
702 // Expected Error Term: 1.538e-35
703 // Maximum Relative Change in Control Points: 6.104e-05
704 static const T Y = 0.45658016204833984375f;
705 static const T P[] = {
706 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0289965858925328393392496555094848345),
707 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0868181194868601184627743162571779226),
708 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169373435121178901746317404936356745),
709 BOOST_MATH_BIG_CONSTANT(T, 113, 0.13350446515949251201104889028133486),
710 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0617447837290183627136837688446313313),
711 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0185618495228251406703152962489700468),
712 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00371949406491883508764162050169531013),
713 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000485121708792921297742105775823900772),
714 BOOST_MATH_BIG_CONSTANT(T, 113, 0.376494706741453489892108068231400061e-4),
715 BOOST_MATH_BIG_CONSTANT(T, 113, 0.133166058052466262415271732172490045e-5),
716 };
717 static const T Q[] = {
718 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
719 BOOST_MATH_BIG_CONSTANT(T, 113, 2.32970330146503867261275580968135126),
720 BOOST_MATH_BIG_CONSTANT(T, 113, 2.46325715420422771961250513514928746),
721 BOOST_MATH_BIG_CONSTANT(T, 113, 1.55307882560757679068505047390857842),
722 BOOST_MATH_BIG_CONSTANT(T, 113, 0.644274289865972449441174485441409076),
723 BOOST_MATH_BIG_CONSTANT(T, 113, 0.182609091063258208068606847453955649),
724 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0354171651271241474946129665801606795),
725 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00454060370165285246451879969534083997),
726 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000349871943711566546821198612518656486),
727 BOOST_MATH_BIG_CONSTANT(T, 113, 0.123749319840299552925421880481085392e-4),
728 };
729 result = Y + tools::evaluate_polynomial(P, T(z - 1.0f)) / tools::evaluate_polynomial(Q, T(z - 1.0f));
730 result *= exp(-z * z) / z;
731 }
732 else if(z < 2.25)
733 {
734 // Maximum Deviation Found: 1.418e-35
735 // Expected Error Term: 1.418e-35
736 // Maximum Relative Change in Control Points: 1.316e-04
737 // Max Error found at long double precision = 1.998462e-35
738 static const T Y = 0.50250148773193359375f;
739 static const T P[] = {
740 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0201233630504573402185161184151016606),
741 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0331864357574860196516686996302305002),
742 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0716562720864787193337475444413405461),
743 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0545835322082103985114927569724880658),
744 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0236692635189696678976549720784989593),
745 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00656970902163248872837262539337601845),
746 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00120282643299089441390490459256235021),
747 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000142123229065182650020762792081622986),
748 BOOST_MATH_BIG_CONSTANT(T, 113, 0.991531438367015135346716277792989347e-5),
749 BOOST_MATH_BIG_CONSTANT(T, 113, 0.312857043762117596999398067153076051e-6),
750 };
751 static const T Q[] = {
752 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
753 BOOST_MATH_BIG_CONSTANT(T, 113, 2.13506082409097783827103424943508554),
754 BOOST_MATH_BIG_CONSTANT(T, 113, 2.06399257267556230937723190496806215),
755 BOOST_MATH_BIG_CONSTANT(T, 113, 1.18678481279932541314830499880691109),
756 BOOST_MATH_BIG_CONSTANT(T, 113, 0.447733186643051752513538142316799562),
757 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11505680005657879437196953047542148),
758 BOOST_MATH_BIG_CONSTANT(T, 113, 0.020163993632192726170219663831914034),
759 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00232708971840141388847728782209730585),
760 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000160733201627963528519726484608224112),
761 BOOST_MATH_BIG_CONSTANT(T, 113, 0.507158721790721802724402992033269266e-5),
762 BOOST_MATH_BIG_CONSTANT(T, 113, 0.18647774409821470950544212696270639e-12),
763 };
764 result = Y + tools::evaluate_polynomial(P, T(z - 1.5f)) / tools::evaluate_polynomial(Q, T(z - 1.5f));
765 result *= exp(-z * z) / z;
766 }
767 else if (z < 3)
768 {
769 // Maximum Deviation Found: 3.575e-36
770 // Expected Error Term: 3.575e-36
771 // Maximum Relative Change in Control Points: 7.103e-05
772 // Max Error found at long double precision = 5.794737e-36
773 static const T Y = 0.52896785736083984375f;
774 static const T P[] = {
775 BOOST_MATH_BIG_CONSTANT(T, 113, -0.00902152521745813634562524098263360074),
776 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0145207142776691539346923710537580927),
777 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0301681239582193983824211995978678571),
778 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0215548540823305814379020678660434461),
779 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00864683476267958365678294164340749949),
780 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00219693096885585491739823283511049902),
781 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000364961639163319762492184502159894371),
782 BOOST_MATH_BIG_CONSTANT(T, 113, 0.388174251026723752769264051548703059e-4),
783 BOOST_MATH_BIG_CONSTANT(T, 113, 0.241918026931789436000532513553594321e-5),
784 BOOST_MATH_BIG_CONSTANT(T, 113, 0.676586625472423508158937481943649258e-7),
785 };
786 static const T Q[] = {
787 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
788 BOOST_MATH_BIG_CONSTANT(T, 113, 1.93669171363907292305550231764920001),
789 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69468476144051356810672506101377494),
790 BOOST_MATH_BIG_CONSTANT(T, 113, 0.880023580986436640372794392579985511),
791 BOOST_MATH_BIG_CONSTANT(T, 113, 0.299099106711315090710836273697708402),
792 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0690593962363545715997445583603382337),
793 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0108427016361318921960863149875360222),
794 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00111747247208044534520499324234317695),
795 BOOST_MATH_BIG_CONSTANT(T, 113, 0.686843205749767250666787987163701209e-4),
796 BOOST_MATH_BIG_CONSTANT(T, 113, 0.192093541425429248675532015101904262e-5),
797 };
798 result = Y + tools::evaluate_polynomial(P, T(z - 2.25f)) / tools::evaluate_polynomial(Q, T(z - 2.25f));
799 result *= exp(-z * z) / z;
800 }
801 else if(z < 3.5)
802 {
803 // Maximum Deviation Found: 8.126e-37
804 // Expected Error Term: -8.126e-37
805 // Maximum Relative Change in Control Points: 1.363e-04
806 // Max Error found at long double precision = 1.747062e-36
807 static const T Y = 0.54037380218505859375f;
808 static const T P[] = {
809 BOOST_MATH_BIG_CONSTANT(T, 113, -0.0033703486408887424921155540591370375),
810 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0104948043110005245215286678898115811),
811 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0148530118504000311502310457390417795),
812 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00816693029245443090102738825536188916),
813 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00249716579989140882491939681805594585),
814 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0004655591010047353023978045800916647),
815 BOOST_MATH_BIG_CONSTANT(T, 113, 0.531129557920045295895085236636025323e-4),
816 BOOST_MATH_BIG_CONSTANT(T, 113, 0.343526765122727069515775194111741049e-5),
817 BOOST_MATH_BIG_CONSTANT(T, 113, 0.971120407556888763695313774578711839e-7),
818 };
819 static const T Q[] = {
820 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
821 BOOST_MATH_BIG_CONSTANT(T, 113, 1.59911256167540354915906501335919317),
822 BOOST_MATH_BIG_CONSTANT(T, 113, 1.136006830764025173864831382946934),
823 BOOST_MATH_BIG_CONSTANT(T, 113, 0.468565867990030871678574840738423023),
824 BOOST_MATH_BIG_CONSTANT(T, 113, 0.122821824954470343413956476900662236),
825 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0209670914950115943338996513330141633),
826 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00227845718243186165620199012883547257),
827 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000144243326443913171313947613547085553),
828 BOOST_MATH_BIG_CONSTANT(T, 113, 0.407763415954267700941230249989140046e-5),
829 };
830 result = Y + tools::evaluate_polynomial(P, T(z - 3.0f)) / tools::evaluate_polynomial(Q, T(z - 3.0f));
831 result *= exp(-z * z) / z;
832 }
833 else if(z < 5.5)
834 {
835 // Maximum Deviation Found: 5.804e-36
836 // Expected Error Term: -5.803e-36
837 // Maximum Relative Change in Control Points: 2.475e-05
838 // Max Error found at long double precision = 1.349545e-35
839 static const T Y = 0.55000019073486328125f;
840 static const T P[] = {
841 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00118142849742309772151454518093813615),
842 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0072201822885703318172366893469382745),
843 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0078782276276860110721875733778481505),
844 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00418229166204362376187593976656261146),
845 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00134198400587769200074194304298642705),
846 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000283210387078004063264777611497435572),
847 BOOST_MATH_BIG_CONSTANT(T, 113, 0.405687064094911866569295610914844928e-4),
848 BOOST_MATH_BIG_CONSTANT(T, 113, 0.39348283801568113807887364414008292e-5),
849 BOOST_MATH_BIG_CONSTANT(T, 113, 0.248798540917787001526976889284624449e-6),
850 BOOST_MATH_BIG_CONSTANT(T, 113, 0.929502490223452372919607105387474751e-8),
851 BOOST_MATH_BIG_CONSTANT(T, 113, 0.156161469668275442569286723236274457e-9),
852 };
853 static const T Q[] = {
854 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
855 BOOST_MATH_BIG_CONSTANT(T, 113, 1.52955245103668419479878456656709381),
856 BOOST_MATH_BIG_CONSTANT(T, 113, 1.06263944820093830054635017117417064),
857 BOOST_MATH_BIG_CONSTANT(T, 113, 0.441684612681607364321013134378316463),
858 BOOST_MATH_BIG_CONSTANT(T, 113, 0.121665258426166960049773715928906382),
859 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0232134512374747691424978642874321434),
860 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00310778180686296328582860464875562636),
861 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000288361770756174705123674838640161693),
862 BOOST_MATH_BIG_CONSTANT(T, 113, 0.177529187194133944622193191942300132e-4),
863 BOOST_MATH_BIG_CONSTANT(T, 113, 0.655068544833064069223029299070876623e-6),
864 BOOST_MATH_BIG_CONSTANT(T, 113, 0.11005507545746069573608988651927452e-7),
865 };
866 result = Y + tools::evaluate_polynomial(P, T(z - 4.5f)) / tools::evaluate_polynomial(Q, T(z - 4.5f));
867 result *= exp(-z * z) / z;
868 }
869 else if(z < 7.5)
870 {
871 // Maximum Deviation Found: 1.007e-36
872 // Expected Error Term: 1.007e-36
873 // Maximum Relative Change in Control Points: 1.027e-03
874 // Max Error found at long double precision = 2.646420e-36
875 static const T Y = 0.5574436187744140625f;
876 static const T P[] = {
877 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000293236907400849056269309713064107674),
878 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00225110719535060642692275221961480162),
879 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00190984458121502831421717207849429799),
880 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000747757733460111743833929141001680706),
881 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000170663175280949889583158597373928096),
882 BOOST_MATH_BIG_CONSTANT(T, 113, 0.246441188958013822253071608197514058e-4),
883 BOOST_MATH_BIG_CONSTANT(T, 113, 0.229818000860544644974205957895688106e-5),
884 BOOST_MATH_BIG_CONSTANT(T, 113, 0.134886977703388748488480980637704864e-6),
885 BOOST_MATH_BIG_CONSTANT(T, 113, 0.454764611880548962757125070106650958e-8),
886 BOOST_MATH_BIG_CONSTANT(T, 113, 0.673002744115866600294723141176820155e-10),
887 };
888 static const T Q[] = {
889 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
890 BOOST_MATH_BIG_CONSTANT(T, 113, 1.12843690320861239631195353379313367),
891 BOOST_MATH_BIG_CONSTANT(T, 113, 0.569900657061622955362493442186537259),
892 BOOST_MATH_BIG_CONSTANT(T, 113, 0.169094404206844928112348730277514273),
893 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0324887449084220415058158657252147063),
894 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00419252877436825753042680842608219552),
895 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00036344133176118603523976748563178578),
896 BOOST_MATH_BIG_CONSTANT(T, 113, 0.204123895931375107397698245752850347e-4),
897 BOOST_MATH_BIG_CONSTANT(T, 113, 0.674128352521481412232785122943508729e-6),
898 BOOST_MATH_BIG_CONSTANT(T, 113, 0.997637501418963696542159244436245077e-8),
899 };
900 result = Y + tools::evaluate_polynomial(P, T(z - 6.5f)) / tools::evaluate_polynomial(Q, T(z - 6.5f));
901 result *= exp(-z * z) / z;
902 }
903 else if(z < 11.5)
904 {
905 // Maximum Deviation Found: 8.380e-36
906 // Expected Error Term: 8.380e-36
907 // Maximum Relative Change in Control Points: 2.632e-06
908 // Max Error found at long double precision = 9.849522e-36
909 static const T Y = 0.56083202362060546875f;
910 static const T P[] = {
911 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000282420728751494363613829834891390121),
912 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00175387065018002823433704079355125161),
913 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0021344978564889819420775336322920375),
914 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00124151356560137532655039683963075661),
915 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000423600733566948018555157026862139644),
916 BOOST_MATH_BIG_CONSTANT(T, 113, 0.914030340865175237133613697319509698e-4),
917 BOOST_MATH_BIG_CONSTANT(T, 113, 0.126999927156823363353809747017945494e-4),
918 BOOST_MATH_BIG_CONSTANT(T, 113, 0.110610959842869849776179749369376402e-5),
919 BOOST_MATH_BIG_CONSTANT(T, 113, 0.55075079477173482096725348704634529e-7),
920 BOOST_MATH_BIG_CONSTANT(T, 113, 0.119735694018906705225870691331543806e-8),
921 };
922 static const T Q[] = {
923 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
924 BOOST_MATH_BIG_CONSTANT(T, 113, 1.69889613396167354566098060039549882),
925 BOOST_MATH_BIG_CONSTANT(T, 113, 1.28824647372749624464956031163282674),
926 BOOST_MATH_BIG_CONSTANT(T, 113, 0.572297795434934493541628008224078717),
927 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164157697425571712377043857240773164),
928 BOOST_MATH_BIG_CONSTANT(T, 113, 0.0315311145224594430281219516531649562),
929 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00405588922155632380812945849777127458),
930 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000336929033691445666232029762868642417),
931 BOOST_MATH_BIG_CONSTANT(T, 113, 0.164033049810404773469413526427932109e-4),
932 BOOST_MATH_BIG_CONSTANT(T, 113, 0.356615210500531410114914617294694857e-6),
933 };
934 result = Y + tools::evaluate_polynomial(P, T(z / 2 - 4.75f)) / tools::evaluate_polynomial(Q, T(z / 2 - 4.75f));
935 result *= exp(-z * z) / z;
936 }
937 else
938 {
939 // Maximum Deviation Found: 1.132e-35
940 // Expected Error Term: -1.132e-35
941 // Maximum Relative Change in Control Points: 4.674e-04
942 // Max Error found at long double precision = 1.162590e-35
943 static const T Y = 0.5632686614990234375f;
944 static const T P[] = {
945 BOOST_MATH_BIG_CONSTANT(T, 113, 0.000920922048732849448079451574171836943),
946 BOOST_MATH_BIG_CONSTANT(T, 113, 0.00321439044532288750501700028748922439),
947 BOOST_MATH_BIG_CONSTANT(T, 113, -0.250455263029390118657884864261823431),
948 BOOST_MATH_BIG_CONSTANT(T, 113, -0.906807635364090342031792404764598142),
949 BOOST_MATH_BIG_CONSTANT(T, 113, -8.92233572835991735876688745989985565),
950 BOOST_MATH_BIG_CONSTANT(T, 113, -21.7797433494422564811782116907878495),
951 BOOST_MATH_BIG_CONSTANT(T, 113, -91.1451915251976354349734589601171659),
952 BOOST_MATH_BIG_CONSTANT(T, 113, -144.1279109655993927069052125017673),
953 BOOST_MATH_BIG_CONSTANT(T, 113, -313.845076581796338665519022313775589),
954 BOOST_MATH_BIG_CONSTANT(T, 113, -273.11378811923343424081101235736475),
955 BOOST_MATH_BIG_CONSTANT(T, 113, -271.651566205951067025696102600443452),
956 BOOST_MATH_BIG_CONSTANT(T, 113, -60.0530577077238079968843307523245547),
957 };
958 static const T Q[] = {
959 BOOST_MATH_BIG_CONSTANT(T, 113, 1.0),
960 BOOST_MATH_BIG_CONSTANT(T, 113, 3.49040448075464744191022350947892036),
961 BOOST_MATH_BIG_CONSTANT(T, 113, 34.3563592467165971295915749548313227),
962 BOOST_MATH_BIG_CONSTANT(T, 113, 84.4993232033879023178285731843850461),
963 BOOST_MATH_BIG_CONSTANT(T, 113, 376.005865281206894120659401340373818),
964 BOOST_MATH_BIG_CONSTANT(T, 113, 629.95369438888946233003926191755125),
965 BOOST_MATH_BIG_CONSTANT(T, 113, 1568.35771983533158591604513304269098),
966 BOOST_MATH_BIG_CONSTANT(T, 113, 1646.02452040831961063640827116581021),
967 BOOST_MATH_BIG_CONSTANT(T, 113, 2299.96860633240298708910425594484895),
968 BOOST_MATH_BIG_CONSTANT(T, 113, 1222.73204392037452750381340219906374),
969 BOOST_MATH_BIG_CONSTANT(T, 113, 799.359797306084372350264298361110448),
970 BOOST_MATH_BIG_CONSTANT(T, 113, 72.7415265778588087243442792401576737),
971 };
972 result = Y + tools::evaluate_polynomial(P, T(1 / z)) / tools::evaluate_polynomial(Q, T(1 / z));
973 result *= exp(-z * z) / z;
974 }
975 }
976 else
977 {
978 //
979 // Any value of z larger than 110 will underflow to zero:
980 //
981 result = 0;
982 invert = !invert;
983 }
984
985 if(invert)
986 {
987 result = 1 - result;
988 }
989
990 return result;
991 } // template <class T, class Lanczos>T erf_imp(T z, bool invert, const Lanczos& l, const mpl::int_<113>& t)
992
993 template <class T, class Policy, class tag>
994 struct erf_initializer
995 {
996 struct init
997 {
998 init()
999 {
1000 do_init(tag());
1001 }
1002 static void do_init(const mpl::int_<0>&){}
1003 static void do_init(const mpl::int_<53>&)
1004 {
1005 boost::math::erf(static_cast<T>(1e-12), Policy());
1006 boost::math::erf(static_cast<T>(0.25), Policy());
1007 boost::math::erf(static_cast<T>(1.25), Policy());
1008 boost::math::erf(static_cast<T>(2.25), Policy());
1009 boost::math::erf(static_cast<T>(4.25), Policy());
1010 boost::math::erf(static_cast<T>(5.25), Policy());
1011 }
1012 static void do_init(const mpl::int_<64>&)
1013 {
1014 boost::math::erf(static_cast<T>(1e-12), Policy());
1015 boost::math::erf(static_cast<T>(0.25), Policy());
1016 boost::math::erf(static_cast<T>(1.25), Policy());
1017 boost::math::erf(static_cast<T>(2.25), Policy());
1018 boost::math::erf(static_cast<T>(4.25), Policy());
1019 boost::math::erf(static_cast<T>(5.25), Policy());
1020 }
1021 static void do_init(const mpl::int_<113>&)
1022 {
1023 boost::math::erf(static_cast<T>(1e-22), Policy());
1024 boost::math::erf(static_cast<T>(0.25), Policy());
1025 boost::math::erf(static_cast<T>(1.25), Policy());
1026 boost::math::erf(static_cast<T>(2.125), Policy());
1027 boost::math::erf(static_cast<T>(2.75), Policy());
1028 boost::math::erf(static_cast<T>(3.25), Policy());
1029 boost::math::erf(static_cast<T>(5.25), Policy());
1030 boost::math::erf(static_cast<T>(7.25), Policy());
1031 boost::math::erf(static_cast<T>(11.25), Policy());
1032 boost::math::erf(static_cast<T>(12.5), Policy());
1033 }
1034 void force_instantiate()const{}
1035 };
1036 static const init initializer;
1037 static void force_instantiate()
1038 {
1039 initializer.force_instantiate();
1040 }
1041 };
1042
1043 template <class T, class Policy, class tag>
1044 const typename erf_initializer<T, Policy, tag>::init erf_initializer<T, Policy, tag>::initializer;
1045
1046 } // namespace detail
1047
1048 template <class T, class Policy>
1049 inline typename tools::promote_args<T>::type erf(T z, const Policy& /* pol */)
1050 {
1051 typedef typename tools::promote_args<T>::type result_type;
1052 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1053 typedef typename policies::precision<result_type, Policy>::type precision_type;
1054 typedef typename policies::normalise<
1055 Policy,
1056 policies::promote_float<false>,
1057 policies::promote_double<false>,
1058 policies::discrete_quantile<>,
1059 policies::assert_undefined<> >::type forwarding_policy;
1060
1061 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
1062 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
1063 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
1064
1065 typedef typename mpl::if_<
1066 mpl::less_equal<precision_type, mpl::int_<0> >,
1067 mpl::int_<0>,
1068 typename mpl::if_<
1069 mpl::less_equal<precision_type, mpl::int_<53> >,
1070 mpl::int_<53>, // double
1071 typename mpl::if_<
1072 mpl::less_equal<precision_type, mpl::int_<64> >,
1073 mpl::int_<64>, // 80-bit long double
1074 typename mpl::if_<
1075 mpl::less_equal<precision_type, mpl::int_<113> >,
1076 mpl::int_<113>, // 128-bit long double
1077 mpl::int_<0> // too many bits, use generic version.
1078 >::type
1079 >::type
1080 >::type
1081 >::type tag_type;
1082
1083 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
1084
1085 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
1086
1087 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
1088 static_cast<value_type>(z),
1089 false,
1090 forwarding_policy(),
1091 tag_type()), "boost::math::erf<%1%>(%1%, %1%)");
1092 }
1093
1094 template <class T, class Policy>
1095 inline typename tools::promote_args<T>::type erfc(T z, const Policy& /* pol */)
1096 {
1097 typedef typename tools::promote_args<T>::type result_type;
1098 typedef typename policies::evaluation<result_type, Policy>::type value_type;
1099 typedef typename policies::precision<result_type, Policy>::type precision_type;
1100 typedef typename policies::normalise<
1101 Policy,
1102 policies::promote_float<false>,
1103 policies::promote_double<false>,
1104 policies::discrete_quantile<>,
1105 policies::assert_undefined<> >::type forwarding_policy;
1106
1107 BOOST_MATH_INSTRUMENT_CODE("result_type = " << typeid(result_type).name());
1108 BOOST_MATH_INSTRUMENT_CODE("value_type = " << typeid(value_type).name());
1109 BOOST_MATH_INSTRUMENT_CODE("precision_type = " << typeid(precision_type).name());
1110
1111 typedef typename mpl::if_<
1112 mpl::less_equal<precision_type, mpl::int_<0> >,
1113 mpl::int_<0>,
1114 typename mpl::if_<
1115 mpl::less_equal<precision_type, mpl::int_<53> >,
1116 mpl::int_<53>, // double
1117 typename mpl::if_<
1118 mpl::less_equal<precision_type, mpl::int_<64> >,
1119 mpl::int_<64>, // 80-bit long double
1120 typename mpl::if_<
1121 mpl::less_equal<precision_type, mpl::int_<113> >,
1122 mpl::int_<113>, // 128-bit long double
1123 mpl::int_<0> // too many bits, use generic version.
1124 >::type
1125 >::type
1126 >::type
1127 >::type tag_type;
1128
1129 BOOST_MATH_INSTRUMENT_CODE("tag_type = " << typeid(tag_type).name());
1130
1131 detail::erf_initializer<value_type, forwarding_policy, tag_type>::force_instantiate(); // Force constants to be initialized before main
1132
1133 return policies::checked_narrowing_cast<result_type, forwarding_policy>(detail::erf_imp(
1134 static_cast<value_type>(z),
1135 true,
1136 forwarding_policy(),
1137 tag_type()), "boost::math::erfc<%1%>(%1%, %1%)");
1138 }
1139
1140 template <class T>
1141 inline typename tools::promote_args<T>::type erf(T z)
1142 {
1143 return boost::math::erf(z, policies::policy<>());
1144 }
1145
1146 template <class T>
1147 inline typename tools::promote_args<T>::type erfc(T z)
1148 {
1149 return boost::math::erfc(z, policies::policy<>());
1150 }
1151
1152 } // namespace math
1153 } // namespace boost
1154
1155 #include <boost/math/special_functions/detail/erf_inv.hpp>
1156
1157 #endif // BOOST_MATH_SPECIAL_ERF_HPP
1158
1159
1160
1161